Re: [Quickfix-developers] Market Data Request

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

Oren,

Here is the info the broker has sent for the connection where only port is
different:

API Access Information

Market logins
------------------
IP address: 66.238.4.59
Port number: 6200
SenderCompID: ANDYSTAP (tag 49 on login)
TargetCompID: CAX (tag 56 on login)
password : ******** (tag 96 on login)

Orders Login
——————————
IP address: 66.238.4.59
Port number: 17200
SenderCompID: ANDYSTAP (tag 49 on login)
TargetCompID: CAX (tag 56 on login)
Password: ******** (tag 96 on login)

New order Entry/Cxl:
————————————
Account : andys (tag 1 on new order)
Sender SubID : 001 (tag 50 on new order)

Regards
Hozaifa


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