Re: [Quickfix-developers] sendToTarget and "SessionNotFound" woes...

[Shane T. <str...@co...>]

Alex,

I believe using the type-safe/FIX-version specific code is the correct way
to do it.

Check
http://quickfixengine.org/quickfix/doc/html/csharp/sending_messages_4.htmlfor
reference.  Note the use of the QuickFix41 namespace.

This is because each version is different, and ideally it should validate
the correctness of a message of each version.

-- 
Shane Trotter
Connamara Systems, LLC

On Tue, Jul 1, 2008 at 7:10 AM, Alex Marangos <ale...@ya...>
wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi all,
>
> I'm writing a simple QuickFix application (just evaluating it for now) in
> C#, and I'm having problems getting sendToTarget to work... Sorry for the
> length of this email, but I'm completely baffled by what does and doesn't
> work...
>
> So far, I've created a ThreadedSocketInitiator with the following config:
>
> [DEFAULT]
> ConnectionType=acceptor
> SocketAcceptPort=40000
> ReconnectInterval=60
> FileStorePath=Logs\QuickFIX.Acceptor
> FileLogPath=Logs\QuickFIX.Acceptor
> PersistMessages=Y
>
> [SESSION]
> BeginString=FIX.4.0
> SenderCompID=ACCEPTOR40
> TargetCompID=INITIATOR40
> StartTime=00:00:00
> EndTime=23:59:59
> HeartBtInt=5
> UseDataDictionary=Y
> DataDictionary=FIX40.xml
> ValidateFieldsHaveValues=Y
> ValidateFieldsOutOfOrder=N
>
> On the receiving end I have an instance of the executor running, with the
> appropriate session configuration. I can start both applications and the
> sessions connect and heartbeat.
>
> Now I'm confused as to what's needed when creating a FIX message and using
> sendToTarget() in my application, as in some cases it works, in others it
> doesn't. The code to create and send the message looks like:
>
> 01: string beginString = "FIX.4.0";
> 02: string senderCompID = "INITIATOR40";
> 03: string targetCompID = "ACCEPTOR40";
> 04: QuickFix.Message fixmsg = new QuickFix.Message();
> 05: QuickFix.BeginString bgn = new BeginString(beginString);
> 06: QuickFix.SenderCompID scid = new SenderCompID(senderCompID);
> 07: QuickFix.TargetCompID tcid = new TargetCompID(targetCompID);
> 08: QuickFix.MsgType msgType = new QuickFix.MsgType(QuickFix.MsgType
> .ORDER_SINGLE);
> 09: QuickFix.OrdType ordType = new QuickFix.OrdType(QuickFix.OrdType
> .MARKET);
> 10: int rnd = new System.Random().Next();
> 11: QuickFix.ClOrdID clOrdID = new QuickFix.ClOrdID(rnd.ToString());
> 12: QuickFix.HandlInst handlInst = new QuickFix.HandlInst(QuickFix.
> HandlInst.AUTOMATED_EXECUTION_ORDER_PUBLIC);
> 13: QuickFix.OrderQty orderQty = new QuickFix.OrderQty(1000);
> 14: QuickFix.Symbol symbol = new QuickFix.Symbol("IBM");
> 15: QuickFix.Side side = new QuickFix.Side(QuickFix.Side.BUY);
> 16: fixmsg.getHeader().setField(bgn);
> 17: fixmsg.getHeader().setField(scid);
> 18: fixmsg.getHeader().setField(tcid);
> 19: fixmsg.setField(ordType);
> 20: fixmsg.setField(msgType);
> 21: fixmsg.setField(clOrdID);
> 22: fixmsg.setField(handlInst);
> 23: fixmsg.setField(symbol);
> 24: fixmsg.setField(side);
> 25: fixmsg.setField(orderQty);
> 26: fixmsg.setField(ordType);
> 27: Console.WriteLine("Message to send: {0}", fixmsg.ToString());
> 28: Console.WriteLine("BeginString: {0}", beginString);
> 29: Console.WriteLine("SenderCompID: {0}", senderCompID);
> 30: Console.WriteLine("TargetCompID: {0}", targetCompID);
> 31: SessionID sID = new SessionID(beginString, senderCompID,
> targetCompID);
> 32: Console.WriteLine("Session Exists: {0}", Session
> .doesSessionExist(sID));
> 33: Session.sendToTarget(fixmsg, senderCompID, targetCompID);
>
> This throws a "SessionNotFound" error. Session.doesSessionExist(sID)
> returns "True", however...
>
> And if I replace sendToTarget() with:
> Session.sendToTarget(fixmsg, sID);
>
> I get an exception as follows:
> System.Runtime.InteropServices.SEHException: External component has thrown
> an exception.
>    at _CxxThrowException(Void* , _s__ThrowInfo* )
>    at FIX.FieldMap.getField(FieldMap* , FieldBase* field)
>    at Application.create(Application* , Message* unmanaged)
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* , SessionID* )
>    at QuickFix.Session.sendToTarget(Message message, SessionID sessionID)
>    at QuickFIXMessageProvider.MessageProvider.Test2() in
> C:\Temp\QuickFIX\Prototypes\Test\Properties\MessageSender.cs:line 357
>    at QuickFIXMessageProvider.MessageProvider.ReceivedMsg(Message msg,
> String SenderCompID, String TargetCompID, String BeginString) in
> C:\Temp\QuickFIX\Prototypes\Test\Properties\MessageSender.cs:line 245
>
> Now, if I change my code above to use QuickFix40.NewOrderSingle (instead of
> QuickFix.Message), it works...
> So just change line 04 to read:
>
> 04: QuickFix40.NewOrderSingle fixmsg = new QuickFix40.NewOrderSingle();
> (commenting out lines 08 and 20 which set the MsgType)
>
> With the above changes (using version-specific message class), sendToTarget
> works fine, regardles of which method signature I use... (and
> sendToTarget(fixmsg, sID) doesn't throw the above exception either, it works
> fine).
>
> I'd like to avoid using FIX version-specific code if possible, which is why
> I'm trying to figure out what I need to do to get my code above to work
> correctly.
>
> Any help would be  appreciated.
>
> Rgds,
> Alexandros
>
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