Re: [Quickfix-developers] how to config for holidays

[James R. <jam...@gm...>]

Hello Mike,

(We use only Linux boxes in production)

We sidestep the QuickFIX configuration file by employing a very
simplistic set of shell scripts and rules to take care of Holidays,
Trading days, and weekends. Firstly, all of our FIX apps shut
themselves down in the evening. These apps are restarted via inittab
entries, so we have the startup shell script for each process check
whether today is a trading fullday/halfday, or if it is a
holiday/weekend day. If it's a holiday/weekend day, then the shell
script simply sleeps for an amount of time before exiting. Then the
process is repeated until a trading day is reached, whereby if it is
too early then the script sleeps for awhile before exiting. Once a
trading day is reached and it is late enough (5am PST, for example)
then the QuickFIX app is started and a new log for that day is created
by redirecting stdout/stderr to a text file.

The list of market holidays and half days is kept in a database and is
derived from the OCC's website calendar.


Hope this helps,

-jr

On 6/19/06, Mike Smith <MS...@rj...> wrote:
>
> Hi All,
>
> Was wondering how people are configuring their session.config file to
> account for the handling of exchange holidays.  Having just Start/End
> Time and Start/End Day doesn't provide enough granularity to account for
> holiday's or Sunday trading hours.
>
> Thanks in advance,
>
> Mike