Re: [Quickfix-developers] Handling FIX Messages From An External Source

[Miller, O. <OM...@ri...>]

Hmm,

Can't you just make a copy of the ExecutionReport message, lookup the =
clordid, set the correct sender and target compids and send it along to =
the client?

--oren

--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Dahl, Jon <JD...@cm...>
To: qui...@li... =
<qui...@li...>
Sent: Mon Mar 15 10:45:08 2004
Subject: [Quickfix-developers] Handling FIX Messages From An External =
Source

Currently, we are writing an Order Entry Gateway that will handle
requests from clients
and forward the message off to the engine in FIX Format. Execution
Report Messages will
be returned in FIX format as well.

The response message from the engine will not have correct SenderCompID
and TargetCompID
fields in it. So I will need to be able to extract fields from the
message and place them
in a valid ExecutionReport message to be sent off to the correct client.
I will be returned
the original ClOrdID from the engine so there shouldn't be a problem
returning it to the
correct client if I cache requests.

My biggest ? is having the ability to parse the ExecutionReport message
for fields to build
the ExecutionReport message being sent back to the client. Right now, it
looks like the
Message class is the place to start. Anyone else have any suggestions
how to parse the fields
out? Would MessageCracker blow up if the SenderCompID and TargetCompID
are not a valid Session
connected?

Thanks,

JD

P.S. - Kudos on the new website(http://www.quickfixengine.org).


-------------------------------------------------------
This SF.Net email is sponsored by: IBM Linux Tutorials
Free Linux tutorial presented by Daniel Robbins, President and CEO of
GenToo technologies. Learn everything from fundamentals to system
administration.http://ads.osdn.com/?ad_id=1470&alloc_id638&op=3Dick
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers