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

[<or...@qu...>]

MsgType is a header field, but you are adding it to the main message
body, so QuickFIX cannot locate it.  If you add it to the header you
should be fine.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] sendToTarget and "SessionNotFound"
> woes...
> From: Alex Marangos <ale...@ya...>
> Date: Tue, July 01, 2008 7:10 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>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: stringbeginString = "FIX.4.0";
> 02: stringsenderCompID = "INITIATOR40";
> 03: stringtargetCompID = "ACCEPTOR40";
> 04: QuickFix.Messagefixmsg = newQuickFix.Message();
> 05: QuickFix.BeginStringbgn = newBeginString(beginString);
> 06: QuickFix.SenderCompIDscid = newSenderCompID(senderCompID);
> 07: QuickFix.TargetCompIDtcid = newTargetCompID(targetCompID);
> 08: QuickFix.MsgTypemsgType = newQuickFix.MsgType(QuickFix.MsgType.ORDER_SINGLE);
> 09: QuickFix.OrdTypeordType = newQuickFix.OrdType(QuickFix.OrdType.MARKET);
> 10: intrnd = newSystem.Random().Next();
> 11: QuickFix.ClOrdIDclOrdID = newQuickFix.ClOrdID(rnd.ToString());
> 12: QuickFix.HandlInsthandlInst = newQuickFix.HandlInst(QuickFix.HandlInst.AUTOMATED_EXECUTION_ORDER_PUBLIC);
> 13: QuickFix..OrderQtyorderQty = newQuickFix.OrderQty(1000);
> 14: QuickFix.Symbolsymbol = newQuickFix.Symbol("IBM");
> 15: QuickFix.Sideside = newQuickFix.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: SessionIDsID = newSessionID(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.NewOrderSinglefixmsg = newQuickFix40.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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