Re: [Quickfix-developers] Conforming with the CME

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

So you can't just use a SenderSubID?  Hmmm.  Alright, I'll look into it.

--oren

On Sep 9, 2004, at 12:49 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
>
> Oren,
>
> I believe for iTOPS orders the SenderCompID can change.
>
> This is described in the Ilink 2.0 developer guide under 'Trading on=20=

> Behalf
> of a Client'.  Essentially, part of the SenderCompID is a firm=20
> 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:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX FAQ:
>> 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
>> 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
>> solved this
>> problem by adding callbacks to allow CompIDs to be modified just
>> 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:
>> 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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on
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