Re: [Quickfix-developers] QFJ:The problems in definite a newprotocolof FIX subset.
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From: Lin L. <le...@gm...> - 2006-07-19 17:15:17
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Maybe the feature descript like this: http://www.cameronsystems.com/products/dialects.html FIX Dialects - De-risks connectivity issues caused by non-standard FIX implementations. - Addresses known connectivity issues with leading FIX service providers. CameronFIX greatly reduces the risk of FIX engine incompatibility through the use of FIX Dialects. At Cameron Systems we identify deviations from the standard session behaviour as FIX Dialects. As part of our Low Cost/Low Risk Strategy, we work on behalf of our clients to address these deviations by modifying the behaviour of our session layer to match. The result is captured and added to our FIX dialect set, which is then made available to our whole user community. The following table illustrates our current FIX Dialects. These dialects have enabled our clients to take advantage of the FIX services provided by Reuters, EMX and the Chicago Mercantile Exchange, and to communicate successfully with counterparties using Fujitsu FIX engines, among others. FIX Dialect Name Description ProcessSkippedMessages Messages skipped as a result of a Sequence Reset or Gap Fill should be processed if received by the FIX server. OrigSendingTimeInGapFill Adds the OrigSendingTime field to gap fill messages. AllowNoLengthOnRawData Process RawData fields which do not have a corresponding length field. IgnoreIDFieldsInLogonResp Ignore the SenderID fields returned in the Logon message. On 7/5/06, Brad Harvey <Bra...@gb...> wrote: > > 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. > > 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). > > 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". > > > > On 7/4/06, Caleb Epstein <cal...@gm...> wrote: > 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. > > Why? > > > -- > > Caleb Epstein > > -----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 > > -- Lin Lejiang |