02 2013 档案

Relationship between the FIX Protocol's OrdID, ClOrdID, OrigClOrdID?
摘要：A quick note about usages of fields. My experience is that many who implement FIX do it slightly differently. So be aware that though I am trying to explain correct usage you may find that there are differences between implementations. When I connect to a new broker I get a FIX specification which d 阅读全文
posted @ 2013-02-26 22:15 hailong 阅读(493) 评论(0) 推荐(0) 编辑
QuickFix MsgHandler
摘要：YourfromApp()callback gets aMessageobject. That message is actually a NewOrderSingle or ExecutionReport or something. Rather than making you figure it out, QF lets you inherit fromMessageCracker. To use it, callcrack()in yourfromApp(), as follows:void fromApp( const FIX::Message& message, const 阅读全文
posted @ 2013-02-26 22:03 hailong 阅读(530) 评论(0) 推荐(0) 编辑
QuickFix自定义消息
摘要：在消息中添加自定义字段有两个步骤。例如，我们将增加TAG（9006）的AwesomeField字符串字段。首先，把它添加数据字典的Fields当中：<fields><fieldnumber="1"name="Account"type="STRING"/><fieldnumber="2"name="AdvId"type="STRING"/><fieldnumber="3"name="AdvRefID&quo 阅读全文
posted @ 2013-02-26 11:26 hailong 阅读(1183) 评论(1) 推荐(0) 编辑
看下最近公司的招聘需求
摘要：We are looking for Senior Windows C++ developers with strong network programming experience. The senior developer will focus on specifying, designing, prototyping and implementing the industry-leading SaaS-based datacenter monitoring solution for Windows platformQualifications:BS/MS degree and 3+ ye 阅读全文
posted @ 2013-02-24 14:38 hailong 阅读(193) 评论(0) 推荐(0) 编辑

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