[Quickfix-developers] Missing declarations in QF 1.6.0 after upgrading from 1.5.0

[Vladimir A. <Vla...@FF...>]

Hi,

I have been developing code using QuickFIX 1.5.0 in Visual C++ 6 for some t=
ime and I'm trying to upgrade to QuickFIX 1.6.0 now. The huge FIX4*_Message=
s.h include files were split onto a bunch of smaller files, which is a good=
 thing. However, it wouldn't hurt to add a new include file fix4[0-4]/Messa=
ges.h, which would simply #include all the defined messages at once. For co=
nvenience, just like before. The VC++ heap overflow problem can be simply r=
esolved by using compiler switch /Zm200 to double the default heap size lim=
it.

I have noticed that two files in include\quickfix\fix42 are missing after a=
 successful build: TestRequest.h and QuoteStatusRequest.h (third file Quote=
StatusReport.h is missing in fix43 and fix44).
After checking the Makefiles and the VC++ Project file, I have found the pr=
oblem: These files are omitted from copying because they match a string "te=
st" in the EXCLUDE file:

	echo test > EXCLUDE
	echo stdafx.h >> EXCLUDE
	xcopy src\C++\*.h /S/Y /EXCLUDE:EXCLUDE include\quickfix
	del /F EXCLUDE

To fix the problem, simply modify the first command to this:
	echo test\ > EXCLUDE

The "test" subdirectory will not be copied (as expected), but the ordinary =
include files will.


Finally, I have noticed that many constants declared in Values.h were remov=
ed in QF 1.6.0. To name a few:

OrdType_MARKET_ON_CLOSE, OrdType_ON_CLOSE, OrdType_LIMIT_ON_CLOSE, OrdType_=
FOREX_*
PossDupFlag_*
ResetSeqNumFlag_*
MarketDepth_FULL_BOOK, MarketDepth_TOP_OF_BOOK
SecurityTradingStatus_* (>=3D10)
PartyRole_* (>=3D10)
OwnerType_* (>=3D10)
...and many, many others.

I'm personally missing only constants MarketDepth_FULL_BOOK, MarketDepth_TO=
P_OF_BOOK now, but the number of name changes and deletions in this file is=
 simply overwhelming. It looks like I will have revert back to character li=
terals instead of these nice named constants to avoid such problems in the =
future.

I think that there could be a problem with the FIX specs conversion scripts=
, since many constants with values >=3D 10 were lost, but values below were=
 10 retained.

Cheers,
  Vlad


Ing. Vladimir Arnost, Developer, FFastFill Europe Ltd.
Vaclavske namesti 55, Prague, Czech Republic
Phone: +420 221 425 503, Fax: +420 221 425 518



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