Ben,
You do not need to regenerate quickfix with your data dictionary. You can
simply tell quickfix to use the data dictionary in your configuration file.
DataDictionary=DataDictionary/TT_DD.xml
For any custom fields, you can use this method for your getters/setters:
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html
--
Kenny Stone
Connamara Systems, LLC
On Sat, Nov 14, 2009 at 8:25 AM, benofben <be...@no...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I'm trying to pull some market data down from a TT FIX Adapter that TT has
> configured for me. I've got all the connection details and that seems to
> be
> going OK.
>
> I'm unsure of what to do next. The data dictionary TT provided seems to be
> very different from the 4.2 dictionary that comes with QuickFix. I tried
> running the generate scripts on the TT dictionary and recompiling QuickFix,
> but got a whole bunch of compile errors.
>
> I've also tried using the tradeclient example and connecting using my own
> configuration but the QuickFix 4.3 dictionary (for some reason the 4.2
> example doesn't grab market data). Unsurprisingly that fails as well.
>
> So, I have a couple questions:
>
> Presumably people have done this in the past. Are there any
> examples/how-to
> for TT integration? My googling has completely failed me.
>
> Do I need to generate new C++ classes from the TT dictionary and recompile
> QuickFix? This seems really heavy handed just to work with another
> dictionary?
>
> Apologies if these questions are ridiculous. I'm kind of new to this....
>
> Thanks,
> Ben
> --
> View this message in context:
> http://old.nabble.com/QuickFix-and-Trading-Technologies-FIX-Adpater-tp26350451p26350451.html
> Sent from the QuickFIX - User mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus
> on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now. http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
|
