[Quickfix-users] multithreaded app using message Queue and quickFIX (convert existing app to FIX)
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From: mike c. <mik...@ho...> - 2006-08-16 22:14:00
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HI there I have a existing multithreaded application using message queues. It is a high thoughput application processing a large amount of data (quotes and trades). currently we are using propiatery message format. What we want to do is using a thread and another Q, this thread will convert whenever messages currently in the existing Q to FIX message and store the FIX message in the new Q. The purpose of this is to evaluate the efficiency of FIX message, and slowly convert other componets into FIX capable modules. This doesn't fit in the Application interface currently in FIX example. Can anyone give me a direction where in the quick fix library should I look into first. Thanks in advance. Mike |