Re: [Quickfix-developers] Market Data Request

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

Nice!  I am using the ThreadedSocketInitiator.  The data from each session
will not need to interact with one another.  Basically, I am sending
requests (orders and market data) and then repackaging the responses (FIX
Messages) into our own proprietary objects and passing them along to our
internal financial subsystem.

I think this will work!  Beautiful job!

thanks!
Azmat


On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote:

> Depends on which initiator you use.  The SocketInitiator will keep them
> both in the same thread, while the ThreadedSocketInitiator will provide a
> thread for each session.  Whether they should be the same or different apps
> I guess depends on whether the session data needs to interact with each
> other.
> --oren
>
> On Feb 5, 2008, at 11:48 AM, mr azmat wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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
> >
> >
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