RE: [Quickfix-developers] FIX connection to EuroNext

[Angela M. <A.M...@it...>]

Ok J=F6rg I'll ask to my collegues and I'll write you again.
Do you need to see the session.cpp modification I did?

Bye

Angela

-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]
Sent: Thursday, July 08, 2004 12:54
To: Angela Metallo
Cc: qui...@li...
Subject: Re: [Quickfix-developers] FIX connection to EuroNext


Hi Angela,

> Hi J=F6rg 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=20
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=20
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,

J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
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