spotware FIX api example

rmssf
09 Sep 2016, 16:44

RE:

tetra said:

Is there a simple FIX example is available somewhere in C#?

Hi,

Yes, there is: http://quickfixn.org

Rui

tetra
09 Sep 2016, 17:04

RE: RE:

I am looking for an example like this: https://github.com/spotware/connect-csharp-samples

I don't think external library is necessary, but if you have an example with that, could you copy paste a kick-start snippet? Login and subscribe quote/depth?

Thanks,

rmssf said:

tetra said:

Is there a simple FIX example is available somewhere in C#?

Hi,

Yes, there is: http://quickfixn.org

Rui

rmssf
09 Sep 2016, 17:16

RE: RE: RE:

You need a FIX library, and that site implements one with source code and working examples.

tetra said:

I am looking for an example like this: https://github.com/spotware/connect-csharp-samples

I don't think external library is necessary, but if you have an example with that, could you copy paste a kick-start snippet? Login and subscribe quote/depth?

Thanks,

 

rmssf said:

tetra said:

Is there a simple FIX example is available somewhere in C#?

Hi,

Yes, there is: http://quickfixn.org

Rui

 

tetra
09 Sep 2016, 18:28

RE: RE: RE: RE:

Are you using that library? Do you have a snippet to share?

rmssf said:

You need a FIX library, and that site implements one with source code and working examples.

 

tetra said:

I am looking for an example like this: https://github.com/spotware/connect-csharp-samples

I don't think external library is necessary, but if you have an example with that, could you copy paste a kick-start snippet? Login and subscribe quote/depth?

Thanks,

 

rmssf said:

tetra said:

Is there a simple FIX example is available somewhere in C#?

Hi,

Yes, there is: http://quickfixn.org

Rui

 

 

ianj
09 Sep 2016, 19:06

RE: RE: RE:

Haha - If you don't THINK an external library is necessary, then it is 

The synchchronisation issues alone ensure that 

Any of the quickfix* implementations should work without a problem once you work out the spotware specifics and limitations

tetra said:

I am looking for an example like this: https://github.com/spotware/connect-csharp-samples

I don't think external library is necessary, but if you have an example with that, could you copy paste a kick-start snippet? Login and subscribe quote/depth?

Thanks,

 

tetra
09 Sep 2016, 19:33

RE: RE: RE: RE:

Tell me more, why can't I just read the socket and parse the messages? It is never too late to learn.

I see somebody already give it a try: /forum/fix-api/10251

ianj said:

Haha - If you don't THINK an external library is necessary, then it is 

The synchchronisation issues alone ensure that 

Any of the quickfix* implementations should work without a problem once you work out the spotware specifics and limitations

tetra said:

I am looking for an example like this: https://github.com/spotware/connect-csharp-samples

I don't think external library is necessary, but if you have an example with that, could you copy paste a kick-start snippet? Login and subscribe quote/depth?

Thanks,

 

ianj
09 Sep 2016, 22:58

RE: RE: RE: RE: RE:

Because the protocol uses sequence numbers and a number of messages to maintain the sequence numbers. If you try and recreate without having the proper knowledge you will waste far more time than getting a proper FIX library to work

They are not so honorous for a PRICE feed where you normally just reset the sequence number but many TRADE feeds are fussier about supporting the proper messages (though spotware seems particularly tolerant) 

The messages field/groups can also be pretty position dependent - if you intend on rolling your own then its better you sample an actually working stream (using a conventional FIX library - lol) and then reproduce it

The only reasonable argument i can imagine for rolling your own parsing is extreme speed/low latency where you implement you own custom parsing suited to the stream. This is, however, a very specialist use case

Good luck 

tetra said:

Tell me more, why can't I just read the socket and parse the messages? It is never too late to learn.

I see somebody already give it a try: /forum/fix-api/10251