Re: [Quickfix-developers] Market Data Request

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Please help me out with this issue, I am stuck here. I don't know how to get tell my application layer to differentiate between the two sessions for sending market data request and trading orders. Any help will be greatly appreciated.

Thanks!

open hash <ope...@ya...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Note: forwarded message attached.         

---------------------------------
Never miss a thing.   Make Yahoo your homepage.  Date: Mon, 17 Mar 2008 04:37:45 -0700 (PDT)
From: open hash <ope...@ya...>
Subject: Re: [Quickfix-developers] Market Data Request
To: Hozaifa Akber Ali <hoz...@ve...>

 Hi,

I have created two seperate sessions, one for streaming and other for trading with different sessiona qualifier like this: 

[SESSION]
BeginString=FIX.4.4
SenderCompID=test1
SenderSubID=streaming
TargetCompID=target
TargetSubID=tstream
SocketConnectPort=8000
SessionQualifier=stream

[SESSION]
BeginString=FIX.4.4
SenderCompID=test1
SenderSubID=trading
TargetCompID=target
TargetSubID=ttrade
SessionQualifier=trade
SocketConnectPort=5001

With this I am able to logon and get hearbeats for both sessions, but the problem is sending a MarketDataRequest message. When I set all the fields and send order, I get a "Session not found" exception. How can I send streaming and trading messages using this settings.

Regards,

Hozaifa Akber Ali <hoz...@ve...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

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
>  ââââââââââ
> 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:
> ââââââââââââ
> 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  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   
>>>>> 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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