Hi Jeff,
You should be aware (and maybe you already are aware) that message
passing in the FIX world is asynchronous. There is no concept of
sending a request and getting one and only one reply to that request the
way there is in other protocols (CORBA, Java's RMI, Soap, etc.) Instead
the counterparty will respond when it has something to say. A new order
single message, for example, may eventually trigger five or six replies
(or more or less) from the exchange.
If you read the FIX protocol specifications for the version of FIX you
are using (these are available at www.fixprotocol.org) you will find
sequence diagrams that show the messages that would be exchanged during
many common scenarios. Reading and understanding these will give you a
better feel for what to expect.
HTH,
Dale
Jeff Mathis wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello, I'm new to quickfix so pardon this question if its in the docs
> somewhere.
>
> After we call FIX::SESSION:sendToTarget with a Message, what are the
> sequence of calls to get a message back from the receiver? I'm looking
> for an acknowledgement that they received my message, and for example
> in the case of a market buy order whether we got filled and at what
> price.
>
> I'e looked in the examples and it seem all the communication is one way.
>
> thanks
>
> jeff
>
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