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<p class="MsoPlainText">Hi Mike and Grant, <o:p></o:p></p>
<p class="MsoPlainText"> Thanks for the earlier replies, I didn’t reply for a while as I was trying not to ask too many questions, I think it's starting to sink in the way it works , I include the original question and answers at the end.<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">My objective is to be able to receive just execution reports from Bloomberg and use that data for a VB application. The Deals will be entered on a Bloomberg console and Bloomberg have told me they will send execution reports to me on
a designated port and IP address. My initial understanding was to setup a tcp/ip listening socket and process the data (not using quickfix terminology here), but if I was to use the quick fix ending it looks like I could use an initiator like (using your recommendation)
the program listed below and override the execution message once Bloomberg send it?<o:p></o:p></p>
<p class="MsoPlainText">Am I understanding this correctly and how can I get the simple acceptor example to send an execution report? Is this what Bloomberg run? Is this the equivalent of your Acceptor socket???<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">I am using the following initiator vb.net program<o:p></o:p></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue">Imports</span><span style="font-size:9.5pt;font-family:Consolas"> QuickFix<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue">Module</span><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:#2B91AF">Module1</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:green">'QuickFIX engine environment variables </span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> <span style="color:blue">Public</span> mySessionSettings
<span style="color:blue">As</span> <span style="color:#2B91AF">SessionSettings</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> myApplication <span style="color:blue">As</span>
<span style="color:#2B91AF">Application</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> myStoreFactory <span style="color:blue">As</span>
<span style="color:#2B91AF">FileStoreFactory</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> myMessageFactory <span style="color:blue">
As</span> <span style="color:#2B91AF">DefaultMessageFactory</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> myLogFactory <span style="color:blue">As</span>
<span style="color:#2B91AF">ScreenLogFactory</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> myInitiator <span style="color:blue">As</span> QuickFix.Transport.<span style="color:#2B91AF">SocketInitiator</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Public</span> LoggedOn <span style="color:blue">As</span>
<span style="color:blue">Boolean</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Sub</span> Main()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> mySessionSettings =
<span style="color:blue">New</span> <span style="color:#2B91AF">SessionSettings</span>(<span style="color:#A31515">"C:\Source\Bespoke Software\TTFIX\QuickFixConsoleApp\QuickFixConsoleApplication\myconfig.cfg"</span>)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myApplication =
<span style="color:blue">New</span> <span style="color:#2B91AF">Application</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myStoreFactory =
<span style="color:blue">New</span> <span style="color:#2B91AF">FileStoreFactory</span>(mySessionSettings)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myMessageFactory =
<span style="color:blue">New</span> <span style="color:#2B91AF">DefaultMessageFactory</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myLogFactory =
<span style="color:blue">New</span> <span style="color:#2B91AF">ScreenLogFactory</span>(<span style="color:blue">True</span>,
<span style="color:blue">True</span>, <span style="color:blue">True</span>)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myInitiator =
<span style="color:blue">New</span> QuickFix.Transport.<span style="color:#2B91AF">SocketInitiator</span>(myApplication, myStoreFactory, mySessionSettings, myLogFactory)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"> myInitiator.start()<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Do</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:green">'Find something to do while waiting</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Loop</span> <span style="color:blue">While</span> LoggedOn =
<span style="color:blue">False</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">End</span> <span style="color:blue">Sub</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue">End</span><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Module<o:p></o:p></span></span></p>
<p class="MsoNormal" style="text-autospace:none">....<span style="font-size:9.5pt;font-family:Consolas;color:blue">
<o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue">Public</span><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Class</span> <span style="color:#2B91AF">Application</span><o:p></o:p></span></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Implements</span> QuickFix.<span style="color:#2B91AF">Application</span><o:p></o:p></span></p>
<p class="MsoPlainText">Public Overloads Sub onMessage(ByVal message As QuickFix.FIX44.ExecutionReport, ByVal Param As QuickFix.SessionID)<o:p></o:p></p>
<p class="MsoPlainText"> System.Console.WriteLine()<o:p></o:p></p>
<p class="MsoPlainText"> ‘Call my VB application with deal information<o:p></o:p></p>
<p class="MsoPlainText"> End Sub<o:p></o:p></p>
<p class="MsoNormal" style="text-autospace:none"><span style="font-size:9.5pt;font-family:Consolas;color:blue">End</span><span style="font-size:9.5pt;font-family:Consolas">
<span style="color:blue">Class<o:p></o:p></span></span></p>
<p class="MsoPlainText">...<o:p></o:p></p>
<p class="MsoPlainText">With the following config file<o:p></o:p></p>
<p class="MsoPlainText">[DEFAULT]<o:p></o:p></p>
<p class="MsoPlainText">ConnectionType=initiator<o:p></o:p></p>
<p class="MsoPlainText">ReconnectInterval=2<o:p></o:p></p>
<p class="MsoPlainText">FileStorePath=c:\fixfiles<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">StartTime=00:00:00<o:p></o:p></p>
<p class="MsoPlainText">EndTime=00:00:00<o:p></o:p></p>
<p class="MsoPlainText">UseDataDictionary=N<o:p></o:p></p>
<p class="MsoPlainText">DataDictionary=C:\fixfiles\Dictionary\<o:p></o:p></p>
<p class="MsoPlainText">HttpAcceptPort=9911<o:p></o:p></p>
<p class="MsoPlainText">SocketConnectHost=127.0.0.1<o:p></o:p></p>
<p class="MsoPlainText">SocketConnectPort=5001<o:p></o:p></p>
<p class="MsoPlainText">FileLogPath=c:\fixfiles\logs\<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">LogoutTimeout=5<o:p></o:p></p>
<p class="MsoPlainText">ResetOnLogon=Y<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText"># standard config elements<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">[SESSION]<o:p></o:p></p>
<p class="MsoPlainText"># inherit ConnectionType, ReconnectInterval and SenderCompID from default<o:p></o:p></p>
<p class="MsoPlainText">BeginString=FIX.4.4<o:p></o:p></p>
<p class="MsoPlainText">SenderCompID=CLIENT1<o:p></o:p></p>
<p class="MsoPlainText">TargetCompID=SIMPLE<o:p></o:p></p>
<p class="MsoPlainText">HeartBtInt=30<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText">I am connecting to the simple client<o:p></o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText"><o:p> </o:p></p>
<p class="MsoPlainText"><span lang="EN-US" style="mso-fareast-language:EN-GB">Original question and responses<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black">(question)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="mso-fareast-language:EN-GB">I have been asked to use the quickfix engine if possible (with the possibility to utilise the full fix engine functionality at a later date) to just receive the execution report (and interface this
with an application), Is it possible to do this from within an acceptor socket. Or should I just write a simple socket program monitoring the port and stream the raw fix execution report data to my application for processing?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="mso-fareast-language:EN-GB">Thanks<o:p></o:p></span></p>
<p class="MsoNormal"><span style="mso-fareast-language:EN-GB">Jonathan<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black"><o:p> </o:p></span></p>
<p class="MsoPlainText"><span style="color:black">(reply from Grant)<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black">" I'm not clear on your question.I think you're asking if you can use the engine just to parse an Execution report, and not actually to connect to an interface, right? Yes, I think this is doable.<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black">I'm not sure where an "acceptor socket" would it in to your question. In FIX terms, an Acceptor is a server and an Initiator is a client. If your app is going to connect to a server and listen for ExecRpts,
your app is going to need to be an Initiator. Your further questions about sockets are confusing me. Are you connecting to a FIX counterparty or not?"
<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black"><o:p> </o:p></span></p>
<p class="MsoPlainText"><span style="color:black">(reply from Mike)<o:p></o:p></span></p>
<p class="MsoPlainText"><span style="color:black">"If you are connecting to bloomberg e.g. to receive dropcopies, you want to create an Initiator app. It will handle all the socket connection and FIX session protocol details for you. Take a look at the TradeClient
example app that comes with QF/n to get started." <o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">O<o:p></o:p></p>
<p class="MsoNormal"><span style="mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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