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

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

 

Thanks Toby, 

 

I was missing the obvious, yes the way to do this would be setup a listener.
In .NET I would ideally do something lile

 

MyApplication application = new MyApplication();

application.onLogon += new  LogonEventHandler(onLogon);

 

But I am unable to find the method to hook to, on arrival of the onLogon
message, ideally VS. NET would fill in the event handler for you.

 

Am I doing something wrong or what method should I use for the
logoneventhandler.

 

(I just noticed that my outlook mail put's the first character as uppercase
hence one of my prev messages showed as upper case

For message.getField().

 

Tks

 

 

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Friday, February 03, 2006 11:27 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] Where to make the trade capture request.

 

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?

 

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.

 

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.

 

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.

 

 

 

 

-----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.

 

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

 

 

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