Re: [Quickfix-developers] New To the Library

[Gene G. <mus...@ya...>]

The correct response to QuoteRequest is Quote (and
optionally Quote Acknowledgement).
You should familiarize yourself with the semantics of
FIX protocol (see for example fix*.html in the
quickfix/spec )

Gene Gorokhovsky
--- Jon Dahl <jd...@Li...> wrote:
> Hey all,
>  
> I've been working with the 1.4.1 library for a few
> days now and have hit some snags and climbed some
> hills so to speak with it.
>  
> My main purpose for the library initially is to
> customize it for Quote Requests, Quote Request
> Reject, and Indicatives. I was wondering if anyone
> has implemented the library for these types of
> requests?
>  
> I have started to code the QuoteRequest in the
> executor project but I want to make sure I am coding
> the right thing.
>  
> Here is something I have started:
> void Application::onMessage( const
> FIX43::QuoteRequest& message,
>        const FIX::SessionID& sessionID)
> {
>  FIX::NoRelatedSym noRelatedSym;
>  FIX::QuoteType quoteType;
>  FIX::MaturityMonthYear maturityMonthYear;
>  FIX::Symbol symbol;
>  FIX::Side side;
>  FIX::QuoteReqID quoteReqID;
>  FIX::OrderQty orderQty;
>  FIX::Price price;
>  FIX::ClOrdID clOrdID;
>  FIX::CFICode cfiCode;
>  FIX::StrikePrice strikePrice;
>  message.get( quoteReqID );
>  if( message.MsgType()!= FIX::MsgType_QuoteRequest )
>   throw FIX::IncorrectTagValue(quoteReqID.getField()
> );
>  FIX43::ExecutionReport executionReport;
>   
>  try
>  {
>   FIX::Session::sendToTarget(executionReport,
> sessionID);
>  }
>  catch ( FIX::SessionNotFound& ){}
> }
>  
> Now is ExecutionReport only for single orders or is
> it for all requests? It seems like it is more for
> Orders only.
>  
> Anyone have any ideas on what I should use for a
> QuoteRequest Response Message?
>  
> Thanks,
>  
> JD
>
N¬±ù޵隊X¬²š'²ŠÞu¼“†)äç¤Yé\¢g­¢ž’š½éá¶ÚþØbžHzG(›ûB蜑ø±uëޖŠ^®ÉšŠX§‚X¬µ¢rGâÅׯzZ)z»%ŠËl²‹«qç讧zØm¶›?þX¬¶Ë(º·~Šàzw­þX¬¶ÏåŠËbú?ªèœ‘ø±uëޖŠ^®


__________________________________________________
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo
http://search.yahoo.com