Re: [Quickfix-users] multithreaded app using message Queue and quickFIX (convert existing app to FIX)

[Oren M. <or...@qu...>]

You probably just need to deal with the Message class.  This class  
will allow you to create FIX messages, serialize them into strings,  
and reconstruct them from strings.  Sounds like this is all you would  
need to conduct your test.

--oren

On Aug 16, 2006, at 5:13 PM, mike chern wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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
>
>
>
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