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| wbi_student |
 Posted: Tue Jul 26, 2011 2:17 am Post subject: FIX server integration using the broker |
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Novice
Joined: 25 Jul 2011
Posts: 13
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Hi,
Anyone try talking to a fIX server and initiating a fix session using the broker? my understanding is that one would need to send the logon message 35=A, send the fix data and then the logout message (MsgType=5 or 35=5).
any further pointers as to how one could go about setting this up?
Cheers |
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| mqjeff |
| Posted: Tue Jul 26, 2011 4:44 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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| What protocol does the Fix server use to communicate? |
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| Ric-Tic |
| Posted: Tue Jul 26, 2011 5:23 am Post subject: Re: FIX server integration using the broker |
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Apprentice
Joined: 18 Nov 2003
Posts: 38
Location: Zurich, Switzerland
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| wbi_student wrote: |
Hi,
Anyone try talking to a fIX server and initiating a fix session using the broker? my understanding is that one would need to send the logon message 35=A, send the fix data and then the logout message (MsgType=5 or 35=5).
any further pointers as to how one could go about setting this up?
Cheers |
The Session is more likely to be:
Initiate LogonType 5
Receive Logon Acknowledgement
Send application message
Send Logout
Receive Logout Acknowledgement
And one should allow for Resend Requests and Rejects in the event of non-receipt or invalid messages |
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| wbi_student |
| Posted: Tue Jul 26, 2011 6:37 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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| so how would i go about creating this message flow or set of flows? Im wondering what kinf nodes would allow me to send this sequence of messages whenever I receive a FIX message on the input node? is this better done with a java compute or custom node? |
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| mqjeff |
| Posted: Tue Jul 26, 2011 6:42 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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| wbi_student wrote: |
| so how would i go about creating this message flow or set of flows? Im wondering what kinf nodes would allow me to send this sequence of messages whenever I receive a FIX message on the input node? is this better done with a java compute or custom node? |
You would use transformation nodes to produce the relevant messages and then request nodes to send the relevant messages and receive the relevant responses.
Which nodes depends, again, on WHAT TRANSPORT DOES FIX USE? |
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| wbi_student |
| Posted: Tue Jul 26, 2011 7:31 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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| this is just FIX over TCP/IP. So Im thinking that would be TCPIPclientOutput nodes. but how would I order the mesges to be sent in that order in the flow when a fix message arrives at the input. i.e for a given input message, send a logon, payload and then logoff? |
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| wbi_student |
| Posted: Tue Jul 26, 2011 7:33 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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i.e how would I do this ordering for a given input :
Initiate LogonType 5
Receive Logon Acknowledgement
Send application message
Send Logout
Receive Logout Acknowledgement |
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| mqjeff |
| Posted: Tue Jul 26, 2011 7:35 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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| MqInput->Compute1->TCPIPClientOutput->TCPIPClientReceive->Compute2->TCPIPClientOutput->TCPIPClientRecieve.... |
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| wbi_student |
| Posted: Tue Jul 26, 2011 7:56 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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| How could I do the logon/ack and logoff operations independent of the fix arrival? so that I can send the fix messages as they arrive to the fix server instead of logon/logoff every time. should I have say 3 'branches' to the same flow from the MQInput Node, so that the triggering event would be message arriving on the input node and then a flow order node to process the logon/ack , send payload and logoff operations? |
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| wbi_student |
| Posted: Tue Jul 26, 2011 8:04 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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so, im thinking
--->ComouteNodeForLogon-->TCPIPClientOP
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<---ComouteNodeForAck-->TCPIPClientIP
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MQINPUT -->FLowOrder->-->ComputeNodeForPayload--->TCPIPClientOP
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|--->ComouteNodeForLogff-->TCPIPClientOP |
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| mqjeff |
| Posted: Tue Jul 26, 2011 8:28 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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I'd do it in one flow, and use an EXTERNAL variable to check to see if you need to log on or not.
MQInput->Compute1-(out1)->ComputeLogon->...
-(out2)-ComputePayload->.. |
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| wbi_student |
| Posted: Tue Jul 26, 2011 8:43 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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| but Im thinking I would need a flow order after the compute node to first logon and receive ack, then send paylod and then loggoff right? also how I handle the ack validation, i.e how/where would that fit into the flow. would it be second in the flow order sequence after the logon? |
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| mqjeff |
| Posted: Tue Jul 26, 2011 8:51 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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I don't know fix enough to say.
My point was you should only logon, and logoff, when you need to - rather than every time.
This may or may not be true of the ack. |
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| wbi_student |
| Posted: Tue Jul 26, 2011 10:39 am Post subject: |
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Novice
Joined: 25 Jul 2011
Posts: 13
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| so based on your explanation, im assuming that there is an implicit ordering int he compute node? i.e the branch originating out of the out1 terminal of a compute node is executed first before the payload branch and I wont need anythign explicit liek a FlowOrder? |
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| mqjeff |
| Posted: Tue Jul 26, 2011 10:43 am Post subject: |
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Grand Master
Joined: 25 Jun 2008
Posts: 17447
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| No, you would use PROPAGATE to control which one was called. |
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