Re: [Quickfix-developers] Market Data Request

[Oren M. <or...@qu...>]

Hoazifa,

Why do the two sessions have the same compids and connect  
information.  This doesn't seem right.  Is this the information the  
counterparty gave you?

--oren

On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> 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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>
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> Request-tp15279801p15327848.html
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>
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