Re: [Quickfix-developers] ThreadedSocketInitiator vs SocketInitiator
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From: azmat <azm...@gm...> - 2008-02-06 21:48:44
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Hozaifa, >From what I understand this is what you need to do. Basically you'll need to create two sessions (based off of the config files). These connections will have their own set of COMP IDs. When you send a market data request, you'll need to send it via the session that is attributed to the market data connection information. Oren helped me understand it in my post below. http://www.nabble.com/Market-Data-Request-tt15279801.html Hope that helps! Azmat On Feb 6, 2008 3:55 AM, Hozaifa Akber Ali <hoz...@ve...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I want to know that how can i manage sessions and connect to Market data > server on one port and order server on other port. Ho do i create > configuration and handle my application to get market data and also have > order processing to it. > > > > Dale Wilson wrote: > > > > Nick Volpe wrote: > >> > >> Can anyone tell me pros/cons of using a ThreadedSocketInitiator versus > >> a Socket Initiator? I c an't seem to find much in the documentation > >> or the mailing list archives. Any help would be greatly appreciated. > > If you are connecting to a single counterparty (for example a trader > > connecting to one exchange), use SocketInitiator. > > > > If you are connecting to more than one exchange then > > ThreadedSocketInitiator might make your program more responsive. With > > SocketInitiator every incoming FIX message has to be completely > > processed -- including any application level message processing which > > might take a long time -- before any other connections are serviced. > > With ThreadedSocketInitiator messages from separate sources can be > > processed in parallel. > > > > In *either* case you must write thread-safe code because incoming > > messages are processed on a separate thread (or threads) from outgoing > > messages (i.e if your main thread generates an order, the execution > > report(s) for that order will arrive courtesy of a different thread so > > if you have a common "Order Management" component in your application it > > needs to be thread-safe.) > > > > HTH, > > > > Dale > >> > >> Thanks. > >> Nik > > > > > > > > -- > View this message in context: > http://www.nabble.com/ThreadedSocketInitiator-vs-SocketInitiator-tp4300945p15306348.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |