adding quickfix library
This commit is contained in:
@ -0,0 +1,22 @@
|
||||
# PossDupFlag is set to 'Y', OrigSendingTime is greater than SendingTime, and
|
||||
# MsgSeqNum is too low. A Reject and Logout must be sent.
|
||||
|
||||
iCONNECT
|
||||
I8=FIX.4.135=A34=149=TW52=<TIME>56=ISLD98=0108=30
|
||||
E8=FIX.4.19=5735=A34=149=ISLD52=00000000-00:00:0056=TW98=0108=3010=0
|
||||
|
||||
# send two orders in sequence
|
||||
I8=FIX.4.135=D34=249=TW52=<TIME>56=ISLD11=ID21=338=10040=154=155=INTC
|
||||
E8=FIX.4.19=8135=D34=249=ISLD52=00000000-00:00:0056=TW11=ID21=338=10040=154=155=INTC10=0
|
||||
I8=FIX.4.135=D34=349=TW52=<TIME>56=ISLD11=ID21=338=10040=154=155=INTC
|
||||
E8=FIX.4.19=8135=D34=349=ISLD52=00000000-00:00:0056=TW11=ID21=338=10040=154=155=INTC10=0
|
||||
|
||||
# resend message 2 with larger OrigSendingTime
|
||||
I8=FIX.4.135=D34=249=TW52=<TIME>56=ISLD43=Y122=<TIME+10>11=ID21=338=10040=154=155=INTC
|
||||
|
||||
# reject message
|
||||
E8=FIX.4.19=8235=334=449=ISLD52=00000000-00:00:0056=TW45=258=SendingTime accuracy problem10=0
|
||||
# logout message
|
||||
E8=FIX.4.19=4535=534=549=ISLD52=00000000-00:00:0056=TW10=0
|
||||
I8=FIX.4.135=534=449=TW52=<TIME>56=ISLD
|
||||
eDISCONNECT
|
||||
Reference in New Issue
Block a user