How the Exchange-Broker-Client nexus works - Trading stocks, futures, options and other exchange instruments

prostotrader 2021.11.18 19:32 #71

fxsaber #:

Ask a general question on some smartlab whether or not brokers do snapshots of quotes for their clients without a direct connection.

Why would a broker interfere with stock market information?

MT5 does everything by itself!

Sent data

FORTS_AGGR20_REPL

to MT5 Server and MT5 server has to transfer them to MT5 terminal and that's it!

What does the broker have to do with it?

The broker arranges the physical transfer of data.

Spectra - Promserver - gateway FORTS - protocol Plaza2 server (MT-5) - MT5 terminal!

Gateway - FORTS Gateway, Server of the IN-trading system of the participant company - Promserver of FORTS Open (in the exchange area),

network which includes an MT-5 server running on Plaza II protocol (Spectra CGate)

The ticking history of What are formal rules Proposal to the organisers

Доктор 2021.11.18 19:34 #72

prostotrader #:

The MT5 server connects to the FORTS Broker's gateway opener

and works according to the protocol specified in this document.

What are you not seeing the obvious. The list above shows all broker trading systems allowed to connect to the exchange. And QUIK, and MT5, and AlorTrade etc. They don't translate the orderlog into client terminals. This is physically impossible and most traders do not need it. How do you trade with such skills of information analysis?

Debugging the DLL? In Changing Server? Read number of positions

prostotrader 2021.11.18 19:34 #73

Доктор #:

Why can't you see the obvious. The list above shows all brokerage trading systems that have been approved to connect to the exchange. And QUIK, MT5, AlorTrade etc. They don't translate the orderlog into client terminals. This is physically impossible and most traders do not need it. How do you trade with such skills of information analysis?

Stay with your opinion, but who am I quoting the document for?

Доктор 2021.11.18 19:47 #74

prostotrader #:

Stay with your opinion.

It is not my opinion. I have tried, to no avail, to convey to you how the Exchange-Broker-Client nexus works.

prostotrader 2021.11.18 20:28 #75

Доктор #:

This is not my opinion. I have tried, to no avail, to convey to you how the Exchange-Broker-Client nexus works.

You don't need to convey information(selves).

Read the document, it says it all.

Стаканы транслируются ....

And no one is "slicing it up" .....

(Picture for those who can not read)

THE CUT OF THE GLASS IS THE SAME FOR EVERYONE!

This statement is based on the Exchange document.

Doctor, provide a document where you "deliver" your assertion to me that the Broker himself slices the tumblers!

There are a lot of FOREX people here and they constantly confuse the DC and the Exchange.

It used to be that Full orders log was free and the stakes were not broadcast as fast as they are now,

HFT shoppers "sliced" their own stakes from the Full orders log, but the terminal developers have always used

only ready-made stakes broadcasted by the exchange.

Precisely because the rates are broadcasted equally to all, we see the same prices and volumes in different terminals

prices and volumes

On the video: Openers (MT5) - BCS (MT5) - Openers (KVIC)

True, as always, KVIC (right) has big brakes!

Obtaining Open Interest values MT4 doesn't have long Experiments with MetaTrader 5

Dmi3 2021.11.18 20:41 #76

Доктор #:

This is not my opinion. I have tried, to no avail, to convey to you how the Exchange-Broker-Client nexus works.

Don't argue with grandpa. He is the "chief FORTS expert" here, he has known everything for a long time. How to do it better, how to do it properly and so on. He will not be changed. Just take it for what it is. If you need normal people to talk about the algo on the exchange, write to me in person, I will point the finger.

Errors, bugs, questions Avalanche Any questions from newcomers

prostotrader 2021.11.19 14:03 #77

Dmi3 #:

Don't argue with Grandpa. He is the "chief FORTS expert" here, he has known everything for a long time. The best way, the right way and so on. You can't change his mind. Just take it for what it is. If you need normal people to talk about the algo on the exchange, send me a message in private, I will show you the finger.

This is a technical forum and no one cares whether I'm a grandmother or a grandfather.

I, personally, doubt your normalcy.

Just empty words and no code, no documents, no proof of what has been said!

Stochastic resonance What would it take Are there any competitors?

Доктор 2021.11.19 15:54 #78

Had a chat with QUIC support today. Briefly:

1) The QUIC server does not collect stakes, but broadcasts them from the plaza.

2) The streams of stakes, the table of all trades and the table of current trades are not synchronised with each other. Therefore, there may be a perception of "trades outside the stack".

3) It is incorrect to visually compare stakes of different brokers due to asynchrony and delays. If there are doubts, we should write the collapses into a file and compare files.

Something like this.

[ARCHIVE]Any rookie question, so Experiments with MetaTrader 5 Advice on not using

prostotrader 2021.11.19 18:54 #79

Доктор #:

Had a chat with QUIC support today. Briefly:

1) The QUIC server does not collect stakes, but broadcasts them from the plaza.

2) The streams of stakes, the table of all trades and the table of current trades are not synchronised with each other. Therefore, there may be a perception of "trades outside the stack".

3) It is incorrect to visually compare stakes of different brokers due to asynchrony and delays. If there are doubts, we should write the collapses into a file and compare files.

Somehow.

1. finally get to....

2. it's understandable, but in a "calm" market the Last price is too different from the prices in the tumblr

3. no one compares visually everything is taken from the history using the CopyTicksRange() function

Read Time & Sales ticks missing in EA Which is the most

Доктор 2021.11.19 22:26 #80

prostotrader #:

2. this is understandable, but in a "calm" market the Last price is too different from the prices in the tumblr

3. no one compares visually, everything is taken from the history using the CopyTicksRange() function.

Quickquotes asserts that they "do not hide" anything, they broadcast everything from the plaza to the terminal. At the same time, quick generates an event for each portion of market data. Therefore it would be logical in the handlers of these events to write the appropriate data to the file. And then compare the file "all trades" with the file "snapshot of the market".

And there is one subtlety here. The cup itself does not come in the event handler of the cup arrival event. And it must be requested in the handler. And it is possible to hesitate and get not the slice of the glass which caused the event, but, for example, the next one. I.e. skip the slice and get "trades outside the market".

Almost the same in MT5. And the methaquotes are honestly warning about this:

При этом необходимо иметь в виду, что события BookEvent доставляются сами по себе
и не несут с собой состояния стакана заявок. Это означает, что вызов MarketBookGet()
из обработчика OnBookEvent() позволяет получить текущее актуальное состояние стакана
на момент вызова, а не то состояние стакана, которое вызвало отправку события BookEvent.
Для гарантированного получения всех уникальных состояний стакана функция OnBookEvent()
должна быть максимально быстрой.

Wishes for MT5 How OnTime() works if There are other Timer

Derivatives market quotes in MT5 - page 8