RE: [Quickfix-developers] Where to make the trade capture request.
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From: James C. D. <jc...@co...> - 2006-02-03 14:45:36
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Shankar, If you are using FIX 4.4 or 4.3 there are four messages around trade capture; TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradeCaptureReport, TradeCaptureReportACK. Your counterparty should be able to clear up the use of these messages. The request messages would be sent from your application using the SendToTarget method. If you are using a version prior to 4.3 the typical trade capture mechanism is the "Drop Copy" which is an ExecutionReport Message. These messages typically do not require a request from the initiator. Jim _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of Shankar Krishnan Sent: Friday, February 03, 2006 8:26 AM To: qui...@li... Subject: [Quickfix-developers] Where to make the trade capture request. A little help on the structure please.. For a buy side, I have an application that will connect to the target and request for a trade capture report. I presume somewhere I need to make this request, I looked up the example codes, I donot see any place where An execution report is requested, however I see that on onMessages we are processing them. How does this Work ? I am under the impression that a trade capture report has to be requested. Where should this be done. Any directions appreciated. Thanks |