Re: [Quickfix-developers] Need Execution Reports

[<WEC...@th...>]

Hi Tony,

The only warnings you should be getting are C4786 errors in some odd places
where they haven't been suppressed. If you are getting others, you may need
to look into why they are occurring. Also after building its a good idea to
run the tests to make sure everything built right.

Open a command prompt and cd into quickfix\test and type:
runut debug 5000

and then

runat debug 5000

They both should pass at 100%

>1) What process is teh actual FIX ENgine?

The engine itself is a library that is linked into your executable. If you
take a look at the example programs, you can see how this works.

There is the console client (quickfix\examples\tradeclient) and the
exchange simulator (quickfix\examples\ordermatch) I do not know if it
generates execution reports (I don't think it does, but I didn't work on
it) but we would welcome the addition of that capability if you have the
time. ;-)

If you want another example, the test runners, at_server and at_client also
show how to use the library.

Of course, if you haven't already done so, I highly recommend walking
through this tutorial:
http://quickfix.thoughtworks.com/documentation/index.html

>2) Run a test client...  I can't build the Java stuff...can some one send
>be teh Java client built?

If you have the JDK installed, you just need to open up the workspace
(quickfix\src\java\quickfix_jni.dsw) and add -- under Tools/Options
(Directories tab) -- the proper paths to you java include and lib
directories. e.g.:

Include:
C:\JDK1.3.1_01\INCLUDE
C:\JDK1.3.1_01\INCLUDE\WIN32

Lib:
C:\JDK1.3.1_01\lib

Without the JDK installed you won't be able to run the Java client, so if
you can't build it but you have the JDK this is probably why (its built
from the build batch file).

>3) Run a Sell Side Simulator...something that accepts New Single Orders
and
>then sends back one or more Execution Reports (Fills) or maybe a Reject!

As I mentioned I didn't work on the simulator, so I don't know its
capabilities. I'll leave that one to Oren.

Hope this helps.

Best,
Bill


William E. Caputo
ThoughtWorks, Inc.



|---------+----------------------------------------------->
|         |           "Tony Leott"                        |
|         |           <to...@pi...>          |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           05/15/2002 10:05 PM                 |
|         |           Please respond to tonyl             |
|         |                                               |
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  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       "Bernard Spanger" <bsp...@gx...>, <OM...@th...>        |
  |       cc:       <qui...@li...>,                                 |
  |        <qui...@li...>                                     |
  |       Subject:  [Quickfix-developers] Need Execution Reports                                 |
  >----------------------------------------------------------------------------------------------|




Hi,

I need to create a simulator that generates execution reports...
does such a thing exist?

I have been unable to configure and get the "match program running"
I will try again now...I have compiled every thing under VC++ 6.0 E SP 5

It compiles clean...not many warnings...nice job guys!

What are the steps in getting teh following working:

             1) What process is teh actual FIX ENgine?

             2) Run a test client...  I can't build the Java stuff...can
some one send
be
             teh Java client built?

             3) Run a Sell Side Simulator...something that accepts New
Single Orders and
             then sends back one or more Execution Reports (Fills) or maybe
a Reject!


Tony



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