RE: [Quickfix-developers] FIX connection to EuroNext
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From: Angela M. <A.M...@it...> - 2004-07-08 10:28:31
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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. Have you spoke with anyone of EURONEXT? My contact is Oliver Jovich. 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. if you need other information don't exitate to contact me again. Bye Angela =20 -----Original Message----- From: Joerg Thoennes [mailto:Joe...@ma...] Sent: Thursday, July 08, 2004 12:12 To: Angela Metallo Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX connection to EuroNext Hi Angela, > Yes I developed the Fix Interface to access EURONEXT Market. There have been rumours about specific session level problems if one=20 connects to EuroNext. In addition, the Data Dictionary is different. Do you know about such things or did you just setup a specific Data=20 Dictionary and then could connect to EuroNext without problems? Which=20 version of QuickFIX do you use? Thanks and regards, J=F6rg --=20 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 |