Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[BlackWaveTechnologies <co...@bl...>]

The key to consider is that FIX in general is an event driven async process.
On the price quote side you can subscribe and be continually pushed price
data.  On the order side you make asynchronous requests and have to handle
events to manage the responses. 

Do a bit of searching in sourceforge and codeplex for some apps using
QuickFIX. It takes some work but after looking at a few other examples, you
will quickly catch on.






Phil-195 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi there,
> 
> To give a bit of background, I'm building a trading platform and I'm using
> QuickFIX to manage my FIX connection between my server and a FIX gateway
> I'm subscribed to. By following the examples provided, I was able to write
> up a very basic application that establish a connection and login to the
> FIX gateway.
> 
> Now I'm at the point where I need to integrate QuickFIX into my system. At
> first I thought I could use the loop after the "initiator.start()" command
> but the code within the loop gets trigger only when the heartbeat is
> triggered. (the loop I'm talking about is the one in the executor example)
> 
> I figured that I need to use the fromApp or toApp methods however I have
> yet figured out how to trigger those and I thought maybe some of you guys
> might have an idea. 
> 
> What I'm trying to do is to have my strategy (which is running
> independently) send a command to my QuickFIX application then the QuickFIX
> application would figure out what it needs to do depending on the command.
> I realize I might be doing this the wrong way so I appreciate any advices.
> 
> 
> - Phil
> 
> 
> 
> 
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