Re: [Quickfix-developers] market data request message
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Re: [Quickfix-developers] market data request message
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From: choudhry a. <ch...@gm...> - 2009-11-06 16:49:20
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Grant: Thanks for your valued response. Yes its form the program that sends MarketDataRequest. I can understand that my program should be triggering toApp() when i send a message. Sorry if i was unable to communicate well, I want to receive the response of MarketDataRequest. for which i want fromApp to be get triggered. As i have pasted my logs. i want to figure out that why i not receiving the response form the FIX server . Looking forward to your respons. Thanks. Asad. On Thu, Nov 5, 2009 at 1:31 AM, Grant Birchmeier <gbi...@co...>wrote: > I think you have it backward. The code you've pasted is from program > that sends MarketDataRequest, right? Your program SHOULD be > triggering toApp(), and SHOULD NOT be triggering fromApp(), when it > sends this message. > > toApp() is triggered by OUTGOING messages. Read it as "to the other app". > > fromApp() is triggered by INCOMING messages. Read it as "from the other > app". > > Also, please look at this page: > http://quickfixengine.org/quickfix/doc/html/sending_messages.html > Your queryMarketDataRequest function should look at lot more like the > "DO THIS!" example on the bottom. You should not need to set fields > directly on the header like you are. > > -Grant > > > On Wed, Nov 4, 2009 at 3:05 PM, choudhry asad <ch...@gm...> wrote: > > Grant: > > > > Thanks for the reply. I have looked in to it, but unable to figure out > where > > is the issue still toApp is getting invoked, instead of fromApp. Below is > my > > code for market data request message and the config file. If you can > please > > have a look in to it and suggest me where is the issue. > > > > code for market data request, toAPP, fromAPP and OnMessage : > > > > void Application::queryMarketDataRequest() > > { > > std::cout << "\nMarketDataRequest\n"; > > > > FIX::Message message; > > > > > > FIX::MDReqID mdReqID( "MARKETDATAID" ); > > FIX::SubscriptionRequestType subType( > > FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES ); > > FIX::MarketDepth marketDepth( 1 ); > > FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup; > > FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID ); > > FIX44::MarketDataRequest message( mdReqID, subType, marketDepth ); > > marketDataEntryGroup.set( mdEntryType ); > > message.addGroup( marketDataEntryGroup ); > > > > > > FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER ); > > marketDataEntryGroup.set( mdEntryType1 ); > > message.addGroup( marketDataEntryGroup ); > > > > message.getHeader().setField(FIX::SenderCompID("TW")); > > message.getHeader().setField(FIX::TargetCompID("ISLD")); > > message.getHeader().setField(FIX::TargetSubID("qfstream")); > > message.getHeader().setField(FIX::SenderSubID("user3")); > > message.getHeader().setField(35, "V"); > > message.getHeader().setField(265, "0"); > > message.getHeader().setField(1, "ACCT1@TW"); > > > > message.getHeader().setField(146, "1"); > > message.getHeader().setField(55, "GBP/USD"); > > message.getHeader().setField(38, "10000"); > > message.getHeader().setField(15, "USD"); > > message.getHeader().setField(453, "1"); > > message.getHeader().setField(108, "10"); > > FIX::Session::sendToTarget( message,"FIXMDR" ); > > } > > > > > > void > > > > Application::fromApp( const FIX::Message& message, const FIX::SessionID& > > sessionID ) > > > > throw > > > > ( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue, > > FIX::UnsupportedMessageType ) > > > > { > > > > crack( message, sessionID ); > > > > std::cout << std::endl << > > > > " formApp IN: " << message << std::endl; > > > > } > > > > void > > > > Application::toApp( FIX::Message& message, const FIX::SessionID& > sessionID ) > > > > throw > > > > ( FIX::DoNotSend ) > > > > { > > > > try > > > > { > > > > FIX::PossDupFlag possDupFlag; > > > > message.getHeader().getField( possDupFlag ); > > > > if ( possDupFlag ) throw FIX::DoNotSend(); > > > > } > > > > catch ( FIX::FieldNotFound& ) {} > > > > std::cout << std::endl > > > > << > > > > "toApp OUT: " << message << std::endl; > > > > } > > > > void > > > > Application::onMessage( const FIX44::MarketDataRequest& message, const > > FIX::SessionID& id ) > > > > { > > > > std::cout<< > > > > "\n in onMessage for marketdata "<<message<<std::endl<<message; > > > > } > > > > Here is the config file: > > > > > > # default settings for sessions > > [DEFAULT] > > ConnectionType=initiator > > ReconnectInterval=20 > > LogonTimeout=30 > > StartTime=00:00:00 > > EndTime=23:00:00 > > HeartBtInt=10 > > #SocketConnectHost=localhost > > SocketConnectHost=127.0.0.1 > > SocketConnectPort=9000 > > FileLogPath=c:\qfixlogs\ > > FileStorePath=c:\qfixstore\ > > [SESSION] > > BeginString=FIX.4.4 > > TargetCompID=ISLD > > SessionQualifier=FIXMDR > > TargetSubID=qfstream > > SenderCompID=TW > > SenderSubID=user3 > > RawData=1234567 > > HeartBtInt=10 > > FileLogPath=c:\qfixlogs\ > > FileStorePath=c:\qfixstore\ > > UseDataDictionary=N > > DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml > > > > On Wed, Nov 4, 2009 at 8:31 PM, Grant Birchmeier < > gbi...@co...> > > wrote: > >> > >> It appears that app TW is sending out your MarketDataRequest just fine. > >> > >> It is rejecting the app ISLD's market data (35=X) response ("Tag > >> appears more than once"). > >> > >> Which app, TW or ISLD, are you asking about? When an app receives a > >> message, it triggers fromApp(), which should almost always call > >> crack(), which will call onMessage(<type>). > >> > >> When an app sends a message, the message goes through toApp(), to give > >> you a chance to intercept or abort the message. Myself, I rarely have > >> need to use this function. > >> > >> So, in your apps: > >> 1) TW will invoke toApp() when it sends the MarketDataRequest. > >> 2) When ISLD receives the MarketDataRequest, it will invoke fromApp(), > >> then crack(), then onMessage(MarketDataRequest). > >> > >> -Grant > >> > >> > >> On Wed, Nov 4, 2009 at 4:32 AM, ch...@gm... <ch...@gm...> > >> wrote: > >> > QuickFIX Documentation: > >> > http://www.quickfixengine.org/quickfix/doc/html/index.html > >> > QuickFIX Support: http://www.quickfixengine.org/services.html > >> > > >> > > >> > Hi I want to send a market data request message . > >> > > >> > i the Application My fromApp and OnMessage is not getting invoked in > >> > response to the message; instead ToApp is getting involed. > >> > Below are logs please have a look and suggest my how to fix this > >> > issue............. > >> > > >> > Thanks, > >> > Asad > >> > > >> > 8=FIX.4.4 9=80 35=4 49=ISLD 56=TW 34=129 52=20091102-19:48:21 43=Y > >> > 57=user3 > >> > 123=Y 36=175 10=010 > >> > 8=FIX.4.4 9=203 35=V 1=ACCT1@TW 15=USD 34=108 38=10000 49=TW 50=user3 > >> > 52=20091102-19:48:32.589 55=GBP/USD 56=ISLD 57=qfstream 108=10 146=1 > >> > 265=0 > >> > 448=BANK1 453=1 262=MARKETDATAID 263=1 264=1 267=2 269=0 269=1 10=152 > >> > 8=FIX.4.4 9=174 35=X 49=ISLD 56=TW 34=175 52=20091102-19:48:30 > 115=BANK1 > >> > 57=user3 262=MARKETDATAID 268=2 279=2 269=0 279=2 269=1 58=Provider > >> > withdrawing customer from a shared stream. 10=194 > >> > 8=FIX.4.4 9=134 35=3 34=109 49=TW 50=user3 52=20091102-19:48:33.051 > >> > 56=ISLD > >> > 128=BANK1 45=175 58=Tag appears more than once 371=269 372=X 373=13 > >> > 10=019 > >> > 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=176 52=20091102-19:48:30 > 115=BANK1 > >> > 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63935 > >> > 15=USD > >> > 271=10000 299=S.7809825/1100 279=0 269=0 55=GBP/USD 270=1.63885 15=USD > >> > 271=10000 299=S.7809825/1100 10=173 > >> > 8=FIX.4.4 9=133 35=3 34=110 49=TW 50=user3 52=20091102-19:48:33.270 > >> > 56=ISLD > >> > 128=BANK1 45=176 58=Tag appears more than once 371=15 372=X 373=13 > >> > 10=211 > >> > 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=177 52=20091102-19:48:30 > 115=BANK1 > >> > 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63910 > >> > 15=USD > >> > 271=10000 299=S.7809825/1101 279=0 269=0 55=GBP/USD 270=1.63890 15=USD > >> > 271=10000 299=S.7809825/1101 10=165 > >> > 8=FIX.4.4 9=133 35=3 34=111 49=TW 50=user3 52=20091102-19:48:33.414 > >> > 56=ISLD > >> > 128=BANK1 45=177 58=Tag appears more than once 371=15 372=X 373=13 > >> > 10=213 > >> > 8=FIX.4.4 9=75 35=1 34=112 49=TW 50=user3 52=20091102-19:48:36.283 > >> > 56=ISLD > >> > 112=TEST 10=112 > >> > 8=FIX.4.4 9=71 35=0 49=ISLD 56=TW 34=178 52=20091102-19:48:33 57=user3 > >> > 112=TEST 10=176 > >> > 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=179 52=20091102-19:48:34 > 115=BANK1 > >> > 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63915 > >> > 15=USD > >> > 271=10000 299=S.7809825/1102 279=0 269=0 55=GBP/USD 270=1.63885 15=USD > >> > 271=10000 299=S.7809825/1102 10=182 > >> > 8=FIX.4.4 9=133 35=3 34=113 49=TW 50=user3 52=20091102-19:48:37.339 > >> > 56=ISLD > >> > 128=BANK1 45=179 58=Tag appears more than once 371=15 372=X 373=13 > >> > 10=227 > >> > 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=180 52=20091102-19:48:37 > 115=BANK1 > >> > 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63905 > >> > 15=USD > >> > 271=10000 299=S.7809825/1103 279=0 269=0 55=GBP/USD 270=1.63885 15=USD > >> > 271=10000 299=S.7809825/1103 10=178 > >> > 8=FIX.4.4 9=133 35=3 34=114 49=TW 50=user3 52=20091102-19:48:40.364 > >> > 56=ISLD > >> > 128=BANK1 45=180 58=Tag appears more than once 371=15 372=X 373=13 > >> > 10=212 > >> > -- > >> > View this message in context: > >> > > http://old.nabble.com/market-data-request-message-tp26193248p26193248.html > >> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > >> > > >> > > >> > > >> > > ------------------------------------------------------------------------------ > >> > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 > >> > 30-Day > >> > trial. Simplify your report design, integration and deployment - and > >> > focus on > >> > what you do best, core application coding. Discover what's new with > >> > Crystal Reports now. http://p.sf.net/sfu/bobj-july > >> > _______________________________________________ > >> > Quickfix-developers mailing list > >> > Qui...@li... > >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > >> > > > > > > |
