RE: [Quickfix-developers] Wait for additional TraderLogon

[Belinda I. <Bel...@gb...>]

Hi Mike,

We have a similar issue with the ASX where we have to send a BE User
Request directly after the logon before we can send in orders.  We are
using quickfixj.
 =20
We have modified Session.java in the quickfixj code and are sending the
BE request in nextLogon and added a nextUserResponse. The code that
checks for target seq too high was moved from nextLogon to
nextUserResponse and this means that a resend request will be sent from
within here to send the messages that arrived prior.  Another set of
booleans was added to SessionState that checks for BE User request and
response sent and received.  So sendRaw now checks these extra booleans
before it sends messages.

We're not sure if this is the right way to do this but I can provide
further information if you think any of this will help you.

Regards,
Belinda.=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mike Smith
Sent: Saturday, 25 March 2006 7:48 AM
To: qui...@li...
Subject: [Quickfix-developers] Wait for additional TraderLogon

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

The ICE exchange has a custom message called TraderLogon, which you need
to submit immediately after your Logon message.  You then get a
TraderLogonResponse message back.  After this point, you can begin to
send your orders in.

Right now I'm running into an issue where I have an order queued up, I
LOGON to ICE and then my queued order gets sent, before I can send the
TraderLogon and get the TraderResponse.  I have code right now in the
onLogon, which submits my TraderLogon message, but I don't know how to
stop the queued messages from being sent until after I receive the
TraderResponse message.

Any suggestions?

Thanks,

Mike


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