Posted: Jun 27, 2012 @ 09:35 AM             Msg. 1 of 2

Hi!
Is it possible to get an example (full fix string 8 = .....) on how to place a Market Data Request to fix 4.4 for E-Mini S & P 500 September 12 (ESU12.CME)?
and, if possible, a similar example of a newOrder (Until cancel) on the same instrument?
and if possible also a similar example of a Cancel orders on the same instrument?
Regards
Olle

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Olle Hellgren

Posted: Jun 27, 2012 @ 05:11 PM             Msg. 2 of 2

OEC do not provide market data over FIX protocol.

Full FIX string is different in different situations. I would recommend to use some ready-to-use FIX engine like QuickFIX to avoid operating with raw data.

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Victor Vins
Lead Software Developer