[Quickfix-developers] Urgent question about substribe to server and marketDataRequest

[Cheng S. <che...@gm...>]

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