{{Quickfixn}} Cracking Messages From Strings

Francis Gingras francis at tradeintegration.com
Mon Sep 28 09:17:31 PDT 2015


You could stuff all trade-related messages into a disk-based MSMQ instead of a collection. That way you won't lose any messages unless you have a hardware crash. Not as lightning fast as a collection but it's still pretty good.

Francis
__________________________________
Monday, September 28, 2015, 11:45:58 AM, Ian wrote:


Hi all,
 
I have messages being processed on an alternate thread so if there is a system crash I need to restore any unprocessed ones from the current messages log file.  Someone had suggested resetting the seq num which I tried but this causes problems with my provider and doesn’t really work as essentially I have received the messages I was just holding them in memory for processing.
 
Restoring from the log file seems robust and is working great except I need to Crack the messages into a strongly typed class.  There doesn’t seem to be a very easy way to do this as it seems to be baked into the QuickFix engine.
 
Does anyone know how to Crack messages outside of the actual QuickFix engine?
 
Many thanks,
Ian.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/attachments/20150928/4d3198bf/attachment-0002.htm>


More information about the Quickfixn mailing list