Real time quote feed with QUICKFIX

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I am new to quickfix and so far able to get only single response. I want to get nonstop ,real-time quote-feed (as can be seen in a trading-platform’s ‘quote-panel UI’).How can i achieve this in c#?

What I have tried:

1. logged on to quote-session
2. subscribed to market data
3. sent “single-message” quote-request (EUR/USD for example)
4. Finally i got response from fix-server (with current bid/ask/volume for symbol EUR/USD)

Posted 9-Aug-18 23:37pm

Member 11717657

Updated 10-Aug-18 0:38am

v4

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F-ES Sitecore 10-Aug-18 6:44am

You'll need to ask them if they support a real-time feed, but it's likely people just poll the api instead, so ask every second or every 5 seconds what the rate it.

Member 11717657 29-Oct-18 10:07am

Thanks for your comments!! Quote request satisfies this requirement with feeding continuous rates until expiry time

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Richard MacCutchan · Answer 1 · 2018-08-10T00:39:00

Solution 1

See QuickFIX Documentation[^].

Posted 10-Aug-18 0:39am

Richard MacCutchan

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Member 11717657 29-Oct-18 10:08am

Thanks!