Re: [Quickfix-developers] FIX connection to EuroNext

[Oren M. <or...@qu...>]

Actually this is ok.  The spec says that the length of the sessions 
should be negotiated between the counter-parties.  It does not specify 
anywhere what that length should be.  So week long sessions are 
perfectly acceptable.  It just so happens that most systems use day 
long sessions, particularly for equities.  We see with other instrument 
types that weekly sessions are sometimes favored.  We really just need 
to add support for this to QuickFIX.  I had originally planned for this 
to go into 1.7.1, but it didn't make it in.  It should become a high 
priority.

--oren

On Jul 8, 2004, at 8:46 AM, Scott Harrington wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> A spec has just crossed my desk from a large northamerican bank for
> streaming dealable FX rates which also specifies weekly (sunday night)
> sequence number reset.  Perhaps Appia is providing this option with its
> FIX engine?  So much for standards.
>
> On Thu, 8 Jul 2004, Rich Holm wrote:
>
>> Like others I have a customized version for CME... session and
>> logon/logout are slightly different.  They do a weekly session instead
>> of daily.  It would be nice if this support could be made standard.  I
>> can and have provided my modifications to the list in the past.
>>
>> Cheers,
>> Rich
> [snip]
>
>
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