[Quickfix-users] QuickFix and Trading Technologies FIX Adpater
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From: benofben <be...@no...> - 2009-11-14 14:25:29
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Hi, I'm trying to pull some market data down from a TT FIX Adapter that TT has configured for me. I've got all the connection details and that seems to be going OK. I'm unsure of what to do next. The data dictionary TT provided seems to be very different from the 4.2 dictionary that comes with QuickFix. I tried running the generate scripts on the TT dictionary and recompiling QuickFix, but got a whole bunch of compile errors. I've also tried using the tradeclient example and connecting using my own configuration but the QuickFix 4.3 dictionary (for some reason the 4.2 example doesn't grab market data). Unsurprisingly that fails as well. So, I have a couple questions: Presumably people have done this in the past. Are there any examples/how-to for TT integration? My googling has completely failed me. Do I need to generate new C++ classes from the TT dictionary and recompile QuickFix? This seems really heavy handed just to work with another dictionary? Apologies if these questions are ridiculous. I'm kind of new to this.... Thanks, Ben -- View this message in context: http://old.nabble.com/QuickFix-and-Trading-Technologies-FIX-Adpater-tp26350451p26350451.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |