[Quickfix-developers] Multiple Sessions and latest version of QuickFix

[Andrew C. <And...@tw...>]

In 1.12.4 we had .cfg files that looked something like the below - using the
latest version of QuickFix there is an error in the configuration
initialization stating that 

 

"Configuration failed: LogonTime must be between StartTime and EndTime"

 

Is there a new way to do what we want here - Daily session, no weekends?

Are we just missing some new configuration file parameter?

 

Thanks in advance

 

 

[DEFAULT]

ConnectionType=initiator

SocketConnectPort=XXXXX

SocketConnectHost=YYYYY

SocketReuseAddress=Y

HeartBtInt=10

FileStorePath=<some directory>

FileLogPath=<some directory>

ReconnectInterval=10

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=MONDAY

StartDay=su

StartTime=22:25:00

EndTime=22:00:00

EndDay=mo

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=TUESDAY

StartDay=mo

StartTime=22:25:00

EndTime=22:00:00

EndDay=tu

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=WEDNESDAY

StartDay=tu

StartTime=22:25:00

EndTime=22:00:00

EndDay=we

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=THURSDAY

StartDay=we

StartTime=22:25:00

EndTime=22:00:00

EndDay=th

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=<SENDER>

TargetCompID=<TARGET>

UseDataDictionary=Y

DataDictionary=FIX42.xml

SessionQualifier=FRIDAY

StartDay=th

StartTime=22:25:00

EndTime=22:00:00

EndDay=fr

 

 

Andrew Culross

TwoFour Systems

445 Hamilton Ave

White Plains, NY 10601

Direct +1 (914) 220-8849 

Main     +1 (914) 220-8800 

Fax       +1 (914) 220-8899 

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