[Quickfix-developers] Disconnect Mode _Inidirect CME FASTFIX
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From: Jon D. <jda...@ya...> - 2008-11-18 18:32:00
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Hello, I'm currently finishing up our code for the CME FAST FIX complex. Based upon the CME FASTFIX spec for replay messages, requests are to be sent out as ASCII FIX 5.0SP1 and responses are received from the CME in FASTFIX FIX5.0SP1 format. I already have a FASTFIX library. My question is, can QuckFIX perform in disconnected mode? Can I create a Market Data Request (35=V) message and get the ASCII FIX message? I'm thinking I would create my own socket class (unless its possible to use the QuickFIX socket classes) to deal with sends and receives but use QuickFIX for creating outbound messages in disconnected mode. Something like this (Pseudo)? <Code> MarketDataRequest mdr; mdr.ApplFeedID = "8"; mdr.MDReqID = "12345"; mdr.ApplBeginSeqNo = 1; mdr.ApplEndSeqNo = 100; string fix_message = mdr.ToString(); tcpStream.write(message); ..... </Code> Is what I'm thinking possible with QuickFIX? Sorry if what I'm asking has been asked multiple times. Its been a while since I used QuckFIX. Regards, -jd- |