quickfix-developers

[Quickfix-developers] Flows for a Stock Trader

[Ramakrishnan <ram...@ba...>]

Hi,

Can i any one  please tell me what  is the order of MessageFlow for a  Stock
Trading  after Logon Message.

We developed a Small FIXClient  and a dummy FIX server which uses FIX
Messages.

It could be very helpfull if you could suggest me with the message flow for
a quote placing and order placing.

Thanks and Regards
Ramakrishnan

[Quickfix-developers] Session.sendToTarget problem

[Andrew <and...@ho...>]

Does anyone know why this occurs? 

org.quickfix.SessionID temp_sessionID = new
org.quickfix.SessionID("FIX.4.2", "OUT_MULTIFIX1", "EXECUTOR");

try{
  // This works fine
  Session.sendToTarget(msg, temp_sessionID);
  
  // This throws SessionNotFound
  Session.sendToTarget(msg, "OUT_MULTIFIX1", "EXECUTOR");
} catch (SessionNotFound e){System.out.println("no session");}

 According to session class I should be able to call sendToTarget using
either a message with session object or a message with a pair of
strings.

// Session.class Methods
public static native boolean sendToTarget(Message message) throws
SessionNotFound;
public static native boolean sendToTarget(Message message, SessionID
sessionID) throws SessionNotFound;
public static native boolean sendToTarget(Message message, String
string, String string2) throws SessionNotFound;

Thanks,
Andrew Munn


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ramakrishnan
Sent: Monday, July 14, 2003 5:17 AM
To: qui...@li...
Subject: [Quickfix-developers] Flows for a Stock Trader

Hi,

Can i any one  please tell me what  is the order of MessageFlow for a
Stock
Trading  after Logon Message.

We developed a Small FIXClient  and a dummy FIX server which uses FIX
Messages.

It could be very helpfull if you could suggest me with the message flow
for
a quote placing and order placing.

Thanks and Regards
Ramakrishnan





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Re: [Quickfix-developers] Session.sendToTarget problem

[Oren M. <ore...@ya...>]

This is a bug. There is a patch but I need to know
what version you are running in order to get you the
appropriate one.

--- Andrew <and...@ho...> wrote:
> Does anyone know why this occurs? 
> 
> org.quickfix.SessionID temp_sessionID = new
> org.quickfix.SessionID("FIX.4.2", "OUT_MULTIFIX1",
> "EXECUTOR");
> 
> try{
>   // This works fine
>   Session.sendToTarget(msg, temp_sessionID);
>   
>   // This throws SessionNotFound
>   Session.sendToTarget(msg, "OUT_MULTIFIX1",
> "EXECUTOR");
> } catch (SessionNotFound e){System.out.println("no
> session");}
> 
>  According to session class I should be able to call
> sendToTarget using
> either a message with session object or a message
> with a pair of
> strings.
> 
> // Session.class Methods
> public static native boolean sendToTarget(Message
> message) throws
> SessionNotFound;
> public static native boolean sendToTarget(Message
> message, SessionID
> sessionID) throws SessionNotFound;
> public static native boolean sendToTarget(Message
> message, String
> string, String string2) throws SessionNotFound;
> 
> Thanks,
> Andrew Munn
> 
> 
> -----Original Message-----
> From:
> qui...@li...
>
[mailto:qui...@li...]
> On Behalf Of
> Ramakrishnan
> Sent: Monday, July 14, 2003 5:17 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Flows for a Stock
> Trader
> 
> Hi,
> 
> Can i any one  please tell me what  is the order of
> MessageFlow for a
> Stock
> Trading  after Logon Message.
> 
> We developed a Small FIXClient  and a dummy FIX
> server which uses FIX
> Messages.
> 
> It could be very helpfull if you could suggest me
> with the message flow
> for
> a quote placing and order placing.
> 
> Thanks and Regards
> Ramakrishnan
> 
> 
> 
> 
> 
>
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> This SF.Net email sponsored by: Parasoft
> Error proof Web apps, automate testing & more.
> Download & eval WebKing and get a free book.
> www.parasoft.com/bulletproofapps1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
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Re: [Quickfix-developers] Flows for a Stock Trader

[Joerg T. <Joe...@ma...>]

> Can i any one  please tell me what  is the order of MessageFlow for a  Stock
> Trading  after Logon Message.

Basically I would suggest the following scenary (for a order-based 
stock-exchange as SWX or virt-X):

client:	NewOrderSingle		send a new order to the exchange
server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=NEW)
				the exchange acknowledges the new order,
				returns an ID to cancel the order etc.

or in case of failure:

server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Rejected)
				OrdRejReason contains the FIX encoded 	
				reason; we use the "Broker option" to
				to indicate extra error conditions with
				details in the Text field

...
Now for every match at the exchange:

server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Partially Filled/Filled)
				every trade/execution generated by
				matching this order is sent back as a
				ExecutionReport until the order is
				completely filled.

Cancel an order:

client: OrderCancelRequest(OrigClOrdID=<order id returned by exchange>)
				cancel this order using the returned
				order id
server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Cancelled)

or in case of failure:

server: OrderCancelReject       CxlRejReason contains the FIX encoded 	
				reason; we use the "Broker option" to
				to indicate extra error conditions with
				details in the Text field

Maybe this scenario is not complete or is in some respect non-standard,
so any comments are welcome.

Cheers, Jörg

-- 
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