quickfix-developers

[Quickfix-developers] multiple sessions/connections

[azmat <mr...@gm...>]

All-

I've setup two connections in my config file, but how do I start both
sessions?  Would they both get called if their information is in the
"FixSettings.txt"  file with the code below (when _initiator.start() is
called):


           if (_initiator != null)
                throw new Exception("Already Started");
            try
            {
                SessionSettings settings = new
SessionSettings("FixSettings.txt");
                QFWrapper application = new QFWrapper(this);
                FileStoreFactory storeFactory = new
FileStoreFactory(settings);
                FileLogFactory logFactory = new FileLogFactory(settings);
                MessageFactory messageFactory = new DefaultMessageFactory();
                _initiator = new ThreadedSocketInitiator(application,
storeFactory, settings, logFactory, messageFactory);
                _initiator.start();
            }
            catch (Exception e)
            {
                System.Diagnostics.Trace.WriteLine("FixServer.Start() ERROR:
" + e.Message);
            }


Also, I need to setup another session for Drop Copies, and I imagine the
same rule applies to 3 sessions as it does with 2.  Basically what I will be
doing is cracking any messages received, and if the messages contained are
MarketData Messages (specifically snapshot, incremental, or reject
messages), I will use the appropriate market-data logic in my application. 
If it is an execution Report then the cracker will pick it up and we can
take care of it.  Is this the correct approach? 


thanks!
azmat 
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Re: [Quickfix-developers] multiple sessions/connections

[azmat <mr...@gm...>]

All-

I need to setup 3 connections (one for market data, one for orders, and one
for Drop Copies).  Do I just need to setup the config file with three
connections with the appropriate information?  Also, how do I call
Session.Logon() or Session.Logout()?

I can't instantiate an instance of Session (it lacks a constructor) and the
logon/logout methods are not static.  Is this how I would logout/logon
specific sessions, if I were able to use these functions?

many thanks to all.

thanks!
azmat





azmat wrote:
> 
> All-
> 
> I've setup two connections in my config file, but how do I start both
> sessions?  Would they both get called if their information is in the
> "FixSettings.txt"  file with the code below (when _initiator.start() is
> called):
> 
> 
>            if (_initiator != null)
>                 throw new Exception("Already Started");
>             try
>             {
>                 SessionSettings settings = new
> SessionSettings("FixSettings.txt");
>                 QFWrapper application = new QFWrapper(this);
>                 FileStoreFactory storeFactory = new
> FileStoreFactory(settings);
>                 FileLogFactory logFactory = new FileLogFactory(settings);
>                 MessageFactory messageFactory = new
> DefaultMessageFactory();
>                 _initiator = new ThreadedSocketInitiator(application,
> storeFactory, settings, logFactory, messageFactory);
>                 _initiator.start();
>             }
>             catch (Exception e)
>             {
>                 System.Diagnostics.Trace.WriteLine("FixServer.Start()
> ERROR: " + e.Message);
>             }
> 
> 
> Also, I need to setup another session for Drop Copies, and I imagine the
> same rule applies to 3 sessions as it does with 2.  Basically what I will
> be doing is cracking any messages received, and if the messages contained
> are MarketData Messages (specifically snapshot, incremental, or reject
> messages), I will use the appropriate market-data logic in my application. 
> If it is an execution Report then the cracker will pick it up and we can
> take care of it.  Is this the correct approach? 
> 
> 
> thanks!
> azmat 
> 

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Re: [Quickfix-developers] multiple sessions/connections

[azmat <mr...@gm...>]

All,

I've gotten over my difficulty with understanding how I should setup my
config file to handle multiple sessions.  Thanks to everyone that helped!

What I want to do now is use 1 initiator with 2 sessions.  Is this even
possible?  Basically we have a listening session that we need to keep open
(different CompIDs, different port #) in order to listen for execution
reports and allocation reports that the broker is sending to us.  In
addition to that we have a session dedicated to trades/orders via FIX that
also handles exec reports, but those made via FIX.  My code now is able to
handle the various onMessages that would be returned, but I want 1 instance
of my quickfix app to handle these two sessions, instead of instantiating
two separate instances of the app.

Is this possible?  If not, then I will be resigned to using two instances.

many thanks!
azmat



azmat wrote:
> 
> All-
> 
> I need to setup 3 connections (one for market data, one for orders, and
> one for Drop Copies).  Do I just need to setup the config file with three
> connections with the appropriate information?  Also, how do I call
> Session.Logon() or Session.Logout()?
> 
> I can't instantiate an instance of Session (it lacks a constructor) and
> the logon/logout methods are not static.  Is this how I would logout/logon
> specific sessions, if I were able to use these functions?
> 
> many thanks to all.
> 
> thanks!
> azmat
> 
> 

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