November 2019
Beginner
394 pages
10h 31m
English
The role of the initiator is to start a connection with the acceptor. When the connection is established, the initiator will subscribe to the acceptor and request price updates. The first function we will review is the function to subscribe. This function will be called once the connection is established.
The subscribe function will be called after fixed intervals. When this function is called, we need to check whether there is an active session. It will build the market data request by iterating through the list of symbols. Let's have a look at the following code block:
8=FIX.4.4|9=78|35=V|146=1|55=USD/RUB|460=4|167=FOR|262=2|263=1|264=0|265=0|267=2|269=0|269=0|10=222|
As we can see, the message will have a message type ...