RE: [Quickfix-developers] CME XML Spec File

[<em...@co...>]

Jason,
 
As you know CME requires tag 789 in the logout message. 
 
What I have done is modified the Session class of the QuickFix engine a
little bit by adding a 'generateLogout' method that is a public member, as
well as adding a 'logoff' method to the SocketInitiator and
ThreadedSocketInitiator that is public and takes the SessionID as the
parameter.
 
So then I have the following:
SocketInitiator extension

void SocketInitiator::logoff(const SessionID& sessionID)
{ QF_STACK_PUSH(SocketInitiator::logoff)
    Session* pSession = Session::lookupSession(sessionID);
    if(pSession)
        pSession->generateLogout(-1);
QF_STACK_POP
}

Session extension

void Session::generateLogout( int error )
{ QF_STACK_PUSH(Session::generateLogout)

Message logout;
logout.getHeader().setField( MsgType( MsgType_Logout ) );
int nNextSeqNum_ = getExpectedSenderNum();
IntField next_expected_sequence_number(789, nNextSeqNum_);
logout.setField(next_expected_sequence_number);
fill( logout.getHeader() );
sendRaw( logout );
m_state.sentLogout( true );

QF_STACK_POP
}

 

The reason I have done this is because all the sequence numbers are stored
within the QuickFix engine module. It was done as a quick solution and there
are probably much better ways of handling this.
Actually just looking at it now, a much better way of doing this is by
adding this tag in the 'toAdmin' method.

You already probably have :

Header& header_ = msg.getHeader();
eader_.setField(fix_sender_sub_id_);
header_.setField(fix_sender_location_id_);
header_.setField(fix_target_sub_id_);

so just add the following:

Session* pSession = Session::lookupSession(sessionID);

ATLASSERT(pSession); //throw some kind of exception here if it is NULL, not
gonna write code for that now

int nNextSeqNum_ = pSession->getExpectedSenderNum();
IntField next_expected_sequence_number(789, nNextSeqNum_);
msg.setField(next_expected_sequence_number);

It should be ass simple as that although have not tried it this way.

The reason I have extended the SocketInitator and Session classes is because
I wanted to have the ability to call logoff when I wanted to.

Generally, I would advise you to modify the message to cope with
non-standard fields when you are actually constructing the message, as you
are going to have a number of non-standard fields for CME in order
submission, order pulling, etc.

Hope that helps.

Regards,

Emir Kamber

 

-----Original Message-----
From: Jason Fagan [mailto:jf...@ty...]
Sent: Wednesday, January 05, 2005 4:29 PM
To: em...@co...
Subject: RE: [Quickfix-developers] CME XML Spec File



Emir,

 

Is it possible I am using the wrong approach? When receiving a logout
message QuickFIX rejected it because of the non-standard field 789 in the
message.

 

Where is the best place to modify the message to cope with non-standard
fields, the fromAdmin callback or in the message definitions?

 

Regards

 

Jason

 


   _____  


From: qui...@li...
[mailto:qui...@li...] On Behalf Of
em...@co...
Sent: 05 January 2005 15:42
To: jf...@ty...
Cc: qui...@li...
Subject: RE: [Quickfix-developers] CME XML Spec File

 

Jason,

 

I have successfully developed to CME's iLink 2 but have not used a spec file
for it. Why do you want to use an XML spec file when you already have all
the definitions you need in the appropriate fix42 header files supplied. 

 

The application we developed is a stand-alone that connects to both the
iLink gateway and the market-data feed from the MD boxes.

 

Regards,

 

Emir Kamber

-----Original Message-----
From: Jason Fagan [mailto:jf...@ty...]
Sent: Wednesday, January 05, 2005 3:01 PM
To: qui...@li...
Subject: [Quickfix-developers] CME XML Spec File

Hi,

 

Would anyone happen to have a FIX spec file for CME's iLink 2 that they
would be happy to share? 

 

Regards

 

Jason Fagan

 

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