Re: [Quickfix-developers] Market Data Request

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Actually there is a configuration setting to handle this.  You can  
set the SessionQualifier for each of the sessions to something  
unique, say ORDER and MARKETDATA which will allow quickfix to manage  
two sessions with the same compid.  As long as the port or ip is  
different, there should be no problem connecting to them with the  
same application.

--oren

On Feb 8, 2008, at 8:32 AM, Brian Erst wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> FIX sessions should not differ only by port number (FIX sessions  
> are logical, not physical). In this case, the "easiest" solution is  
> probably to split your code into two separate applications - one  
> for market data and one for execution. You can then have two  
> separate QuickFIX INI files (make sure to configure things so that  
> they are differently named or in different directories) and also  
> make sure that the data and log files are in different directories.
>
> Your separate applications can now each run on the CAX:ANDYSTAP  
> session.
>
> - Brian Erst
> Thynk Software, Inc.
>
> ----- Original Message ----
> From: Hozaifa Akber Ali <hoz...@ve...>
> To: qui...@li...
> Sent: Thursday, February 7, 2008 11:40:12 PM
> Subject: Re: [Quickfix-developers] Market Data Request
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> 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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> >> --
> >> View this message in context: http://www.nabble.com/Market-Data-
> >> Request-tp15279801p15327848.html
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> >>
> >>
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