如何在QuickFix中获取SessionID

Question

I am using QuickFix with Python. On the back of this question, I've explored the SessionID class a bit, but I am mystified by the behavior.

The SessionID class is described here . It is formed of a BeginString, SenderCompID and TargetCompID.

Say my SessionID in string form looks like this: FIX.4.2:LMXTS->TS68.

fix.SessionID().fromString() returns :->

Which if you look, are the three filler characters separating the BeginString, SenderCompID and TargetCompID.

fix.SessionID().getBeginString returns 8=☺ (ie the BeginString is nowhere). And the same thing applies to getSenderCompID and getTargetCompID , they return 49=☺ and 56=☺ respectively.

fix.SessionID().getTargetCompID().getValue() returns the empty string '' .

Trying another way, fix.SessionID().fromString('FIX.4.2:LMXTS->TS68') returns None .

I am trying to get these values after the session is created (which I can explicitly see happening when I pass fix.ScreenLogFactory(settings) to the initiator. So I am confused.

Answer 1

The method void onLogon( const SessionID& ) {} in Application.h is fired when the session is logged on, and gives you a reference to a SessionID . You could inspect the SessionID object inside onLogon to see how it behaves.

Answer 2

It sounds like you're looking at the session directly after creating it, before logging on etc. So that means you're not using a breakpoint in, say, FromApp or ToApp to look at the session properties there. If you do, you get the properties directly ie SenderCompID, or TargetCompID.

I cannot find the method SessionID in the objects I use. How do you define your 'fix' object?

Answer 3

you can do it any of the quickfix methods after your session is created as the sesionId is one of the parameters.

The first method fired is onCreate so you can potentially store the sesionId in your class var and then reuse if if and when required to retrieve your settings. You can also use the onLogon method as suggested in one of the other answers.

Example below

def onCreate(self, sessionID):
    self.session_id = sessionID
    target = sessionID.getTargetCompID().getString()
    sender = sessionID.getSenderCompID().getString()