Re: [Quickfix-developers] Market Data Request
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orenmnero
From: mr a. <mr...@gm...> - 2008-02-05 17:48:32
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Oren- That sounds good. Now the question is if I get two requests from our OMS (1 requesting Market Data and 1 order submission), and I send them both out (1 through the Market Data session and 1 through the Order Management session), would quickfix use two 'threads' to handle both requests OR should I create a separate application to handle Market Data Requests/Responses that works on its own thread? thanks! Azmat On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> wrote: > It's pretty typical to separate market data and order management into > different sessions. The will probably just create a new session for > you with a different set of comp ids. You will need to add this new > session to your configuration file. Then you will need to target > your market data messages to that sessions comp ids. > > --oren > > On Feb 5, 2008, at 11:07 AM, mr azmat wrote: > > > 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 > > |