如何将FIX消息存储到数据库中

Question

I want to know that how to store the FIX message into the database to keep the log of the transferring message. Is it to store whole message into the single column of the table or store the whole message in the Tag value format ie column names should be tag names or tag values and actual transferring message values in the row. can anyone give me suggestion on it. Thanks in advance.

Answer 1

This is not a built-in feature of QuickFIX. Even when you configure QuickFIX to use a DB for the message store, it is not meant for application-level access. That is, it is not intended that you are to be able to access or manipulate it, and QF does not give you methods to do so.

That said, implementing DB storage at the application level is not very difficult, and the questions you're asking are dependent on your needs and preferences. There isn't really a general correct answer.

One tip, though, is to not do the DB-save in the QuickFIX callbacks themselves. You should probably do that work off of the QF thread. Instead, I think those callbacks to save those messages into a separate queue, and a different thread should be responsible for operating on that queue and saving those messages into the DB.