Understanding FIX Scheduler

The scheduler is used to define reoccured event intervals. A trading system represents a collection of reoccured events. For example, a process is a reoccured event, which can be started or stopped based on a daily or weekly schedule. A FIX session is another exmaple of reoccured event, which may follow a daily or weekly schedule as well (e.g. 24 hour FIX sessions).

In another word, in QWFIX, the schedulers are used to control the life cycles of FIX sessions or FIX engines.

Scheduler Timezone

In QWFIX, all times in Scheduler are local times. A scheduler is always associated with a specific timezone, which can be used for local time/UTC time conversion. It is application developers' responsibility to feed a local time to methods defined in the FIX scheduler class.

Note for application developers: An application can use multiple scheduler with different timezones. In this case it's recommended the application use UTC time which will be converted into different local times by different timezones associated with different scheduler.

Scheduler Intervals and Exceptions

Scheduler is composed of a collection of scheduler period and exceptions period. Each peiord defines a specific time intervals. There are three types of time intervals currently defined in QWFIX system.

• Precise
  Precise interval represents a time interval between two precise times. Precise intervals are usually used to define holiday exceptions.
• Daily-In-Week
  Daily-In-Week interval represents a daily time interval in certain weekdays in a week. Daily-In-Week interval is usually used to define daily schedule in business days.
• Weekly
  Weekly interval represents a time interval with in a week. It is usually used to define a 24 X 5 job.

An exception interval represents a time gap in which a job should be turned off.

In This Section

FIX Scheduler Editor
Provides an overview about FIX Scheduler Editor.

Creating Simple Schedulers
Provides step by step guides about how to create simple schedulers.

Creating Combined Schedulers
Provides step by step guide about how to create complex combined schedulers.

Using Scheduler in QWFIX System
Provides information about how schedulers are used in QWFIX system.

Potential Problems With FIX Scheduler
Provides information about some potential problem about QWFIX scheduler and how to avoid them.