Hi
I want to send a market data request message .
In the Application My fromApp and OnMessage is not getting invoked in
response to the message; instead ToApp is getting involed.
Below are logs , Code for Market data message and confg file are given
below. I want to receive the response of MarketDataRequest. for which i want
fromApp to be get triggered. As i have pasted my logs. i want to figure out
that why i not receiving the response form the FIX server . Please help me
how i can figure out this issue.
Thanks,
Asad
FIX LOGS:
8=FIX.4.4 9=80 35=4 49=ISLD 56=TW 34=129 52=20091102-19:48:21 43=Y 57=user3
123=Y 36=175 10=010
8=FIX.4.4 9=203 35=V 1=ACCT1@TW 15=USD 34=108 38=10000 49=TW 50=user3
52=20091102-19:48:32.589 55=GBP/USD 56=ISLD 57=qfstream 108=10 146=1 265=0
448=BANK1 453=1 262=MARKETDATAID 263=1 264=1 267=2 269=0 269=1 10=152
8=FIX.4.4 9=174 35=X 49=ISLD 56=TW 34=175 52=20091102-19:48:30 115=BANK1
57=user3 262=MARKETDATAID 268=2 279=2 269=0 279=2 269=1 58=Provider
withdrawing customer from a shared stream. 10=194
8=FIX.4.4 9=134 35=3 34=109 49=TW 50=user3 52=20091102-19:48:33.051 56=ISLD
128=BANK1 45=175 58=Tag appears more than once 371=269 372=X 373=13 10=019
8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=176 52=20091102-19:48:30 115=BANK1
57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63935 15=USD
271=10000 299=S.7809825/1100 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
271=10000 299=S.7809825/1100 10=173
8=FIX.4.4 9=133 35=3 34=110 49=TW 50=user3 52=20091102-19:48:33.270 56=ISLD
128=BANK1 45=176 58=Tag appears more than once 371=15 372=X 373=13 10=211
8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=177 52=20091102-19:48:30 115=BANK1
57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63910 15=USD
271=10000 299=S.7809825/1101 279=0 269=0 55=GBP/USD 270=1.63890 15=USD
271=10000 299=S.7809825/1101 10=165
8=FIX.4.4 9=133 35=3 34=111 49=TW 50=user3 52=20091102-19:48:33.414 56=ISLD
128=BANK1 45=177 58=Tag appears more than once 371=15 372=X 373=13 10=213
8=FIX.4.4 9=75 35=1 34=112 49=TW 50=user3 52=20091102-19:48:36.283 56=ISLD
112=TEST 10=112
8=FIX.4.4 9=71 35=0 49=ISLD 56=TW 34=178 52=20091102-19:48:33 57=user3
112=TEST 10=176
8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=179 52=20091102-19:48:34 115=BANK1
57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63915 15=USD
271=10000 299=S.7809825/1102 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
271=10000 299=S.7809825/1102 10=182
8=FIX.4.4 9=133 35=3 34=113 49=TW 50=user3 52=20091102-19:48:37.339 56=ISLD
128=BANK1 45=179 58=Tag appears more than once 371=15 372=X 373=13 10=227
8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=180 52=20091102-19:48:37 115=BANK1
57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63905 15=USD
271=10000 299=S.7809825/1103 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
271=10000 299=S.7809825/1103 10=178
8=FIX.4.4 9=133 35=3 34=114 49=TW 50=user3 52=20091102-19:48:40.364 56=ISLD
128=BANK1 45=180 58=Tag appears more than once 371=15 372=X 373=13 10=212
Here is my code:
void Application::queryMarketDataRequest()
{
std::cout << "\nMarketDataRequest\n";
FIX::Message message;
FIX::MDReqID mdReqID( "MARKETDATAID" );
FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
FIX::MarketDepth marketDepth( 1 );
FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
marketDataEntryGroup.set( mdEntryType );
message.addGroup( marketDataEntryGroup );
FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
marketDataEntryGroup.set( mdEntryType1 );
message.addGroup( marketDataEntryGroup );
message.getHeader().setField(FIX::SenderCompID("TW"));
message.getHeader().setField(FIX::TargetCompID("ISLD"));
message.getHeader().setField(FIX::TargetSubID("qfstream"));
message.getHeader().setField(FIX::SenderSubID("user3"));
message.getHeader().setField(35, "V");
message.getHeader().setField(265, "0");
message.getHeader().setField(1, "ACCT1@TW");
message.getHeader().setField(146, "1");
message.getHeader().setField(55, "GBP/USD");
message.getHeader().setField(38, "10000");
message.getHeader().setField(15, "USD");
message.getHeader().setField(453, "1");
message.getHeader().setField(108, "10");
FIX::Session::sendToTarget( message,"FIXMDR" );
}
void
Application::fromApp( const FIX::Message& message, const FIX::SessionID&
sessionID )
throw
( FIX::FieldNotFound, FIX::IncorrectDataFormat, FIX::IncorrectTagValue,
FIX::UnsupportedMessageType )
{
crack( message, sessionID );
std::cout << std::endl <<
" formApp IN: " << message << std::endl;
}
void
Application::toApp( FIX::Message& message, const FIX::SessionID& sessionID )
throw
( FIX::DoNotSend )
{
try
{
FIX::PossDupFlag possDupFlag;
message.getHeader().getField( possDupFlag );
if ( possDupFlag ) throw FIX::DoNotSend();
}
catch ( FIX::FieldNotFound& ) {}
std::cout << std::endl
<<
"toApp OUT: " << message << std::endl;
}
void
Application::onMessage( const FIX44::MarketDataRequest& message, const
FIX::SessionID& id )
{
std::cout<<
"\n in onMessage for marketdata "<<message<<std::endl<<message;
}
Here is the config file:
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
LogonTimeout=30
StartTime=00:00:00
EndTime=23:00:00
HeartBtInt=10
#SocketConnectHost=localhost
SocketConnectHost=127.0.0.1
SocketConnectPort=9000
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
[SESSION]
BeginString=FIX.4.4
TargetCompID=ISLD
SessionQualifier=FIXMDR
TargetSubID=qfstream
SenderCompID=TW
SenderSubID=user3
RawData=1234567
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
UseDataDictionary=N
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml
--
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