Samwel,
> Other than the first three fields of a FIX header message (fields
> 8,9,35), does the order of the ohter field in the message header matter?
The FIX spec is a bit ambiguous about order - the order of fields in
FIX messages doesn't really matters, and most implementations handle
it correctly if the SOH (field-delimeter) character is in the right
place. We just rely on the order that QuickFIX/J emits them which
seems to be in the same order as in the spec.
> After initiating a session with the exchange, can i send a message other
> than the orders?
> Our application requires first a standard login then another message to be
> sent with more login details before any orders can be sent.
If you are asking about the Marketcetera exchange simulator, then we
only support orders/cancels, with cancel/replace being available
sometime later this week.
If you are talking about using the Marketcetera Platform to connect to
a different FIX counterparty, then you certainly modify the
application to send additional messages out if needed. You can modify
the org.marketcetera.ors.QuickFIXApplication.fromAdmin() method to
send another message out when you get a Login coming in to
Marketcetera.
The message modifiers framework
(
http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/MessageModifiers) is currently only setup to act on outgoing messages (ie orders
coming into ORS from Photon or OrderLoader) before they are sent out,
so you'll have to make a change to the code in order to send out
another message before you can start trading.
Does that answer your question?
--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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