I can get the Logon message to work. However, my quickfix engine is rejecting the TradingSessionStatus message from the exchange. Below is the sequence of messages

1. Logon ( me --> exchange)
2. Logon (exchange --> me)
3. TradingSessionStatus (exchange --> me)
4. BusinessMessageReject (me --> exchange)

I am using FIX 4.2. I see that we have a TradingSessionStatusRequest object in the fix42/ directory. It seems the quickfix engine rejects the TradingSessionStatus message that it receives from the exchange.

Any pointers?

Cheers,
Amit Khandelwal


On Wed, Jun 17, 2009 at 5:11 PM, amit khandelwal <khandelwal.amit@gmail.com> wrote:
Cool. That seem to work. Thanks for the pointer, Dale.

Cheers,
Amit Khandelwal



On Wed, Jun 17, 2009 at 2:31 PM, Dale Wilson <wilsond@ociweb.com> wrote:
Hi Amit,
You do not want to get involved in generating your own logon message.  QuickFIX handles that for you and changing it can be tricky.
What you want to do is modify the logon message to add your password after QuickFIX has generated it, but before it is sent.

The correct way to do this  is to override the toAdmin() message of your FIX::Applicaition object
 In your override
  1) get the header from the message to be sent
  2) get the message type from the header
  3) check for message type logon
  4) add your password to the message

Dale

amit khandelwal wrote:
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I am new to quickfix and I am currently exploring it to see if I can use it in my project. My use case is as follows.

1. Create a session
2. Send a logon request
3. Send a market data request
4. Receive market data and log it to a file

I have modified the tradeClient examples to send the market data request. In the current version of the Logon.h it doesn't allow me to set the password. I have modified the code of Logon.h to have an extra method to set the password. Now, generateLogon method of session is creates a Logon message. It doesn't set the password field. I can modify that code also and make it set the password. However, I am wondering if there is a mechanism by which I don't have to modify the code but just give it some sort of a dictionary to say here the fields that should be populated for a given message.

TIA.

Please advise.

Cheers,
Amit Khandelwal


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