QuickFix Multiple Sessions with same TargetCompID

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QuickFix Multiple Sessions with same TargetCompID

William Grim
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Hi,

My broker requires two separate connections to their FIX server: one for orders and one for market depth.  Unfortunately, both of these connections require the same TargetCompID, and the way the server tells the difference between the two is the TargetSubID in the header.  However, quickfix doesn't have a way to distinguish the two, and if I try to define both sessions in the fix.conf file I have, quickfix will fail with "Configuration failed: Duplication Session FIX.4.4....".

Is there a way to get both the connections up when using the same TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that their system doesn't allow my app to logon when using that protocol, which I guess would've solved my issue, other than making for some really annoying code around both protocols when cracking messages.

I suppose I could try to send another logon request manually or something, but I haven't done that yet.  I will try it, but I'm hoping for some help.

Thanks,
Will
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Re: QuickFix Multiple Sessions with same TargetCompID

Oren Miller
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/

Hi William,

The SessionQualifier serves this purpose. Give them each a different qualifier like 'order' and 'marketdata' and quick fix will know to treat them as separate sessions.

> On Mar 8, 2016, at 8:12 PM, William Grim <[hidden email]> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> My broker requires two separate connections to their FIX server: one for orders and one for market depth.  Unfortunately, both of these connections require the same TargetCompID, and the way the server tells the difference between the two is the TargetSubID in the header.  However, quickfix doesn't have a way to distinguish the two, and if I try to define both sessions in the fix.conf file I have, quickfix will fail with "Configuration failed: Duplication Session FIX.4.4....".
>
> Is there a way to get both the connections up when using the same TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that their system doesn't allow my app to logon when using that protocol, which I guess would've solved my issue, other than making for some really annoying code around both protocols when cracking messages.
>
> I suppose I could try to send another logon request manually or something, but I haven't done that yet.  I will try it, but I'm hoping for some help.
>
> Thanks,
> Will
> --
> Please forgive typos. Sent from my phone.
> ------------------------------------------------------------------------------
> Transform Data into Opportunity.
> Accelerate data analysis in your applications with
> Intel Data Analytics Acceleration Library.
> Click to learn more.
> http://pubads.g.doubleclick.net/gampad/clk?id=278785111&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

------------------------------------------------------------------------------
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Accelerate data analysis in your applications with
Intel Data Analytics Acceleration Library.
Click to learn more.
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Re: QuickFix Multiple Sessions with same TargetCompID

William Grim
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/


Thanks, Oren; that worked perfectly.  I was looking for something like that, but I didn't know what to look for.  I missed it when looking at the configuration page; so, thank you.

Best,
Will

On Tue, Mar 8, 2016 at 9:03 PM Oren Miller <[hidden email]> wrote:
Hi William,

The SessionQualifier serves this purpose. Give them each a different qualifier like 'order' and 'marketdata' and quick fix will know to treat them as separate sessions.

> On Mar 8, 2016, at 8:12 PM, William Grim <[hidden email]> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> My broker requires two separate connections to their FIX server: one for orders and one for market depth.  Unfortunately, both of these connections require the same TargetCompID, and the way the server tells the difference between the two is the TargetSubID in the header.  However, quickfix doesn't have a way to distinguish the two, and if I try to define both sessions in the fix.conf file I have, quickfix will fail with "Configuration failed: Duplication Session FIX.4.4....".
>
> Is there a way to get both the connections up when using the same TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that their system doesn't allow my app to logon when using that protocol, which I guess would've solved my issue, other than making for some really annoying code around both protocols when cracking messages.
>
> I suppose I could try to send another logon request manually or something, but I haven't done that yet.  I will try it, but I'm hoping for some help.
>
> Thanks,
> Will
> --
> Please forgive typos. Sent from my phone.
> ------------------------------------------------------------------------------
> Transform Data into Opportunity.
> Accelerate data analysis in your applications with
> Intel Data Analytics Acceleration Library.
> Click to learn more.
> http://pubads.g.doubleclick.net/gampad/clk?id=278785111&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
--
Please forgive typos. Sent from my phone.
------------------------------------------------------------------------------
Transform Data into Opportunity.
Accelerate data analysis in your applications with
Intel Data Analytics Acceleration Library.
Click to learn more.
http://pubads.g.doubleclick.net/gampad/clk?id=278785111&iu=/4140
_______________________________________________
Quickfix-developers mailing list
[hidden email]
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