Re: [Quickfix-developers] Market Data Request
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Re: [Quickfix-developers] Market Data Request
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From: open h. <ope...@ya...> - 2008-03-31 13:48:28
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Thanks Mike for the reply. I am using this method of sessionID but what to do with my own MarketDataRequest object. I mean I make up this object by putting all tags including sender and target headers, but every time I try to send it using Session::sendToTarget(mktDataRequest) or any overloaded version of it, I get "Session not found " exception thrown. I even hardcoded the sessionqualifier value in sendToTarget, but this exception wont stop. Please guide me how to pass proper sessionid ? Thanks! Mike Perik <mic...@ya...> wrote: The SessionID will have the session qualifier set to what is in the config file. Look at the SessionID object methods, I think there is a getSessionQualifier() method. Mike --- open hash wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > 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 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 > Subject: Re: [Quickfix-developers] Market Data > Request > To: Hozaifa Akber Ali > > 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 > 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 > === message truncated ===> ------------------------------------------------------------------------- > Check out the new SourceForge.net Marketplace. > It's the best place to buy or sell services for > just about anything Open Source. > http://ad.doubleclick.net/clk;164216239;13503038;w?http://sf.net/marketplace> _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers ____________________________________________________________________________________ Like movies? 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