Re: [Quickfix-users] some question on QuickFix usage
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From: Oren M. <or...@qu...> - 2004-12-23 17:17:20
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Alexey, First of all, if you haven't found it already, the documentation is = located here: http://www.quickfixengine.org/quickfix/doc/html/index.html = and you can locate the examples as per this page: = http://www.quickfixengine.org/quickfix/doc/html/examples.html Not sure if you were unable to find the documentation at all or if you = meant that it did not answer your questions. 1) QuickFIX only sends messages that pass validation back to the = application. Messages that do not pass basic validation are considered = to dangerous to pass back since there can be a variety of issues that = make them unstable. What you can do is monitor for the Reject message = that QuickFIX generates. This message will contain the sequence number, = message type, and specific tag (if applicable) that caused QuickFIX to = reject this message. 2) No, only messages that pass validation make it through to the = application. The log will contain messages that are well formatted = enough to make it through initial parsing. 3) Typically QuickFIX will take care of this when necessary. You should = not ever resend the same message yourself since there are complex = interaction involved that identify when this is necessary. For user = level resend, FIX supports a special field called PossResend, which will = allow you to send an identical message, but with a new sequence number, = and indicate that for some reason you believe that the original may not = have been processed. You need to make sure that your counterparty = supports the use of this field for the message type you are resending. 4) You can get access to the log by using the lookupSession call to get = a pointer to a session, and the the getLog method to pull out a pointer = to it's logger. You cannot pull out data from the log, but you can add = your own events there. --oren ----- Original Message -----=20 From: Alexey Zubko=20 To: qui...@li...=20 Sent: Thursday, December 23, 2004 10:35 AM Subject: [Quickfix-users] some question on QuickFix usage Hi All, =20 I just started to use the engine (VC++). I found it pretty = interesting, but unfortunately there is a lack of documentation and = examples. I understand that open source gives much, but sometimes it's necessary = to get results fast. =20 It would be very nice to get answers for some of my questions: =20 1.. Is it possible to handle some exceptions in the application = class?=20 For example: The engine rejects a message (invalid tag) but my application class = knows nothing about this. =20 2.. Is it possible to get a message (and possibly change) before = validation in dictionary?=20 =20 3.. Is there an easy way to resend previous messages (on resend = message)?=20 =20 4.. How can I handle/get/add mine events in log?=20 =20 =20 Thank you in advance. =20 =20 Regards, Alexey. |