{{Quickfixn}} Beginners question

Grant Birchmeier gbirchmeier at connamara.com
Thu Jan 19 09:43:41 PST 2012


(Putting this discussion back on the mail list)

See responses embedded.

On Thu, Jan 19, 2012 at 10:11 AM, Ian Burrett
<Ian.Burrett at irwsystems.co.uk>wrote:

>  We are connecting to multiple parties waiting for their execution
> reports to come in to our “listener”
>

Are these parties outside of your organization? It sounds like those are
feed servers, i.e. acceptors.

Are these parties from different organizations? QF does not provide
one-app-serves-all capabilities. FIX is a really flexible protocol; every
organization makes customizations and will require a customized
DataDictionary. ICE's supported fields are quite different from, say, CME's

I would suggest, to begin with, writing an app to talk to just one party.


>  From there we need to display the “deals” grouped together and do some
> actions on them.
>

This part is a bit outside the scope of QF/n.

 We can run the tradeclient app right now, with our test SenderCompID &
> TargetCompID settings – all day long.
>

Tradeclient is the same app you were talking about in the previous
paragraphs?


> But we can’t get anything appearing in the Acceptor?  Are we being totally
> stupid here? All a bit much to get my head round?
>

Your Acceptor is just sitting there waiting for someone else to connect to
it. I bet this should be an Initiator.

I think that my earlier comparison of Initiator/Acceptor to Client/Server
was not clear enough.  A Client (Initiator) reaches out to connect to
Servers (Acceptors).  A Server (Acceptor) just sits there doing nothing,
waiting for some Clients (Initiators) to connect to it.  Does that make
more sense now?

It sounds like you're building a client, thus it should be an Initiator.

-Grant


>
> *From:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
> *Sent:* 19 January 2012 16:08
>
> *To:* Ian Burrett
> *Subject:* Re: {{Quickfixn}} Beginners question
>
>
>
> Are you connecting to another party or is another party connecting to you?
>
>
>
> So, really it's just a basic Client/Server concept by a different name.
>
>
>
> An Acceptor stands running waiting for connections.  An Initiator tries to
> connect to an Acceptor.
>
>
>
>
>
> On Thu, Jan 19, 2012 at 9:55 AM, Ian Burrett <Ian.Burrett at irwsystems.co.uk>
> wrote:
>
> We are writing an app that will listen for deals to come through and
> action them?
>
>
>
> Would that be a “client”  - initiator?
>
>
>
> *From:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
> *Sent:* 19 January 2012 15:54
>
>
> *To:* Ian Burrett
> *Subject:* Re: {{Quickfixn}} Beginners question
>
>
>
> Initiator and Acceptor are QF lingo for Client and Server.
>
>
>
> If you're writing a client that will connect to a broker or market feed,
> you want to implement an Initiator.  If you want to *be* that broker or
> market feed, you want to write an Acceptor.
>
>
>
>
>
> On Thu, Jan 19, 2012 at 9:48 AM, Ian Burrett <Ian.Burrett at irwsystems.co.uk>
> wrote:
>
> Thanks Grant for your prompt response.
>
>
>
> It’s getting back to basics over here.
>
>
>
> My colleague and I are getting ourselves very confused as to whether we
> should be running an initiator or an acceptor.
>
>
>
> Can you please give me a muppets guide to the differences and which is
> appropriate when?
>
>
>
> Ian
>
>
>
> *From:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
> *Sent:* 19 January 2012 15:38
> *To:* Ian Burrett
>
>
> *Subject:* Re: {{Quickfixn}} Beginners question
>
>
>
> See the readme on the github home page, section "Acceptance Tests".
>
> https://github.com/connamara/quickfixn
>
>
>
>
>
>
>
> On Thu, Jan 19, 2012 at 9:26 AM, Ian Burrett <Ian.Burrett at irwsystems.co.uk>
> wrote:
>
> How do you get the AcceptanceTest runner to work with the different app?
>
>
>
> I’m a newbie to .NET = a web developer / designer mainly.
>
>
>
> *From:* Grant Birchmeier [mailto:gbirchmeier at connamara.com]
> *Sent:* 19 January 2012 15:03
> *To:* Mailing list for QuickFIX/n
> *Cc:* Ian Burrett
> *Subject:* Re: {{Quickfixn}} Beginners question
>
>
>
> Well, to see the gap-fill feature in action, you'd have to have a
> counterparty that will skip sequence numbers.  Of course, such a
> counterparty would not be written in QF/n, as QF/n doesn't do FIX-illegal
> things like that.
>
>
>
> We do have an acceptance test program that can do things like this.  In
> fact, you may want to have a look at our acceptance test suite; I'm sure
> there's a test that performs the behavior you're investigating.
>
>
>
> Look in directory AcceptanceTest\definitions\server\fix44.  I think the
> tests 10_* may reflect what you're looking to see.
>
>
>
> How to read the tests:
>
> We have a test QF/n app that connects to the testrunner app.  Test lines
> beginning with "E" mean the tests "Expect" to receive this message. Lines
> beginning with "I" mean the test will send ("Initiate") this message to the
> test app.
>
>
>
> Let me know if I can help further.
>
>
>
> -Grant
>
>
>
>
>
> On Thu, Jan 19, 2012 at 4:28 AM, Ian Burrett <Ian.Burrett at irwsystems.co.uk>
> wrote:
>
> Hi all,
>
>
>
> I’m trying to find out more about handling gaps in the message sequence
> and initiating a resend request to back fill.
>
>
>
> I’ve got the tradeclient example running and getting test messages from
> our trader.
>
>
>
> How do I go about testing if it is handling gaps in the sequences?
>
>
>
> Any pointers welcomed!
>
>
>
> Ian
>
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> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
>
>
> *IRW Systems Ltd*
> *Microsoft Gold Certified Partner*
>
>
>
> Glasgow Office                       London Office
>
> 17 Glasgow Road                   26 York Street
> Paisley                                   London
> PA1 3QS                                W1U 6PZ
> Phone: 0141 889 3088          0207 873 2268
>
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> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
>
>
> *IRW Systems Ltd*
> *Microsoft Gold Certified Partner*
>
>
>
> Glasgow Office                       London Office
>
> 17 Glasgow Road                   26 York Street
> Paisley                                   London
> PA1 3QS                                W1U 6PZ
> Phone: 0141 889 3088          0207 873 2268
>
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> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
>
>
> *IRW Systems Ltd*
> *Microsoft Gold Certified Partner*
>
>
>
> Glasgow Office                       London Office
>
> 17 Glasgow Road                   26 York Street
> Paisley                                   London
> PA1 3QS                                W1U 6PZ
> Phone: 0141 889 3088          0207 873 2268
>
>
>
>
> Web:    www.irw.co.uk<http://www.irw.co.uk/?utm_source=Footer&utm_medium=E-Mail&utm_campaign=E-Mails>
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> This document should only be read by those persons to whom it is addressed
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> responsibility or liability (including negligence) for the consequences for
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>
>
>
> --
>
> Grant Birchmeier
>
> *Connamara Systems, LLC*
>
> *Made-To-Measure Trading Solutions.*
>
> Exactly what you need. No more. No less.
>
> http://connamara.com
>
>
>
> *IRW Systems Ltd*
> *Microsoft Gold Certified Partner*
>
>
>
> Glasgow Office                       London Office
>
> 17 Glasgow Road                   26 York Street
> Paisley                                   London
> PA1 3QS                                W1U 6PZ
> Phone: 0141 889 3088          0207 873 2268
>
>
>
>
> Web:    www.irw.co.uk<http://www.irw.co.uk/?utm_source=Footer&utm_medium=E-Mail&utm_campaign=E-Mails>
> Company Reg No: 296800
>
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>
> P* **Help save a tree - please do not print this email unless you really
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>
>
>
> This document should only be read by those persons to whom it is addressed
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> written confirmation of its contents. IRW Systems Ltd accept no
> responsibility or liability (including negligence) for the consequences for
> any person acting, or refraining from acting, on such information prior to
> the receipt by those persons of subsequent written confirmation. If you
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>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com
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