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

[Shepheard, T. (London) <Tob...@ml...>]

I'm not sure I'm following you exactly. Just to be clear: You want your
application to logon, and then immediately send a trade capture report?
=20
The onLogon handler should only be called when both sides are logged in
so that should be ok. However, you probably don't want to send the
report directly from there. A better way is to setup a listener, and
notify the listener from the onLogon method. See the Banzai example for
how to do this.
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I'm not familiar with the C# code but maybe you're blocking the onLogon
method from returning and it needs to do some more work after calling
onLogon, to fully initialise. That's just a hunch though, Oren can
probably clarify whether or not this might be an issue.
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Other than that.... it would probably help if you show us your code and
the errors you're getting, the config file might help too.
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-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 03 February 2006 16:04
To: qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture
request.



	=20

	Jim & Toby,

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

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

	=20

	bool Session::sendToTarget( Message* message )

	throw( SessionNotFound* )

	{ QF_STACK_TRY

	=20

	  try

	  {

	    Message __pin * pMessage =3D message;

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

	  }

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

	=20

	  QF_STACK_CATCH

	}

	=20

	=20

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

	=20

	Tks

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	=20

=09
  _____ =20


	From: James C. Downs [mailto:jc...@co...]=20
	Sent: Friday, February 03, 2006 9:45 AM
	To: Shankar Krishnan; qui...@li...
	Subject: RE: [Quickfix-developers] Where to make the trade
capture request.

	=20

	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.

	=20

	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.

	=20

	Jim

	=20

=09
  _____ =20


	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.

	=20

	A little help on the structure please..

	=20

	For a buy side, I have an application that will connect to the
target and request for a trade capture report.

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	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.

	=20

	Any directions appreciated.

	=20

	Thanks
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