Re: [Quickfix-developers] Market Data Request

[azmat <mr...@gm...>]

Oren-

I've setup two connections in my config file, but how do I start both
sessions?  Would they both get called if their information is in the
"FixSettings.txt" file with the code below:


           if (_initiator != null)
                throw new Exception("Already Started");
            try
            {
                SessionSettings settings = new
SessionSettings("FixSettings.txt");
                QFWrapper application = new QFWrapper(this);
                FileStoreFactory storeFactory = new
FileStoreFactory(settings);
                FileLogFactory logFactory = new FileLogFactory(settings);
                MessageFactory messageFactory = new DefaultMessageFactory();
                _initiator = new ThreadedSocketInitiator(application,
storeFactory, settings, logFactory, messageFactory);
                _initiator.start();
            }
            catch (Exception e)
            {
                System.Diagnostics.Trace.WriteLine("FixServer.Start() ERROR:
" + e.Message);
            }


Also, I need to setup another session for Drop Copies, and I imagine the
same rule applies to 3 sessions as it does with 2.  What do you mean by
'target your market data messages to that session's comp IDs'?  Basically
what I will be doing is cracking any messages received, and if the messages
contained are MarketData Messages (specifically snapshot, incremental, or
reject messages), I will use the appropriate market-data logic in my
application.

Is there something wrong with doing it this way, instead of matching for
compIDs?  I could see if I had multiple Order sessions with multiple brokers
and needed to figure out which message is coming from who...but since
MarketData return messages are completely different than order return
messages, is it necessary?

thanks!
azmat



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

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