Re: [Quickfix-developers] Subscribe/Publish logic

[Caleb E. <cal...@gm...>]

On 1/5/07, mjc2k <MJC...@ms...> wrote:

> Does quickfix handle Subscribe/Publish logic or is this required by the
> developer.

You'd need to handle this yourself.  QuickFIX gives you a FIX engine
you can use to send/receive messages (with associated persistence,
recovery, etc), but any logic you want on top of these messages will
need to be written by you.  This would include like maintaining an
order book, this "subscription" list you refer to, etc.

> I want to be able to pubish realtime prices from our Feed to the clients
> that subscribe. Not sure if I need my own message types or if one is already
> supplied.

FIX4.2 and later include Market Data messages, but if performance is a
concern FIX might not be a very good choice for distributing market
data.

-- 
Caleb Epstein