Re: [Quickfix-developers] Market Data Request

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

They will both start automatically if they are in the configuration  
file.

All I am saying is you want to make sure the market data messages go  
on the market data session and not the order session.

--oren

On Mar 3, 2008, at 1:54 PM, azmat wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> 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
>>
>>
>
> -- 
> View this message in context: http://www.nabble.com/Market-Data- 
> Request-tp15279801p15812283.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
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