I am getting market data via quickfixN open source project and using MarketDataSnapshotFullRefresh project. I set 1 minute between the start and end times on config file.System logged out at end time and logged on in 1 minute later. No problem so far...
But I'm not able to get market data. I'm only getting heartbeat data.
Any ideas why I can't get the market data?
Config File
[DEFAULT]
PersistMessages=Y
ConnectionType=initiator
UseDataDictionary=Y
FileStorePath=store
FileLogPath=log
[SESSION]
ConnectionType=initiator
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0
TransportDataDictionary= C:\FIXT11.xml
AppDataDictionary= FIX50.xml
SenderCompID=COMPANY
SenderSubID=COMPANY.SUB
TargetCompID= TARGET_COMPANY
SenderLocationID=QUOTE
SocketConnectHost= 127.0.0.1
SocketConnectPort= 2003
StartTime= 09:26:00
EndTime= 09:25:00
HeartBtInt=20
ReconnectInterval=30
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y
ResetSeqNumFlag=Y
Counterparty sent to me info. While in the test environment it was enough to subscribe to the exchange rate codes only once, I had to subscribe every time I logon the prod environment. I added subscribe code in OnLogon method. It is solved.
public void OnLogon(SessionID sessionID)
{
LogFix.Info("Logon - " + sessionID.ToString());
RunQueryMarketDataRequest();
}