Re: [Quickfix-developers] FIX 4.1 to 4.2 and vice versa
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orenmnero
From: <or...@qu...> - 2010-03-25 16:40:18
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Yeah, this is fine. You might need to make a copy of the message first if you are in C++ since it is passed to you as const. If you are using C#, a copy is already made for you under the covers so you are free to modify it. By the time a message you send makes it to the session, it only sees it as a generic Message object anyway, so everything about the message is determined by its contents, not the version or type of the original object. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] FIX 4.1 to 4.2 and vice versa > From: John Haldi <jh...@ca...> > Date: Thu, March 25, 2010 10:55 am > To: "qui...@li..." > <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html<hr>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<hr>------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev<hr>_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |