RE: [Quickfix-developers] New To the Library
Brought to you by:
orenmnero
From: Mike H. <mi...@an...> - 2003-04-24 09:23:14
|
Cheers Barry, there are others - a good one is from Javelin Technologies - so as long as you don't mind using the opposition's tools :) http://www.javtech.com/rc/fixionary.htm Cheers Mike On Thu, 2003-04-24 at 10:06, Bishop, Barry wrote: > Hi, >=20 > A FIX data dictionary tool that I've found very useful is found here: >=20 > http://www.ttconnect.net/ttportal/datadict/browser.jsp >=20 > It gives good descriptions of messages, tags and sometimes little bit of > logic as to what goes with what. >=20 > Best of luck, > barry bishop >=20 >=20 > -----Original Message----- > From: Jon Dahl [mailto:jd...@Li...] > Sent: 23 April 2003 17:49 > To: qui...@li... > Subject: [Quickfix-developers] New To the Library >=20 >=20 > Hey all, > =20 > 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. > =20 > My main purpose for the library initially is to customize it for Quote > Requests, Quote Request Reject, and Indicatives. I was wondering if anyon= e > has implemented the library for these types of requests? > =20 > I have started to code the QuoteRequest in the executor project but I wan= t > to make sure I am coding the right thing. > =20 > 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()!=3D FIX::MsgType_QuoteRequest ) > throw FIX::IncorrectTagValue(quoteReqID.getField() ); > FIX43::ExecutionReport executionReport; > =20 > try > { > FIX::Session::sendToTarget(executionReport, sessionID); > } > catch ( FIX::SessionNotFound& ){} > } > =20 > Now is ExecutionReport only for single orders or is it for all requests? = It > seems like it is more for Orders only. > =20 > Anyone have any ideas on what I should use for a QuoteRequest Response > Message? > =20 > Thanks, > =20 > JD > N=18=01=E9=9A=8AX'u<)=19Y\g-=07=17 =7Fb=1EH=1EzG(=1FBu=DE=96^=C9=9AXX > rG=02=D7=AFzZ)z%l2q=07=07zm6?X=E0=AC=B6(=1E~zw-X=0Fb=1D?*u=DE=96^ >=20 >=20 > ------------------------------------------------------- > This sf.net email is sponsored by:ThinkGeek > Welcome to geek heaven. > http://thinkgeek.com/sf > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers --=20 |