Re: [Quickfix-developers] weekly vs. daily sessions

[Mikhail V. <mve...@gm...>]

No what you are describing is actually very common.

On UNIX systems using cron you can send signals to the program to create and
delete FIX Session objects, which would give you similar behavior as a start
and stop of the program.  Not sure of what is the similar facility on
Windows.

Another possible solution is to have FIX gateway separate from the server
this way you can start and stop the process without touching your server.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...> wrote:

>  Hi,
>
> My broker have daily sessions mon-fri and are expecting me to send seq.no=1
> at start of next day.
> Adding a cron job for shutting down the application would need me to shut
> down the whole server which does other things than just maintaining a
> quickfixj service.
>
> To have non trading days on sat-sun but still daily sessions the rest of
> the weekdays, is that very uncommon?
>
>
>  ------------------------------
> *Från:* Mikhail Veygman [mve...@gm...]
> *Skickat:* den 5 juli 2011 07:38
> *Till:* Grant Birchmeier
> *Kopia:* Rikard Dahlberg; qui...@li...;
> Staffan Ulfberg
> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>
>   Rikard,
>
>  I have to agree with Grant on the implementation of start and stop and
> there is a Task Scheduler available in Windows but that would require that
> FIX gateway is separated from all other functionality. e.g. position
> tracking/OMS, etc
>
>  But based on your question I think that you need to answer a more
> fundamental questions.
>
>  1.  Does your counterparty have continuous 1 week session?
>      1.a.  If this is the case then why would to you need to start and
> stop?
> 2.  Do you need continuous logs because of GTC orders and your counterparty
> only has daily sessions?
>
>  In either case there is a different and quite possibly better solution to
> what you are trying to accomplish.
>
>  Regards,
>
>  Mikhail
>
> On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <
> gbi...@co...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>  I don't believe QF allows you to do that.  You either a daily session
>> every day (including Sat-Sun) or a single weeklong session.
>>
>> An easy solution to this (in Unix) is to have a cron task shut your
>> app down on Friday night and restart it on Sunday night.  (In Windows,
>> I'm sure there's a way to do something similar.)
>>
>> -Grant
>>
>> On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...> wrote:
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> >
>>  > How would my config file look like if I want to have daily sessions
>> mon-fri if sat and sun are non trading days?
>> > Can I really accomplish that without having 5 sessions, one for each day
>> like the example below?
>> > Just to specify one session with StartTime/EndTime I would assume my
>> initiator would try to logon at saturday and sunday as well?
>> >
>> > [session]
>> > BeginString=FIX.4.2
>> > SessionQualifier=T002
>> > StartTime=05:05:00
>> > EndTime=20:30:00
>>  > StartDay=mon
>> > EndDay=mon
>> >
>> > [session]
>> > BeginString=FIX.4.2
>> > SessionQualifier=T003
>> > StartTime=05:05:00
>> > EndTime=20:30:00
>>  > StartDay=tue
>> > EndDay=tue
>> >
>> > etc. etc. until fri
>> >
>> > ________________________________
>> > Från: Dominik Brack [dom...@gm...]
>> > Skickat: den 4 juli 2011 12:16
>> > Till: Rikard Dahlberg
>> > Kopia: Staffan Ulfberg; qui...@li...
>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>> >
>> > Sorry about that. I didn't mean to confuse you.
>> > QuickFIX supports a single daily or a weekly schedule per session.
>> > So,
>> > for daily sessions
>> > specify start/end time.
>> > For a week long session
>> > specify start day/time and end day/time.
>> >
>> > On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>> >
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>  > Hi,
>> >
>> > >From an earlier post in the same thread on the answer if I needed 5
>> sessions to cover daily sessions mon-fri:
>> >
>> >>You don't need 5 sessions. Just specify StartTime and EndTime.
>> >>This way, the session will be active from MO till FR during the time
>> specified.
>> >
>> > That is why I got confused about the functionality of StartDay/EndDay
>> functionality when set.
>> > What I am looking for is daily sessions mon-fri.
>> >
>> > ________________________________
>> > Från: Staffan Ulfberg [st...@ul...]
>> > Skickat: den 4 juli 2011 11:45
>> > Till: Rikard Dahlberg
>> > Kopia: qui...@li...
>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>> >
>> > H,
>> >
>> > The session is open during the specified time interval, regardless of
>> the day of week.  Specifying the start/end day is only used to have longer
>> sessions spanning several days. So, just specify the times and the session
>> will be open every day if that is what you want.
>> >
>> > Staffan
>> >
>> > On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
>> >
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> >
>>   > Hi again,
>> >
>> > So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
>> > default assume that the opening days are mon-fri?
>> >
>> > What about if I would like to have daily sessions 7 days a week(e.g
>> incl.
>> > sat, sun), how would I configure that?
>> >
>> >
>> >
>> > rallykarro wrote:
>> >>
>> >> 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-tp31985309p31987868.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
>> >
>> >
>> >
>> ------------------------------------------------------------------------------
>> > 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
>>
>
>