Re: [Quickfix-developers] weekly vs. daily sessions
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From: rallykarro <rik...@kt...> - 2011-07-03 21:02:17
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Ok, so the diffrence is that the sequence numbers are reset between the sessions. When are the reset of seq. number done, at start of new daily session or end of the daily session? What is the recommended way to set up daily sessions if sat-sun is non trading days? Do I need to have 5 sessions running(mon-fri) and keep track of what session is active a perticular day in order to for example send trades, maybe using SessionQualifier as day count? Dominik Brack wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Take a look at this > > http://old.nabble.com/Daily-Sequence-Number-Resets--td15950889.html > > On Jul 3, 2011, at 10:22 PM, rallykarro <rik...@kt...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi, >> >> >> I have a question regarding weekly and daily session setup in quickfixj. >> What is the difference in quickfixj of setting up weekly session as below >> or >> 5 daily sessions one for each day? >> >> StartDay=mon >> EndDay=fri >> StartTime=05:05:00 >> EndTime=20:30:00 >> >> >> -- >> View this message in context: >> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985309.html >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> >> >> ------------------------------------------------------------------------------ >> All of the data generated in your IT infrastructure is seriously >> valuable. >> Why? It contains a definitive record of application performance, security >> threats, fraudulent activity, and more. Splunk takes this data and makes >> sense of it. IT sense. And common sense. >> http://p.sf.net/sfu/splunk-d2d-c2 >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > ------------------------------------------------------------------------------ > All of the data generated in your IT infrastructure is seriously valuable. > Why? It contains a definitive record of application performance, security > threats, fraudulent activity, and more. Splunk takes this data and makes > sense of it. IT sense. And common sense. > http://p.sf.net/sfu/splunk-d2d-c2 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985501.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |