what message is received when user stops a QuoteRequest?

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what message is received when user stops a QuoteRequest?

Fernando Salzedo
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Hi,

First of all I have to thank for this mailing list. Being a newbie using this protocol and library I have the next questions:
  • I have to use QuoteRequest in order to get a stream of currency prices but I need to maintain this stream till the user wants to cancel this stream so:
    • QuoteCancel message as far as I know is sended by the server to stop this stream but what message is received from the server when the client cancels this stream, the same QuoteCancel message? This is important because I need to distinguish from being stopped the stream from the server or from the client
  • Another question would be how to wait tillĀ  I got a response from a QuoteRequest or a NewSingleOrder from the server. I have seen some examples sleeping the main client thread polling for a condition to be true with a timeout, so:
    • The problem with the timeout is what to send to user if I get a timeout? The operation was ok or not?
    • Other way would be no to use the timeout but what happens if the server gets down for example and the main client thread waits forever to get an answer? How to solve this situation? is there a default timeout to get an answer from the server?

Thanks!




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Re: what message is received when user stops a QuoteRequest?

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



Hi Fernando,

FIX Protocol is used differently by different groups. The group you are connecting to should have a FIX document outlining how messages will be sent.

With that said, usually the data flow is as follows:
  1. Client sends a QuoteRequest to the broker
  2. Broker responds with stream of Quote messages
  3. Client can send a QuoteResponse message, ending stream of quotes
  4. Broker can send QuoteCancel message, canceling sent quotes

FIXimate is your friend: http://www.fixtradingcommunity.org/FIXimate/FIXimate3.0/

In regards to timeout, depends on what rules you and the counterparty set. For quotes, you can control the flow by sending a QuoteResponse message. Orders can have instructions sent to the counterparty on how to handle them. DAY orders means the system should cancel all orders at end of business day. GTC or GTD orders may persist beyond the trading day.

Hope this helps.


Regards,

Jose E. Chavez


On Sat, Jul 8, 2017 at 10:34 AM, Fernando Salzedo <[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,

First of all I have to thank for this mailing list. Being a newbie using this protocol and library I have the next questions:
  • I have to use QuoteRequest in order to get a stream of currency prices but I need to maintain this stream till the user wants to cancel this stream so:
    • QuoteCancel message as far as I know is sended by the server to stop this stream but what message is received from the server when the client cancels this stream, the same QuoteCancel message? This is important because I need to distinguish from being stopped the stream from the server or from the client
  • Another question would be how to wait tillĀ  I got a response from a QuoteRequest or a NewSingleOrder from the server. I have seen some examples sleeping the main client thread polling for a condition to be true with a timeout, so:
    • The problem with the timeout is what to send to user if I get a timeout? The operation was ok or not?
    • Other way would be no to use the timeout but what happens if the server gets down for example and the main client thread waits forever to get an answer? How to solve this situation? is there a default timeout to get an answer from the server?

Thanks!




Libre de virus. www.avast.com

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