<div dir="ltr"><div class="gmail_default" style="font-size:small;color:#000000">Are you connecting to another party, or are you setting up both sides of the connection?</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">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.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">If you are designing both sides, then you have the freedom to decide which messages to use and how to use them.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">I don't think I can offer more advice unless I have more info about your situation.</div><div class="gmail_default" style="font-size:small;color:#000000"><br></div><div class="gmail_default" style="font-size:small;color:#000000">-Grant</div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Thu, Oct 3, 2019 at 12:56 AM Чингиз Шакенов <<a href="mailto:hot_tkey@mail.ru">hot_tkey@mail.ru</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
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Hi guys,<br>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.<br><br>I were able to login and logout to a test server, but from this point I don't know where to start from.<br>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.<br>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.<br>Where is the first place to look for informations about all of this? Is there any documentations that explains terminology as well?<br><br>Thanks in advance!<br>-- <br>Чингиз Шакенов
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature"><div><font size="2"><span style="background-color:rgb(0,0,0)"><span style="background-color:rgb(255,255,255)">Grant Birchmeier</span></span></font><font size="2"><font color="#3333ff"><br></font></font></div><div><font size="2"><b><font color="#3333ff"><span style="background-color:rgb(255,204,51)"><span style="background-color:rgb(255,204,102)"><span style="background-color:rgb(255,204,153)"><span style="background-color:rgb(255,255,255)"><span style="background-color:rgb(255,204,0)">Connamara Systems, LLC</span></span></span></span></span></font></b></font><br></div><div><font size="2"><b>Made-To-Measure Trading Solutions.</b></font></div><div><font size="2">Exactly what you need. No more. No less.</font><font size="2"><b><font color="#3333ff"><br></font></b></font></div><div><font size="2"><a href="http://connamara.com" target="_blank">http://connamara.com</a><br></font></div></div>