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From: Djalma R. d. S. F. <drs...@gm...> - 2008-02-14 12:45:14
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Hi Sylvain , As far as I know, the FIX header starts with the BeginString field (8= FIX.4.2|) and unfortunately there is no end of header or start of body. The body starts when you find a field that doesn't belong to Header. This is something I miss in FIX, a simple way to parse only the Header. Djalma On Thu, Feb 14, 2008 at 7:35 AM, Sylvain FRANCIOLI <sfr...@ch...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Thank you for your reply Nick, > > But I need some more information in the structure of the header of Fix > protocol to use for incase it in a frame TCP. > > ---------------------------------------------------------------------------------- > | | > ------------------------------------------------------ | > | || | > || > | TCP || FIX | > DATA || > | HEADER || HEADER | (8=FIX.4.2|9=56|...) || > | || | > || > | | > ------------------------------------------------------ | > > ----------------------------------------------------------------------------------- > > > > Best regards, > > Syl > > > > *"Nick Bilak" <be...@gm...>* > > 12/02/2008 11:23 > To > "Sylvain FRANCIOLI" <sfr...@ch...> cc > Subject > Re: [Quickfix-developers] Incase FIX in TCP > > > > > FIX specification is on *fixprotocol.org* <http://fixprotocol.org/> > > On Feb 12, 2008 10:47 AM, Sylvain FRANCIOLI <*sfr...@ch...*<sfr...@ch...>> > wrote: > QuickFIX Documentation: * > http://www.quickfixengine.org/quickfix/doc/html/index.html*<http://www.quickfixengine.org/quickfix/doc/html/index.html> > QuickFIX Support: *http://www.quickfixengine.org/services.html*<http://www.quickfixengine.org/services.html> > > > > Hi All, > > To begining, sorry for my broken english. > > I'm making a little program C for send frames FIX by using socket. > At the moment, I be able to send frame TCP but for incase FIX protocol I > need information on the structure of the header to use. > > I'm waiting for your help. > > Best regards, > > Syl > > "This message, including any attachments may contain confidential > and privileged material; it is intended only for the person to whom > it is addressed. Its contents do not constitute a commitment by Credit > Agricole Cheuvreux except where provided for in a written agreement. > Credit Agricole Cheuvreux assumes no liability or responsibility for > the consequences arising out of a delay and/or loss in transit of this > message, or for corruption or other error(s) arising in its > transmission and for any misuse or fraudulent use which may be made > thereof. If you are not the intended recipient, please contact us and > abstain from any disclosure, use or dissemination. To the extent that > this message contains research information and/or recommendations, these > are provided on the same basis as Credit Agricole Cheuvreux's > published research and the recipient must have regard to all disclosures > and disclaimers contained therein." > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008.* > **http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/*<http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/> > _______________________________________________ > Quickfix-developers mailing list* > **Qui...@li...*<Qui...@li...> > * > **https://lists.sourceforge.net/lists/listinfo/quickfix-developers*<https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > -- > Regards, > Nick. > > > > "This message, including any attachments may contain confidential > and privileged material; it is intended only for the person to whom > it is addressed. Its contents do not constitute a commitment by Credit > Agricole Cheuvreux except where provided for in a written agreement. > Credit Agricole Cheuvreux assumes no liability or responsibility for > the consequences arising out of a delay and/or loss in transit of this > message, or for corruption or other error(s) arising in its > transmission and for any misuse or fraudulent use which may be made > thereof. If you are not the intended recipient, please contact us and > abstain from any disclosure, use or dissemination. To the extent that > this message contains research information and/or recommendations, these > are provided on the same basis as Credit Agricole Cheuvreux's > published research and the recipient must have regard to all disclosures > and disclaimers contained therein." > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Sylvain F. <sfr...@ch...> - 2008-02-14 10:53:57
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Hi everydody, Sorry to distract you. I need some explanation on how to incase Fix message in frame TCP. I don't know to define FIX header in data TCP to have a valid frame. I capture some packet with ethereal but I can't see the Fix header but only the order data (all tags fix). Thank for your help. Regard, Syl "This message, including any attachments may contain confidential and privileged material; it is intended only for the person to whom it is addressed. Its contents do not constitute a commitment by Credit Agricole Cheuvreux except where provided for in a written agreement. Credit Agricole Cheuvreux assumes no liability or responsibility for the consequences arising out of a delay and/or loss in transit of this message, or for corruption or other error(s) arising in its transmission and for any misuse or fraudulent use which may be made thereof. If you are not the intended recipient, please contact us and abstain from any disclosure, use or dissemination. To the extent that this message contains research information and/or recommendations, these are provided on the same basis as Credit Agricole Cheuvreux's published research and the recipient must have regard to all disclosures and disclaimers contained therein." |
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From: BRACKLEY, A. G. <And...@rb...> - 2008-02-13 10:24:26
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I'm fairly new to quickfix so could be wrong but I don't think getField(xxx) populates the field you pass it. Instead it returns the field details which you are interested in. The parameter is simply so that it can recognize the correct field type you are interested in. Therefore you probably need something like: QuickFix.Message qfmsg = qMessages.Dequeue() as QuickFix.Message; QuickFix.MsgType qfmsgtype_tag = new MsgType(); QuickFix.MsgType qfmsgtype qfmsgtype = qfmsg.getHeader().getField(qfmsgtype_tag); strMsgType = qfmsgtype.getValue(); Hope this helps -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Andrew Culross Sent: 12 February 2008 19:50 To: qui...@li... Subject: Re: [Quickfix-developers] Attempted to read or write protected memory.This is often an indication that other memory is corrupt. QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html *********************************************************************************** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the addressee only. If the message is received by anyone other than the addressee, please return the message to the sender by replying to it and then delete the message from your computer. Internet e-mails are not necessarily secure. The Royal Bank of Scotland plc does not accept responsibility for changes made to this message after it was sent. Whilst all reasonable care has been taken to avoid the transmission of viruses, it is the responsibility of the recipient to ensure that the onward transmission, opening or use of this message and any attachments will not adversely affect its systems or data. No responsibility is accepted by The Royal Bank of Scotland plc in this regard and the recipient should carry out such virus and other checks as it considers appropriate. Visit our websites at: www.rbs.com www.rbs.com/gbm www.rbsgc.com *********************************************************************************** ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ |
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From: geka134 <ge...@ya...> - 2008-02-13 09:34:01
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Problem with validation or may be bug in QuickFix Hello all. I am playing with validation facilities of QuickFix and faced with troubles: In my FIX message (ExecutionReport) exists one custom field (with tag 7012) with a string “TEST FIELD”. In configuration file I have following: [DEFAULT] ConnectionType=acceptor SocketAcceptPort=5001 SocketReuseAddress=Y StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=Y HttpAcceptPort=8090 [SESSION] BeginString=FIX.4.3 SenderCompID=EXECUTOR TargetCompID=CLIENT1 FileStorePath=store DataDictionary=./FIX43.xml In FIX43.xml i have added two records: 1) one in fields section <field number="7012" name="TestField" type="STRING" /> 2) and one in message (<message name="ExecutionReport" msgtype="8" msgcat="app">) section <field name="TestField" required="N" /> In the program code a do not add class for this field and simply do message.getField(7012); As a result quickfix reject message with: “Tag not defined for this message type” What it can be ? |
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From: Hozaifa A. A. <hoz...@ve...> - 2008-02-13 05:35:07
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This is for others knowledge.. What I have done is created 2 different session initiators with different session settings and also given both of them SessionQualifier. This way I am able to get Market data and also process order. I thank all of u above for the replies. Hozaifa Akber Ali wrote: > > > Oren, > > Here is the info the broker has sent for the connection where only port is > different: > > API Access Information > > Market logins > ------------------ > IP address: 66.238.4.59 > Port number: 6200 > SenderCompID: ANDYSTAP (tag 49 on login) > TargetCompID: CAX (tag 56 on login) > password : ******** (tag 96 on login) > > Orders Login > —————————— > IP address: 66.238.4.59 > Port number: 17200 > SenderCompID: ANDYSTAP (tag 49 on login) > TargetCompID: CAX (tag 56 on login) > Password: ******** (tag 96 on login) > > New order Entry/Cxl: > ———————————— > Account : andys (tag 1 on new order) > Sender SubID : 001 (tag 50 on new order) > > Regards > Hozaifa > > > Oren Miller wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hoazifa, >> >> Why do the two sessions have the same compids and connect >> information. This doesn't seem right. Is this the information the >> counterparty gave you? >> >> --oren >> >> On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote: >> >>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >>> html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> Hi Azmat and Oren, >>> >>> I Have created this config and send to ThreadedSocketInitiator >>> >>> [DEFAULT] >>> ConnectionType=initiator >>> HeartBtInt=30 >>> ReconnectInterval=1 >>> FileStorePath=store >>> FileLogPath=log >>> StartTime=00:00:00 >>> EndTime=00:00:00 >>> UseDataDictionary=N >>> >>> [SESSION]\n" >>> BeginString=FIX.4.2 >>> SenderCompID=CID >>> TargetCompID=CAX >>> SocketConnectHost66.238.4.59 >>> SocketConnectPort=6200 >>> DataDictionary=spec/FIX42.xml >>> >>> [SESSION] >>> BeginString=FIX.4.2 >>> SenderCompID=CID >>> TargetCompID=CAX >>> SocketConnectHost=66.238.4.59 >>> SocketConnectPort=17200 >>> DataDictionary=spec/FIX42.xml >>> >>> Port 6200 is for Market Data Server and >>> Port 17200 is for Order Processing Data Server >>> >>> When I start the initiator I connect to Market data server and setting >>> object uses Default block and >>> Session block number 2 with 17200 port. >>> >>> how do I manage the session for the market data and order processing?? >>> Azmat can I have your msn id or direct email address ?? >>> mine is hozaifa_99 @ hotmail . com >>> >>> Thanks Azmat for ur reply and forwarding me to this post. >>> >>> >>> azmat wrote: >>>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> >>>> Nice! I am using the ThreadedSocketInitiator. The data from each >>>> session >>>> will not need to interact with one another. Basically, I am sending >>>> requests (orders and market data) and then repackaging the >>>> responses (FIX >>>> Messages) into our own proprietary objects and passing them along >>>> to our >>>> internal financial subsystem. >>>> >>>> I think this will work! Beautiful job! >>>> >>>> thanks! >>>> Azmat >>>> >>>> >>>> On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote: >>>> >>>>> Depends on which initiator you use. The SocketInitiator will >>>>> keep them >>>>> both in the same thread, while the ThreadedSocketInitiator will >>>>> provide a >>>>> thread for each session. Whether they should be the same or >>>>> different >>>>> apps >>>>> I guess depends on whether the session data needs to interact >>>>> with each >>>>> other. >>>>> --oren >>>>> >>>>> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: >>>>> >>>>> QuickFIX Documentation: >>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>>> >>>>> Oren- >>>>> >>>>> That sounds good. Now the question is if I get two requests from >>>>> our OMS >>>>> (1 requesting Market Data and 1 order submission), and I send >>>>> them both >>>>> out >>>>> (1 through the Market Data session and 1 through the Order >>>>> Management >>>>> session), would quickfix use two 'threads' to handle both >>>>> requests OR >>>>> should >>>>> I create a separate application to handle Market Data Requests/ >>>>> Responses >>>>> that works on its own thread? >>>>> >>>>> thanks! >>>>> Azmat >>>>> >>>>> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> >>>>> wrote: >>>>> >>>>>> It's pretty typical to separate market data and order management >>>>>> into >>>>>> different sessions. The will probably just create a new session >>>>>> for >>>>>> you with a different set of comp ids. You will need to add this >>>>>> new >>>>>> session to your configuration file. Then you will need to target >>>>>> your market data messages to that sessions comp ids. >>>>>> >>>>>> --oren >>>>>> >>>>>> On Feb 5, 2008, at 11:07 AM, mr azmat wrote: >>>>>> >>>>>>> Oren- >>>>>>> >>>>>>> I did speak to the representative at the brokerage firm, and they >>>>>>> said that they needed to setup a separate connection on their FIX >>>>>>> server for us. Someone told me that typically Market Data >>>>>>> Requests/ >>>>>>> Responses are over a separate IP. Is this true? And if so, how >>>>>>> will quickfix handle sending multiple messages over two different >>>>>>> connections? Is there another line in the settings file for >>>>>>> Market >>>>>>> Data connections? >>>>>>> >>>>>>> thanks! >>>>>>> Azmat >>>>>> >>>>>> >>>>> -------------------------------------------------------------------- >>>>> ----- >>>>> This SF.net email is sponsored by: Microsoft >>>>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>>>> >>>>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>>>> _______________________________________________ >>>>> Quickfix-developers mailing list >>>>> Qui...@li... >>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>>> >>>>> >>>>> >>>> >>>> --------------------------------------------------------------------- >>>> ---- >>>> This SF.net email is sponsored by: Microsoft >>>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>>> _______________________________________________ >>>> Quickfix-developers mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>> >>> >>> -- >>> View this message in context: http://www.nabble.com/Market-Data- >>> Request-tp15279801p15327848.html >>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >>> >>> >>> ---------------------------------------------------------------------- >>> --- >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> >> ------------------------------------------------------------------------- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> > > -- View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15449955.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Andrew C. <And...@Tw...> - 2008-02-12 19:52:12
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I think this might be a result of trying to access a message that had been disposed. Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Andrew Culross Sent: Tuesday, February 12, 2008 11:05 AM To: qui...@li... Subject: [Quickfix-developers] Attempted to read or write protected memory.This is often an indication that other memory is corrupt. I'm receiving the error message below - C# code looks something like this: QuickFix.Message qfmsg = qMessages.Dequeue() as QuickFix.Message; QuickFix.MsgType qfmsgtype = new MsgType(); qfmsg.getHeader().getField(qfmsgtype); strMsgType = qfmsgtype.getValue(); Extended message: Attempted to read or write protected memory. This is often an indication that other memory is corrupt. Stack trace: at FIX.Message.toString(Message* , basic_string<char\,std::char_traits<char>\,std::allocator<char> >* , Int32 , Int32 , Int32 ) at QuickFix.Message.ToString() at QuickFix.Message.getHeader() Any thoughts on what might be causing this? Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx |
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From: Oren M. <or...@qu...> - 2008-02-12 16:28:14
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It should be detected. If a message has a possdupflag set to Y and the origseqflag is lower then the last processed sequence number, QuickFIX will see this and eat the message. --oren On Feb 12, 2008, at 8:27 AM, Andrei Goldchleger wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi there, > > > Suppose that a message contains PossDupFlag=Y and is *actually* a > duplicate. Does it end up showing in the fromApp callback, or is this > situation detected by QuickFIX and the message is discarded? > > Regards, > > Andrei Goldchleger > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Andrew C. <And...@Tw...> - 2008-02-12 16:06:43
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I'm receiving the error message below - C# code looks something like this: QuickFix.Message qfmsg = qMessages.Dequeue() as QuickFix.Message; QuickFix.MsgType qfmsgtype = new MsgType(); qfmsg.getHeader().getField(qfmsgtype); strMsgType = qfmsgtype.getValue(); Extended message: Attempted to read or write protected memory. This is often an indication that other memory is corrupt. Stack trace: at FIX.Message.toString(Message* , basic_string<char\,std::char_traits<char>\,std::allocator<char> >* , Int32 , Int32 , Int32 ) at QuickFix.Message.ToString() at QuickFix.Message.getHeader() Any thoughts on what might be causing this? Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx |
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From: Keith M. <km...@us...> - 2008-02-12 15:39:58
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Hi Scott Looking at those FIX messages, the second cancel you are sending is using the ClOrdID of the original cancel message as the OrigClOrdID (i.e. you are trying to cancel a cancel), so when the server replies with a CancelReject for it, the OrdStatus should be Rejected as that ClOrdID has been processed (with the PendingCancel execution report). HTH Keith ----- Original Message ----- From: "Scott Mitchell" <rs...@pr...> To: <qui...@li...> Sent: Tuesday, February 12, 2008 12:25 PM Subject: [Quickfix-developers] Interpretation of OrdStatus inOrderCancelReject message? > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi all, > > I'm interested in people's thoughts on the interpretation of the > OrdStatus (39) field of an OrderCancelReject (35=9) message. The 4.2 > spec simply says this is the "OrdStatus value after this cancel reject > is applied", which I've always taken to mean the status of the complete > order chain after the cancel reject has been applied. This > interpretation has served us well, until we recently had to integrate > with a server (a home-grown one, I believe) that always sets 39=8 > (Rejected) on any OrderCancelReject, yet still sends subsequent > execution reports for the order. This seems bogus to me - it's the > cancel request that is being rejected, not the order - but the server > vendor insists their behaviour is valid. They may be correct within the > letter of the spec but my feeling is that this violates the spirit of > the protocol at least; although we will probably implement a workaround > for this case regardless, I'd still like to be able to claim some moral > high ground and produce some evidence that their implementation is > incorrect. > > So what do other people think - how should 39=8 in an OrderCancelReject > be handled? > > Below is a sample message sequence demonstrating what I'm talking about > - the client attempts to cancel an order that's already in the Pending > Cancel state and gets an OrderCancelReject with 39=8 (excuse dodgy line > wrapping): > > 8=FIX.4.2 9=178 35=D 34=228 49=FIXAPAMA 52=20080125-14:44:38 56=TDPX > 1=TD580IT 7 08470615C6 CDS 5J9535E 11=1:168:72278 21=1 38=500 40=2 44=99 > 47=J 54=1 55=RIM 60=20080125-08:44:38 100=110 114=N 10=170 > > 8=FIX.4.2 9=236 35=8 34=469 49=TDPX 52=20080125-14:44:38 56=FIXAPAMA 6=0 > 11=1:168:72278 14=0 17=FIXAPAMA-70080125-95-0 20=0 30=110 31=0 32=0 > 37=FIXAPAMA-70080125-95 38=500 39=A 44=99 47=J 54=1 55=RIM 59=0 > 60=20080125-14:44:38 99=0 150=A 151=500 167=CS 10=158 > > 8=FIX.4.2 9=236 35=8 34=470 49=TDPX 52=20080125-14:44:38 56=FIXAPAMA 6=0 > 11=1:168:72278 14=0 17=FIXAPAMA-70080125-95-1 20=0 30=110 31=0 32=0 > 37=FIXAPAMA-70080125-95 38=500 39=0 44=99 47=J 54=1 55=RIM 59=0 > 60=20080125-14:44:38 99=0 150=0 151=500 167=CS 10=117 > > 8=FIX.4.2 9=147 35=F 34=230 49=FIXAPAMA 52=20080125-14:44:39 56=TDPX > 11=1:170:12012 37=FIXAPAMA-70080125-95 38=500 41=1:168:72278 54=1 55=RIM > 60=20080125-08:44:39 10=015 > > 8=FIX.4.2 9=242 35=8 34=472 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA > 6=99 11=1:168:72278 14=200 17=FIXAPAMA-70080125-95-2 20=0 30=110 31=99 > 32=200 37=FIXAPAMA-70080125-95 38=500 39=1 44=99 47=J 54=1 55=RIM 59=0 > 60=20080125-14:44:38 99=0 150=1 151=300 167=CS 10=190 > > 8=FIX.4.2 9=254 35=8 34=473 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA > 6=99 11=1:170:12012 14=200 17=FIXAPAMA-70080125-95-3 20=0 30=110 31=0 > 32=0 37=FIXAPAMA-70080125-95 38=500 39=1 41=1:168:72278 44=99 47=J 54=1 > 55=RIM 59=0 60=20080125-14:44:39 99=0 150=6 151=300 167=CS 10=251 > > 8=FIX.4.2 9=147 35=F 34=232 49=FIXAPAMA 52=20080125-14:44:39 56=TDPX > 11=1:172:72279 37=FIXAPAMA-70080125-95 38=500 41=1:170:12012 54=1 55=RIM > 60=20080125-08:44:39 10=013 > > 8=FIX.4.2 9=143 35=9 34=474 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA > 11=1:172:72279 37=NONE 39=8 41=1:170:12012 58=Order Not Found (Too late > to cancel?) 434=1 10=006 > > 8=FIX.4.2 9=239 35=8 34=478 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA > 6=99 11=1:168:72278 14=200 17=FIXAPAMA-70080125-95-4 20=0 30=110 31=0 > 32=0 37=FIXAPAMA-70080125-95 38=500 39=4 44=99 47=J 54=1 55=RIM 59=0 > 60=20080125-14:44:39 99=0 150=4 151=300 167=CS 10=047 > > > Cheers, > > Scott > > -- > Dr Scott Mitchell, Apama Connectivity Engineering Manager, Cambridge UK > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Andrei G. <an...@gm...> - 2008-02-12 14:27:42
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Hi there, Suppose that a message contains PossDupFlag=Y and is *actually* a duplicate. Does it end up showing in the fromApp callback, or is this situation detected by QuickFIX and the message is discarded? Regards, Andrei Goldchleger |
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From: Scott M. <rs...@pr...> - 2008-02-12 12:26:12
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Hi all, I'm interested in people's thoughts on the interpretation of the OrdStatus (39) field of an OrderCancelReject (35=9) message. The 4.2 spec simply says this is the "OrdStatus value after this cancel reject is applied", which I've always taken to mean the status of the complete order chain after the cancel reject has been applied. This interpretation has served us well, until we recently had to integrate with a server (a home-grown one, I believe) that always sets 39=8 (Rejected) on any OrderCancelReject, yet still sends subsequent execution reports for the order. This seems bogus to me - it's the cancel request that is being rejected, not the order - but the server vendor insists their behaviour is valid. They may be correct within the letter of the spec but my feeling is that this violates the spirit of the protocol at least; although we will probably implement a workaround for this case regardless, I'd still like to be able to claim some moral high ground and produce some evidence that their implementation is incorrect. So what do other people think - how should 39=8 in an OrderCancelReject be handled? Below is a sample message sequence demonstrating what I'm talking about - the client attempts to cancel an order that's already in the Pending Cancel state and gets an OrderCancelReject with 39=8 (excuse dodgy line wrapping): 8=FIX.4.2 9=178 35=D 34=228 49=FIXAPAMA 52=20080125-14:44:38 56=TDPX 1=TD580IT 7 08470615C6 CDS 5J9535E 11=1:168:72278 21=1 38=500 40=2 44=99 47=J 54=1 55=RIM 60=20080125-08:44:38 100=110 114=N 10=170 8=FIX.4.2 9=236 35=8 34=469 49=TDPX 52=20080125-14:44:38 56=FIXAPAMA 6=0 11=1:168:72278 14=0 17=FIXAPAMA-70080125-95-0 20=0 30=110 31=0 32=0 37=FIXAPAMA-70080125-95 38=500 39=A 44=99 47=J 54=1 55=RIM 59=0 60=20080125-14:44:38 99=0 150=A 151=500 167=CS 10=158 8=FIX.4.2 9=236 35=8 34=470 49=TDPX 52=20080125-14:44:38 56=FIXAPAMA 6=0 11=1:168:72278 14=0 17=FIXAPAMA-70080125-95-1 20=0 30=110 31=0 32=0 37=FIXAPAMA-70080125-95 38=500 39=0 44=99 47=J 54=1 55=RIM 59=0 60=20080125-14:44:38 99=0 150=0 151=500 167=CS 10=117 8=FIX.4.2 9=147 35=F 34=230 49=FIXAPAMA 52=20080125-14:44:39 56=TDPX 11=1:170:12012 37=FIXAPAMA-70080125-95 38=500 41=1:168:72278 54=1 55=RIM 60=20080125-08:44:39 10=015 8=FIX.4.2 9=242 35=8 34=472 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA 6=99 11=1:168:72278 14=200 17=FIXAPAMA-70080125-95-2 20=0 30=110 31=99 32=200 37=FIXAPAMA-70080125-95 38=500 39=1 44=99 47=J 54=1 55=RIM 59=0 60=20080125-14:44:38 99=0 150=1 151=300 167=CS 10=190 8=FIX.4.2 9=254 35=8 34=473 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA 6=99 11=1:170:12012 14=200 17=FIXAPAMA-70080125-95-3 20=0 30=110 31=0 32=0 37=FIXAPAMA-70080125-95 38=500 39=1 41=1:168:72278 44=99 47=J 54=1 55=RIM 59=0 60=20080125-14:44:39 99=0 150=6 151=300 167=CS 10=251 8=FIX.4.2 9=147 35=F 34=232 49=FIXAPAMA 52=20080125-14:44:39 56=TDPX 11=1:172:72279 37=FIXAPAMA-70080125-95 38=500 41=1:170:12012 54=1 55=RIM 60=20080125-08:44:39 10=013 8=FIX.4.2 9=143 35=9 34=474 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA 11=1:172:72279 37=NONE 39=8 41=1:170:12012 58=Order Not Found (Too late to cancel?) 434=1 10=006 8=FIX.4.2 9=239 35=8 34=478 49=TDPX 52=20080125-14:44:39 56=FIXAPAMA 6=99 11=1:168:72278 14=200 17=FIXAPAMA-70080125-95-4 20=0 30=110 31=0 32=0 37=FIXAPAMA-70080125-95 38=500 39=4 44=99 47=J 54=1 55=RIM 59=0 60=20080125-14:44:39 99=0 150=4 151=300 167=CS 10=047 Cheers, Scott -- Dr Scott Mitchell, Apama Connectivity Engineering Manager, Cambridge UK |
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From: Sylvain F. <sfr...@ch...> - 2008-02-12 08:47:51
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Hi All, To begining, sorry for my broken english. I'm making a little program C for send frames FIX by using socket. At the moment, I be able to send frame TCP but for incase FIX protocol I need information on the structure of the header to use. I'm waiting for your help. Best regards, Syl "This message, including any attachments may contain confidential and privileged material; it is intended only for the person to whom it is addressed. Its contents do not constitute a commitment by Credit Agricole Cheuvreux except where provided for in a written agreement. Credit Agricole Cheuvreux assumes no liability or responsibility for the consequences arising out of a delay and/or loss in transit of this message, or for corruption or other error(s) arising in its transmission and for any misuse or fraudulent use which may be made thereof. If you are not the intended recipient, please contact us and abstain from any disclosure, use or dissemination. To the extent that this message contains research information and/or recommendations, these are provided on the same basis as Credit Agricole Cheuvreux's published research and the recipient must have regard to all disclosures and disclaimers contained therein." |
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From: BRACKLEY, A. G. <And...@rb...> - 2008-02-11 16:32:58
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I'm sometimes getting errors written to the FIX.4.4xxx.event.log along the lines of: 20080211-16:26:53 : Socket Error: Connection reset by peer. This is followed shortly after by a Logout message. Is it possible to pickup this message from somewhere so that I can display it as an error? Thanks *********************************************************************************** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the addressee only. If the message is received by anyone other than the addressee, please return the message to the sender by replying to it and then delete the message from your computer. Internet e-mails are not necessarily secure. The Royal Bank of Scotland plc does not accept responsibility for changes made to this message after it was sent. Whilst all reasonable care has been taken to avoid the transmission of viruses, it is the responsibility of the recipient to ensure that the onward transmission, opening or use of this message and any attachments will not adversely affect its systems or data. No responsibility is accepted by The Royal Bank of Scotland plc in this regard and the recipient should carry out such virus and other checks as it considers appropriate. Visit our websites at: www.rbs.com www.rbs.com/gbm www.rbsgc.com *********************************************************************************** ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ |
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From: Oren M. <or...@qu...> - 2008-02-11 15:07:01
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You need to use the FileLog to do this. --oren On Feb 8, 2008, at 5:42 PM, Mulotte Pierre wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I'm developping a C++ application using QuickFix 4.2. > And I have one BIG problem. > QuickFix default behaviour seems to store only outgoing messages. > And for my own reasons I want both incoming AND outgoing messages > to be stored. > > As for example the ScreenLogFactory is able to log both incoming > and outgoing messages so I think/hope it might also be possible to > store all messages whatever the direction. > But I can't find how to do.... Configuration file, constructor > parameter ... > > Anyone having a clue to help me ? > > Thx a lot > Pierre > > Découvrez Windows Live Spaces et créez votre site Web perso en > quelques clics ! Essayez ! > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mulotte P. <orl...@ho...> - 2008-02-08 23:43:03
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Hi, I'm developping a C++ application using QuickFix 4.2. And I have one BIG problem. QuickFix default behaviour seems to store only outgoing messages. And for my own reasons I want both incoming AND outgoing messages to be stored. As for example the ScreenLogFactory is able to log both incoming and outgoing messages so I think/hope it might also be possible to store all messages whatever the direction. But I can't find how to do.... Configuration file, constructor parameter ... Anyone having a clue to help me ? Thx a lot Pierre _________________________________________________________________ Découvrez Windows Live Spaces et créez votre site Web perso en quelques clics ! http://spaces.live.com/signup.aspx |
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From: Rodrick B. <rod...@gm...> - 2008-02-08 22:40:06
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CME will provide you with their FIX spec which details on all their custom and required fields, iLink is Fix based 4.2 to be exact so it should be very similar if you've already worked with the FIX API :-) On Feb 8, 2008 5:05 PM, JiteshT <ji...@ed...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi All, > > We are looking to use QuickFIX to connect to CME iLink for order routing. > Can anyone tell me how long this process should take? > If anyone has any tips or tricks, I'd appreciate it. > > We also want to take the CME Autocert tests. > Is there functionality that CME requires that QuickFIX doesn't have > built-in? > > Thank you, > Jitesh > -- > View this message in context: > http://www.nabble.com/Converting-QuickFIX-to-connect-to-CME-iLink-tp15364796p15364796.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Rodrick R. Brown http://www.rodrickbrown.com |
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From: JiteshT <ji...@ed...> - 2008-02-08 22:05:50
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Hi All, We are looking to use QuickFIX to connect to CME iLink for order routing. Can anyone tell me how long this process should take? If anyone has any tips or tricks, I'd appreciate it. We also want to take the CME Autocert tests. Is there functionality that CME requires that QuickFIX doesn't have built-in? Thank you, Jitesh -- View this message in context: http://www.nabble.com/Converting-QuickFIX-to-connect-to-CME-iLink-tp15364796p15364796.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Mike P. <mic...@ya...> - 2008-02-08 21:15:06
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Acceptor.cpp
void Acceptor::block() throw ( ConfigError,
RuntimeError )
{ QF_STACK_PUSH( Acceptor::start )
The QF_STACK_PUSH argument is wrong.
This may already be fixed in cvs, but thought I'd
mention it
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From: Oren M. <or...@qu...> - 2008-02-08 15:21:37
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Actually there is a configuration setting to handle this. You can set the SessionQualifier for each of the sessions to something unique, say ORDER and MARKETDATA which will allow quickfix to manage two sessions with the same compid. As long as the port or ip is different, there should be no problem connecting to them with the same application. --oren On Feb 8, 2008, at 8:32 AM, Brian Erst wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > FIX sessions should not differ only by port number (FIX sessions > are logical, not physical). In this case, the "easiest" solution is > probably to split your code into two separate applications - one > for market data and one for execution. You can then have two > separate QuickFIX INI files (make sure to configure things so that > they are differently named or in different directories) and also > make sure that the data and log files are in different directories. > > Your separate applications can now each run on the CAX:ANDYSTAP > session. > > - Brian Erst > Thynk Software, Inc. > > ----- Original Message ---- > From: Hozaifa Akber Ali <hoz...@ve...> > To: qui...@li... > Sent: Thursday, February 7, 2008 11:40:12 PM > Subject: Re: [Quickfix-developers] Market Data Request > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Oren, > > Here is the info the broker has sent for the connection where only > port is > different: > > API Access Information > > Market logins > ------------------ > IP address: 66.238.4.59 > Port number: 6200 > SenderCompID: ANDYSTAP (tag 49 on login) > TargetCompID: CAX (tag 56 on login) > password : ******** (tag 96 on login) > > Orders Login > —————————— > IP address: 66.238.4.59 > Port number: 17200 > SenderCompID: ANDYSTAP (tag 49 on login) > TargetCompID: CAX (tag 56 on login) > Password: ******** (tag 96 on login) > > New order Entry/Cxl: > ———————————— > Account : andys (tag 1 on new order) > Sender SubID : 001 (tag 50 on new order) > > Regards > Hozaifa > > > Oren Miller wrote: > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hoazifa, > > > > Why do the two sessions have the same compids and connect > > information. This doesn't seem right. Is this the information the > > counterparty gave you? > > > > --oren > > > > On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote: > > > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > >> html/index.html > >> QuickFIX Support: http://www.quickfixengine.org/services.html > >> > >> > >> Hi Azmat and Oren, > >> > >> I Have created this config and send to ThreadedSocketInitiator > >> > >> [DEFAULT] > >> ConnectionType=initiator > >> HeartBtInt=30 > >> ReconnectInterval=1 > >> FileStorePath=store > >> FileLogPath=log > >> StartTime=00:00:00 > >> EndTime=00:00:00 > >> UseDataDictionary=N > >> > >> [SESSION]\n" > >> BeginString=FIX.4.2 > >> SenderCompID=CID > >> TargetCompID=CAX > >> SocketConnectHost66.238.4.59 > >> SocketConnectPort=6200 > >> DataDictionary=spec/FIX42.xml > >> > >> [SESSION] > >> BeginString=FIX.4.2 > >> SenderCompID=CID > >> TargetCompID=CAX > >> SocketConnectHost=66.238.4.59 > >> SocketConnectPort=17200 > >> DataDictionary=spec/FIX42.xml > >> > >> Port 6200 is for Market Data Server and > >> Port 17200 is for Order Processing Data Server > >> > >> When I start the initiator I connect to Market data server and > setting > >> object uses Default block and > >> Session block number 2 with 17200 port. > >> > >> how do I manage the session for the market data and order > processing?? > >> Azmat can I have your msn id or direct email address ?? > >> mine is hozaifa_99 @ hotmail . com > >> > >> Thanks Azmat for ur reply and forwarding me to this post. > >> > >> > >> azmat wrote: > >>> > >>> QuickFIX Documentation: > >>> http://www.quickfixengine.org/quickfix/doc/html/index.html > >>> QuickFIX Support: http://www.quickfixengine.org/services.html > >>> > >>> > >>> Nice! I am using the ThreadedSocketInitiator. The data from each > >>> session > >>> will not need to interact with one another. Basically, I am > sending > >>> requests (orders and market data) and then repackaging the > >>> responses (FIX > >>> Messages) into our own proprietary objects and passing them along > >>> to our > >>> internal financial subsystem. > >>> > >>> I think this will work! Beautiful job! > >>> > >>> thanks! > >>> Azmat > >>> > >>> > >>> On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> > wrote: > >>> > >>>> Depends on which initiator you use. The SocketInitiator will > >>>> keep them > >>>> both in the same thread, while the ThreadedSocketInitiator will > >>>> provide a > >>>> thread for each session. Whether they should be the same or > >>>> different > >>>> apps > >>>> I guess depends on whether the session data needs to interact > >>>> with each > >>>> other. > >>>> --oren > >>>> > >>>> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: > >>>> > >>>> QuickFIX Documentation: > >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html > >>>> QuickFIX Support: http://www.quickfixengine.org/services.html > >>>> > >>>> Oren- > >>>> > >>>> That sounds good. Now the question is if I get two requests from > >>>> our OMS > >>>> (1 requesting Market Data and 1 order submission), and I send > >>>> them both > >>>> out > >>>> (1 through the Market Data session and 1 through the Order > >>>> Management > >>>> session), would quickfix use two 'threads' to handle both > >>>> requests OR > >>>> should > >>>> I create a separate application to handle Market Data Requests/ > >>>> Responses > >>>> that works on its own thread? > >>>> > >>>> thanks! > >>>> Azmat > >>>> > >>>> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> > >>>> wrote: > >>>> > >>>>> It's pretty typical to separate market data and order management > >>>>> into > >>>>> different sessions. The will probably just create a new session > >>>>> for > >>>>> you with a different set of comp ids. You will need to add this > >>>>> new > >>>>> session to your configuration file. Then you will need to > target > >>>>> your market data messages to that sessions comp ids. > >>>>> > >>>>> --oren > >>>>> > >>>>> On Feb 5, 2008, at 11:07 AM, mr azmat wrote: > >>>>> > >>>>>> Oren- > >>>>>> > >>>>>> I did speak to the representative at the brokerage firm, and > they > >>>>>> said that they needed to setup a separate connection on > their FIX > >>>>>> server for us. Someone told me that typically Market Data > >>>>>> Requests/ > >>>>>> Responses are over a separate IP. Is this true? And if so, > how > >>>>>> will quickfix handle sending multiple messages over two > different > >>>>>> connections? Is there another line in the settings file for > >>>>>> Market > >>>>>> Data connections? > >>>>>> > >>>>>> thanks! > >>>>>> Azmat > >>>>> > >>>>> > >>>> > -------------------------------------------------------------------- > >>>> ----- > >>>> This SF.net email is sponsored by: Microsoft > >>>> Defy all challenges. Microsoft(R) Visual Studio 2008. > >>>> > >>>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > >>>> _______________________________________________ > >>>> Quickfix-developers mailing list > >>>> Qui...@li... > >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > >>>> > >>>> > >>>> > >>> > >>> > --------------------------------------------------------------------- > >>> ---- > >>> This SF.net email is sponsored by: Microsoft > >>> Defy all challenges. Microsoft(R) Visual Studio 2008. > >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > >>> _______________________________________________ > >>> Quickfix-developers mailing list > >>> Qui...@li... > >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > >>> > >> > >> -- > >> View this message in context: http://www.nabble.com/Market-Data- > >> Request-tp15279801p15327848.html > >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > >> > >> > >> > ---------------------------------------------------------------------- > >> --- > >> This SF.net email is sponsored by: Microsoft > >> Defy all challenges. Microsoft(R) Visual Studio 2008. > >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > >> _______________________________________________ > >> Quickfix-developers mailing list > >> Qui...@li... > >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > >> > > > > > > > ---------------------------------------------------------------------- > --- > > This SF.net email is sponsored by: Microsoft > > Defy all challenges. Microsoft(R) Visual Studio 2008. > > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > -- > View this message in context: http://www.nabble.com/Market-Data- > Request-tp15279801p15349812.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Brian E. <azz...@ya...> - 2008-02-08 14:33:08
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FIX sessions should not differ only by port number (FIX sessions are logical, not physical). In this case, the "easiest" solution is probably to split your code into two separate applications - one for market data and one for execution. You can then have two separate QuickFIX INI files (make sure to configure things so that they are differently named or in different directories) and also make sure that the data and log files are in different directories. Your separate applications can now each run on the CAX:ANDYSTAP session. - Brian Erst Thynk Software, Inc. ----- Original Message ---- From: Hozaifa Akber Ali <hoz...@ve...> To: qui...@li... Sent: Thursday, February 7, 2008 11:40:12 PM Subject: Re: [Quickfix-developers] Market Data Request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Oren, Here is the info the broker has sent for the connection where only port is different: API Access Information Market logins ------------------ IP address: 66.238.4.59 Port number: 6200 SenderCompID: ANDYSTAP (tag 49 on login) TargetCompID: CAX (tag 56 on login) password : ******** (tag 96 on login) Orders Login —————————— IP address: 66.238.4.59 Port number: 17200 SenderCompID: ANDYSTAP (tag 49 on login) TargetCompID: CAX (tag 56 on login) Password: ******** (tag 96 on login) New order Entry/Cxl: ———————————— Account : andys (tag 1 on new order) Sender SubID : 001 (tag 50 on new order) Regards Hozaifa Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hoazifa, > > Why do the two sessions have the same compids and connect > information. This doesn't seem right. Is this the information the > counterparty gave you? > > --oren > > On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >> html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi Azmat and Oren, >> >> I Have created this config and send to ThreadedSocketInitiator >> >> [DEFAULT] >> ConnectionType=initiator >> HeartBtInt=30 >> ReconnectInterval=1 >> FileStorePath=store >> FileLogPath=log >> StartTime=00:00:00 >> EndTime=00:00:00 >> UseDataDictionary=N >> >> [SESSION]\n" >> BeginString=FIX.4.2 >> SenderCompID=CID >> TargetCompID=CAX >> SocketConnectHost66.238.4.59 >> SocketConnectPort=6200 >> DataDictionary=spec/FIX42.xml >> >> [SESSION] >> BeginString=FIX.4.2 >> SenderCompID=CID >> TargetCompID=CAX >> SocketConnectHost=66.238.4.59 >> SocketConnectPort=17200 >> DataDictionary=spec/FIX42.xml >> >> Port 6200 is for Market Data Server and >> Port 17200 is for Order Processing Data Server >> >> When I start the initiator I connect to Market data server and setting >> object uses Default block and >> Session block number 2 with 17200 port. >> >> how do I manage the session for the market data and order processing?? >> Azmat can I have your msn id or direct email address ?? >> mine is hozaifa_99 @ hotmail . com >> >> Thanks Azmat for ur reply and forwarding me to this post. >> >> >> azmat wrote: >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> Nice! I am using the ThreadedSocketInitiator. The data from each >>> session >>> will not need to interact with one another. Basically, I am sending >>> requests (orders and market data) and then repackaging the >>> responses (FIX >>> Messages) into our own proprietary objects and passing them along >>> to our >>> internal financial subsystem. >>> >>> I think this will work! Beautiful job! >>> >>> thanks! >>> Azmat >>> >>> >>> On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote: >>> >>>> Depends on which initiator you use. The SocketInitiator will >>>> keep them >>>> both in the same thread, while the ThreadedSocketInitiator will >>>> provide a >>>> thread for each session. Whether they should be the same or >>>> different >>>> apps >>>> I guess depends on whether the session data needs to interact >>>> with each >>>> other. >>>> --oren >>>> >>>> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: >>>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> Oren- >>>> >>>> That sounds good. Now the question is if I get two requests from >>>> our OMS >>>> (1 requesting Market Data and 1 order submission), and I send >>>> them both >>>> out >>>> (1 through the Market Data session and 1 through the Order >>>> Management >>>> session), would quickfix use two 'threads' to handle both >>>> requests OR >>>> should >>>> I create a separate application to handle Market Data Requests/ >>>> Responses >>>> that works on its own thread? >>>> >>>> thanks! >>>> Azmat >>>> >>>> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> >>>> wrote: >>>> >>>>> It's pretty typical to separate market data and order management >>>>> into >>>>> different sessions. The will probably just create a new session >>>>> for >>>>> you with a different set of comp ids. You will need to add this >>>>> new >>>>> session to your configuration file. Then you will need to target >>>>> your market data messages to that sessions comp ids. >>>>> >>>>> --oren >>>>> >>>>> On Feb 5, 2008, at 11:07 AM, mr azmat wrote: >>>>> >>>>>> Oren- >>>>>> >>>>>> I did speak to the representative at the brokerage firm, and they >>>>>> said that they needed to setup a separate connection on their FIX >>>>>> server for us. Someone told me that typically Market Data >>>>>> Requests/ >>>>>> Responses are over a separate IP. Is this true? And if so, how >>>>>> will quickfix handle sending multiple messages over two different >>>>>> connections? Is there another line in the settings file for >>>>>> Market >>>>>> Data connections? >>>>>> >>>>>> thanks! >>>>>> Azmat >>>>> >>>>> >>>> -------------------------------------------------------------------- >>>> ----- >>>> This SF.net email is sponsored by: Microsoft >>>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>>> >>>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>>> _______________________________________________ >>>> Quickfix-developers mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>> >>>> >>>> >>> >>> --------------------------------------------------------------------- >>> ---- >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> -- >> View this message in context: http://www.nabble.com/Market-Data- >> Request-tp15279801p15327848.html >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> >> >> ---------------------------------------------------------------------- >> --- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15349812.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Hozaifa A. A. <hoz...@ve...> - 2008-02-08 05:40:14
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Oren, Here is the info the broker has sent for the connection where only port is different: API Access Information Market logins ------------------ IP address: 66.238.4.59 Port number: 6200 SenderCompID: ANDYSTAP (tag 49 on login) TargetCompID: CAX (tag 56 on login) password : ******** (tag 96 on login) Orders Login —————————— IP address: 66.238.4.59 Port number: 17200 SenderCompID: ANDYSTAP (tag 49 on login) TargetCompID: CAX (tag 56 on login) Password: ******** (tag 96 on login) New order Entry/Cxl: ———————————— Account : andys (tag 1 on new order) Sender SubID : 001 (tag 50 on new order) Regards Hozaifa Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hoazifa, > > Why do the two sessions have the same compids and connect > information. This doesn't seem right. Is this the information the > counterparty gave you? > > --oren > > On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >> html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi Azmat and Oren, >> >> I Have created this config and send to ThreadedSocketInitiator >> >> [DEFAULT] >> ConnectionType=initiator >> HeartBtInt=30 >> ReconnectInterval=1 >> FileStorePath=store >> FileLogPath=log >> StartTime=00:00:00 >> EndTime=00:00:00 >> UseDataDictionary=N >> >> [SESSION]\n" >> BeginString=FIX.4.2 >> SenderCompID=CID >> TargetCompID=CAX >> SocketConnectHost66.238.4.59 >> SocketConnectPort=6200 >> DataDictionary=spec/FIX42.xml >> >> [SESSION] >> BeginString=FIX.4.2 >> SenderCompID=CID >> TargetCompID=CAX >> SocketConnectHost=66.238.4.59 >> SocketConnectPort=17200 >> DataDictionary=spec/FIX42.xml >> >> Port 6200 is for Market Data Server and >> Port 17200 is for Order Processing Data Server >> >> When I start the initiator I connect to Market data server and setting >> object uses Default block and >> Session block number 2 with 17200 port. >> >> how do I manage the session for the market data and order processing?? >> Azmat can I have your msn id or direct email address ?? >> mine is hozaifa_99 @ hotmail . com >> >> Thanks Azmat for ur reply and forwarding me to this post. >> >> >> azmat wrote: >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> Nice! I am using the ThreadedSocketInitiator. The data from each >>> session >>> will not need to interact with one another. Basically, I am sending >>> requests (orders and market data) and then repackaging the >>> responses (FIX >>> Messages) into our own proprietary objects and passing them along >>> to our >>> internal financial subsystem. >>> >>> I think this will work! Beautiful job! >>> >>> thanks! >>> Azmat >>> >>> >>> On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote: >>> >>>> Depends on which initiator you use. The SocketInitiator will >>>> keep them >>>> both in the same thread, while the ThreadedSocketInitiator will >>>> provide a >>>> thread for each session. Whether they should be the same or >>>> different >>>> apps >>>> I guess depends on whether the session data needs to interact >>>> with each >>>> other. >>>> --oren >>>> >>>> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: >>>> >>>> QuickFIX Documentation: >>>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>>> QuickFIX Support: http://www.quickfixengine.org/services.html >>>> >>>> Oren- >>>> >>>> That sounds good. Now the question is if I get two requests from >>>> our OMS >>>> (1 requesting Market Data and 1 order submission), and I send >>>> them both >>>> out >>>> (1 through the Market Data session and 1 through the Order >>>> Management >>>> session), would quickfix use two 'threads' to handle both >>>> requests OR >>>> should >>>> I create a separate application to handle Market Data Requests/ >>>> Responses >>>> that works on its own thread? >>>> >>>> thanks! >>>> Azmat >>>> >>>> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> >>>> wrote: >>>> >>>>> It's pretty typical to separate market data and order management >>>>> into >>>>> different sessions. The will probably just create a new session >>>>> for >>>>> you with a different set of comp ids. You will need to add this >>>>> new >>>>> session to your configuration file. Then you will need to target >>>>> your market data messages to that sessions comp ids. >>>>> >>>>> --oren >>>>> >>>>> On Feb 5, 2008, at 11:07 AM, mr azmat wrote: >>>>> >>>>>> Oren- >>>>>> >>>>>> I did speak to the representative at the brokerage firm, and they >>>>>> said that they needed to setup a separate connection on their FIX >>>>>> server for us. Someone told me that typically Market Data >>>>>> Requests/ >>>>>> Responses are over a separate IP. Is this true? And if so, how >>>>>> will quickfix handle sending multiple messages over two different >>>>>> connections? Is there another line in the settings file for >>>>>> Market >>>>>> Data connections? >>>>>> >>>>>> thanks! >>>>>> Azmat >>>>> >>>>> >>>> -------------------------------------------------------------------- >>>> ----- >>>> This SF.net email is sponsored by: Microsoft >>>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>>> >>>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>>> _______________________________________________ >>>> Quickfix-developers mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>> >>>> >>>> >>> >>> --------------------------------------------------------------------- >>> ---- >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> -- >> View this message in context: http://www.nabble.com/Market-Data- >> Request-tp15279801p15327848.html >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> >> >> ---------------------------------------------------------------------- >> --- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15349812.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Oren M. <or...@qu...> - 2008-02-07 16:17:09
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Hoazifa, Why do the two sessions have the same compids and connect information. This doesn't seem right. Is this the information the counterparty gave you? --oren On Feb 6, 2008, at 11:50 PM, Hozaifa Akber Ali wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi Azmat and Oren, > > I Have created this config and send to ThreadedSocketInitiator > > [DEFAULT] > ConnectionType=initiator > HeartBtInt=30 > ReconnectInterval=1 > FileStorePath=store > FileLogPath=log > StartTime=00:00:00 > EndTime=00:00:00 > UseDataDictionary=N > > [SESSION]\n" > BeginString=FIX.4.2 > SenderCompID=CID > TargetCompID=CAX > SocketConnectHost66.238.4.59 > SocketConnectPort=6200 > DataDictionary=spec/FIX42.xml > > [SESSION] > BeginString=FIX.4.2 > SenderCompID=CID > TargetCompID=CAX > SocketConnectHost=66.238.4.59 > SocketConnectPort=17200 > DataDictionary=spec/FIX42.xml > > Port 6200 is for Market Data Server and > Port 17200 is for Order Processing Data Server > > When I start the initiator I connect to Market data server and setting > object uses Default block and > Session block number 2 with 17200 port. > > how do I manage the session for the market data and order processing?? > Azmat can I have your msn id or direct email address ?? > mine is hozaifa_99 @ hotmail . com > > Thanks Azmat for ur reply and forwarding me to this post. > > > azmat wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Nice! I am using the ThreadedSocketInitiator. The data from each >> session >> will not need to interact with one another. Basically, I am sending >> requests (orders and market data) and then repackaging the >> responses (FIX >> Messages) into our own proprietary objects and passing them along >> to our >> internal financial subsystem. >> >> I think this will work! Beautiful job! >> >> thanks! >> Azmat >> >> >> On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote: >> >>> Depends on which initiator you use. The SocketInitiator will >>> keep them >>> both in the same thread, while the ThreadedSocketInitiator will >>> provide a >>> thread for each session. Whether they should be the same or >>> different >>> apps >>> I guess depends on whether the session data needs to interact >>> with each >>> other. >>> --oren >>> >>> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Oren- >>> >>> That sounds good. Now the question is if I get two requests from >>> our OMS >>> (1 requesting Market Data and 1 order submission), and I send >>> them both >>> out >>> (1 through the Market Data session and 1 through the Order >>> Management >>> session), would quickfix use two 'threads' to handle both >>> requests OR >>> should >>> I create a separate application to handle Market Data Requests/ >>> Responses >>> that works on its own thread? >>> >>> thanks! >>> Azmat >>> >>> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> >>> wrote: >>> >>>> It's pretty typical to separate market data and order management >>>> into >>>> different sessions. The will probably just create a new session >>>> for >>>> you with a different set of comp ids. You will need to add this >>>> new >>>> session to your configuration file. Then you will need to target >>>> your market data messages to that sessions comp ids. >>>> >>>> --oren >>>> >>>> On Feb 5, 2008, at 11:07 AM, mr azmat wrote: >>>> >>>>> Oren- >>>>> >>>>> I did speak to the representative at the brokerage firm, and they >>>>> said that they needed to setup a separate connection on their FIX >>>>> server for us. Someone told me that typically Market Data >>>>> Requests/ >>>>> Responses are over a separate IP. Is this true? And if so, how >>>>> will quickfix handle sending multiple messages over two different >>>>> connections? Is there another line in the settings file for >>>>> Market >>>>> Data connections? >>>>> >>>>> thanks! >>>>> Azmat >>>> >>>> >>> -------------------------------------------------------------------- >>> ----- >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2008. >>> >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >>> >>> >> >> --------------------------------------------------------------------- >> ---- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > -- > View this message in context: http://www.nabble.com/Market-Data- > Request-tp15279801p15327848.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Hozaifa A. A. <hoz...@ve...> - 2008-02-07 05:50:43
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Hi Azmat and Oren, I Have created this config and send to ThreadedSocketInitiator [DEFAULT] ConnectionType=initiator HeartBtInt=30 ReconnectInterval=1 FileStorePath=store FileLogPath=log StartTime=00:00:00 EndTime=00:00:00 UseDataDictionary=N [SESSION]\n" BeginString=FIX.4.2 SenderCompID=CID TargetCompID=CAX SocketConnectHost66.238.4.59 SocketConnectPort=6200 DataDictionary=spec/FIX42.xml [SESSION] BeginString=FIX.4.2 SenderCompID=CID TargetCompID=CAX SocketConnectHost=66.238.4.59 SocketConnectPort=17200 DataDictionary=spec/FIX42.xml Port 6200 is for Market Data Server and Port 17200 is for Order Processing Data Server When I start the initiator I connect to Market data server and setting object uses Default block and Session block number 2 with 17200 port. how do I manage the session for the market data and order processing?? Azmat can I have your msn id or direct email address ?? mine is hozaifa_99 @ hotmail . com Thanks Azmat for ur reply and forwarding me to this post. azmat wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Nice! I am using the ThreadedSocketInitiator. The data from each session > will not need to interact with one another. Basically, I am sending > requests (orders and market data) and then repackaging the responses (FIX > Messages) into our own proprietary objects and passing them along to our > internal financial subsystem. > > I think this will work! Beautiful job! > > thanks! > Azmat > > > On Feb 5, 2008 12:02 PM, Oren Miller <or...@qu...> wrote: > >> Depends on which initiator you use. The SocketInitiator will keep them >> both in the same thread, while the ThreadedSocketInitiator will provide a >> thread for each session. Whether they should be the same or different >> apps >> I guess depends on whether the session data needs to interact with each >> other. >> --oren >> >> On Feb 5, 2008, at 11:48 AM, mr azmat wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Oren- >> >> That sounds good. Now the question is if I get two requests from our OMS >> (1 requesting Market Data and 1 order submission), and I send them both >> out >> (1 through the Market Data session and 1 through the Order Management >> session), would quickfix use two 'threads' to handle both requests OR >> should >> I create a separate application to handle Market Data Requests/Responses >> that works on its own thread? >> >> thanks! >> Azmat >> >> On Feb 5, 2008 11:19 AM, Oren Miller <or...@qu...> wrote: >> >> > It's pretty typical to separate market data and order management into >> > different sessions. The will probably just create a new session for >> > you with a different set of comp ids. You will need to add this new >> > session to your configuration file. Then you will need to target >> > your market data messages to that sessions comp ids. >> > >> > --oren >> > >> > On Feb 5, 2008, at 11:07 AM, mr azmat wrote: >> > >> > > Oren- >> > > >> > > I did speak to the representative at the brokerage firm, and they >> > > said that they needed to setup a separate connection on their FIX >> > > server for us. Someone told me that typically Market Data Requests/ >> > > Responses are over a separate IP. Is this true? And if so, how >> > > will quickfix handle sending multiple messages over two different >> > > connections? Is there another line in the settings file for Market >> > > Data connections? >> > > >> > > thanks! >> > > Azmat >> > >> > >> ------------------------------------------------------------------------- >> This SF.net email is sponsored by: Microsoft >> Defy all challenges. Microsoft(R) Visual Studio 2008. >> >> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> >> > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15327848.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: azmat <azm...@gm...> - 2008-02-06 21:48:44
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Hozaifa, >From what I understand this is what you need to do. Basically you'll need to create two sessions (based off of the config files). These connections will have their own set of COMP IDs. When you send a market data request, you'll need to send it via the session that is attributed to the market data connection information. Oren helped me understand it in my post below. http://www.nabble.com/Market-Data-Request-tt15279801.html Hope that helps! Azmat On Feb 6, 2008 3:55 AM, Hozaifa Akber Ali <hoz...@ve...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I want to know that how can i manage sessions and connect to Market data > server on one port and order server on other port. Ho do i create > configuration and handle my application to get market data and also have > order processing to it. > > > > Dale Wilson wrote: > > > > Nick Volpe wrote: > >> > >> Can anyone tell me pros/cons of using a ThreadedSocketInitiator versus > >> a Socket Initiator? I c an't seem to find much in the documentation > >> or the mailing list archives. Any help would be greatly appreciated. > > If you are connecting to a single counterparty (for example a trader > > connecting to one exchange), use SocketInitiator. > > > > If you are connecting to more than one exchange then > > ThreadedSocketInitiator might make your program more responsive. With > > SocketInitiator every incoming FIX message has to be completely > > processed -- including any application level message processing which > > might take a long time -- before any other connections are serviced. > > With ThreadedSocketInitiator messages from separate sources can be > > processed in parallel. > > > > In *either* case you must write thread-safe code because incoming > > messages are processed on a separate thread (or threads) from outgoing > > messages (i.e if your main thread generates an order, the execution > > report(s) for that order will arrive courtesy of a different thread so > > if you have a common "Order Management" component in your application it > > needs to be thread-safe.) > > > > HTH, > > > > Dale > >> > >> Thanks. > >> Nik > > > > > > > > -- > View this message in context: > http://www.nabble.com/ThreadedSocketInitiator-vs-SocketInitiator-tp4300945p15306348.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2008. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Hozaifa A. A. <hoz...@ve...> - 2008-02-06 09:55:25
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I want to know that how can i manage sessions and connect to Market data server on one port and order server on other port. Ho do i create configuration and handle my application to get market data and also have order processing to it. Dale Wilson wrote: > > Nick Volpe wrote: >> >> Can anyone tell me pros/cons of using a ThreadedSocketInitiator versus >> a Socket Initiator? I c an't seem to find much in the documentation >> or the mailing list archives. Any help would be greatly appreciated. > If you are connecting to a single counterparty (for example a trader > connecting to one exchange), use SocketInitiator. > > If you are connecting to more than one exchange then > ThreadedSocketInitiator might make your program more responsive. With > SocketInitiator every incoming FIX message has to be completely > processed -- including any application level message processing which > might take a long time -- before any other connections are serviced. > With ThreadedSocketInitiator messages from separate sources can be > processed in parallel. > > In *either* case you must write thread-safe code because incoming > messages are processed on a separate thread (or threads) from outgoing > messages (i.e if your main thread generates an order, the execution > report(s) for that order will arrive courtesy of a different thread so > if you have a common "Order Management" component in your application it > needs to be thread-safe.) > > HTH, > > Dale >> >> Thanks. >> Nik > > > -- View this message in context: http://www.nabble.com/ThreadedSocketInitiator-vs-SocketInitiator-tp4300945p15306348.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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