{{Quickfixn}} QuickFIXn starting point

[Grant Birchmeier]

Are you connecting to another party, or are you setting up both sides of
the connection?

If you are connecting to another party, then they should have docs telling
you exactly what to do.  You need to get those docs and read them closely,
and don't write any more code until you do.

If you are designing both sides, then you have the freedom to decide which
messages to use and how to use them.

I don't think I can offer more advice unless I have more info about your
situation.

-Grant

On Thu, Oct 3, 2019 at 12:56 AM Чингиз Шакенов <hot_tkey at mail.ru> wrote:

> Hi guys,
> I'm new to FIX protocol. I was using one of the brokers application to
> develop trading algorithms, but I wasn't happy with their billing policy
> and overheads. So, I decided to implement my own.
>
> I were able to login and logout to a test server, but from this point I
> don't know where to start from.
> Right now the need is a little: receive current transactions (price, time,
> quantity, sell/buy), history of transactions for a given time, history of
> bars of any time intervals for a given time, place limit-market-stop orders.
> As I can understand, for transactions I need to use Market Data message,
> but there are 3 of them: MarketDataIncrementalRefresh, MarketDataRequest,
> MarketDataSnapshotFullRefresh. And for orders there are 4: NewOrderCross,
> NewOrderList, NewOrderMultileg, NewOrderSingle. I don't know which one of
> them should I send to achieve my needs.
> Where is the first place to look for informations about all of this? Is
> there any documentations that explains terminology as well?
>
> Thanks in advance!
> --
> Чингиз Шакенов
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>


-- 
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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