[Quickfix-users] Market data request - simulation

[Marcin G. <gi...@ar...>]

Hello,

MsgType = V is market data request. Building small OMS I'd like to 
simulate this function. However I can't really imagine how to do this. I 
mean I've got executor on one side (works like stock exchange engine) 
and client on the other site. Client sends orders which are being 
processed by executor. How in term of market data request send back such 
data to client?

Example (image we're talking about one record of data - I mean 1 ISIN)
1) client sends request for market data - MsgType =V, NoMDEntryTypes=10 
(means all type of market data entry)
2) executor sends all market data regarding ISIN which in fact sends 10 
messages regarding all 10 type of market data entry

Am I right? or maybe this works completely different?

Best regards,
Marcin

-- 
ARISE M.Giedz, T.Z.ebrun' sp.j.
http: www.arise.pl
mail: gi...@ar...
tel: +48 502 537 157