{{Quickfixn}} Please Help in maintaining 2 sessions

Wed Nov 13 05:54:37 PST 2013

I have to use Tag 40=D i.e. Order Type = previously quoted and TimeInForce
with FOK (fill or kll, 59=4). 

How to do with these specifications?

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From: quickfixn-bounces at lists.quickfixn.com
[mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Øyvind Sævareid
Ellefsen
Sent: Wednesday, November 13, 2013 7:11 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please Help in maintaining 2 sessions

I am not familiar with CITI, but you should not need to have the quote to
place an order.

If you use Market order (tag 40=1), and TimeInForce with FOK (fill or kll,
59=4) the order will be executed with the current quote.

Mvh / Brgds

Oeyvind Ellefsen

From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Nirjhar Jain
Sent: 13. november 2013 14:38
To: 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} Please Help in maintaining 2 sessions

Thanks for the link. It helped in establishing 2 connections simultaneously.

But the issue is I have to place the order from the quote received from the
citi bank server. 

While placing order, the citi server is returning un-supported message type
error as it is receiving my order request on the quote session instead of
trade session.

Please help.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Øyvind Sævareid
Ellefsen
Sent: Wednesday, November 13, 2013 6:34 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please Help in maintaining 2 sessions

This post may help you around as well;

<http://dotnetdlr.com/2012/04/quickfix-connect-multiple-fix-sessions-with-fi
x-server/>
http://dotnetdlr.com/2012/04/quickfix-connect-multiple-fix-sessions-with-fix
-server/

Mvh / Brgds

Oeyvind Ellefsen

From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Fernando Furukawa
Sent: 13. november 2013 13:44
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Please Help in maintaining 2 sessions

First of all, sorry my poor english

To handle more than one session, you can set the Default configuration in a
QuickFix.Dictionary object and set then to SessionSettings object. And then,
for each session you want to handle, set session configuration and add to
same SessionSEttings objecct. For example:

QuickFix.SessionSettings setting = new QuickFix.SessionSettings();

QuickFix.Dictionary main = new QuickFix.Dictionary();

main.SetString("HeartBtInt", 30);

.

.

.

setting.Set(main);

And then for each seach you have, you can create a session dictionary and
session id and add to main setting object...

for (int i=0; i<5;i++)

{

QuickFix.Dictionary ssDic = new QuickFix.Dictionary();

ssDic.SetString("DataDictionary", "c:\temp\xx.xml");

.

.

.

SessionID ss = new SessionID(begin, target, sender);

setting.Set(ss, ssDic);

}

PS: It's only an example how to implement, this code won't compile
correctly.

Fernando Furukawa

On Wed, Nov 13, 2013 at 10:28 AM, James Riehl <
<mailto:pete.riehl at gmail.com> pete.riehl at gmail.com> wrote:

I've handled this with 2 separate applications. Looking forward to hearing
about this.

Sent from my iPhone

On Nov 13, 2013, at 7:23, "Nirjhar Jain" < <mailto:nirjhar.jain at commdel.net>
nirjhar.jain at commdel.net> wrote:

But, they have not mentioned anything about the 2 separate logins for Price
quote and trading. For 2 separate logins, SenderCompId will be different for
both cases.

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

From:  <mailto:quickfixn-bounces at lists.quickfixn.com>
quickfixn-bounces at lists.quickfixn.com [
<mailto:quickfixn-bounces at lists.quickfixn.com>
mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of James Riehl
Sent: Wednesday, November 13, 2013 5:28 PM
To: Mailing list for QuickFIX/n
Cc: < <mailto:quickfixn at lists.quickfixn.com> quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Please Help in maintaining 2 sessions

In your implementation of the application class, simply define the OnMessage
handler for each type of message you expect to get. There is an example here
<http://www.quickfixn.org/tutorial/creating-an-application>
http://www.quickfixn.org/tutorial/creating-an-application and here

 <http://www.quickfixn.org/tutorial/receiving-messages>
http://www.quickfixn.org/tutorial/receiving-messages read all the docs here
they are very useful.

Hope this helps

Sent from my iPhone

On Nov 13, 2013, at 6:48, "Nirjhar Jain" < <mailto:nirjhar.jain at commdel.net>
nirjhar.jain at commdel.net> wrote:

Hi All,

Do Quickfixn supports 2 sessions simultaneously, i.e. one for Quote(Quote
request, MarketData Request) and other for trading(order & execution
report)?

If yes, then How to implement it.

Please help

Thanks & Regards,

Nirjhar Jain

Software Engineer

COMMDEL

Commdel Consulting Services P Ltd, 

H-134, Sector-63, Noida - U.P. (India)   

 <http://www.commdel.net/> www.commdel.net   

A n   I S O     9 0 0 1 : 2 0 0 8      C e r t i f i e d     C o m p a n y

Payment           Enterprise            Mobility            Internet  

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