2013年2月26日
Relationship between the FIX Protocol's OrdID, ClOrdID, OrigClOrdID?
摘要： A quick note about usages of fields. My experience is that many who implement FIX do it slightly differently. So be aware that though I am trying to explain correct usage you may find that there are differences between implementations. When I connect to a new broker I get a FIX specification which d 阅读全文
posted @ 2013-02-26 22:15 hailong 阅读(506) 评论(0) 推荐(0)
QuickFix MsgHandler
摘要： YourfromApp()callback gets aMessageobject. That message is actually a NewOrderSingle or ExecutionReport or something. Rather than making you figure it out, QF lets you inherit fromMessageCracker. To use it, callcrack()in yourfromApp(), as follows:void fromApp( const FIX::Message& message, const 阅读全文
posted @ 2013-02-26 22:03 hailong 阅读(537) 评论(0) 推荐(0)
QuickFix自定义消息
摘要： 在消息中添加自定义字段有两个步骤。例如，我们将增加TAG（9006）的AwesomeField字符串字段。首先，把它添加数据字典的Fields当中：<fields><fieldnumber="1"name="Account"type="STRING"/><fieldnumber="2"name="AdvId"type="STRING"/><fieldnumber="3"name="AdvRefID&quo 阅读全文
posted @ 2013-02-26 11:26 hailong 阅读(1209) 评论(1) 推荐(0)