Re: [Quickfix-developers] Just Starting...

[azmat <mr...@gm...>]

All-

In my efforts to learn and use QF at my firm, I plan to share my journey
with everyone here -- well mostly for the future newcomers who will need a
place to start.  Yesterday I downloaded the source code (
quickfix-1.12.4.zip) and built the solution for VS2005, and followed the
Installation instructions
(http://www.quickfixengine.org/quickfix/doc/html/index.html).  

I can now view all of the class files in C++ and C#, but am unsure where to
go from here.  I tried running some of the examples (ordermatch,
tradeclient, etc), but that doesn't seem to work.  I would like to create a
QFServer and a QFClient on my machine to simulate orders/transactions
between the two projects -- but not before these samples get working.  Any
suggestions?



with regards,
azmat



azmat wrote:
> 
> Hello everyone...
> 
> I've been reading through the FIX Spec (4.2) as well as the quickfix
> documentation.  I'm able to create sessions, send logon messages, get
> feedback from the server, etc.  
> 
> Now I want to create a message and send it over to the Acceptor, and
> hopefully receive something from the Server.  This is where I am 'stuck'. 
> How do I handle all of the possible return messages from the Acceptor in
> my code?  Do I have to create case statements in case of each type of
> message that might get returned from the Acceptor (broker)?
> 
> Another question/concern I have now is what happens when a packet/message
> gets "dropped" between me (initiator) and the broker (acceptor)?   I know
> there are a number of resend requests that get passed back and forth, but
> what actually happens?  Does quickfix have some sort of internal data
> structure that has all of the messages that were sent but not yet ACKd? 
> Or is this something I need to implement on my OMS?
> 
> I would also be interested in finding some sort of documentation regarding
> the data flow of objects using the quickfix engine or maybe an entity
> relationship diagram of the objects....anything like this would be much
> appreciated! 
> 
> I've read several posts of people trying to learn FIX/quickfix over the
> years and now that's my turn I'm hoping some of those people can come back
> and help explain some of the things they learned along the way!
> 
> 
> 
> thanks!
> Azmat
> 

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