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This project requires knowledge of the FIX protocol (financial information exchange): http://www.fixprotocol.org
The objective is to develop Visual Basic code (VBA for Microsoft Excel) that would do the following:
1) establish a connection to FIX server of a financial trading broker;
2) get a list of open positions from the server. Select a particular stock (TICKER) from the list.
3) read value of a particular cell in Excel spreadsheet. Positive value denotes BUY order, negative value denotes SELL order
4) If the open position for TICKER stock is BUY and the order identified in step 3 is BUY then do nothing. If the open position of stick TICKER is SELL and the order is BUY then submit 2 orders to the server: Order 1. Close Position, Order 2: BUY. Similar process if theopen position is SELL.
5) Orders to the server / trading should be started at a given particular time.
Deliverables of the project are:
1) VBA code
2) Instructions on installation of FIX library on a Windows PC. FIX library as available from fixprotocol.org