Re: [Quickfix-developers] Trading Client help

[<Ned...@ao...>]

I will try and answer the following questions. Please correct me if I am  
wrong.
 
1) do i need application.run function to get execute  logon logout messages 
 
The application.run function are in the QuickFix examples and is  essentially 
a wait loop. You will need some kind of wait loop once you  start your 
initiator or acceptor (initiator.start(), acceptor.start()). I  believe you will 
need a wait loop for the logon and logout messages in addition  to all the other 
messages that you will send or receive.

2) how do i get new order single report or  execution report (in which event 
i can capture this message) 
 
These messages (application level messages) can be captured in the fromApp  
event. There are a couple of ways of doing this; however the QuickFix  
documentation recommends using the "crack" function that you specify in the  fromApp 
event which allows you to overload the fromApp message  function by specifying 
one or more "onMessage" functions for a specific  application message.
 
For example:
 
void Application::onMessage(const FIX42::NewOrderSingle &message, const  
FIX::SessionID&)
{
}
 
is an overloaded function to capture New Order Single Reports in the  FIX42 
format.
 
void Application::onMessage(const FIX42::ExecutionReport &message,  const 
FIX::SessionID&)
{
}
 
is an overloaded function to capture Execution Reports in the FIX42  format.
 
In order to use the "crack" function you will need your Application class  to 
inherit from "public FIX::MessageCracker".
 
I know this sounds confusing, but if you look at the documentation for  
receiving messages and specifically the link 
_http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html) ,  it will explain how to do this.

3) what is the use of initiator and  acceptor
 
I don't think I can give you a good answer about defining an initiator and  
acceptor, but I will try. Both are ways of defining a type of application and  
consequently a connection using QuickFix. An initiator looks to make a  
connection to one or more servers by specifying a SocketConnectPort (socket  port) 
and  SocketConnectHost (IP address of a server to connect to). An  acceptor 
listens for incoming connections and uses a SocketAcceptPort (socket  port for 
listening to incoming connections). There are other parameters that you  specify 
for initiators and acceptors. Please see the documention for  configuration 
specifically the link 
_http://www.quickfixengine.org/quickfix/doc/html/configuration.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/configuration.html) .

4) does executor and ordermatch require for trading  client. 
 
    I believe you can use the executor application as a  server for the 
tradeclient application. The ordermatch application is also a  server and I would 
think it can be used with the tradeclient application, but  I'm not sure. 
Please see the documentation for example applications specifically  the link 
_http://www.quickfixengine.org/quickfix/doc/html/examples.html_ 
(http://www.quickfixengine.org/quickfix/doc/html/examples.html) .

5) where do i get the log.
   
 
I would add the following to the response you received on this question.  
Let's assume you want to use the QuickFix log and have it log to a file:
 
1) Use the FileLogFactory as in the following:
 
FIX::SessionSettings settings ( config );
FIX::FileLogFactory logFactory ( settings );
 
initiator = FIX::SocketInitiator(application, storeFactory, settings,  
logFactory);
 
2) Set your configuration file as in the following:
 
FileLogPath=log
 
The FileLogPath allows you to specify the path to the directory that  the log 
files will be in. In the above example, the name of the directory will  be 
"log" and since there was no path specified (i.e. c:\mylocation\log), the  
location of the "log" directory will default to the start in directory I  believe.
 
I hope this helps
Ned




In a message dated 8/31/2008 7:15:29 A.M. Eastern Daylight Time,  
der...@go... writes:

1) do i  need application.run function to get execute logon logout messages 
2) how  do i get new order single report or execution report (in which event 
i can  capture this message) 
3) what is the use of initiator and acceptor 
4)  does executor and ordermatch require for trading client. 
5) where do i get  the log.  





**************It's only a deal if it's where you want to go. Find your travel 
deal here.      
(http://information.travel.aol.com/deals?ncid=aoltrv00050000000047)