[Quickfix-developers] Urgent question about substribe to server and marketDataRequest
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From: Cheng S. <che...@gm...> - 2019-10-18 07:09:59
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Dear All,
Firstly, thanks Grant for helping me on the logging on issue and now I can
successfully logged onto the server. But now I am stuck with
the marketDataRequest. I try to subscribe the EURUSD price from the server,
but the sendToTarge(message) function has no response at all. I called
MarketDataRequest function inside the LogOn() function. Inside my
MarketDataRequest function, I am supposed to see "market data request sent
out" from my std:cout, but I don't see it. Also I don't see any market data
information coming from the server.
Can somebody please take a look at my source code and let me know where I
did wrong? Thanks with appreciation.
*The below shows the command window text:*
D:\Personal\Forex\QuickFix\quickfix\examples\tradeclient\bin\release\tradeclient>tradeclient.exe
Initiator.cfg
<20191018-06:56:29.258000000, FIX.4.4:107225->QUOTES, event>
(Created session)
<20191018-06:56:29.464000000, FIX.4.4:107225->QUOTES, event>
(Connecting to 208.68.172.83 on port 7549 (Source :0))
toAdmin called
<20191018-06:56:29.584000000, FIX.4.4:107225->QUOTES, outgoing>
(8=FIX.4.4 9=97 35=A 34=1 49=107225 52=20191018-06:56:29.582 56=QUOTES
553=107225 554=yf3y2i4s 98=0 108=30 141=Y 10=011 )
<20191018-06:56:29.613000000, FIX.4.4:107225->QUOTES, event>
(Initiated logon request)
<20191018-06:56:29.741000000, FIX.4.4:107225->QUOTES, incoming>
(8=FIX.4.4 9=67 35=A 34=1 49=QUOTES 52=20191018-06:56:28.990 56=107225
98=0 108=30 10=040 )
<20191018-06:56:29.742000000, FIX.4.4:107225->QUOTES, event>
(Received logon response)
Logon - FIX.4.4:107225->QUOTES
MarketDataRequest
Market Data Request Test
before sending
*The below is my source code in Application.cpp:*
void Application::onLogon( const FIX::SessionID& sessionID )
{
std::cout << std::endl << "Logon - " << sessionID << std::endl;
queryMarketDataRequest();
}
FIX44::MarketDataRequest Application::queryMarketDataRequest44()
{
std::cout << "Market Data Request Test" << std::endl;
FIX::MDReqID mdReqID( "MARKETDATAID" );
FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT );
FIX::MarketDepth marketDepth( 1 );
FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
marketDataEntryGroup.set( mdEntryType );
FIX44::MarketDataRequest::NoRelatedSym symbolGroup;
FIX::Symbol symbol( "EURUSD.spa" );
symbolGroup.set( symbol );
FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
message.addGroup( marketDataEntryGroup );
message.addGroup( symbolGroup );
std::cout << "before sending" << std::endl;
FIX::Session::sendToTarget(message);
//std::cout << message.toXML() << std::endl;
//std::cout << message.toString() << std::endl;
std::cout << "market data request sent out" << std::endl;
return message;
}
--
Best regards
Cheng Shanbao
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