Thread: [Quickfix-developers] Session breaks
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From: Karsten S. <ks...@cf...> - 2009-03-13 14:14:46
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Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Andrew C. <And...@Tw...> - 2009-03-13 15:57:38
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Sure, chain the sessions and use the SessionQualifier something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 <http://www.twofour.com/emaildisclaimer.aspx> http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Karsten S. <ks...@cf...> - 2009-03-15 19:29:42
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Hi Andrew, I'm not quite sure I understand. I use the SessionQualifier to e.g. differentiate between a Quote and a Trade session on the same connection. How will the approach below ensure automatic handling? Will that simply happen, if I do not have a [SESSION] for Saturday and Sunday? But why do I then need to use the SessionQualifier at all? Thank you. Karsten From: Andrew Culross [mailto:And...@Tw...] Sent: Friday, March 13, 2009 16:57 To: Karsten Strøbæk; qui...@li... Subject: RE: [Quickfix-developers] Session breaks Sure, chain the sessions and use the SessionQualifier - something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Andrew C. <And...@Tw...> - 2009-03-15 22:14:44
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Yep, exactly. If you dont have an active session define for Sat and Sun nothing will run. The SessionQualifier differentiates the different daily sessions. Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Sunday, March 15, 2009 3:29 PM To: qui...@li... Subject: Re: [Quickfix-developers] Session breaks Hi Andrew, Im not quite sure I understand. I use the SessionQualifier to e.g. differentiate between a Quote and a Trade session on the same connection. How will the approach below ensure automatic handling? Will that simply happen, if I do not have a [SESSION] for Saturday and Sunday? But why do I then need to use the SessionQualifier at all? Thank you. Karsten From: Andrew Culross [mailto:And...@Tw...] Sent: Friday, March 13, 2009 16:57 To: Karsten Strøbæk; qui...@li... Subject: RE: [Quickfix-developers] Session breaks Sure, chain the sessions and use the SessionQualifier something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Malinka R. <ael...@gm...> - 2009-03-13 16:23:02
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http://quickfixengine.org/quickfix/doc/html/configuration.html StartTime, EndTime, StartDay, EndDay, all need to be in GMT but should do exactly what you're looking for On Fri, Mar 13, 2009 at 10:14, Karsten Strøbæk <ks...@cf...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? > > Karsten > > > NOTICE TO RECIPIENT > The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. > > Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. > > DISCLAIMER > None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. > > > ------------------------------------------------------------------------------ > Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are > powering Web 2.0 with engaging, cross-platform capabilities. Quickly and > easily build your RIAs with Flex Builder, the Eclipse(TM)based development > software that enables intelligent coding and step-through debugging. > Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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