[Quickfix-developers] cqg configuration

[Doug a. M. G. <dou...@gm...>]

Does anyone have a working configuration file for connecting to CQG
that you can share with me.

I'm new to FIX, but I am an experienced C++ and open source developer.

My current configuration file is below.  I get the error
"Configuration failed: No sessions defined for acceptor"  I have also
tried defining the [SESSION] with ConnectionType=acceptor.  When I do
that, the toAdmin() virtual function does not get called.  I just made
up the SocketAcceptPort number, I'm not sure if that is the right
thing to do.  The SocketConnectPort and SocketConnectHost was given to
me by CQG.  I'm not sure about the StartTime and EndTime; I trade the
Euro currency 23 hours a day, so start and end times don't make much
sense unless FIX understands starting at 6pm and stopping at 5pm.

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=C:\GTG\FIX
FileLogPath=C:\GTG\FIX\FIX.log
SocketAcceptPort=53211

[SESSION]
BeginString=FIX.4.2
DataDictionary=C:\GTG\FIX\FIX42.xml
HeartBtInt=20
SocketConnectPort=6912
SocketConnectHost=demo.cqgtrader.com
TargetCompID=CQG_Gateway
SenderCompID=[my cqg user]
SenderSubID=Test FIX
StartTime=00:00:00
EndTime=23:59:59

Since the toAdmin() function isn't getting called, the content of that
function is moot at this point.  But this is what I have:

void CFIX::toAdmin(FIX::Message& message, const FIX::SessionID& id)
{
	m_pAPI->Log("toAdmin");
	if (FIX::MsgType_Logon == FIELD_GET_REF(message.getHeader(), MsgType))
	{
		FIX::RawData field_rawData("mycqgpass");
		FIX::RawData field_userName("myfixuser");
		FIX::RawData field_password("myfixpass");
		message.setField(field_rawData);
		message.setField(field_userName);
		message.setField(field_password);
	}
}

Any help is much appreciated.  Thanks!

Doug Green
douggreenconsulting.com
dou...@do...
dou...@gm...