quickfix-developers

[Quickfix-developers] Session Identification Problem

[Shamanth <sha...@in...>]

Hi

We have a provider who has the two sessions exposed
1) For Marketdata
2) For Order

The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).

How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.

thanks
R Shamanth

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>=20

[Quickfix-developers] Session Identification Problem

[Pasquale d'A. <pas...@ga...>]

Hi

I experienced same problem as Shamanth because there are some FIX market =
server that implement different services on difference TCP ports, using =
same session identifier.

I need to manage more than one simultaneous session with same SenderID, =
SenderSubID and TargetID.

I modified my quickfix code inserting a new configuration field =
"SessionQualifier". I added a new member "std::string m_strQualifier" to =
class SessionID and I modified all methods to manage that new member.

I use the class MySQLStore to store sessions info, so I added a new =
field "session_qualifier" to my "sessions" table and I manage that field =
in my MySQLStore code version.

My code routes well messages to the right destination and I have been =
using this implementation for many months.

Regards.
Pasquale d'Aloise

Re: [Quickfix-developers] Session Identification Problem

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

This is along the lines of what I was thinking.  I've made these=20
changes and checked them into CVS.

--oren

On Aug 2, 2004, at 12:08 PM, Pasquale d'Aloise wrote:

> Hi
> =A0
> I experienced same problem as Shamanth because there are some FIX=20
> market server that implement different services on difference TCP=20
> ports, using same session identifier.
> =A0
> I need to manage more than one simultaneous session with same=20
> SenderID, SenderSubID and TargetID.
> =A0
> I modified my quickfix code inserting a new configuration field=20
> "SessionQualifier". I added a new member "std::string m_strQualifier"=20=

> to class SessionID and I modified all methods to manage that new=20
> member.
> =A0
> I use the class MySQLStore to store sessions info, so I added a new=20
> field "session_qualifier" to my "sessions" table and I manage that=20
> field in my MySQLStore code version.
> =A0
> My code routes well messages to the right destination and I have been=20=

> using this implementation for many months.
> =A0
> Regards.
> Pasquale d'Aloise

Re: [Quickfix-developers] Session Identification Problem

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

That's a strange scenario.  The way QuickFIX would handle this now is=20
the way you don't want to do it, two separate processes.  The problem=20
with using something like the port to identify the session is twofold. =20=

One, as Joerg pointed out, it is a transport level concept and not one=20=

which the fix protocol itself is familiar with.  Another problem is=20
that the port is not a part of the message.  In other words, in a=20
scenario like this, you can no longer rely on the contents of the=20
message to identify what session it belongs to.  This means we would=20
have to rely on some meta-data in addition to the FIX message itself to=20=

figure out where it needs to be routed.  I don't have a problem with=20
this necessarily, but I don't think and arbitrary attribute like the=20
session port is the way to do it.

One thing I may consider is something along the lines of a UserID=20
configuration field.  Something like this:

[SESSION]
SenderCompID=3DSENDER
TargetCompID=3DTARGET
UserID=3DMARKETDATA

[SESSION]
SenderCompID=3DSENDER
TargetCompID=3DTARGET
UserID=3DORDER

This user id would be optional, and it would at least make the id=20
meaningful.

On Jul 28, 2004, at 7:18 AM, Shamanth wrote:

> Hi
>
> We have a provider who has the two sessions exposed
>  1) For Marketdata
>  2) For Order
>
> The problem is both these sessions use same SenderID, SenderSubID,=20
> TargetID and also the SocketConnectHost the only difference is in the=20=

> port number (SocketConnetPort).
>
> How does quickfix can be setup to handle the above situation. We want=20=

> to run only one instance of quickfix servicing both the sessions.
>
> thanks
>  R Shamanth
>
> =A0 NOTICE
>
> This e-mail message and any attachments, which may contain=20
> confidential information, are to be viewed solely by the intended=20
> recipient of Integral Development Corp.=A0 If the reader of this =
message=20
> is not the intended recipient, you are hereby notified that any use,=20=

> dissemination, distribution or copying of this communication is=20
> strictly prohibited.=A0 If you have received this message in error,=20
> please immediately notify the sender and delete the mail and all=20
> attachments.