RE: [Quickfix-developers] Where to make the trade capture request .

[Shankar K. <skr...@jw...>]

 

Jim & Toby,

 

Really appreciate your time, Maybe my question is little too simple, I know
I am stuck with the obvious.

 

Where is the sendtotarget method to be coded.   I put that in the  onLogon
handler, I breaks at

 

bool Session::sendToTarget( Message* message )

throw( SessionNotFound* )

{ QF_STACK_TRY

 

  try

  {

    Message __pin * pMessage = message;

    return FIX::Session::sendToTarget( pMessage->unmanaged() );

  }

  catch ( FIX::SessionNotFound& ) { throw new SessionNotFound(); };

 

  QF_STACK_CATCH

}

 

 

Probably SessionNotFound. What am I doing wrong, has the session not been
created at this point ? Any help appreciated.

 

Tks

 

 

  _____  

From: James C. Downs [mailto:jc...@co...] 
Sent: Friday, February 03, 2006 9:45 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

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