[Quickfix-users] QuickFix and Trading Technologies FIX Adpater

[benofben <be...@no...>]

Hi,

I'm trying to pull some market data down from a TT FIX Adapter that TT has
configured for me.  I've got all the connection details and that seems to be
going OK.

I'm unsure of what to do next.  The data dictionary TT provided seems to be
very different from the 4.2 dictionary that comes with QuickFix.  I tried
running the generate scripts on the TT dictionary and recompiling QuickFix,
but got a whole bunch of compile errors.

I've also tried using the tradeclient example and connecting using my own
configuration but the QuickFix 4.3 dictionary (for some reason the 4.2
example doesn't grab market data).  Unsurprisingly that fails as well.

So, I have a couple questions:

Presumably people have done this in the past.  Are there any examples/how-to
for TT integration?  My googling has completely failed me.

Do I need to generate new C++ classes from the TT dictionary and recompile
QuickFix?  This seems really heavy handed just to work with another
dictionary?

Apologies if these questions are ridiculous.  I'm kind of new to this....

Thanks,
Ben
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