Re: [Quickfix-developers] Adding fields to the message
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Re: [Quickfix-developers] Adding fields to the message
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From: amit k. <kha...@gm...> - 2009-06-19 16:03:51
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I can get the Logon message to work. However, my quickfix engine is rejecting the TradingSessionStatus message from the exchange. Below is the sequence of messages 1. Logon ( me --> exchange) 2. Logon (exchange --> me) 3. TradingSessionStatus (exchange --> me) 4. BusinessMessageReject (me --> exchange) I am using FIX 4.2. I see that we have a TradingSessionStatusRequest object in the fix42/ directory. It seems the quickfix engine rejects the TradingSessionStatus message that it receives from the exchange. Any pointers? Cheers, Amit Khandelwal On Wed, Jun 17, 2009 at 5:11 PM, amit khandelwal <kha...@gm...>wrote: > Cool. That seem to work. Thanks for the pointer, Dale. > > Cheers, > Amit Khandelwal > > > > On Wed, Jun 17, 2009 at 2:31 PM, Dale Wilson <wi...@oc...> wrote: > >> Hi Amit, >> You do not want to get involved in generating your own logon message. >> QuickFIX handles that for you and changing it can be tricky. >> What you want to do is modify the logon message to add your password after >> QuickFIX has generated it, but before it is sent. >> >> The correct way to do this is to override the toAdmin() message of your >> FIX::Applicaition object >> In your override >> 1) get the header from the message to be sent >> 2) get the message type from the header >> 3) check for message type logon >> 4) add your password to the message >> >> Dale >> >> amit khandelwal wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> ------------------------------------------------------------------------ >>> >>> I am new to quickfix and I am currently exploring it to see if I can use >>> it in my project. My use case is as follows. >>> >>> 1. Create a session >>> 2. Send a logon request >>> 3. Send a market data request >>> 4. Receive market data and log it to a file >>> >>> I have modified the tradeClient examples to send the market data request. >>> In the current version of the Logon.h it doesn't allow me to set the >>> password. I have modified the code of Logon.h to have an extra method to set >>> the password. Now, generateLogon method of session is creates a Logon >>> message. It doesn't set the password field. I can modify that code also and >>> make it set the password. However, I am wondering if there is a mechanism by >>> which I don't have to modify the code but just give it some sort of a >>> dictionary to say here the fields that should be populated for a given >>> message. >>> >>> TIA. >>> >>> Please advise. >>> >>> Cheers, >>> Amit Khandelwal >>> >>> >>> -- >>> ------------------------------------------------------------------- >>> Ph : (973)-896-8208 >>> Email: kha...@gm... <mailto:kha...@gm...> >>> Web: http://khandelwal.amit.googlepages.com/home >>> ------------------------------------------------------------------- >>> ------------------------------------------------------------------------ >>> >>> >>> ------------------------------------------------------------------------------ >>> Crystal Reports - New Free Runtime and 30 Day Trial >>> Check out the new simplified licensing option that enables unlimited >>> royalty-free distribution of the report engine for externally facing >>> server and web deployment. >>> http://p.sf.net/sfu/businessobjects >>> ------------------------------------------------------------------------ >>> >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> > > > -- > ------------------------------------------------------------------- > Ph : (973)-896-8208 > Email: kha...@gm... > Web: http://khandelwal.amit.googlepages.com/home > ------------------------------------------------------------------- > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
