Thread: [Quickfix-developers] Market Data Request
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From: Nilesh G. <gaj...@gm...> - 2008-04-11 12:12:30
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Hi Ref: Market Data Request, Market Data Incremental Refresh, Market Data snapshot/Full Refresh If tag 263 = 'Snapshot + Updates ' The server is expected to send incremental or full refresh based on the tag value of 265. There is no tag in Market Data Request that specify what should be the update frequency. Does that mean the server is free to decide its own frequency? a) Provide refresh every N second b) Provide refresh based on certain event (e.g. when trade take place) Thanks -Nilesh |
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From: azmat <mr...@gm...> - 2008-02-04 23:00:41
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All-
First of all I'd like to thank everyone that has helped me understand and
use QF over the past few weeks. Without the community's help, I would be
miles behind and confused.
I have a question regarding Market Data Requests. I'm trying to send a
request for MarketData, but I can't figure out how to do it. The
constructor for the QuickFix42.MarketDataRequest has three parameters
(mdreqid, subscriptionrequesttype, and marketdepth). I am able to look up
these tags and fill in what I want for them, however according to the FIX42
spec (page 65), there are a number of other fields that are required:
NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc.
What I believe I need to do is create a Repeating Group. So after
constructing a new MarketDataRequest object (called mdr), I wrote this:
QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();
I believe this starts me off in creating a 'Repeating Group'. I only need
to request market data about 1 symbol at a time. So I wrote this:
group.set(new Symbol("GC"));
group.set(new SecurityExchange("ECOMEX"));
group.set(new MaturityMonthYear("200804"));
group.set(new SecurityType("FUT"));
mdr.addGroup(group);
Session.sendToTarget(mdr, "senderCompID", "targetCompID");
When I send this, nothing happens. I believe I am doing something wrong,
but have no clue what.
Any help would be very much appreciated. I tried searching in the forums
for any help, but couldn't find any.
Anyways, this is the code I have so far:
_mqReqId = "md" + DateTime.Now.ToString("HHmmss");
QuickFix42.MarketDataRequest mdr = new
QuickFix42.MarketDataRequest(new MDReqID("unique"), new
SubscriptionRequestType('1'),
new MarketDepth(1));
QuickFix42.MarketDataRequest.NoRelatedSym group = new
QuickFix42.MarketDataRequest.NoRelatedSym();
group.set(new Symbol("GC"));
group.set(new SecurityExchange("ECOMEX"));
group.set(new MaturityMonthYear("200804"));
group.set(new SecurityType("FUT"));
mdr.addGroup(group);
Session.sendToTarget(mdr, "senderCompID", "targetCompID");
Can someone point me into the right direction?
Thanks!
Azmat
--
View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15279801.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
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From: Oren M. <or...@qu...> - 2008-02-05 16:53:53
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Looks like you are creating the group correctly and adding it to the message. When you say nothing happens, who are you sending it too? Have you talked to them regarding why you get nothing back? Not even a reject? On Feb 4, 2008, at 5:00 PM, azmat wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > All- > > First of all I'd like to thank everyone that has helped me > understand and > use QF over the past few weeks. Without the community's help, I > would be > miles behind and confused. > > I have a question regarding Market Data Requests. I'm trying to > send a > request for MarketData, but I can't figure out how to do it. The > constructor for the QuickFix42.MarketDataRequest has three parameters > (mdreqid, subscriptionrequesttype, and marketdepth). I am able to > look up > these tags and fill in what I want for them, however according to > the FIX42 > spec (page 65), there are a number of other fields that are required: > > NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc. > > What I believe I need to do is create a Repeating Group. So after > constructing a new MarketDataRequest object (called mdr), I wrote > this: > > QuickFix42.MarketDataRequest.NoRelatedSym group = new > QuickFix42.MarketDataRequest.NoRelatedSym(); > > I believe this starts me off in creating a 'Repeating Group'. I > only need > to request market data about 1 symbol at a time. So I wrote this: > > group.set(new Symbol("GC")); > group.set(new SecurityExchange("ECOMEX")); > group.set(new MaturityMonthYear("200804")); > group.set(new SecurityType("FUT")); > > mdr.addGroup(group); > Session.sendToTarget(mdr, "senderCompID", "targetCompID"); > > When I send this, nothing happens. I believe I am doing something > wrong, > but have no clue what. > Any help would be very much appreciated. I tried searching in the > forums > for any help, but couldn't find any. > > Anyways, this is the code I have so far: > > _mqReqId = "md" + DateTime.Now.ToString("HHmmss"); > QuickFix42.MarketDataRequest mdr = new > QuickFix42.MarketDataRequest(new MDReqID("unique"), new > SubscriptionRequestType('1'), > new > MarketDepth(1)); > > QuickFix42.MarketDataRequest.NoRelatedSym group = new > QuickFix42.MarketDataRequest.NoRelatedSym(); > group.set(new Symbol("GC")); > group.set(new SecurityExchange("ECOMEX")); > group.set(new MaturityMonthYear("200804")); > group.set(new SecurityType("FUT")); > > mdr.addGroup(group); > Session.sendToTarget(mdr, "senderCompID", "targetCompID"); > > > Can someone point me into the right direction? > > Thanks! > Azmat > -- > View this message in context: http://www.nabble.com/Market-Data- > Request-tp15279801p15279801.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: mr a. <mr...@gm...> - 2008-02-05 17:07:42
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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 On Feb 5, 2008 10:39 AM, Oren Miller <or...@qu...> wrote: > Looks like you are creating the group correctly and adding it to the > message. When you say nothing happens, who are you sending it too? > Have you talked to them regarding why you get nothing back? Not even > a reject? > > On Feb 4, 2008, at 5:00 PM, azmat wrote: > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > > html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > All- > > > > First of all I'd like to thank everyone that has helped me > > understand and > > use QF over the past few weeks. Without the community's help, I > > would be > > miles behind and confused. > > > > I have a question regarding Market Data Requests. I'm trying to > > send a > > request for MarketData, but I can't figure out how to do it. The > > constructor for the QuickFix42.MarketDataRequest has three parameters > > (mdreqid, subscriptionrequesttype, and marketdepth). I am able to > > look up > > these tags and fill in what I want for them, however according to > > the FIX42 > > spec (page 65), there are a number of other fields that are required: > > > > NoMDEntryTYpes, MDEntryType, NoRelatedSym, Symbol, etc, etc. > > > > What I believe I need to do is create a Repeating Group. So after > > constructing a new MarketDataRequest object (called mdr), I wrote > > this: > > > > QuickFix42.MarketDataRequest.NoRelatedSym group = new > > QuickFix42.MarketDataRequest.NoRelatedSym(); > > > > I believe this starts me off in creating a 'Repeating Group'. I > > only need > > to request market data about 1 symbol at a time. So I wrote this: > > > > group.set(new Symbol("GC")); > > group.set(new SecurityExchange("ECOMEX")); > > group.set(new MaturityMonthYear("200804")); > > group.set(new SecurityType("FUT")); > > > > mdr.addGroup(group); > > Session.sendToTarget(mdr, "senderCompID", "targetCompID"); > > > > When I send this, nothing happens. I believe I am doing something > > wrong, > > but have no clue what. > > Any help would be very much appreciated. I tried searching in the > > forums > > for any help, but couldn't find any. > > > > Anyways, this is the code I have so far: > > > > _mqReqId = "md" + DateTime.Now.ToString("HHmmss"); > > QuickFix42.MarketDataRequest mdr = new > > QuickFix42.MarketDataRequest(new MDReqID("unique"), new > > SubscriptionRequestType('1'), > > new > > MarketDepth(1)); > > > > QuickFix42.MarketDataRequest.NoRelatedSym group = new > > QuickFix42.MarketDataRequest.NoRelatedSym(); > > group.set(new Symbol("GC")); > > group.set(new SecurityExchange("ECOMEX")); > > group.set(new MaturityMonthYear("200804")); > > group.set(new SecurityType("FUT")); > > > > mdr.addGroup(group); > > Session.sendToTarget(mdr, "senderCompID", "targetCompID"); > > > > > > Can someone point me into the right direction? > > > > Thanks! > > Azmat > > -- > > View this message in context: http://www.nabble.com/Market-Data- > > Request-tp15279801p15279801.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: Oren M. <or...@qu...> - 2008-02-05 17:17:09
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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 |
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From: mr a. <mr...@gm...> - 2008-02-05 17:48:32
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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 > > |
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From: Oren M. <or...@qu...> - 2008-02-05 18:00:18
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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 |
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From: mr a. <mr...@gm...> - 2008-02-05 18:27:18
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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 > > > |
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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: 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...> - 2008-02-08 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: Hozaifa A. A. <hoz...@ve...> - 2008-02-13 05:35:07
|
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: azmat <mr...@gm...> - 2008-03-03 19:54:30
|
Oren-
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:
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. What do you mean by
'target your market data messages to that session's comp IDs'? 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.
Is there something wrong with doing it this way, instead of matching for
compIDs? I could see if I had multiple Order sessions with multiple brokers
and needed to figure out which message is coming from who...but since
MarketData return messages are completely different than order return
messages, is it necessary?
thanks!
azmat
Oren Miller wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> 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
>
>
--
View this message in context: http://www.nabble.com/Market-Data-Request-tp15279801p15812283.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
|
|
From: Oren M. <or...@qu...> - 2008-03-07 20:18:04
|
They will both start automatically if they are in the configuration file. All I am saying is you want to make sure the market data messages go on the market data session and not the order session. --oren On Mar 3, 2008, at 1:54 PM, azmat wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Oren- > > 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: > > > 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. What do you > mean by > 'target your market data messages to that session's comp IDs'? > 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. > > Is there something wrong with doing it this way, instead of > matching for > compIDs? I could see if I had multiple Order sessions with > multiple brokers > and needed to figure out which message is coming from who...but since > MarketData return messages are completely different than order return > messages, is it necessary? > > thanks! > azmat > > > > Oren Miller wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> 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 >> >> > > -- > View this message in context: http://www.nabble.com/Market-Data- > Request-tp15279801p15812283.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: Nilesh G. <gaj...@gm...> - 2008-04-11 13:23:05
|
Hi Ref: Market Data Request, Market Data Incremental Refresh, Market Data snapshot/Full Refresh If tag 263 = 'Snapshot + Updates ' The server is expected to send incremental or full refresh based on the tag value of 265. There is no tag in Market Data Request that specify what should be the update frequency. Does that mean the server is free to decide its own frequency? a) Provide refresh every N second b) Provide refresh based on certain event (e.g. when trade take place) Thanks -Nilesh |
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From: sumation <ev...@On...> - 2008-04-17 18:04:45
|
what program are you using to get markedata? Thanks Nilesh Gajjar wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi > > Ref: Market Data Request, Market Data Incremental Refresh, Market Data > snapshot/Full Refresh > > If tag 263 = 'Snapshot + Updates ' > > The server is expected to send incremental or full refresh based on > the tag value of 265. There is no tag in Market Data Request that > specify what should be the update frequency. > > Does that mean the server is free to decide its own frequency? > a) Provide refresh every N second > b) Provide refresh based on certain event (e.g. when trade take place) > > Thanks > -Nilesh > > ------------------------------------------------------------------------- > This SF.net email is sponsored by the 2008 JavaOne(SM) Conference > Don't miss this year's exciting event. There's still time to save $100. > Use priority code J8TL2D2. > http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone > _______________________________________________ > 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-tp16631168p16749418.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: <Nil...@co...> - 2008-04-18 06:41:25
|
I have my own server and client for this. Thanks -Nilesh >-----Original Message----- >From: qui...@li... [mailto:quickfix- >dev...@li...] On Behalf Of sumation >Sent: Thursday, April 17, 2008 11:35 PM >To: qui...@li... >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 > > >what program are you using to get markedata? >Thanks > >Nilesh Gajjar wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi >> >> Ref: Market Data Request, Market Data Incremental Refresh, Market Data >> snapshot/Full Refresh >> >> If tag 263 = 'Snapshot + Updates ' >> >> The server is expected to send incremental or full refresh based on >> the tag value of 265. There is no tag in Market Data Request that >> specify what should be the update frequency. >> >> Does that mean the server is free to decide its own frequency? >> a) Provide refresh every N second >> b) Provide refresh based on certain event (e.g. when trade take place) >> >> Thanks >> -Nilesh >> >> ------------------------------------------------------------------------ - >> This SF.net email is sponsored by the 2008 JavaOne(SM) Conference >> Don't miss this year's exciting event. There's still time to save $100. >> Use priority code J8TL2D2. >> >http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/ java >one >> _______________________________________________ >> 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- >tp16631168p16749418.html >Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > >----------------------------------------------------------------------- -- >This SF.net email is sponsored by the 2008 JavaOne(SM) Conference >Don't miss this year's exciting event. There's still time to save $100. >Use priority code J8TL2D2. >http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/ java >one >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. |
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