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Automated Trading with MATLAB - 2012

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Automated Trading with MATLAB - 2012

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31 Aug 2012 (Updated )

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration.

Integrating MATLAB with QuickFIX/J

Integrating MATLAB with QuickFIX/J

This example illustrates the steps involved in integrating MATLAB and QuickFIX/J

Contents

Add QuickFIX/J files to java path

First the JAR files need to on the java class path. Add them to classpath.txt then restart MATLAB.

type classpath.txt
# DO NOT MODIFY THIS FILE.  IT IS AN AUTOGENERATED FILE.
$matlabroot/java/patch
# Java classpath entries for 3p/animatedtransitions
$matlabroot/java/jarext/AnimatedTransitions.jar
# Java classpath entries for 3p/ant
$matlabroot/java/jarext/ant.jar
$matlabroot/java/jarext/ant-launcher.jar
# Java classpath entries for 3p/antlr
$matlabroot/java/jarext/antlr.jar
# Java classpath entries for 3p/apache-felixv1
$matlabroot/java/jarext/felix.jar
$matlabroot/java/jarext/scr.jar
# Java classpath entries for 3p/axis2
$matlabroot/java/jarext/axis2/activation.jar
$matlabroot/java/jarext/axis2/axiom-api.jar
$matlabroot/java/jarext/axis2/axiom-impl.jar
$matlabroot/java/jarext/axis2/axis2-adb.jar
$matlabroot/java/jarext/axis2/axis2-kernel.jar
$matlabroot/java/jarext/axis2/axis2-transport-http.jar
$matlabroot/java/jarext/axis2/axis2-transport-local.jar
$matlabroot/java/jarext/axis2/commons-httpclient.jar
$matlabroot/java/jarext/axis2/geronimo-stax-api.jar
$matlabroot/java/jarext/axis2/httpcore.jar
$matlabroot/java/jarext/axis2/mail.jar
$matlabroot/java/jarext/axis2/neethi.jar
$matlabroot/java/jarext/axis2/wsdl4j.jar
$matlabroot/java/jarext/axis2/wstx-asl.jar
$matlabroot/java/jarext/axis2/XmlSchema.jar
# Java classpath entries for 3p/batik
$matlabroot/java/jarext/batik-anim.jar
$matlabroot/java/jarext/batik-extension.jar
$matlabroot/java/jarext/batik-dom.jar
$matlabroot/java/jarext/batik-transcoder.jar
$matlabroot/java/jarext/batik-awt-util.jar
$matlabroot/java/jarext/batik-bridge.jar
$matlabroot/java/jarext/batik-gvt.jar
$matlabroot/java/jarext/batik-css.jar
$matlabroot/java/jarext/batik-parser.jar
$matlabroot/java/jarext/batik-ext.jar
$matlabroot/java/jarext/batik-gui-util.jar
$matlabroot/java/jarext/batik-svggen.jar
$matlabroot/java/jarext/batik-codec.jar
$matlabroot/java/jarext/batik-svg-dom.jar
$matlabroot/java/jarext/batik-script.jar
$matlabroot/java/jarext/batik-util.jar
$matlabroot/java/jarext/batik-swing.jar
$matlabroot/java/jarext/batik-xml.jar
# Java classpath entries for 3p/bluecove
$matlabroot/java/jarext/bluecove-bluez.jar
$matlabroot/java/jarext/bluecove-emu.jar
$matlabroot/java/jarext/bluecove.jar
# Java classpath entries for 3p/commons-cli
$matlabroot/java/jarext/commons-cli.jar
# Java classpath entries for 3p/commons-codec
$matlabroot/java/jarext/commons-codec.jar
# Java classpath entries for 3p/commons-collections-generic
$matlabroot/java/jarext/commons-collections-generic.jar
# Java classpath entries for 3p/commons-collections
$matlabroot/java/jarext/commons-collections.jar
# Java classpath entries for 3p/commons-compress
$matlabroot/java/jarext/commons-compress.jar
# Java classpath entries for 3p/commons-io
$matlabroot/java/jarext/commons-io.jar
# Java classpath entries for 3p/commons-lang
$matlabroot/java/jarext/commons-lang.jar
# Java classpath entries for 3p/commons-logging
$matlabroot/java/jarext/commons-logging.jar
# Java classpath entries for 3p/commons-math
$matlabroot/java/jarext/commons-math.jar
# Java classpath entries for 3p/commons-net
$matlabroot/java/jarext/commons-net.jar
# Java classpath entries for 3p/dom4j
$matlabroot/java/jarext/dom4j.jar
# Java classpath entries for 3p/fop
$matlabroot/java/jarext/fop.jar
$matlabroot/java/jarext/avalon-framework.jar
# Java classpath entries for 3p/foxtrot
$matlabroot/java/jarext/foxtrot.jar
# Java classpath entries for 3p/freehep-io
$matlabroot/java/jarext/freehep-io.jar
# Java classpath entries for 3p/freehep-util
$matlabroot/java/jarext/freehep-util.jar
# Java classpath entries for 3p/freehep-xml
$matlabroot/java/jarext/freehep-xml.jar
# Java classpath entries for 3p/freehepvectorgraphicsv2
$matlabroot/java/jarext/freehep-graphics2d.jar
$matlabroot/java/jarext/freehep-graphicsio.jar
$matlabroot/java/jarext/freehep-graphicsio-pdf.jar
$matlabroot/java/jarext/freehep-graphicsio-emf.jar
$matlabroot/java/jarext/freehep-graphicsio-ps.jar
$matlabroot/java/jarext/freehep-graphicsio-swf.jar
$matlabroot/java/jarext/freehep-graphicsio-svg.jar
$matlabroot/java/jarext/freehep-graphics-base.jar
# Java classpath entries for 3p/geotools
$matlabroot/java/jarext/geotools/geoapi-nogenerics.jar
$matlabroot/java/jarext/geotools/gt2-api.jar
$matlabroot/java/jarext/geotools/gt2-coverage.jar
$matlabroot/java/jarext/geotools/gt2-main.jar
$matlabroot/java/jarext/geotools/gt2-referencing.jar
$matlabroot/java/jarext/geotools/gt2-referencing3D.jar
$matlabroot/java/jarext/geotools/gt2-wms.jar
$matlabroot/java/jarext/geotools/jts.jar
# Java classpath entries for 3p/glazedlists
$matlabroot/java/jarext/glazedlists_java15.jar
# Java classpath entries for 3p/google-collections
$matlabroot/java/jarext/google-collect.jar
# Java classpath entries for 3p/guice
$matlabroot/java/jarext/guice/aopalliance.jar
$matlabroot/java/jarext/guice/guice.jar
$matlabroot/java/jarext/guice/guice-assistedinject.jar
# Java classpath entries for 3p/h2database
$matlabroot/java/jarext/distcomp/h2.jar
# Java classpath entries for 3p/icebrowser
$matlabroot/java/jarext/ice/ice.jar
$matlabroot/java/jarext/ice/ib6core.jar
$matlabroot/java/jarext/ice/ib6extra.jar
$matlabroot/java/jarext/ice/ib6http.jar
$matlabroot/java/jarext/ice/ib6https.jar
$matlabroot/java/jarext/ice/ib6js.jar
$matlabroot/java/jarext/ice/ib6swing.jar
$matlabroot/java/jarext/ice/ib6util.jar
$matlabroot/java/jarext/ice/ib6xalan.jar
$matlabroot/java/jarext/ice/icessl.jar
# Java classpath entries for 3p/javaaccessbridge
$matlabroot/java/jarext/access-bridge.jar
$matlabroot/java/jarext/jaccess-1_4.jar
# Java classpath entries for 3p/jaxen
$matlabroot/java/jarext/jaxen.jar
# Java classpath entries for 3p/jdom
$matlabroot/java/jarext/jdom.jar
# Java classpath entries for 3p/jetbrains-annotations
$matlabroot/java/jarext/annotations.jar
# Java classpath entries for 3p/jgoodies-forms
$matlabroot/java/jarext/jgoodies-forms.jar
# Java classpath entries for 3p/jgoodies-looks
$matlabroot/java/jarext/jgoodies-looks.jar
# Java classpath entries for 3p/jide
$matlabroot/java/jarext/jide/jide-action.jar
$matlabroot/java/jarext/jide/jide-common.jar
$matlabroot/java/jarext/jide/jide-components.jar
$matlabroot/java/jarext/jide/jide-dialogs.jar
$matlabroot/java/jarext/jide/jide-dock.jar
$matlabroot/java/jarext/jide/jide-properties.jar
$matlabroot/java/jarext/jide/jide-grids.jar
$matlabroot/java/jarext/jide/jide-shortcut.jar
# Java classpath entries for 3p/jini
$matlabroot/java/jarext/distcomp/jini2/lib/fiddler-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/phoenix-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/mahalo.jar
$matlabroot/java/jarext/distcomp/jini2/lib/destroy.jar
$matlabroot/java/jarext/distcomp/jini2/lib/jsk-platform.jar
$matlabroot/java/jarext/distcomp/jini2/lib/jini-ext.jar
$matlabroot/java/jarext/distcomp/jini2/lib/jini-core.jar
$matlabroot/java/jarext/distcomp/jini2/lib/reggie-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/norm-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/browser-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/sdm-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/norm.jar
$matlabroot/java/jarext/distcomp/jini2/lib/mahalo-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/group.jar
$matlabroot/java/jarext/distcomp/jini2/lib/phoenix-init.jar
$matlabroot/java/jarext/distcomp/jini2/lib/browser.jar
$matlabroot/java/jarext/distcomp/jini2/lib/reggie.jar
$matlabroot/java/jarext/distcomp/jini2/lib/fiddler.jar
$matlabroot/java/jarext/distcomp/jini2/lib/phoenix-group.jar
$matlabroot/java/jarext/distcomp/jini2/lib/sun-util.jar
$matlabroot/java/jarext/distcomp/jini2/lib/jsk-policy.jar
$matlabroot/java/jarext/distcomp/jini2/lib/group-dl.jar
$matlabroot/java/jarext/distcomp/jini2/lib/sharedvm.jar
$matlabroot/java/jarext/distcomp/jini2/lib/start.jar
$matlabroot/java/jarext/distcomp/jini2/lib/jsk-resources.jar
$matlabroot/java/jarext/distcomp/jini2/lib/phoenix.jar
# Java classpath entries for 3p/jmol
$matlabroot/java/jarext/Jmol.jar
$matlabroot/java/jarext/Acme.jar
# Java classpath entries for 3p/jsch
$matlabroot/java/jarext/jsch.jar
# Java classpath entries for 3p/jsr-231
$matlabroot/java/jarext/glnx86/jogl.jar
$matlabroot/java/jarext/glnxa64/jogl.jar
$matlabroot/java/jarext/maci64/jogl.jar
$matlabroot/java/jarext/win32/jogl.jar
$matlabroot/java/jarext/win64/jogl.jar
$matlabroot/java/jarext/glnx86/gluegen-rt.jar
$matlabroot/java/jarext/glnxa64/gluegen-rt.jar
$matlabroot/java/jarext/maci64/gluegen-rt.jar
$matlabroot/java/jarext/win32/gluegen-rt.jar
$matlabroot/java/jarext/win64/gluegen-rt.jar
# Java classpath entries for 3p/jung
$matlabroot/java/jarext/jung/jung-3d.jar
$matlabroot/java/jarext/jung/jung-algorithms.jar
$matlabroot/java/jarext/jung/jung-api.jar
$matlabroot/java/jarext/jung/jung-graph-impl.jar
$matlabroot/java/jarext/jung/jung-io.jar
$matlabroot/java/jarext/jung/jung-jai.jar
$matlabroot/java/jarext/jung/jung-visualization.jar
# Java classpath entries for 3p/jxbrowser
$matlabroot/java/jarext/jxbrowser/engine-gecko.jar
$matlabroot/java/jarext/jxbrowser/engine-ie.jar
$matlabroot/java/jarext/jxbrowser/engine-webkit.jar
$matlabroot/java/jarext/jxbrowser/jxbrowser.jar
$matlabroot/java/jarext/jxbrowser/MozillaGlue.jar
$matlabroot/java/jarext/jxbrowser/MozillaInterfaces.jar
$matlabroot/java/jarext/jxbrowser/runtime.jar
$matlabroot/java/jarext/jxbrowser/slf4j-api.jar
$matlabroot/java/jarext/jxbrowser/slf4j-log4j12.jar
$matlabroot/java/jarext/jxbrowser/tuxpack.jar
$matlabroot/java/jarext/jxbrowser/winpack.jar
$matlabroot/java/jarext/jxbrowser/xulrunner-linux.jar
$matlabroot/java/jarext/jxbrowser/xulrunner-linux64.jar
$matlabroot/java/jarext/jxbrowser/xulrunner-mac.jar
$matlabroot/java/jarext/jxbrowser/xulrunner-windows.jar
# Java classpath entries for 3p/jxlayer
$matlabroot/java/jarext/jxlayer.jar
# Java classpath entries for 3p/log4j
$matlabroot/java/jarext/log4j.jar
# Java classpath entries for 3p/lucene
$matlabroot/java/jarext/lucene-analyzers-2.0.0.jar
$matlabroot/java/jarext/lucene-core-2.0.0.jar
# Java classpath entries for 3p/nekohtml
$matlabroot/java/jarext/nekohtml.jar
# Java classpath entries for 3p/openxml4j
$matlabroot/java/jarext/openxml4j.jar
# Java classpath entries for 3p/rmds
$matlabroot/java/jarext/rfa.jar
$matlabroot/toolbox/datafeed/datafeed/config_editor.jar
# Java classpath entries for 3p/rxtx
$matlabroot/java/jarext/RXTXcomm.jar
# Java classpath entries for 3p/saxon
$matlabroot/java/jarext/saxon9-ant.jar
$matlabroot/java/jarext/saxon9-dom.jar
$matlabroot/java/jarext/saxon9-dom4j.jar
$matlabroot/java/jarext/saxon9-jdom.jar
$matlabroot/java/jarext/saxon9-s9api.jar
$matlabroot/java/jarext/saxon9-sql.jar
$matlabroot/java/jarext/saxon9-xom.jar
$matlabroot/java/jarext/saxon9-xpath.jar
$matlabroot/java/jarext/saxon9-xqj.jar
$matlabroot/java/jarext/saxon9.jar
# Java classpath entries for 3p/sqlite4java
$matlabroot/java/jarext/sqlite4java/sqlite4java.jar
# Java classpath entries for 3p/svnkit
$matlabroot/java/jarext/svnkit/svnkit.jar
$matlabroot/java/jarext/svnkit/jna.jar
$matlabroot/java/jarext/svnkit/trilead.jar
# Java classpath entries for 3p/tablelayout
$matlabroot/java/jarext/tablelayout.jar
# Java classpath entries for 3p/timingframework
$matlabroot/java/jarext/TimingFramework.jar
# Java classpath entries for 3p/webrenderer
$matlabroot/java/jarext/webrenderer.jar
# Java classpath entries for 3p/wrapper
$matlabroot/java/jarext/distcomp/wrapper.jar
# Java classpath entries for 3p/xerces-j
$matlabroot/java/jarext/xercesImpl.jar
# Java classpath entries for 3p/xml-commons
$matlabroot/java/jarext/xml-apis-ext.jar
# Java classpath entries for 3p/xmlgraphics-commons
$matlabroot/java/jarext/xmlgraphics-commons.jar
# Java classpath entries for 3p/xstream
$matlabroot/java/jarext/xstream.jar
# Java classpath entries for activation
$matlabroot/java/jar/instwiz.jar
# Java classpath entries for bde
$matlabroot/java/jar/bde.jar
# Java classpath entries for bioinfo
$matlabroot/java/jar/toolbox/bioinfo.jar
# Java classpath entries for cloud_console_client
$matlabroot/java/jarext/webservices/cloud_console/cloud-console-client.jar
# Java classpath entries for cmlink
$matlabroot/java/jar/cmlink/api.jar
$matlabroot/java/jar/cmlink/util.jar
$matlabroot/java/jar/cmlink/implementations/localcm.jar
$matlabroot/java/jar/cmlink/implementations/svncore.jar
$matlabroot/java/jar/cmlink/implementations/svnintegration.jar
# Java classpath entries for coder_java
$matlabroot/java/jar/toolbox/coder.jar
# Java classpath entries for comm
$matlabroot/java/jar/toolbox/comm.jar
# Java classpath entries for comparisons
$matlabroot/java/jar/comparisons.jar
# Java classpath entries for compiler
$matlabroot/java/jar/toolbox/compiler.jar
# Java classpath entries for comp_utils
$matlabroot/java/jar/toolbox/shared/computils.jar
# Java classpath entries for curvefit
$matlabroot/java/jar/toolbox/curvefit.jar
# Java classpath entries for daq
$matlabroot/java/jar/toolbox/daq.jar
# Java classpath entries for database
$matlabroot/java/jar/toolbox/database.jar
# Java classpath entries for datafeed
$matlabroot/java/jar/toolbox/datafeed.jar
# Java classpath entries for distcomp_jar
$matlabroot/java/jar/toolbox/distcomp.jar
# Java classpath entries for dsp
$matlabroot/java/jar/toolbox/dsp.jar
# Java classpath entries for ecoder
$matlabroot/java/jar/toolbox/ecoder.jar
# Java classpath entries for eml_java
$matlabroot/java/jar/toolbox/eml.jar
# Java classpath entries for fixedpoint_java
$matlabroot/java/jar/toolbox/fixedpoint.jar
# Java classpath entries for foundation_libraries
$matlabroot/java/jar/foundation_libraries.jar
# Java classpath entries for geoweb
$matlabroot/java/jar/toolbox/geoweb.jar
# Java classpath entries for hdlcoder_java
$matlabroot/java/jar/toolbox/hdlcoder.jar
# Java classpath entries for idelink/idelink
$matlabroot/java/jar/toolbox/idelink/extensions/eclipseide.jar
$matlabroot/java/jar/toolbox/idelink/extensions/armtoolchain.jar
# Java classpath entries for ident
$matlabroot/java/jar/toolbox/ident.jar
# Java classpath entries for images
$matlabroot/java/jar/toolbox/images.jar
# Java classpath entries for imaq
$matlabroot/java/jar/toolbox/imaq.jar
# Java classpath entries for install_api
$matlabroot/java/jar/install.jar
# Java classpath entries for install_core
$matlabroot/java/jar/installwizard.jar
$matlabroot/java/jar/wizard.jar
# Java classpath entries for instrument_java
$matlabroot/java/jar/toolbox/instrument.jar
# Java classpath entries for javabuilder
$matlabroot/toolbox/javabuilder/jar/glnx86/javabuilder.jar
$matlabroot/toolbox/javabuilder/jar/glnxa64/javabuilder.jar
$matlabroot/toolbox/javabuilder/jar/maci64/javabuilder.jar
$matlabroot/toolbox/javabuilder/jar/win32/javabuilder.jar
$matlabroot/toolbox/javabuilder/jar/win64/javabuilder.jar
# Java classpath entries for matlab_desktop
$matlabroot/java/jar/mde.jar
# Java classpath entries for matlab_java_core
$matlabroot/java/jar/matlab.jar
$matlabroot/java/jar/jmi.jar
$matlabroot/java/jar/services.jar
$matlabroot/java/jar/widgets.jar
$matlabroot/java/jar/mlservices.jar
$matlabroot/java/jar/timer.jar
$matlabroot/java/jar/fatalexit.jar
$matlabroot/java/jar/mvm.jar
# Java classpath entries for matlab_java_project_api
$matlabroot/java/jar/project/api.jar
# Java classpath entries for matlab_java_project_impl
$matlabroot/java/jar/project/impl.jar
# Java classpath entries for matlab_java_widgets
$matlabroot/java/jar/mlwidgets.jar
$matlabroot/java/jar/hg.jar
$matlabroot/java/jar/ide.jar
$matlabroot/java/jar/toolbox/matlab/guide.jar
$matlabroot/java/jar/page.jar
# Java classpath entries for mbc
$matlabroot/java/jar/toolbox/mbc.jar
# Java classpath entries for mpc
$matlabroot/java/jar/toolbox/mpc.jar
# Java classpath entries for mwlic_client
$matlabroot/java/jarext/webservices/mwlic_client/mw-license-server-client.jar
# Java classpath entries for mw_java_foundation
$matlabroot/java/jar/util.jar
$matlabroot/java/jar/common.jar
$matlabroot/java/jar/mwswing.jar
$matlabroot/java/jar/beans.jar
$matlabroot/java/jar/mwt.jar
$matlabroot/java/jar/xml.jar
$matlabroot/java/jar/desktop.jar
$matlabroot/java/jar/toolstrip.jar
$matlabroot/java/jar/org/netbeans.jar
$matlabroot/java/jar/org/openide.jar
$matlabroot/java/jarext/saxon.jar
# Java classpath entries for mw_java_helpsearch
$matlabroot/java/jarext/helpsearch.jar
# Java classpath entries for mw_java_help_ui
$matlabroot/java/jar/help/helpui.jar
# Java classpath entries for mw_java_html
$matlabroot/java/jar/html.jar
# Java classpath entries for mw_java_search
$matlabroot/java/jarext/search.jar
# Java classpath entries for nnet
$matlabroot/java/jar/toolbox/nnet.jar
# Java classpath entries for opc
$matlabroot/java/jar/toolbox/opc.jar
# Java classpath entries for optim
$matlabroot/java/jar/toolbox/optim.jar
# Java classpath entries for physmod/gui/core
$matlabroot/java/jar/physmod/gui/core/exceptions.jar
$matlabroot/java/jar/physmod/gui/core/fwk.jar
$matlabroot/java/jar/physmod/gui/core/util.jar
$matlabroot/java/jar/physmod/gui/core/swing.jar
# Java classpath entries for physmod/gui/gfx
$matlabroot/java/jar/physmod/gui/gfx/viewer.jar
# Java classpath entries for physmod/powersys
$matlabroot/java/jar/physmod/powersys/drives.jar
# Java classpath entries for physmod/simscape/simscape
$matlabroot/java/jar/physmod/simscape/simscape/editor.jar
$matlabroot/java/jar/physmod/simscape/simscape/preferences.jar
# Java classpath entries for physmod/sm/gui
$matlabroot/java/jar/physmod/sm/gui/exceptions.jar
$matlabroot/java/jar/physmod/sm/gui/test.jar
$matlabroot/java/jar/physmod/sm/gui/gfx.jar
$matlabroot/java/jar/physmod/sm/gui/editor.jar
$matlabroot/java/jar/physmod/sm/gui/importers.jar
# Java classpath entries for product
$matlabroot/java/jar/product.jar
# Java classpath entries for professional_activation
$matlabroot/java/jar/activationclient.jar
$matlabroot/java/jar/deactivation.jar
$matlabroot/java/jar/vrd.jar
# Java classpath entries for publish_parser
$matlabroot/java/jar/publishparser.jar
# Java classpath entries for rptgen
$matlabroot/java/jar/toolbox/rptgen.jar
# Java classpath entries for rptgenext_slmlcomp
$matlabroot/java/jar/toolbox/rptgenslxmlcomp.jar
# Java classpath entries for rptgen_mlcomp
$matlabroot/java/jar/toolbox/rptgenxmlcomp.jar
# Java classpath entries for rtw
$matlabroot/java/jar/toolbox/rtw.jar
# Java classpath entries for sdi
$matlabroot/java/jar/toolbox/sdi/sdi.jar
# Java classpath entries for shared_controllib_general
$matlabroot/java/jar/toolbox/shared/controllib.jar
# Java classpath entries for shared_dastudio
$matlabroot/java/jar/toolbox/dastudio.jar
# Java classpath entries for shared_install
$matlabroot/java/jar/instutil.jar
# Java classpath entries for shared_rptgen
$matlabroot/java/jar/toolbox/rptgencore.jar
# Java classpath entries for shared_sigbldr
$matlabroot/java/jar/toolbox/shared/sigbldr.jar
# Java classpath entries for shared_slcontrollib
$matlabroot/java/jar/toolbox/control.jar
# Java classpath entries for shared_system
$matlabroot/java/jar/toolbox/shared/scomp.jar
# Java classpath entries for shared_testmeaslib_graphics
$matlabroot/java/jar/toolbox/testmeas.jar
# Java classpath entries for simbio_desktop
$matlabroot/java/jar/toolbox/simbio.jar
# Java classpath entries for simulink_core
$matlabroot/java/jar/toolbox/simulink.jar
$matlabroot/java/jar/toolbox/mdldisc.jar
# Java classpath entries for simulink_dependency_analysis
$matlabroot/java/jar/toolbox/sldependencyanalysis.jar
# Java classpath entries for sl3d_core
$matlabroot/java/jar/toolbox/sl3d.jar
# Java classpath entries for slcontrol
$matlabroot/java/jar/toolbox/slcontrol.jar
# Java classpath entries for sldo
$matlabroot/java/jar/toolbox/sloptim.jar
$matlabroot/java/jar/toolbox/slestim.jar
$matlabroot/java/jar/toolbox/sldo.jar
# Java classpath entries for slproject
$matlabroot/java/jar/toolbox/slproject.jar
# Java classpath entries for stateflow_core
$matlabroot/java/jar/toolbox/stateflow.jar
# Java classpath entries for stats
$matlabroot/java/jar/toolbox/stats.jar
# Java classpath entries for student_activation
$matlabroot/java/jar/activation.jar
# Java classpath entries for symbolic_editor_support
$matlabroot/java/jar/toolbox/symbolic.jar
# Java classpath entries for systemtest
$matlabroot/java/jar/toolbox/systemtest.jar
# Java classpath entries for timeseries
$matlabroot/java/jar/toolbox/timeseries.jar
# Java classpath entries for vision
$matlabroot/java/jar/toolbox/vision.jar
# Java classpath entries for webintegration
$matlabroot/java/jar/webintegration.jar
# Java classpath entries for web_connectivity
$matlabroot/java/jar/mlwebservices.jar
$matlabroot/java/jar/net.jar
$matlabroot/java/jar/webproxy.jar
# Java classpath entries for ws_clients
$matlabroot/java/jarext/mwaws_client.jar
$matlabroot/java/jarext/dws_client.jar
$matlabroot/java/jarext/webservices/loginws_client.jar
$matlabroot/java/jarext/webservices/service_request_client.jar
$matlabroot/java/jarext/webservices/dws_client.jar
# Java classpath entries for ws_client_core
$matlabroot/java/jarext/webservices/ws_client_core/mw-service-client-core.jar
#
# Java classpath entries for QuickFIX/J
C:\sandbox\java\quickfixj\quickfixj-all-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-core-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-examples-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix40-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix41-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix42-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix43-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix44-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fix50-1.5.2.jar
C:\sandbox\java\quickfixj\quickfixj-msg-fixt11-1.5.2.jar
C:\sandbox\java\quickfixj\lib\mina-core-1.1.7.jar
#C:\sandbox\java\quickfixj\lib\slf4j-api-1.6.3.jar
#C:\sandbox\java\quickfixj\lib\slf4j-jdk14-1.6.3.jar

Verify they are on the path

javaclasspath
		STATIC JAVA PATH

	C:\MATLAB\R2012a_32bit\java\patch                                                       
	C:\MATLAB\R2012a_32bit\java\jarext\AnimatedTransitions.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\ant.jar                                              
	C:\MATLAB\R2012a_32bit\java\jarext\ant-launcher.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\antlr.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\felix.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\scr.jar                                              
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\activation.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axiom-api.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axiom-impl.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axis2-adb.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axis2-kernel.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axis2-transport-http.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\axis2-transport-local.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\commons-httpclient.jar                         
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\geronimo-stax-api.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\httpcore.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\mail.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\neethi.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\wsdl4j.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\wstx-asl.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\axis2\XmlSchema.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\batik-anim.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\batik-extension.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\batik-dom.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\batik-transcoder.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\batik-awt-util.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\batik-bridge.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\batik-gvt.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\batik-css.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\batik-parser.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\batik-ext.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\batik-gui-util.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\batik-svggen.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\batik-codec.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\batik-svg-dom.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\batik-script.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\batik-util.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\batik-swing.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\batik-xml.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\bluecove-bluez.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\bluecove-emu.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\bluecove.jar                                         
	C:\MATLAB\R2012a_32bit\java\jarext\commons-cli.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\commons-codec.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\commons-collections-generic.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\commons-collections.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\commons-compress.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\commons-io.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\commons-lang.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\commons-logging.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\commons-math.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\commons-net.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\dom4j.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\fop.jar                                              
	C:\MATLAB\R2012a_32bit\java\jarext\avalon-framework.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\foxtrot.jar                                          
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-io.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-util.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-xml.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphics2d.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio-pdf.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio-emf.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio-ps.jar                            
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio-swf.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphicsio-svg.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\freehep-graphics-base.jar                            
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\geoapi-nogenerics.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-api.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-coverage.jar                            
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-main.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-referencing.jar                         
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-referencing3D.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\gt2-wms.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\geotools\jts.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\glazedlists_java15.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\google-collect.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\guice\aopalliance.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\guice\guice.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\guice\guice-assistedinject.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\h2.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ice.jar                                          
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6core.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6extra.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6http.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6https.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6js.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6swing.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6util.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\ice\ib6xalan.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\ice\icessl.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\access-bridge.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\jaccess-1_4.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\jaxen.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\jdom.jar                                             
	C:\MATLAB\R2012a_32bit\java\jarext\annotations.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\jgoodies-forms.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\jgoodies-looks.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-action.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-common.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-components.jar                             
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-dialogs.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-dock.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-properties.jar                             
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-grids.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\jide\jide-shortcut.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\fiddler-dl.jar                    
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\phoenix-dl.jar                    
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\mahalo.jar                        
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\destroy.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\jsk-platform.jar                  
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\jini-ext.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\jini-core.jar                     
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\reggie-dl.jar                     
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\norm-dl.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\browser-dl.jar                    
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\sdm-dl.jar                        
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\norm.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\mahalo-dl.jar                     
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\group.jar                         
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\phoenix-init.jar                  
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\browser.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\reggie.jar                        
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\fiddler.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\phoenix-group.jar                 
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\sun-util.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\jsk-policy.jar                    
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\group-dl.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\sharedvm.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\start.jar                         
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\jsk-resources.jar                 
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\jini2\lib\phoenix.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\Jmol.jar                                             
	C:\MATLAB\R2012a_32bit\java\jarext\Acme.jar                                             
	C:\MATLAB\R2012a_32bit\java\jarext\jsch.jar                                             
	C:\MATLAB\R2012a_32bit\java\jarext\glnx86\jogl.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\glnxa64\jogl.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\maci64\jogl.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\win32\jogl.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\win64\jogl.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\glnx86\gluegen-rt.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\glnxa64\gluegen-rt.jar                               
	C:\MATLAB\R2012a_32bit\java\jarext\maci64\gluegen-rt.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\win32\gluegen-rt.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\win64\gluegen-rt.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-3d.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-algorithms.jar                             
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-api.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-graph-impl.jar                             
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-io.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-jai.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\jung\jung-visualization.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\engine-gecko.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\engine-ie.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\engine-webkit.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\jxbrowser.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\MozillaGlue.jar                            
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\MozillaInterfaces.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\runtime.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\slf4j-api.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\slf4j-log4j12.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\tuxpack.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\winpack.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\xulrunner-linux.jar                        
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\xulrunner-linux64.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\xulrunner-mac.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\jxbrowser\xulrunner-windows.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\jxlayer.jar                                          
	C:\MATLAB\R2012a_32bit\java\jarext\log4j.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\lucene-analyzers-2.0.0.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\lucene-core-2.0.0.jar                                
	C:\MATLAB\R2012a_32bit\java\jarext\nekohtml.jar                                         
	C:\MATLAB\R2012a_32bit\java\jarext\openxml4j.jar                                        
	C:\MATLAB\R2012a_32bit\java\jarext\rfa.jar                                              
	C:\MATLAB\R2012a_32bit\toolbox\datafeed\datafeed\config_editor.jar                      
	C:\MATLAB\R2012a_32bit\java\jarext\RXTXcomm.jar                                         
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-ant.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-dom.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-dom4j.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-jdom.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-s9api.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-sql.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-xom.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-xpath.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9-xqj.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\saxon9.jar                                           
	C:\MATLAB\R2012a_32bit\java\jarext\sqlite4java\sqlite4java.jar                          
	C:\MATLAB\R2012a_32bit\java\jarext\svnkit\svnkit.jar                                    
	C:\MATLAB\R2012a_32bit\java\jarext\svnkit\jna.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\svnkit\trilead.jar                                   
	C:\MATLAB\R2012a_32bit\java\jarext\tablelayout.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\TimingFramework.jar                                  
	C:\MATLAB\R2012a_32bit\java\jarext\webrenderer.jar                                      
	C:\MATLAB\R2012a_32bit\java\jarext\distcomp\wrapper.jar                                 
	C:\MATLAB\R2012a_32bit\java\jarext\xercesImpl.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\xml-apis-ext.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\xmlgraphics-commons.jar                              
	C:\MATLAB\R2012a_32bit\java\jarext\xstream.jar                                          
	C:\MATLAB\R2012a_32bit\java\jar\instwiz.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\bde.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\bioinfo.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\cloud_console\cloud-console-client.jar   
	C:\MATLAB\R2012a_32bit\java\jar\cmlink\api.jar                                          
	C:\MATLAB\R2012a_32bit\java\jar\cmlink\util.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\cmlink\implementations\localcm.jar                      
	C:\MATLAB\R2012a_32bit\java\jar\cmlink\implementations\svncore.jar                      
	C:\MATLAB\R2012a_32bit\java\jar\cmlink\implementations\svnintegration.jar               
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\coder.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\comm.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\comparisons.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\compiler.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\shared\computils.jar                            
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\curvefit.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\daq.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\database.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\datafeed.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\distcomp.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\dsp.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\ecoder.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\eml.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\fixedpoint.jar                                  
	C:\MATLAB\R2012a_32bit\java\jar\foundation_libraries.jar                                
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\geoweb.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\hdlcoder.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\idelink\extensions\eclipseide.jar               
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\idelink\extensions\armtoolchain.jar             
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\ident.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\images.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\imaq.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\install.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\installwizard.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\wizard.jar                                              
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\instrument.jar                                  
	C:\MATLAB\R2012a_32bit\toolbox\javabuilder\jar\glnx86\javabuilder.jar                   
	C:\MATLAB\R2012a_32bit\toolbox\javabuilder\jar\glnxa64\javabuilder.jar                  
	C:\MATLAB\R2012a_32bit\toolbox\javabuilder\jar\maci64\javabuilder.jar                   
	C:\MATLAB\R2012a_32bit\toolbox\javabuilder\jar\win32\javabuilder.jar                    
	C:\MATLAB\R2012a_32bit\toolbox\javabuilder\jar\win64\javabuilder.jar                    
	C:\MATLAB\R2012a_32bit\java\jar\mde.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\matlab.jar                                              
	C:\MATLAB\R2012a_32bit\java\jar\jmi.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\services.jar                                            
	C:\MATLAB\R2012a_32bit\java\jar\widgets.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\mlservices.jar                                          
	C:\MATLAB\R2012a_32bit\java\jar\timer.jar                                               
	C:\MATLAB\R2012a_32bit\java\jar\fatalexit.jar                                           
	C:\MATLAB\R2012a_32bit\java\jar\mvm.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\project\api.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\project\impl.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\mlwidgets.jar                                           
	C:\MATLAB\R2012a_32bit\java\jar\hg.jar                                                  
	C:\MATLAB\R2012a_32bit\java\jar\ide.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\matlab\guide.jar                                
	C:\MATLAB\R2012a_32bit\java\jar\page.jar                                                
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\mbc.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\mpc.jar                                         
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\mwlic_client\mw-license-server-client.jar
	C:\MATLAB\R2012a_32bit\java\jar\util.jar                                                
	C:\MATLAB\R2012a_32bit\java\jar\common.jar                                              
	C:\MATLAB\R2012a_32bit\java\jar\mwswing.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\beans.jar                                               
	C:\MATLAB\R2012a_32bit\java\jar\mwt.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\xml.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\desktop.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\toolstrip.jar                                           
	C:\MATLAB\R2012a_32bit\java\jar\org\netbeans.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\org\openide.jar                                         
	C:\MATLAB\R2012a_32bit\java\jarext\saxon.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\helpsearch.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\help\helpui.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\html.jar                                                
	C:\MATLAB\R2012a_32bit\java\jarext\search.jar                                           
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\nnet.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\opc.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\optim.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\physmod\gui\core\exceptions.jar                         
	C:\MATLAB\R2012a_32bit\java\jar\physmod\gui\core\fwk.jar                                
	C:\MATLAB\R2012a_32bit\java\jar\physmod\gui\core\util.jar                               
	C:\MATLAB\R2012a_32bit\java\jar\physmod\gui\core\swing.jar                              
	C:\MATLAB\R2012a_32bit\java\jar\physmod\gui\gfx\viewer.jar                              
	C:\MATLAB\R2012a_32bit\java\jar\physmod\powersys\drives.jar                             
	C:\MATLAB\R2012a_32bit\java\jar\physmod\simscape\simscape\editor.jar                    
	C:\MATLAB\R2012a_32bit\java\jar\physmod\simscape\simscape\preferences.jar               
	C:\MATLAB\R2012a_32bit\java\jar\physmod\sm\gui\exceptions.jar                           
	C:\MATLAB\R2012a_32bit\java\jar\physmod\sm\gui\test.jar                                 
	C:\MATLAB\R2012a_32bit\java\jar\physmod\sm\gui\gfx.jar                                  
	C:\MATLAB\R2012a_32bit\java\jar\physmod\sm\gui\editor.jar                               
	C:\MATLAB\R2012a_32bit\java\jar\physmod\sm\gui\importers.jar                            
	C:\MATLAB\R2012a_32bit\java\jar\product.jar                                             
	C:\MATLAB\R2012a_32bit\java\jar\activationclient.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\deactivation.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\vrd.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\publishparser.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\rptgen.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\rptgenslxmlcomp.jar                             
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\rptgenxmlcomp.jar                               
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\rtw.jar                                         
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\sdi\sdi.jar                                     
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\shared\controllib.jar                           
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\dastudio.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\instutil.jar                                            
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\rptgencore.jar                                  
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\shared\sigbldr.jar                              
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\control.jar                                     
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\shared\scomp.jar                                
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\testmeas.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\simbio.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\simulink.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\mdldisc.jar                                     
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\sldependencyanalysis.jar                        
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\sl3d.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\slcontrol.jar                                   
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\sloptim.jar                                     
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\slestim.jar                                     
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\sldo.jar                                        
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\slproject.jar                                   
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\stateflow.jar                                   
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\stats.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\activation.jar                                          
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\symbolic.jar                                    
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\systemtest.jar                                  
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\timeseries.jar                                  
	C:\MATLAB\R2012a_32bit\java\jar\toolbox\vision.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\webintegration.jar                                      
	C:\MATLAB\R2012a_32bit\java\jar\mlwebservices.jar                                       
	C:\MATLAB\R2012a_32bit\java\jar\net.jar                                                 
	C:\MATLAB\R2012a_32bit\java\jar\webproxy.jar                                            
	C:\MATLAB\R2012a_32bit\java\jarext\mwaws_client.jar                                     
	C:\MATLAB\R2012a_32bit\java\jarext\dws_client.jar                                       
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\loginws_client.jar                       
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\service_request_client.jar               
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\dws_client.jar                           
	C:\MATLAB\R2012a_32bit\java\jarext\webservices\ws_client_core\mw-service-client-core.jar
	C:\sandbox\java\quickfixj\quickfixj-all-1.5.2.jar                                       
	C:\sandbox\java\quickfixj\quickfixj-core-1.5.2.jar                                      
	C:\sandbox\java\quickfixj\quickfixj-examples-1.5.2.jar                                  
	C:\sandbox\java\quickfixj\quickfixj-msg-fix40-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fix41-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fix42-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fix43-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fix44-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fix50-1.5.2.jar                                 
	C:\sandbox\java\quickfixj\quickfixj-msg-fixt11-1.5.2.jar                                
	C:\sandbox\java\quickfixj\lib\mina-core-1.1.7.jar                                       

		DYNAMIC JAVA PATH

		<empty>

Load in the relevant pacakages

import quickfix.*
import quickfix.examples.banzai.*
import quickfix.examples.banzai.ui.*

Start up Banzai

Set up in MATLAB the example application, Banzai. This is a order entry interface.

settings = SessionSettings('banzai.cfg');
storeFactory = FileStoreFactory(settings);
logFactory = ScreenLogFactory(true,true,true,true);
messageFactory = DefaultMessageFactory();
orderTable = OrderTableModel;
execTable = ExecutionTableModel;
application = BanzaiApplication(orderTable,execTable);
initiator = SocketInitiator(application,storeFactory,settings,logFactory,messageFactory);
frame = BanzaiFrame(orderTable,execTable,application);

Take a look at initiator methods

Note their is a start and stop method. This will set up communication to a FIX system.

methods(initiator)
Methods for class quickfix.SocketInitiator:

SocketInitiator               isLoggedOn                    
addDynamicSession             notify                        
addPropertyChangeListener     notifyAll                     
block                         removeDynamicSession          
equals                        removePropertyChangeListener  
getClass                      setIoFilterChainBuilder       
getInitiators                 start                         
getManagedSessions            stop                          
getQueueSize                  toString                      
getSessions                   wait                          
getSettings                   
hashCode                      

Start the FIX Execution Engine

system('C:\sandbox\java\quickfixj\bin\executor.bat&')
ans =

     0

Connect to Execution Engine

Establish communications between Execution Engine and Order Entry application.

initiator.start
log4j:WARN No appenders could be found for logger (quickfix.SessionSchedule).
log4j:WARN Please initialize the log4j system properly.
<20120827-12:58:19, FIX.4.2:BANZAI->EXEC, event> (Session FIX.4.2:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIX.4.2:BANZAI->EXEC, event> (Created session: FIX.4.2:BANZAI->EXEC)
<20120827-12:58:19, FIX.4.3:BANZAI->EXEC, event> (Session FIX.4.3:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIX.4.3:BANZAI->EXEC, event> (Created session: FIX.4.3:BANZAI->EXEC)
<20120827-12:58:19, FIX.4.1:BANZAI->EXEC, event> (Session FIX.4.1:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIX.4.1:BANZAI->EXEC, event> (Created session: FIX.4.1:BANZAI->EXEC)
<20120827-12:58:19, FIX.4.0:BANZAI->EXEC, event> (Session FIX.4.0:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIX.4.0:BANZAI->EXEC, event> (Created session: FIX.4.0:BANZAI->EXEC)
<20120827-12:58:19, FIX.4.4:BANZAI->EXEC, event> (Session FIX.4.4:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIX.4.4:BANZAI->EXEC, event> (Created session: FIX.4.4:BANZAI->EXEC)
<20120827-12:58:19, FIXT.1.1:BANZAI->EXEC, event> (Session FIXT.1.1:BANZAI->EXEC schedule is daily, 00:00:00-UTC - 00:00:00-UTC)
<20120827-12:58:19, FIXT.1.1:BANZAI->EXEC, event> (Created session: FIXT.1.1:BANZAI->EXEC)

Review Order Methods

methods(orderTable)
Methods for class quickfix.examples.banzai.OrderTableModel:

OrderTableModel            getListeners               
addID                      getOrder                   
addOrder                   getRowCount                
addTableModelListener      getTableModelListeners     
equals                     getValueAt                 
findColumn                 hashCode                   
fireTableCellUpdated       isCellEditable             
fireTableChanged           notify                     
fireTableDataChanged       notifyAll                  
fireTableRowsDeleted       removeTableModelListener   
fireTableRowsInserted      replaceOrder               
fireTableRowsUpdated       setValueAt                 
fireTableStructureChanged  toString                   
getClass                   updateOrder                
getColumnClass             wait                       
getColumnCount             
getColumnName              

Enter an order in the GUI

Pause script execution for manual entry

pause(30)
<20120827-12:58:21, FIX.4.4:BANZAI->EXEC, error> (java.net.ConnectException: java.net.ConnectException: Connection refused: no further information (Next retry in 5000 milliseconds))
<20120827-12:58:22, FIX.4.1:BANZAI->EXEC, error> (java.net.ConnectException: java.net.ConnectException: Connection refused: no further information (Next retry in 5000 milliseconds))
<20120827-12:58:23, FIXT.1.1:BANZAI->EXEC, error> (java.net.ConnectException: java.net.ConnectException: Connection refused: no further information (Next retry in 5000 milliseconds))
<20120827-12:58:24, FIX.4.3:BANZAI->EXEC, outgoing> (8=FIX.4.39=6535=A34=749=BANZAI52=20120827-12:58:24.06956=EXEC98=0108=3010=235)
<20120827-12:58:24, FIX.4.3:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, outgoing> (8=FIX.4.29=6535=A34=749=BANZAI52=20120827-12:58:24.08456=EXEC98=0108=3010=231)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, outgoing> (8=FIX.4.09=6135=A34=649=BANZAI52=20120827-12:58:2456=EXEC98=0108=3010=022)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:24, FIX.4.3:BANZAI->EXEC, incoming> (8=FIX.4.39=6535=A34=749=EXEC52=20120827-12:58:24.17356=BANZAI98=0108=3010=231)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, incoming> (8=FIX.4.29=6535=A34=749=EXEC52=20120827-12:58:24.19356=BANZAI98=0108=3010=232)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, incoming> (8=FIX.4.09=6135=A34=649=EXEC52=20120827-12:58:2456=BANZAI98=0108=3010=022)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, error> (MsgSeqNum too high, expecting 6 but received 7: 8=FIX.4.29=6535=A34=749=EXEC52=20120827-12:58:24.19356=BANZAI98=0108=3010=232)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (Enqueued at pos 7: 8=FIX.4.29=6535=A34=749=EXEC52=20120827-12:58:24.19356=BANZAI98=0108=3010=232)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, outgoing> (8=FIX.4.29=6235=234=849=BANZAI52=20120827-12:58:24.47556=EXEC7=616=010=065)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (Sent ResendRequest FROM: 6 TO: 6)
<20120827-12:58:24, FIX.4.3:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, error> (MsgSeqNum too high, expecting 5 but received 6: 8=FIX.4.09=6135=A34=649=EXEC52=20120827-12:58:2456=BANZAI98=0108=3010=022)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (Enqueued at pos 6: 8=FIX.4.09=6135=A34=649=EXEC52=20120827-12:58:2456=BANZAI98=0108=3010=022)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, outgoing> (8=FIX.4.09=6335=234=749=BANZAI52=20120827-12:58:2456=EXEC7=516=99999910=150)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (Sent ResendRequest FROM: 5 TO: 5)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, incoming> (8=FIX.4.29=9135=434=643=Y49=EXEC52=20120827-12:58:24.48056=BANZAI122=20120827-12:58:2436=8123=Y10=009)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (ResendRequest for messages FROM 6 TO 6 has been satisfied.)
<20120827-12:58:24, FIX.4.2:BANZAI->EXEC, event> (Received SequenceReset FROM: 6 TO: 8)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, incoming> (8=FIX.4.09=8735=434=543=Y49=EXEC52=20120827-12:58:2456=BANZAI122=20120827-12:58:2436=7123=Y10=064)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (ResendRequest for messages FROM 5 TO 5 has been satisfied.)
<20120827-12:58:24, FIX.4.0:BANZAI->EXEC, event> (Received SequenceReset FROM: 5 TO: 7)
<20120827-12:58:25, FIX.4.2:BANZAI->EXEC, outgoing> (8=FIX.4.29=12935=D34=949=BANZAI52=20120827-12:58:25.75356=EXEC11=134607230565521=138=10040=154=155=TMW59=060=20120827-12:58:25.75110=087)
<20120827-12:58:25, FIX.4.2:BANZAI->EXEC, incoming> (8=FIX.4.29=12335=834=849=EXEC52=20120827-12:58:25.78556=BANZAI6=011=134607230565514=017=120=037=139=054=155=TMW150=2151=010=141)
<20120827-12:58:25, FIX.4.2:BANZAI->EXEC, incoming> (8=FIX.4.29=15035=834=949=EXEC52=20120827-12:58:25.81856=BANZAI6=12.311=134607230565514=10017=220=031=12.332=10037=238=10039=254=155=TMW150=2151=010=088)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, outgoing> (8=FIX.4.49=6535=A34=749=BANZAI52=20120827-12:58:26.24456=EXEC98=0108=3010=233)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, incoming> (8=FIX.4.49=6535=A34=749=EXEC52=20120827-12:58:26.25156=BANZAI98=0108=3010=231)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, error> (MsgSeqNum too high, expecting 6 but received 7: 8=FIX.4.49=6535=A34=749=EXEC52=20120827-12:58:26.25156=BANZAI98=0108=3010=231)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (Enqueued at pos 7: 8=FIX.4.49=6535=A34=749=EXEC52=20120827-12:58:26.25156=BANZAI98=0108=3010=231)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, outgoing> (8=FIX.4.49=6235=234=849=BANZAI52=20120827-12:58:26.25556=EXEC7=616=010=065)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (Sent ResendRequest FROM: 6 TO: 6)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, incoming> (8=FIX.4.49=9135=434=643=Y49=EXEC52=20120827-12:58:26.26156=BANZAI122=20120827-12:58:2636=8123=Y10=012)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (ResendRequest for messages FROM 6 TO 6 has been satisfied.)
<20120827-12:58:26, FIX.4.4:BANZAI->EXEC, event> (Received SequenceReset FROM: 6 TO: 8)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, outgoing> (8=FIX.4.19=6235=A34=1049=BANZAI52=20120827-12:58:2756=EXEC98=0108=3010=070)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, incoming> (8=FIX.4.19=6235=A34=1449=EXEC52=20120827-12:58:2756=BANZAI98=0108=3010=074)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, error> (MsgSeqNum too high, expecting 13 but received 14: 8=FIX.4.19=6235=A34=1449=EXEC52=20120827-12:58:2756=BANZAI98=0108=3010=074)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (Enqueued at pos 14: 8=FIX.4.19=6235=A34=1449=EXEC52=20120827-12:58:2756=BANZAI98=0108=3010=074)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, outgoing> (8=FIX.4.19=6535=234=1149=BANZAI52=20120827-12:58:2756=EXEC7=1316=99999910=246)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (Sent ResendRequest FROM: 13 TO: 13)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, incoming> (8=FIX.4.19=8935=434=1343=Y49=EXEC52=20120827-12:58:2756=BANZAI122=20120827-12:58:2736=15123=Y10=167)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (ResendRequest for messages FROM 13 TO 13 has been satisfied.)
<20120827-12:58:27, FIX.4.1:BANZAI->EXEC, event> (Received SequenceReset FROM: 13 TO: 15)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, outgoing> (8=FIXT.1.19=7235=A34=749=BANZAI52=20120827-12:58:28.24556=EXEC98=0108=301137=710=121)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (Initiated logon request)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, incoming> (8=FIXT.1.19=7235=A34=749=EXEC52=20120827-12:58:28.42256=BANZAI98=0108=301137=710=118)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (Received logon)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, error> (MsgSeqNum too high, expecting 6 but received 7: 8=FIXT.1.19=7235=A34=749=EXEC52=20120827-12:58:28.42256=BANZAI98=0108=301137=710=118)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (Enqueued at pos 7: 8=FIXT.1.19=7235=A34=749=EXEC52=20120827-12:58:28.42256=BANZAI98=0108=301137=710=118)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, outgoing> (8=FIXT.1.19=6235=234=849=BANZAI52=20120827-12:58:28.47756=EXEC7=616=010=151)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (Sent ResendRequest FROM: 6 TO: 6)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, incoming> (8=FIXT.1.19=9135=434=643=Y49=EXEC52=20120827-12:58:28.48456=BANZAI122=20120827-12:58:2836=8123=Y10=101)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (ResendRequest for messages FROM 6 TO 6 has been satisfied.)
<20120827-12:58:28, FIXT.1.1:BANZAI->EXEC, event> (Received SequenceReset FROM: 6 TO: 8)

Get the first order

Note there needs to be an order placed in Banzai. If one does not exist, create one.

o = orderTable.getOrder(0)
 
o =
 
quickfix.examples.banzai.Order@17fe066
 

Sending Orders

In Banzai app, requires two steps. The first is to add it to the table (for record keeping), and then send it to the FIX Execution Engine using the applicaiton.send method.

orderTable.addOrder(o)
application.send(o);
<20120827-12:58:50, FIX.4.2:BANZAI->EXEC, outgoing> (8=FIX.4.29=13035=D34=1049=BANZAI52=20120827-12:58:50.27656=EXEC11=134607230565521=138=10040=154=155=TMW59=060=20120827-12:58:50.27610=117)

Creating a Custom Order

To create a new order, we need to create an Banzai Order Object.

o = Order
methods(Order)
 
o =
 
quickfix.examples.banzai.Order@9e5724
 

Methods for class quickfix.examples.banzai.Order:

Order          getLimit       getSymbol      setExecuted    setSessionID   
clone          getMessage     getTIF         setID          setSide        
equals         getOpen        getType        setLimit       setStop        
generateID     getOriginalID  hashCode       setMessage     setSymbol      
getAvgPx       getQuantity    isNew          setNew         setTIF         
getCanceled    getRejected    notify         setOpen        setType        
getClass       getSessionID   notifyAll      setOriginalID  toString       
getExecuted    getSide        setAvgPx       setQuantity    wait           
getID          getStop        setCanceled    setRejected    

This is a Buy order for a new security, MW.

FIX = initiator.getSessions
o.setSessionID(FIX.get(2))
o.setSymbol('MW')
o.setQuantity(50)
o.setOpen(o.getQuantity)
orderTable.addOrder(o)
application.send(o)
 
FIX =
 
[FIX.4.3:BANZAI->EXEC, FIX.4.2:BANZAI->EXEC, FIX.4.1:BANZAI->EXEC, FIX.4.4:BANZAI->EXEC, FIX.4.0:BANZAI->EXEC, FIXT.1.1:BANZAI->EXEC]
 
<20120827-12:58:50, FIX.4.1:BANZAI->EXEC, outgoing> (8=FIX.4.19=9935=D34=1249=BANZAI52=20120827-12:58:5056=EXEC11=134607233028821=138=5040=154=155=MW59=010=042)

A Sell Order

o = Order
FIX = initiator.getSessions;
o.setSessionID(FIX.get(2));
o.setSymbol('MW');
o.setQuantity(50);
o.setOpen(o.getQuantity)
orderSide = OrderSide.parse('Sell');
o.setSide(orderSide);

orderTable.addOrder(o)
application.send(o);
 
o =
 
quickfix.examples.banzai.Order@a9e1af
 
<20120827-12:58:50, FIX.4.1:BANZAI->EXEC, outgoing> (8=FIX.4.19=9935=D34=1349=BANZAI52=20120827-12:58:5056=EXEC11=134607233030821=138=5040=154=255=MW59=010=037)

Shut down the session

initiator.stop

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