Re: [Quickfix-developers] market data request message
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Re: [Quickfix-developers] market data request message
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From: <ch...@gm...> - 2009-11-06 17:03:24
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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. Grant Birchmeier wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > 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. 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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 > > -- View this message in context: http://old.nabble.com/market-data-request-message-tp26193248p26230832.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
