Response from a Send

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Response from a Send

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



Hi,

 

I’m attempting to send a transaction using Quickfixj and then receive some sort of response to the send. Am I guaranteed to get the response if I use something similar to the onMessage examples for my application object? In other words will I get back an ExecutionReport, given that the receiver is FIX compliant? I guess then, it’s my responsibility to do something with the report. It seems like for every initiator.sendMessage, I need to then create an acceptor and put the execution report someplace. The nature of the process doesn’t allow me to harvest the ExecutionReport once I’ve sent all the messages I’ve sent, but rather send message, get execution report…etc.

Thanks,

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: Response from a Send

Robert Engels-2
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Not the way fix works. It is asynchronous.

The responses won't necessarily arrive in the same order as your requests, and there may be other (or multiple) messages to a single request. How is actually works depends on the counter-party processing.

If you send a single request and nothing else, MOST LIKELY what you next receive from the counter-party in terms of execution reports will be in response to that request, but not guarenteed.

For example:

you send a 'good till cancel' order request #1
you receive a 'booked' confirmation on #1
you send another 'order request' on #2
you receive a fill on order request #1
you receive the booked on #2



On Thu, Jun 1, 2017 at 9:04 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 attempting to send a transaction using Quickfixj and then receive some sort of response to the send. Am I guaranteed to get the response if I use something similar to the onMessage examples for my application object? In other words will I get back an ExecutionReport, given that the receiver is FIX compliant? I guess then, it’s my responsibility to do something with the report. It seems like for every initiator.sendMessage, I need to then create an acceptor and put the execution report someplace. The nature of the process doesn’t allow me to harvest the ExecutionReport once I’ve sent all the messages I’ve sent, but rather send message, get execution report…etc.

Thanks,

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:(609)%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

 

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Re: Response from a Send

Øyvind Matheson Wergeland
In reply to this post by Peter Adelmann
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Both acceptors and initiators can send and receive messages. The difference is which side is waiting for a connection (acceptors), and which side is initiating the connection (initiators). You have to agree this with your counterpart.

QuickFix/J guarantees to call onMessage for all received business messages. You typically need to put the received message on some safe queue and handle it from there. Do not spend a lot of time in onMessage, as it will block receiving further messages. Throwing an exception in onMessage will generate an error message to your counterpart that they most likely will not handle.

What kind of message you receive depends on your counterpart. A TradeCaptureReport is usually replied with a TradeCaptureReportAck.

Hope this helps!

Regards, Øyvind

Den 1. jun. 2017 kl. 16.04 skrev Peter Adelmann <[hidden email]>:

Hi,

 

I’m attempting to send a transaction using Quickfixj and then receive some sort of response to the send. Am I guaranteed to get the response if I use something similar to the onMessage examples for my application object? In other words will I get back an ExecutionReport, given that the receiver is FIX compliant? I guess then, it’s my responsibility to do something with the report. It seems like for every initiator.sendMessage, I need to then create an acceptor and put the execution report someplace. The nature of the process doesn’t allow me to harvest the ExecutionReport once I’ve sent all the messages I’ve sent, but rather send message, get execution report…etc.

Thanks,

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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