[Quickfix-developers] FIX 4.1 to 4.2 and vice versa
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From: John H. <jh...@ca...> - 2010-03-25 15:55:22
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I have a setup whereby I have multiple trading clients which all connect via QuickFix to a centralized message gateway, which then forwards the order message to the appropriate exchange/broker. Similarly, when the exchange/broker sends a message back to the gateway, the gateway in turn forwards it to the appropriate client. Is it possible, within the message gateway, to easily receive a FIX 4.1 message and forward it as a 4.2 message, or vice versa? If the message contents wouldn't change other than the BeginString, is it as simple as changing the BeginString field in the message header, or will QF react badly to such a "rewiring"? Thanks, John |