Re: [Quickfix-users] Quickfix-users Digest, Vol 40, Issue 1
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Re: [Quickfix-users] Quickfix-users Digest, Vol 40, Issue 1
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From: cstrader <cst...@cs...> - 2009-10-08 19:36:10
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Hi again, Can you tell me the hypotheses of your study -- also are all undergraduates allowed to participate? Thanks qui...@li... wrote: > Send Quickfix-users mailing list submissions to > qui...@li... > > To subscribe or unsubscribe via the World Wide Web, visit > https://lists.sourceforge.net/lists/listinfo/quickfix-users > or, via email, send a message with subject or body 'help' to > qui...@li... > > You can reach the person managing the list at > qui...@li... > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of Quickfix-users digest..." > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Today's Topics: > > 1. mysterious sequence reset (Bobby Richards) > 2. Re: mysterious sequence reset (Grant Birchmeier) > 3. Re: mysterious sequence reset (Dale Wilson) > 4. switching ordType (Bobby Richards) > 5. Re: switching ordType (Grant Birchmeier) > 6. Can't compile (Hei Chan) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Thu, 1 Oct 2009 21:26:34 -0500 > From: Bobby Richards <bob...@gm...> > Subject: [Quickfix-users] mysterious sequence reset > To: qui...@li... > Message-ID: > <29d...@ma...> > Content-Type: text/plain; charset=ISO-8859-1 > > Little frustrating.... > > Client is up and running fine but it seems that at a certain point of > the day, quickfix resets the sequence numbers to one and I cannot > figure out why. > > In the session.fix config file the start and end times are right > before and right after midnight. There are no scripts in place to > automatically reset the seqNums. My broker does reset after midnight > but as of now I manually reset on my end. > > Please help > > Bobby > > > > ------------------------------ > > Message: 2 > Date: Thu, 1 Oct 2009 21:35:14 -0500 > From: Grant Birchmeier <gbi...@co...> > Subject: Re: [Quickfix-users] mysterious sequence reset > Cc: qui...@li... > Message-ID: > <65d...@ma...> > Content-Type: text/plain; charset=ISO-8859-1 > > Do you have a snippet of log where this happens? Your config would > also be helpful. > > > On Thu, Oct 1, 2009 at 9:26 PM, Bobby Richards <bob...@gm...> wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Little frustrating.... >> >> Client is up and running fine but it seems that at a certain point of >> the day, quickfix resets the sequence numbers to one and I cannot >> figure out why. >> >> In the session.fix config file the start and end times are right >> before and right after midnight. ?There are no scripts in place to >> automatically reset the seqNums. ?My broker does reset after midnight >> but as of now I manually reset on my end. >> >> Please help >> >> Bobby >> >> ------------------------------------------------------------------------------ >> Come build with us! The BlackBerry® Developer Conference in SF, CA >> is the only developer event you need to attend this year. Jumpstart your >> developing skills, take BlackBerry mobile applications to market and stay >> ahead of the curve. Join us from November 9-12, 2009. Register now! >> http://p.sf.net/sfu/devconf >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> >> > > > > ------------------------------ > > Message: 3 > Date: Fri, 02 Oct 2009 09:30:07 -0500 > From: Dale Wilson <wi...@oc...> > Subject: Re: [Quickfix-users] mysterious sequence reset > To: Bobby Richards <bob...@gm...> > Cc: qui...@li... > Message-ID: <4AC...@oc...> > Content-Type: text/plain; charset=ISO-8859-1; format=flowed > > Bobby Richards wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Little frustrating.... >> >> Client is up and running fine but it seems that at a certain point of >> the day, quickfix resets the sequence numbers to one and I cannot >> figure out why. >> >> > Check your session start and end times and remember that these times are > UTC, not local time. > > Dale > > > > ------------------------------ > > Message: 4 > Date: Mon, 5 Oct 2009 22:28:46 -0500 > From: Bobby Richards <bob...@gm...> > Subject: [Quickfix-users] switching ordType > To: qui...@li... > Message-ID: > <29d...@ma...> > Content-Type: text/plain; charset="iso-8859-1" > > I am trying to build a new order based on a conditional value from a db. I > can create the order manually with no problem if I hard code in the order > type > > //Create FIX44 message > FIX44::NewOrderSingle newOrder( > FIX::ClOrdID(ordID), > FIX::Side(side), > FIX::TransactTime(), > FIX::OrdType(*FIX::OrdType_MARKET*) > ); > > dealing with the side if I do the following it works no problem as well: > FIX::Side side; > ... > switch(atoi(row->Get(4))) //where row->Get(4) is an int from a mysql > database > { > case 1: side = FIX::Side_BUY; break; > case 2: side = FIX::Side_SELL; break; > case 5: side = FIX::Side_SELL_SHORT; break; > } > > However if I try the same with OrdType i get a compile error > > Tried all three; > FIX::OrdType ordType; > const char ordType; > char ordType; > > switch(atoi(row->Get(2))) > { > case 1: ordType = FIX::OrdType_MARKET; break; > case 2: ordType = FIX::OrdType_LIMIT; break; > case 3: ordType = FIX::OrdType_STOP; break; > } > > Thanks in advance > Bobby > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > Message: 5 > Date: Mon, 5 Oct 2009 22:52:51 -0500 > From: Grant Birchmeier <gbi...@co...> > Subject: Re: [Quickfix-users] switching ordType > To: Bobby Richards <bob...@gm...> > Cc: qui...@li... > Message-ID: > <65d...@ma...> > Content-Type: text/plain; charset=ISO-8859-1 > > And the compile error is...? > > > On Mon, Oct 5, 2009 at 10:28 PM, Bobby Richards > <bob...@gm...> wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> I am trying to build a new order based on a conditional value from a db. ?I can create the order manually with no problem if I hard code in the order type >> >> //Create FIX44 message >> ? ? ? ?FIX44::NewOrderSingle newOrder( >> ? ? ? ? ? ?FIX::ClOrdID(ordID), >> ? ? ? ? ? ?FIX::Side(side), >> ? ? ? ? ? ?FIX::TransactTime(), >> ? ? ? ? ? ?FIX::OrdType(FIX::OrdType_MARKET) >> ? ? ? ?); >> >> dealing with the side if I do the following it works no problem as well: >> FIX::Side side; >> ... >> ?switch(atoi(row->Get(4))) //where row->Get(4) is an int from a mysql database >> ?? ? ? ?{ >> ?? ? ? ? ? ?case 1: side = FIX::Side_BUY; break; >> ?? ? ? ? ? ?case 2: side = FIX::Side_SELL; break; >> ?? ? ? ? ? ?case 5: side = FIX::Side_SELL_SHORT; break; >> ?? ? ? ?} >> However if I try the same with OrdType i get a compile error >> Tried all three; >> FIX::OrdType ordType; >> const char ordType; >> char ordType; >> switch(atoi(row->Get(2))) >> ?? ? ? ?{ >> ?? ? ? ? ? ?case 1: ordType = FIX::OrdType_MARKET; break; >> ?? ? ? ? ? ?case 2: ordType = FIX::OrdType_LIMIT; break; >> ?? ? ? ? ? ?case 3: ordType = FIX::OrdType_STOP; break; >> ?? ? ? ?} >> Thanks in advance >> Bobby >> >> ------------------------------------------------------------------------------ >> Come build with us! The BlackBerry® Developer Conference in SF, CA >> is the only developer event you need to attend this year. Jumpstart your >> developing skills, take BlackBerry mobile applications to market and stay >> ahead of the curve. Join us from November 9-12, 2009. Register now! >> http://p.sf.net/sfu/devconf >> _______________________________________________ >> Quickfix-users mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-users >> >> >> > > > > ------------------------------ > > Message: 6 > Date: Thu, 8 Oct 2009 08:32:39 -0700 (PDT) > From: Hei Chan <str...@ya...> > Subject: [Quickfix-users] Can't compile > To: qui...@li... > Message-ID: <863...@we...> > Content-Type: text/plain; charset="us-ascii" > > I just installed Fedora 11 and g++ 4.4.1-2. > However, I am not able to build the latest quickfix C++. > > [hchan@hchanlinux quickfix]$ ./configure > checking for a BSD-compatible install... /usr/bin/install -c > checking whether build environment is sane... yes > checking for a thread-safe mkdir -p... /bin/mkdir -p > checking for gawk... gawk > checking whether make sets $(MAKE)... yes > checking for g++... g++ > checking for C++ compiler default output file name... a.out > checking whether the C++ compiler works... yes > checking whether we are cross compiling... no > checking for suffix of executables... > checking for suffix of object files... o > checking whether we are using the GNU C++ compiler... yes > checking whether g++ accepts -g... yes > checking for style of include used by make... GNU > checking dependency style of g++... gcc3 > checking for gcc... gcc > checking whether we are using the GNU C compiler... yes > checking whether gcc accepts -g... yes > checking for gcc option to accept ISO C89... none needed > checking dependency style of gcc... gcc3 > checking build system type... i686-pc-linux-gnu > checking host system type... i686-pc-linux-gnu > checking for a sed that does not truncate output... /bin/sed > checking for grep that handles long lines and -e... /bin/grep > checking for egrep... /bin/grep -E > checking for fgrep... /bin/grep -F > checking for ld used by gcc... /usr/bin/ld > checking if the linker (/usr/bin/ld) is GNU ld... yes > checking for BSD- or MS-compatible name lister (nm)... /usr/bin/nm -B > checking the name lister (/usr/bin/nm -B) interface... BSD nm > checking whether ln -s works... yes > checking the maximum length of command line arguments... 1966080 > checking whether the shell understands some XSI constructs... yes > checking whether the shell understands "+="... yes > checking for /usr/bin/ld option to reload object files... -r > checking for objdump... objdump > checking how to recognize dependent libraries... pass_all > checking for ar... ar > checking for strip... strip > checking for ranlib... ranlib > checking command to parse /usr/bin/nm -B output from gcc object... ok > checking how to run the C preprocessor... gcc -E > checking for ANSI C header files... yes > checking for sys/types.h... yes > checking for sys/stat.h... yes > checking for stdlib.h... yes > checking for string.h... yes > checking for memory.h... yes > checking for strings.h... yes > checking for inttypes.h... yes > checking for stdint.h... yes > checking for unistd.h... yes > checking for dlfcn.h... yes > checking whether we are using the GNU C++ compiler... (cached) yes > checking whether g++ accepts -g... (cached) yes > checking dependency style of g++... (cached) gcc3 > checking how to run the C++ preprocessor... g++ -E > checking for objdir... .libs > checking if gcc supports -fno-rtti -fno-exceptions... no > checking for gcc option to produce PIC... -fPIC -DPIC > checking if gcc PIC flag -fPIC -DPIC works... yes > checking if gcc static flag -static works... no > checking if gcc supports -c -o file.o... yes > checking if gcc supports -c -o file.o... (cached) yes > checking whether the gcc linker (/usr/bin/ld) supports shared libraries... yes > checking whether -lc should be explicitly linked in... no > checking dynamic linker characteristics... GNU/Linux ld.so > checking how to hardcode library paths into programs... immediate > checking whether stripping libraries is possible... yes > checking if libtool supports shared libraries... yes > checking whether to build shared libraries... yes > checking whether to build static libraries... no > checking for ld used by g++... /usr/bin/ld > checking if the linker (/usr/bin/ld) is GNU ld... yes > checking whether the g++ linker (/usr/bin/ld) supports shared libraries... yes > checking for g++ option to produce PIC... -fPIC -DPIC > checking if g++ PIC flag -fPIC -DPIC works... yes > checking if g++ static flag -static works... no > checking if g++ supports -c -o file.o... yes > checking if g++ supports -c -o file.o... (cached) yes > checking whether the g++ linker (/usr/bin/ld) supports shared libraries... yes > checking dynamic linker characteristics... GNU/Linux ld.so > checking how to hardcode library paths into programs... immediate > checking for flex... no > checking for lex... no > ./configure: line 16005: ruby: command not found > checking for xml2-config... /usr/bin/xml2-config > checking for libxml - version >= 2.0.0... yes (version 2.7.5) > checking for shutdown in -lc... yes > checking for inet_addr in -lc... yes > checking for nanosleep in -lc... yes > checking for ftime in -lcompat... no > checking which threading environment to use... -lpthread > checking for pthread_create in -lpthread... yes > checking stdio.h usability... yes > checking stdio.h presence... yes > checking for stdio.h... yes > checking for STREAMS ioctl... no > checking for socklen_t... yes > checking for ftime... yes > checking for set_terminate in the global namespace... no > checking for set_terminate in the std namespace... yes > checking for typeinfo in the global namespace... no > checking for typeinfo in the std namespace... yes > checking for gethostbyname_r with input result... yes > checking for boost::pool_allocator... no > checking for boost::fast_pool_allocator... no > checking __gnu_cxx::__pool_alloc... yes > checking __gnu_cxx::__mt_alloc... yes > checking __gnu_cxx::bitmap_allocator... yes > checking for cplus_demangle in -liberty... no > checking if select modifies timeval parameter... yes > configure: creating ./config.status > config.status: creating quickfix.pc > config.status: creating Makefile > config.status: creating src/Makefile > config.status: creating src/C++/Makefile > config.status: creating src/C++/test/Makefile > config.status: creating src/java/Makefile > config.status: creating src/java/cfg/Makefile > config.status: creating src/java/src/Makefile > config.status: creating src/java/src/quickfix/Makefile > config.status: creating src/java/src/quickfix/field/Makefile > config.status: creating src/java/src/quickfix/fix40/Makefile > config.status: creating src/java/src/quickfix/fix41/Makefile > config.status: creating src/java/src/quickfix/fix42/Makefile > config.status: creating src/java/src/quickfix/fix43/Makefile > config.status: creating src/java/src/quickfix/fix44/Makefile > config.status: creating src/python/Makefile > config.status: creating src/ruby/Makefile > config.status: creating bin/Makefile > config.status: creating bin/cfg/Makefile > config.status: creating spec/Makefile > config.status: creating test/Makefile > config.status: creating test/atrun/Makefile > config.status: creating test/cfg/Makefile > config.status: creating test/definitions/Makefile > config.status: creating test/definitions/server/Makefile > config.status: creating test/definitions/server/future/Makefile > config.status: creating examples/Makefile > config.status: creating examples/executor/Makefile > config.status: creating examples/executor/C++/Makefile > config.status: creating examples/executor/java/Makefile > config.status: creating examples/executor/java/src/Makefile > config.status: creating examples/ordermatch/Makefile > config.status: creating examples/ordermatch/test/Makefile > config.status: creating examples/tradeclient/Makefile > config.status: creating examples/tradeclientgui/Makefile > config.status: creating examples/tradeclientgui/banzai/Makefile > config.status: creating examples/tradeclientgui/banzai/test/Makefile > config.status: creating examples/tradeclientgui/banzai/src/Makefile > config.status: creating examples/tradeclientgui/banzai/src/quickfix/Makefile > config.status: creating examples/tradeclientgui/banzai/src/quickfix/banzai/Makefile > config.status: creating examples/tradeclientgui/banzai/src/quickfix/banzai/ui/Makefile > config.status: creating doc/Makefile > config.status: creating doc/html/Makefile > config.status: creating CPPTest/Makefile > config.status: creating config.h > config.status: config.h is unchanged > config.status: executing depfiles commands > config.status: executing libtool commands > > > [hchan@hchanlinux quickfix]$ make > make all-recursive > make[1]: Entering directory `/home/hchan/quickfix' > Making all in src > make[2]: Entering directory `/home/hchan/quickfix/src' > Making all in C++ > make[3]: Entering directory `/home/hchan/quickfix/src/C++' > Making all in test > make[4]: Entering directory `/home/hchan/quickfix/src/C++/test' > /bin/sh ../../../libtool --tag=CXX --mode=compile g++ -DHAVE_CONFIG_H -I. -I../../.. -I.. -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/FieldBaseTestCase.Tpo -c -o FieldBaseTestCase.lo FieldBaseTestCase.cpp > libtool: compile: g++ -DHAVE_CONFIG_H -I. -I../../.. -I.. -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF .deps/FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp -fPIC -DPIC -o .libs/FieldBaseTestCase.o > In file included from ../FieldTypes.h:29, > from ../FieldConvertors.h:25, > from ../Field.h:32, > from FieldBaseTestCase.h:26, > from FieldBaseTestCase.cpp:27: > ../Utility.h:174: error: `std::sprintf' has not been declared > ../Utility.h:179: error: `std::strcmp' has not been declared > ../Utility.h:181: error: `std::strlen' has not been declared > ../Utility.h:184: error: `std::memcpy' has not been declared > ../Utility.h:185: error: `std::memset' has not been declared > ../Utility.h:189: error: `std::strerror' has not been declared > In file included from ../FieldConvertors.h:26, > from ../Field.h:32, > from FieldBaseTestCase.h:26, > from FieldBaseTestCase.cpp:27: > ../Exceptions.h: In member function `std::string FIX::SocketException::errorToWhat()': > ../Exceptions.h:253: error: `strerror' was not declared in this scope > In file included from FieldBaseTestCase.h:26, > from FieldBaseTestCase.cpp:27: > ../Field.h: In member function `void FIX::FieldBase::calculate() const': > ../Field.h:110: error: `memcpy' was not declared in this scope > make[4]: *** [FieldBaseTestCase.lo] Error 1 > make[4]: Leaving directory `/home/hchan/quickfix/src/C++/test' > make[3]: *** [all-recursive] Error 1 > make[3]: Leaving directory `/home/hchan/quickfix/src/C++' > make[2]: *** [all-recursive] Error 1 > make[2]: Leaving directory `/home/hchan/quickfix/src' > make[1]: *** [all-recursive] Error 1 > make[1]: Leaving directory `/home/hchan/quickfix' > make: *** [all] Error 2 > > Any idea? > Thanks in advance. > > Cheers, > Hei > > > > > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > > ------------------------------ > > _______________________________________________ > Quickfix-users mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-users > > > End of Quickfix-users Digest, Vol 40, Issue 1 > ********************************************* > > |
