{{Quickfixn}} daily auto-reset for a Sunday-to-Friday

Michael Lever mlever at pharofund.com
Fri Feb 21 08:54:21 PST 2014


I've implemented a way to do this by adding 2 new Config tags StartWeekDay and EndWeekDay.
Using these with the Start and End time tags I can start Sunday evening at 22:16 and stop and start daily with resets until Friday at 22:00.
StartWeekDay=Sunday
EndWeekDay=Friday
StartTime=22:16:00
EndTime=22:00:00



It only required adding 2 new const to SessionSettings.cs and some modifications to SessionSchedule.cs.



I don't know how to submit it for inclusion in a future release.  I'd be happy to forward it to someone who would like to take a look at  what I did and maybe submit it.





-----Original Message-----

Date: Mon, 10 Feb 2014 12:47:52 -0600

From: Grant Birchmeier <gbirchmeier at connamara.com><mailto:gbirchmeier at connamara.com>>

To: "Mailing list for QuickFIX/n" <quickfixn at lists.quickfixn.com><mailto:quickfixn at lists.quickfixn.com>>

Subject: Re: {{Quickfixn}} daily auto-reset for a Sunday-to-Friday

                session

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You are correct on StartDay/EndDay; this causes a weekly session.



I don't believe any QF offers this feature.  You can configure a daily session that resets every day, or you can configure a weekly session that only resets once a week.



People have asked for what you are describing, but no one has stepped up to implement it.





On Mon, Feb 10, 2014 at 12:41 PM, Joseph Lam <joseph.lam at orbis.com><mailto:joseph.lam at orbis.com>> wrote:



>  Hi

>

>

>

> Does anyone know how I should configure QuickFIX/n (initiator) so that

> it will connect from say Sunday to Friday, starting at say 5:30pm each

> day and ending at 5pm the next day, with seqnum automatically reset daily?

>

>

>

> I notice there are StartDay/EndDay parameters but do they cause the

> reset to happen weekly instead of daily?

>

>

>

> Regards,

>

> Joseph

>

>

>

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