Re: [Quickfix-developers] FIX connection to EuroNext
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From: Joerg T. <Joe...@ma...> - 2004-07-08 10:54:17
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Hi Angela, > Hi Jörg I used QuickFix 1.7.0 but I did some modification to the > session.cpp file because the Euronext Fix interface isn't standard it > has a particular behavior when you send the logon message and you > haven't send any order, in this case euronext send you 2 logon > message and the both with sequencenumber equal to 1 and he expects a > logon message with sequencenumber equal to 1 as response. The > behavior change when you'd sent almost an order to the market, in > this case the behaviour is standard. Oren and I intend to setup a public repository to collect the specifics of different systems with regard to QuickFIX. Therefore, many thanks for you information! > Have you spoke with anyone of EURONEXT? My contact is Oliver Jovich. Not yet. We are just collecting information about different exchanges. > For the datadictionary I made a lot of modification because of > EURONEXT use a lot of custom tags, I attach the xml file I think you > can use it. For the market data access my collegues had other > problems, I developed only the trading interface. Thanks for the data dictionary. Perhaps you could ask your colleagues for specifics of the Market Data access? > if you need other information don't exitate to contact me again. It would be good to have the exact changes to Session.cpp. Thanks and regards, Jörg -- Joerg Thoennes http://macd.com Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen |