Re: [Quickfix-developers] Market Data Request

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

Oren-

I did speak to the representative at the brokerage firm, and they said that
they needed to setup a separate connection on their FIX server for us.
Someone told me that typically Market Data Requests/Responses are over a
separate IP.  Is this true?  And if so, how will quickfix handle sending
multiple messages over two different connections?  Is there another line in
the settings file for Market Data connections?

thanks!
Azmat

On Feb 5, 2008 10:39 AM, Oren Miller <or...@qu...> wrote:

> Looks like you are creating the group correctly and adding it to the
> message.  When you say nothing happens, who are you sending it too?
> Have you talked to them regarding why you get nothing back?  Not even
> a reject?
>
> On Feb 4, 2008, at 5:00 PM, azmat wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > All-
> >
> > First of all I'd like to thank everyone that has helped me
> > understand and
> > use QF over the past few weeks.  Without the community's help, I
> > would be
> > miles behind and confused.
> >
> > I have a question regarding Market Data Requests.  I'm trying to
> > send a
> > request for MarketData, but I can't figure out how to do it.  The
> > constructor for the QuickFix42.MarketDataRequest has three parameters
> > (mdreqid, subscriptionrequesttype, and marketdepth).  I am able to
> > look up
> > these tags and fill in what I want for them, however according to
> > the FIX42
> > spec (page 65), there are a number of other fields that are required:
> >
> > NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.
> >
> > What I believe I need to do is create a Repeating Group.  So after
> > constructing a new MarketDataRequest object (called mdr), I wrote
> > this:
> >
> >             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> > QuickFix42.MarketDataRequest.NoRelatedSym();
> >
> > I believe this starts me off in creating a 'Repeating Group'.  I
> > only need
> > to request market data about 1 symbol at a time.  So I wrote this:
> >
> >  group.set(new Symbol("GC"));
> >             group.set(new SecurityExchange("ECOMEX"));
> >             group.set(new MaturityMonthYear("200804"));
> >             group.set(new SecurityType("FUT"));
> >
> >             mdr.addGroup(group);
> >             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
> >
> > When I send this, nothing happens.  I believe I am doing something
> > wrong,
> > but have no clue what.
> > Any help would be very much appreciated.  I tried searching in the
> > forums
> > for any help, but couldn't find any.
> >
> > Anyways, this is the code I have so far:
> >
> >             _mqReqId = "md" + DateTime.Now.ToString("HHmmss");
> >             QuickFix42.MarketDataRequest mdr = new
> > QuickFix42.MarketDataRequest(new MDReqID("unique"), new
> > SubscriptionRequestType('1'),
> >                                                         new
> > MarketDepth(1));
> >
> >             QuickFix42.MarketDataRequest.NoRelatedSym group = new
> > QuickFix42.MarketDataRequest.NoRelatedSym();
> >             group.set(new Symbol("GC"));
> >             group.set(new SecurityExchange("ECOMEX"));
> >             group.set(new MaturityMonthYear("200804"));
> >             group.set(new SecurityType("FUT"));
> >
> >             mdr.addGroup(group);
> >             Session.sendToTarget(mdr, "senderCompID", "targetCompID");
> >
> >
> > Can someone point me into the right direction?
> >
> > Thanks!
> > Azmat
> > --
> > View this message in context: http://www.nabble.com/Market-Data-
> > Request-tp15279801p15279801.html
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
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