{{Quickfixn}} Processing execution reports synchronously

[Lee, Oscar x38263]

Yep you explained it great. Thanks for the quick response!

Oscar Lee | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8263 |
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From: Quickfixn [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Grant Birchmeier
Sent: Wednesday, February 13, 2019 12:31 PM
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Processing execution reports synchronously

EXTERNAL EMAIL




I don't totally understand.  Synchronous to what?

I do suspect you're thinking about FIX and QF wrong.  When you get a request, the best you can do is to process it ASAP and send the confirmation ASAP.  But you can't hold up reception of other messages while your'e doing so.  (In fact, if you do, the connection will probably break.  You need to spend as little time in the FIX callbacks, e.g. OnMessage, as possible.)

-Grant



On Wed, Feb 13, 2019 at 11:18 AM Lee, Oscar x38263 <Oscar.Lee at broadridge.com<mailto:Oscar.Lee at broadridge.com>> wrote:
Is it possible to process a QuoteResponse to ExecutionReport synchronously? I’m attempting to have a user execute a trade and receive confirmation that the order was successfully filled / rejected immediately instead of receiving a confirmation later on.

Is this feasible? Or am I attempting to use the FIX protocol in the wrong way?

Oscar Lee | Broadridge FX & Liquidity Solutions
10 Bank Street | White Plains, NY 10606 | USA | p +1 914 288 8263 |
[cid:image001.jpg at 01D241A9.89D4F880]<https://www.linkedin.com/company/broadridge-financial-solutions> [cid:image002.jpg at 01D241A9.89D4F880] <https://twitter.com/broadridge>  [cid:image003.jpg at 01D241A9.89D4F880] <https://www.youtube.com/user/BroadridgeInsights>  [cid:image004.jpg at 01D241A9.89D4F880] <https://www.facebook.com/BroadridgeCareers>
broadridge.com<http://www.broadridge.com/>


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