In Quickfix based application when we place market data r request we will set PartyID value in the FIX tag 448.There could be an scenario we might need to set multiple PartyID in the market data request. To do this first we need to update the value of FIX tag 453. This tag indicates how many PartyID sending along with the request.If we wanted to send to trading sessions then value of 453 is 2. Let see the below example how to set it. 

quickfix.fix44.MarketDataRequest marketDataRequest = new quickfix.fix44.MarketDataRequest();
  quickfix.fix44.component.Parties aPartyComponent = new quickfix.fix44.component.Parties();
     for(String lp:numberOfParties){
       MarketDataRequest.NoPartyIDs lNoPartyIDs = new MarketDataRequest.NoPartyIDs();
      lNoPartyIDs.set(new PartyID(lp));
       aPartyComponent.addGroup(lNoPartyIDs);
     }
marketDataRequest.set(aPartyComponent);

After setting this tag fix server will send the market data response only for party id's. Similarly we can set multiple sessions in NewOrderSingle as well. Click here to see