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Encapsulated payload (http://www.cmegroup.com/confluence/display/EPICSANDBOX/Drop+Copy+4.0#DropCopy4.0-Encapsulatedpayload)

 


How to build CME Client sample

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If the build is successful you will find executable file "CMEClient.exe" at "samples/CMEClient/bin".

 


On Linux navigate to the "samples/" folder  and execute make:

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If the build is successful you will find executable file "CMEClient" at "samples/CMEClient/bin".

 


CME client sample usage

Configure

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CMESample.Port = 9026  
CMESample.SenderCompId = TSTCIDN // the last symbol of SenderCompID should be N as hot faioverfailover is not supported
CMESample.SenderSubId = TST
CMESample.SenderLocationId = RU // this parameter specifies location of client and can be set arbitrarily
CMESample.Password = password123

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Logs for the current session will be stored in the "samples/CMEClient/bin/logs" folder.

 


Menu:
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1. Begin Week Logon
2. Mid Week Logon
3. In-Session Logon
4. Disconnect session
5. Set Seq Nums
6. Switch Backup to Primary Host Ip
7. Reconnect Session Mid Week
8. Send message (for Trading interface only)
9. Send Test Request message (used in In-Session Logon)
0. Exit
=============================================

 


After the start you will also see all needed parameters, parsed from "engine.properties" file:

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For each particular Market Segment a separate Session is created.

 


After the start and after each operation this menu will be displayed.

To execute an operation enter the number (0 - 9) and hit Enter.

 


Let's now look at each operation from the menu in more detail:

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The main idea of it is shown on the picture below

 


 

Green-colored: classes that are shipped within FIX Antenna's dll (a developer can't modify them) For more info on these classes please see the documenation (http://corp-web.b2bits.com/fixacpp/doc/html/)

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