More questions re--> Building a bulk message initiator.

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More questions re--> Building a bulk message initiator.

Peter Adelmann
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I'm trying to build a REST web service(s) which basically will send bulk orders based on a QFJ initiator. We've been using generic Service classes to put most of our service calls(interfacing with jdbc). However with QFJ the Application class seems to perform most of the magic. Could a service class then instantiate an application class or does that sound needlessly complex? The web service will batch up the orders from the database and then send them. I'm planning on using sendMessage. In the examples the SessionId is passed in. I won't have that in my service. I do have a cfg file which contains [SESSION] details. Will that generate the session somehow? I realize there's an api call but since I'm using the cfg file not sure if that's warranted.

Sorry for the rudimentary questions.
Thank you.
Peter Adelmann

________________________________
 Investment Advisory Services are offered through RobustWealth, a registered investment adviser. Please remember that securities cannot be purchased, sold or traded via e-mail or voice message system. This email transmission and any documents, files or previous email messages attached to it may contain information that is confidential or legally privileged. If you are not the intended recipient, you are hereby notified that you must not read this transmission and that any disclosure, copying, printing, distribution, or any action or omission of this transmission is strictly prohibited. If you have received this transmission in error, please immediately notify the sender by telephone at (609) 483-8101 or return and delete the original transmission and its attachments without reading or saving in any manner.

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Re: More questions re--> Building a bulk message initiator.

Colin DuPlantis
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


You'd want the Application instance to be non-transient and cached by
SessionID. The Application needs to be persistent between requests.

You do need to have some way to correlate an order to a session. That's
where you get your SessionID.

One of the things you create in the server-space is an Initiator. This
initiator establishes and maintains FIX sessions. The config for the
sessions is passed as an argument to the Initiator. That's where your
sessions come from.


On 05/24/2017 08:22 AM, Peter Adelmann wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
> Hi,
> I'm trying to build a REST web service(s) which basically will send bulk orders based on a QFJ initiator. We've been using generic Service classes to put most of our service calls(interfacing with jdbc). However with QFJ the Application class seems to perform most of the magic. Could a service class then instantiate an application class or does that sound needlessly complex? The web service will batch up the orders from the database and then send them. I'm planning on using sendMessage. In the examples the SessionId is passed in. I won't have that in my service. I do have a cfg file which contains [SESSION] details. Will that generate the session somehow? I realize there's an api call but since I'm using the cfg file not sure if that's warranted.
>
> Sorry for the rudimentary questions.
> Thank you.
> Peter Adelmann
>
> ________________________________
>   Investment Advisory Services are offered through RobustWealth, a registered investment adviser. Please remember that securities cannot be purchased, sold or traded via e-mail or voice message system. This email transmission and any documents, files or previous email messages attached to it may contain information that is confidential or legally privileged. If you are not the intended recipient, you are hereby notified that you must not read this transmission and that any disclosure, copying, printing, distribution, or any action or omission of this transmission is strictly prohibited. If you have received this transmission in error, please immediately notify the sender by telephone at (609) 483-8101 or return and delete the original transmission and its attachments without reading or saving in any manner.
>
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> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
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Re: More questions re--> Building a bulk message initiator.

Robert Engels-2
In reply to this post by Peter Adelmann
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



FIX sessions are "static" in the sense that for most operations (and venues) you log in, and stay logged in until session close.

That's not to say that you couldn't log out and log back in every time there was a new order to send, but there are two problems: if you're not logged in you are not going to receive the order update/fill notices (until you log in), and most venues frown upon sessions continually going up and down.

On Wed, May 24, 2017 at 10:22 AM, Peter Adelmann <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi,
I'm trying to build a REST web service(s) which basically will send bulk orders based on a QFJ initiator. We've been using generic Service classes to put most of our service calls(interfacing with jdbc). However with QFJ the Application class seems to perform most of the magic. Could a service class then instantiate an application class or does that sound needlessly complex? The web service will batch up the orders from the database and then send them. I'm planning on using sendMessage. In the examples the SessionId is passed in. I won't have that in my service. I do have a cfg file which contains [SESSION] details. Will that generate the session somehow? I realize there's an api call but since I'm using the cfg file not sure if that's warranted.

Sorry for the rudimentary questions.
Thank you.
Peter Adelmann

________________________________
 Investment Advisory Services are offered through RobustWealth, a registered investment adviser. Please remember that securities cannot be purchased, sold or traded via e-mail or voice message system. This email transmission and any documents, files or previous email messages attached to it may contain information that is confidential or legally privileged. If you are not the intended recipient, you are hereby notified that you must not read this transmission and that any disclosure, copying, printing, distribution, or any action or omission of this transmission is strictly prohibited. If you have received this transmission in error, please immediately notify the sender by telephone at <a href="tel:%28609%29%20483-8101" value="+16094838101">(609) 483-8101 or return and delete the original transmission and its attachments without reading or saving in any manner.

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Robert Engels

 

OptionsCity Software
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O. +1 (312) 605-4500 | F. +1 (312) 635-1751 

 

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Re: More questions re--> Building a bulk message initiator.

Jose Chavez
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi Peter,

Have you thought about using Apache Camel for your solution? (http://camel.apache.org/components.html)

You can use a Quartz, JDBC, and QFJ components to wire up a scheduled batch flow.

We are using Apache Camel with QFJ and JMS components to allow customers to interact with our OMS running in a JEE container. It works very well; it's been running for 2 years with very minimal maintenance. 

Thanks,

Jose E. Chavez

On Wed, May 24, 2017 at 12:19 PM, Robert Engels <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



FIX sessions are "static" in the sense that for most operations (and venues) you log in, and stay logged in until session close.

That's not to say that you couldn't log out and log back in every time there was a new order to send, but there are two problems: if you're not logged in you are not going to receive the order update/fill notices (until you log in), and most venues frown upon sessions continually going up and down.

On Wed, May 24, 2017 at 10:22 AM, Peter Adelmann <[hidden email]> wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J
Support: http://www.quickfixj.org/support/


Hi,
I'm trying to build a REST web service(s) which basically will send bulk orders based on a QFJ initiator. We've been using generic Service classes to put most of our service calls(interfacing with jdbc). However with QFJ the Application class seems to perform most of the magic. Could a service class then instantiate an application class or does that sound needlessly complex? The web service will batch up the orders from the database and then send them. I'm planning on using sendMessage. In the examples the SessionId is passed in. I won't have that in my service. I do have a cfg file which contains [SESSION] details. Will that generate the session somehow? I realize there's an api call but since I'm using the cfg file not sure if that's warranted.

Sorry for the rudimentary questions.
Thank you.
Peter Adelmann

________________________________
 Investment Advisory Services are offered through RobustWealth, a registered investment adviser. Please remember that securities cannot be purchased, sold or traded via e-mail or voice message system. This email transmission and any documents, files or previous email messages attached to it may contain information that is confidential or legally privileged. If you are not the intended recipient, you are hereby notified that you must not read this transmission and that any disclosure, copying, printing, distribution, or any action or omission of this transmission is strictly prohibited. If you have received this transmission in error, please immediately notify the sender by telephone at <a href="tel:%28609%29%20483-8101" value="+16094838101" target="_blank">(609) 483-8101 or return and delete the original transmission and its attachments without reading or saving in any manner.

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--

Robert Engels

 

OptionsCity Software
150 S. Wacker Dr., Suite 2300
Chicago, IL 60606

O. +1 <a href="tel:(312)%20605-4500" value="+13126054500" target="_blank">(312) 605-4500 | F. <a href="tel:(312)%20635-1751" value="+13126351751" target="_blank">+1 (312) 635-1751 

 

Connect with OptionsCity at www.optionscity.com  | LinkedIn  |  Twitter  |  YouTube  |  Facebook

 

 


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