Re: [Quickfix-developers] Market Data Request

[Hozaifa A. A. <hoz...@ve...>]

Hi Azmat and Oren,

I Have created this config and send to ThreadedSocketInitiator

[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=1
FileStorePath=store
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N

[SESSION]\n"
BeginString=FIX.4.2
SenderCompID=CID
TargetCompID=CAX
SocketConnectHost66.238.4.59
SocketConnectPort=6200
DataDictionary=spec/FIX42.xml

[SESSION]
BeginString=FIX.4.2
SenderCompID=CID
TargetCompID=CAX
SocketConnectHost=66.238.4.59
SocketConnectPort=17200
DataDictionary=spec/FIX42.xml

Port 6200 is for Market Data Server and
Port 17200 is for Order Processing Data Server

When I start the initiator I connect to Market data server and setting
object uses Default block and 
Session block number 2 with 17200 port.

how do I manage the session for the market data and order processing??
Azmat can I have your msn id or direct email address ??
mine is hozaifa_99 @ hotmail . com

Thanks Azmat for ur reply and forwarding me to this post.


azmat wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> 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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