{{Quickfixn}} Get Price Feed
Grant Birchmeier
gbirchmeier at connamara.com
Mon Feb 13 13:40:38 PST 2012
For questions like this, your first reference should be the
specification documents for your counterparty's FIX interface.
I've never connected to Currenex myself, but I'd imagine they expect
you to send some kind of MarketDataRequest (35=V). You'll need to
check their specs to know how they use the fields in this message, or
if they require any "optional" fields, or if they expect any
Currenex-specific fields.
All counterparties are a little different. FIX is an extraordinarily
loose protocol, and every counterparty I've ever seen has made their
own customizations to the standard FIX messages, and each counterparty
may use those messages a little differently than the next.
I hope you're not attempting to use UIDemo to connect to Currenex and
do real trading. That app is in no way ready or appropriate for such
an activity.
-Grant
On Mon, Feb 13, 2012 at 3:27 PM, matt baskey <mbaskey at gmail.com> wrote:
> Hello,
>
> I downloaded samples and have run them...
>
> Got the UIDemo to connect to the server, but I need to know how to get the
> price
> feed.
>
> I can see how to connect and send an order, but to generate the logic my
> strategy
> needs to know the price.
>
> If anyone could tell me what command to look at ...I am connecting to
> Currenex Forex
> Feed running FIX 4.2
>
>
> thanks,
> M.Baskey
>
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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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