Re: [Quickfix-developers] Market Data Request

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

This is for others knowledge..

What I have done is created 2 different session initiators with different
session settings and also given both of them SessionQualifier. This way I am
able to get Market data and also process order.

I thank all of u above for the replies.



Hozaifa Akber Ali wrote:
> 
> 
> 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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> 
> 

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