Quickfixn Fix 4.2如何在同一会话中向不同的TargetCompID发送和接收消息

Question

How to send & receive Fix messages to different TargetCompID in same session

public void ToAdmin(Message message, SessionID sessionID)
{
if ( (message.ToString().IndexOf("35=D") > 0) || (message.ToString().IndexOf("35=G") > 0) || (message.ToString().IndexOf("35=F") > 0))
{            message.Header.SetField(new TargetCompID("1"));
}
}

9:56:38 ToApp: 8=FIX.4.2 9=261 35=D 34=63 49=555 50=BBBBBB 52=20180918-06:56:38 56=0 128=1 129=AAAAAA 1=555-----126 11=1 21=1 22=4 38=2500 40=2 44=0.03 47=C 48=JO3109211016 54=2 55=JO3109211016 58=Testing Fix Connec 59=1 60=20180918-09:56:38.579 109=126 110=50 111=100 9596=2 9947=55500350 10=140 9:56:38 Exchange: 8=FIX.4.2 9=115 35=3 34=73 49=0 50=AAAAAA 52=20180918-09:56:38 56=555 45=63 58=cannot process order: TargetCompID is invalid 372=D 10=067

Answer 1

TargetCompID is a part of Session's identifier, see http://quickfixn.org/tutorial/configuration.html :

A FIX session is defined in QuickFix/N as a unique combination of a BeginString (the FIX version number), a SenderCompID (your ID), and a TargetCompID (the ID of your counterparty).

So it seems incorrect to try to send messages to different TargetCompID within the same session; you need to create a separate session for each TargetCompID .

Simplest is defining sessions in configuration file (see the link above); alternatively you can create them dynamically - see http://lists.quickfixn.com/pipermail/quickfixn-quickfixn.com/2016q1/000277.html