Distributed fix engine sessions in separate jvm

Hi John

Thank you for your explanation

My requirement is to want each session in one jvm as there is a time
to stop and start the trading session while I would like to continue
getting the quotes without stop to calculate the minute bar

And I would also like to consolidate feeds from different fix
providers and I think the current framework would be able to extend
this easily

Thank you algotrader team

-Timothy

 

Hi Timothy,
   what we were doing at work is we open fix(trough quickfix) sessions in separate java threads. This allows us to start/stop different sessions at any time. We were not using any special library for managing threads.

P.S I personally did not use quick fix. I just know how it works from my colleagues.

Hi 
    
 
    
 
     
 
    

      Can suggest the register API?  
    
 
    
 
     
 
    

      Thanks 
     

 -Timothy 
     
    


 
       
 On 7 Feb, 2012, at 12:50 AM, Romeo8881 roma < 
       [e-mail]> wrote: 
       
 
      

 
      

You can register sessions in separarate threads thus you will be able to start stop separate threads/fix sessions
 
        

          On Feb 6, 2012 2:33 PM, "Timo Yuen" < 
         [e-mail]> wrote: 
         

           Hi John 
          

 Thank you for your explanation 
          

 My requirement is to want each session in one jvm as there is a time 
          
 to stop and start the trading session while I would like to continue 
          
 getting the quotes without stop to calculate the minute bar 
          

 And I would also like to consolidate feeds from different fix 
          
 providers and I think the current framework would be able to extend 
          
 this easily 
          

 Thank you algotrader team 
          


 -Timothy 
          

 On 6 Feb, 2012, at 8:27 PM, John Carse < 
          [e-mail]> wrote: 
          

 > Timoy, 
          
 > 
          
 > The QuickFIX/J engine will handle both sessions in the same JVM. I don't know your requirements, however, on first glance, I don't quite understand why there would be a need for each session to have its own JVM. 
          
 > 
          
 > The framework "knows" to send tick/events to the strategies (MarketDataService) and the order/fill/transactions to the trading session (OrderService). In the current FIX framework, you configure each of the sessions separately (but in the same file) and they are manged by the QuickFIX/J engine. 
          
 > 
          
 > Regards, 
          
 > 
          
 > John