quickfix-developers

[Quickfix-developers] setup as a router

[Brian M. <bri...@ro...>]

Surprisingly, I didn't find any info on this in the archives.  My
question is, can (or how difficult would it be to setup) quickfix be
configured as a router? For instance, multi-inputs to one exchange or
multi-inputs to multi exchanges.

=20

Thanks,

Brian

Re: [Quickfix-developers] setup as a router

[Andrew M. <an...@nm...>]

Hi Brian.  I have done that. I have also created a class that handles 
basic FIX version conversion since my trading workstations all talk 4.1 
and I'm talking to 4.0 and 4.1 exchanges (Inet(4.1), Arca(4.1), Brut(4.0), 
Goldman's RediFIX(4.1)...
Andrew
an...@nm...

On Tue, 6 Dec 2005, Brian McAndrews wrote:

> Surprisingly, I didn't find any info on this in the archives.  My
> question is, can (or how difficult would it be to setup) quickfix be
> configured as a router? For instance, multi-inputs to one exchange or
> multi-inputs to multi exchanges.
>
>
>
> Thanks,
>
> Brian
>
>

Re: [Quickfix-developers] setup as a router

[Dale W. <wil...@oc...>]

Hi Brian,

Brian McAndrews wrote:

> Surprisingly, I didn't find any info on this in the archives.  My 
> question is, can (or how difficult would it be to setup) quickfix be 
> configured as a router? For instance, multi-inputs to one exchange or 
> multi-inputs to multi exchanges.
>
Can it be done?  Yes.  We have an application that accepts multiple FIX 
connections and translates them to a proprietary ECN interface.

How easy was it?   Not very.   It took a lot of work and a month or so 
to get it right.  The problems however, weren't so much in QuickFIX as 
they were in configuring the system and adapting the FIX view of the 
world to that of the proprietary interface.  Among other things we had 
to define some custom fields to push info through that wasn't readily 
available in the standard FIX fields.  We also spent a lot of time 
coping with a difference in opinion between FIX and the other guy 
concerning what to do when the connection dropped unexpectedly. Doing a 
FIX-to-FIX version would probably be considerably simpler.


Dale


>  
>
> Thanks,
>
> Brian
>


-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------