How to Construct an IOI Message so that I could able to send the message using QuickFix

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Imported from previous forum

2

Hi,

Can any one tell me, how do I create an IOI message and send it using QuickFix Engine using C#.

I have created an Executor program which is act as a Server and the other one as an Initiator by looking at some examples. My problem is that I want to send a IOI Message from the Executor, so that my Initiator Program can receive it. But I do not know How to construct a IOI Message and also do not know How to send it.

The Message is :-
57=XXX,23=#2,28=N,55=IBM,54=1,27=80000,44=117,15=USD,130=Y,58=Very Far

Thank you,
Arun

3

[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
Refer to the documentation that came with your QuickFIX libraries: doc\html\index.html. In general you would write something like this in C##:

using QuickFix;

void sendIOI(const SessionID& sessionID_)
{
QuickFix44.IndicationOfInterest message();
message.getHeader().set(new TargetSubID(“XXX”));
message.set(new IOIid(“#2”));
message.set(new IOITransType(IOITransType_NEW));
message.set(new Symbol(“IBM”));
message.set(new Side(Side_BUY));
message.set(new IOIQty(“80000”));
message.set(new Price(117));
message.set(new Currency(“USD”));
message.set(new IOINaturalFlag(true));
message.set(new Text(“Very Far”));
Session.sendToTarget(message, sessionID_);
}

Hi,

Can any one tell me, how do I create an IOI message and send it using
QuickFix Engine using C#.

I have created an Executor program which is act as a Server and the
other one as an Initiator by looking at some examples. My problem is
that I want to send a IOI Message from the Executor, so that my
Initiator Program can receive it. But I do not know How to construct
a IOI Message and also do not know How to send it.

The Message is :-
57=XXX,23=#2,28=N,55=IBM,54=1,27=80000,44=117,15=USD,130=Y,58=Very Far

Thank you, Arun

4

I have found a useful site that may explain what you need to know http://forums.devshed.com/c-programming-42/sample-c-app-422545.html it explain the develpment of c# and how to do what you asked. Also with online trading it explain how to do this also.

References:

www.simplystockbroking.com