Distributed fix engine sessions in separate jvm

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最新推荐文章于 2025-04-12 21:25:24 发布

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https://groups.google.com/forum/#!topic/algo-trader/Wpb8WLm-Q5A

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.

On 6 February 2012 22:00, Timo Yuen <kai...@gmail.com> wrote:

Hi

Can suggest the register API?

Thanks

-Timothy

On 7 Feb, 2012, at 12:50 AM, Romeo8881 roma < rome...@gmail.com> 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" < kai...@gmail.com> 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 < john...@gmail.com> 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