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<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Verdana",sans-serif">Hello
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">I am building a C# solution based on QuickFix/ 1.8.0.
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">Below is the basic structure of my application. I see replies coming in from our counterparty, but unfortunately they don’t show up in the message store type,
which in this case is a MemoryStore. However I do see all outgoing messages, like logon, heartbeat and the market data request messages.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">The challenge behind this issue is that one market data request results in many replies (of type: MarketDataSnapshotFullRefresh) on which I have to do some calculations
upon.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">Following a couple of questions:
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-18.0pt;mso-list:l0 level1 lfo1"><![if !supportLists]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><span style="mso-list:Ignore">1.<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">Why is quickfix behaving this way? Do I have to explicitly add the replies to the store?<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-18.0pt;mso-list:l0 level1 lfo1"><![if !supportLists]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><span style="mso-list:Ignore">2.<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">What is the intended way to synchronize / control the request/reply dataflow?<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-18.0pt;mso-list:l0 level1 lfo1"><![if !supportLists]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><span style="mso-list:Ignore">3.<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">How do I know, at which point all requested replies have been received?<o:p></o:p></span></p>
<p class="MsoListParagraph" style="text-indent:-18.0pt;mso-list:l0 level1 lfo1"><![if !supportLists]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><span style="mso-list:Ignore">4.<span style="font:7.0pt "Times New Roman"">
</span></span></span><![endif]><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">What is the best way to await a logon to complete?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">Thanks and Best regards,
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif">Matthias Güntert<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:"Verdana",sans-serif"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">public class FixMessageHandler : MessageCracker, IApplication<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">{<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> private Session _session;<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> [...]<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> public void OnCreate(SessionID sessionID)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> this._session = Session.LookupSession(sessionID);<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> public void FromApp(Message message, SessionID sessionID)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> try<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> Crack(message, sessionID);<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> catch (UnsupportedMessageType ex)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> [...]<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> public void OnMessage(MarketDataSnapshotFullRefresh message, SessionID sessionId)<o:p></o:p></span></p>
<p class="MsoNormal" style="text-indent:35.4pt"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">{<o:p></o:p></span></p>
<p class="MsoNormal" style="text-indent:35.4pt"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> this._logger.Info(“MarketDataSnapshotFullRefresh received”);<o:p></o:p></span></p>
<p class="MsoNormal" style="text-indent:35.4pt"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">}<o:p></o:p></span></p>
<p class="MsoNormal" style="text-indent:35.4pt"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> […]<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">}<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">public class FixClient : SocketInitiator<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">{<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> [...]<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> public void SendRequest(MarketDataRequest request)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> Session.SendToTarget(request, this._sessionId);<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> public void ReadReplies()<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> {<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> var session = Session.LookupSession(this._sessionId);<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> var messages = List<string>();<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> session.MessageStore.Get(0,100, messages)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> [...]<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas"> }<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-size:10.0pt;font-family:Consolas">}<o:p></o:p></span></p>
</div>
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