Re: [Quickfix-developers] QFJ:The problems in definite a newprotocolof FIX subset.
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From: Brad H. <Bra...@gb...> - 2006-07-04 21:36:28
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Hi Lin, Another approach might be to use a MINA IO Filter to "rewrite" the messages after quickfix has sent outgoing and before it receives the incoming.=20 This would mean you could use the standard fix 4.4 message classes with a subset of the fix 4.4 data dictionary and leave most of quickfixj untouched - you just need to figure out where to insert the filter and how to "rewrite" the messages appropriately in the filter. You may need to recalculate some fields if they are impacted by the begin string (checksum & message length? Haven't checked). =20 The main disadvantage that I can see is that all your logs are going to say FIX 4.4 - could be confusing to counterparties if you're trying to debug some problems. Nothing would stop you from adding some logging to the filter, of course. Regards, Brad. On 7/4/06, Lin Lejiang <le...@gm... > wrote: Chinese Standard Trading Exchange Protocol is a subset of FIX.4.4.It has a special begin string "STEP.1.0.0". =20 On 7/4/06, Caleb Epstein <cal...@gm...> wrote:=20 On 7/4/06, Lin Lejiang <le...@gm... > wrote: Your solution is OK if I only change the data dictionary.But I need a special begin string.=20 Why? =20 --=20 =20 Caleb Epstein =20 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Lin Lejiang Sent: Tuesday, 4 July 2006 10:13 PM To: Caleb Epstein Cc: Steve Bate; qui...@li... Subject: Re: [Quickfix-developers] QFJ:The problems in definite a newprotocolof FIX subset. QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html |