RE: [Quickfix-developers] Conforming with the CME

[Timothy Y. <Tim...@pa...>]

Oren,

I believe for iTOPS orders the SenderCompID can change.

This is described in the Ilink 2.0 developer guide under 'Trading on =
Behalf
of a Client'.  Essentially, part of the SenderCompID is a firm =
identifier.
When you trade on behalf of another client you have to change this.

Tim.

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Thursday, September 09, 2004 12:30 PM
To: Timothy Yates
Cc: qui...@li...; Matthew Bingham; 'Joerg
Thoennes'
Subject: Re: [Quickfix-developers] Conforming with the CME


Tim,

Under what circumstances do the CompIDs change?

--oren

On Sep 9, 2004, at 12:05 PM, Timothy Yates wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Has anyone attempted to implement the CME fault-tolerance mechanisms=20
> using
> quickfix?  (I guess not.)
>
> Also, other functionality in CME Ilink 2 requires that CompIDs change
> mid-session.  Does QF 1.9.0 have features to cope with that?  We=20
> solved this
> problem by adding callbacks to allow CompIDs to be modified just=20
> before the
> message got written to the wire.
>
> Tim.
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of
> Joerg Thoennes
> Sent: Thursday, September 09, 2004 11:04 AM
> To: Matthew Bingham
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Conforming with the CME
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>> I would like to use quickfix for trading though Globex on the CME?  =
I
>> was wondering if anyone had any sample configuration files, or any
>> advice about going about it.  I know I have to keep sequence numbers =

>> for
>> the week, so I assume I need
>> QuickFIX 1.9.0
>
> Yes, according to my knowledge, QF 1.9.0 was specially made to fit =
CME
> needs.
>
> Cheers, 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
>
>
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