quickfix-announce — QuickFIX announcements

[Quickfix-announce] QuickFIX 1.14.0. is available

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

QuickFIX 1.14.0 is available at http://www.quickfixengine.org

Release notes at http://www.quickfixengine.org/NEWS



Hello all,

This release has really been out for about a month, but just getting the
word out now.

Many performance improvements here.  Special thanks to Viktor Pogrebnyak
for his contributions.

Check the release notes for a full list of changes, but some things to
note.

The .NET wrapper is now superseded but QuickFIX/n.  This is the same
process we went through when we removed the JNI wrapper in favor of
QuickFIX/J.  Like QuickFIX/J, QuickFIX/n has been in production for
quite some time, is a native implementation, and has a great company
supporting it, in this case Connamara Systems.

Visual Studio support is available for VS10, VS11, and VS12.  So now it
supports the latest public releases.  Older versions have been dropped. 
We are now only supporting versions of Visual Studio that Microsoft
distributes with a freely available version of Visual Studio Express. 
If you want to continue using older legacy versions of Visual Studio you
will need to maintain your own solutions, or use an older version of
QuickFIX.

Out website has been redesigned.  It is now just one landing page and
has all the same basic information.  Check it out, I think you'll find
it much easier to find what you need.

The documentation has been heavily reformatted and simplified.  The idea
is to make it a little easier for new users to get going.

This tagged release and all previous releases can also be pulled from
github.  Enjoy!

And thank you to the FIX protocol organization for honoring QuickFIX at
the FIX Trading Community Americas regional meeting in Chicago.

FIX is celebratings it's 20th year, and QuickFIX is now in its 13th
year.  Back then there was a lot of skepticism that open source would
work in the financial industry.  Now I can't even keep track of just the
open source FIX engines that are available.  Thanks for everyone's
support for QuickFIX and open source in finance.

[Quickfix-announce] Connamara releases .NET version of QuickFIX

[James D. <jc...@co...>]

Connamara Systems has just completed and released version 1.0 of QuickFIX/n
a .NET port of QuickFIX. We are hoping that we can develop the same
community support that QuickFIX and QuickFIX/j have enjoyed. Please visit
www.quickfixn.org for more information.
Jim

[Quickfix-announce] QuickFIX 1.13.3. is available

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

QuickFIX 1.13.3 is available at http://www.quickfixengine.org

Release notes at http://www.quickfixengine.org/NEWS

This release brings us completely up to date with the spec with the
addition of SP1 and SP2.  We cleaned up the xml and code generators a
lot.  It will now be very easy to keep up to date with the spec.  Next
time a new version of the FIX protocol is released, we should be able to
get a new version of QuickFIX out in a few days.

There are also some bugfixes.  Most notably we have addressed the bug
that would cause QuickFIX to validate user defined fields even though
the config file tells it not to.  This is the bug that had been
affecting the most people lately.

--oren

[Quickfix-announce] QuickFIX Release 1.13.2

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

Thanks to everyone for all the feedback we've been getting from the
latest release.  So far things have gone well and there haven't been any
reports of severe bugs.  None the less there have been some bug reports
that I felt needed to be addressed with a point release.  The most
significant of these are do to repeating groups.

One of these is related to resent messages with repeating groups in a
FIXT11 transport.  The resent messages would not have the repeating
group fields in the proper order.  Another similar bug manifest itself
if you do a deep copy of a Group object.  If you do any work with
repeating groups, then this release is important for you.  You will also
need this release if you use the ODBC message store.

A more complete list of updates, as always, can be found here:

http://www.quickfixengine.org/NEWS

[Quickfix-announce] QuickFIX Forum is now online

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

In the hopes of spurring some more frequent and in-depth discussions,
I've setup a forum for QuickFIX.  You can access it at
http://www.quickfixengine.org/forum

This is an experiment to open up a new line of communication between
developers and users, and hopefully also to get users to communicate
with each other.  The forums and mailing lists will supplement each
other, as I believe they both have strengths and weaknesses.

--oren

[Quickfix-announce] QuickFIX 1.13.0 is available

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

QuickFIX 1.13.0 is available at http://www.quickfixengine.org

Release notes at http://www.quickfixengine.org/NEWS

Alright. We got a new release out now.  There is a good amount of
fixes/updates in this release, but I'm sure the most anticipated is FIX
5.0/FIXT 1.1 support.  Please start setting up your FIX 5.0 connections
because we are eager to get some early feedback on this.  So please
start testing it out in your systems and let us know how it goes.

Some additional notes.  Support for Visual Studio 6 has been dropped. 
It is getting very difficult to get any support from Microsoft here, so
we think it's time to move on.  On the upside we have added support for
Visual Studio 2008 and 2010.  We have also dropped the JNI api.  It was
by far the most difficult to maintain and QuickFIX/J is mature enough
that it can do everything the JNI api could and more.  Switching to
QuickFIX/J is as easy as swapping jar files, so that is what we now
recommend for Java users.

The Python, Ruby, and .NET apis are still fully supported.

We are up to 110,000 downloads for QuickFIX, 50,000 for QuickFIX/J, and
15,000 for the logviewer.  Over 175,000 downloads in all.

I want to thank everyone who has contributed to the product.  I don't
think it is said enough but we get a lot of support from the community. 
Always check the THANKS and CONTRIBUTERS files to see the people who
have helped out.  A special thanks goes to Connamara Systems who have
contributed their time, hardware and developers to the project.  Their
involvement in the project will be increasing.  Expect to see more
contributions from them.

--oren

[Quickfix-announce] QuickFIX 1.12.4 is available

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

QuickFIX 1.12.4 is available at http://www.quickfixengine.org

Release notes at http://www.quickfixengine.org/NEWS

Primary purpose of this release is to fix some severe stability problems
that were present in 1.12.3 in both the .NET and gcc builds.  These
problems are addressed in this release.  I've taken 1.12.3 out of
distribution because I believe the bugs are serious enough that this
version is not adequate for production use.

We also added some extra protection in the .NET API.  When calling
Dispose on an Initiator/Acceptor, stop will be called first.  This will
make disposing on an object that is still running less tragic.

There are also some fixes in here for the Ruby API repeating group
support.

The .NET api now supports getSessions on the SessionSettings object.
SessionSettings objects can also be output as a string.  The output will
be in the same format as a typical QuickFIX config file.  This allows
you to generate a config file based off of a programatically created
SessionSettings object.

Several other minor issues are addressed in this release.  See the notes
for more details.

--oren

[Quickfix-announce] QuickFIX 1.12.3 Available

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

QuickFIX 1.12.3 is now available at http://www.quickfixengine.org
=20
You can get the release notes for all versions here:
http://www.quickfixengine.org/NEWS

=46ixed some remaining socket problems.

Logons are sent immediately after connection, instead of waiting up to a
second between when the connection is established and the logon message
is actually sent.

New configuration setting, PersistMessages which defaults to Y resulting
in default behavior of storing all outgoing messages.  This is useful if
you want to persist state, but have no need to resend messages and want
to get rid of the overhead of persisting them.

=46ixed bugs in python and ruby APIs that manifested themselves as random
crashes due to some object being garbage collected too early.  The
Python and Ruby APIs are now quite usable, stable, and full featured.

Configuration settings are case insensitive.  More usage of the global
logging facility.

See the full release notes for more.

[Quickfix-announce] QuickFIX Log Viewer 1.1.0

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

QuickFIX Log Viewer 1.1.0 is available at http://www.quickfixengine.org

This version adds functionality to export Files and Views.  Currently
supported formats are FIX, XML, and CSV.

[Quickfix-announce] [ANN] QuickFIX/J 1.0.3 Released

[Steve B. <sb...@sm...>]

Release Notes - QuickFIX/J - Version 1.0.3

** Bug
    * [QFJ-48] - Fix class path in examples scripts
    * [QFJ-54] - Occasional NPE in block method during acceptor start.
    * [QFJ-56] - Support null LogFactories.
    * [QFJ-57] - Make QFJ timer thread a daemon.
    * [QFJ-59] - Documentation: "initiator" was misspelled in the sample =

                 configuration=20

** Improvement
    * [QFJ-61] - Extend SessionState to track whether a Logout has=20
                 been received. Can be used in onLogout() to determine
                 if the logout was normal or not.

Thanks to J=F6rg Th=F6nnes, Toli Kuznets, Graham Miller, Andr=E9 =
Malenfant,=20
and Markus Khouri for their assistance in this release cycle.

Files can be download at...

http://sourceforge.net/project/showfiles.php?group_id=3D163099

More information at http://www.quickfixj.org.

Steve Bate

[Quickfix-announce] QuickFIX 1.11.1 is now available

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

QuickFIX 1.11.1 is now available at http://www.quickfixengine.org

You can get the release notes for all versions here: 
http://www.quickfixengine.org/NEWS

This is a small release that fixes some bugs and adds some small 
functionality.  Most of the bug fixes were related to the database and 
the build.  If you are doing anything with logging or the database, you 
will probably want this release.

FPL MEMBERSHIP
---------------------
We are now members of the FPL.  Specifically I am on the Global 
Technical Committee, Global Derivatives Committee, Repository Working 
Group, and the Web Services Working Group.  I will be representing 
quickfixengine.org.

[Quickfix-announce] problem

[rajesh r. <rat...@gm...>]

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using QuickFix;


namespace quickfixclient2
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }
    SocketInitiator initiator;

        private void Form1_Load(object sender, EventArgs e)
        {
            String fileName = Environment.CurrentDirectory + @"\fixSeting.cfg";//args[0];
            SessionSettings settings = new SessionSettings(fileName);
            //Container for setting dictionaries mapped to session
            QuickFix.Application application = new MyApplication();
            //This interface must be implemented to define what your FIX application does.
            FileStoreFactory storeFactory = new FileStoreFactory(settings);
            //Creates a file based implementation of messagestore
            FileLogFactory logFactory = new FileLogFactory(settings);
            //Creates a file based implementation of log
            MessageFactory messageFactory = new DefaultMessageFactory();
            initiator = new SocketInitiator
            (application, storeFactory, settings, logFactory /*optional*/, messageFactory);


            //initiator.start();
            //MessageBox.Show("Ready to Work");


        }

        private void button1_Click(object sender, EventArgs e)
        {

            initiator.start();
            // MessageBox.Show("log on");
            listMessage.Items.Add("log on");

        }



        private void button2_Click(object sender, EventArgs e)
        {


            try
            {
                TransactTime tt = new TransactTime(DateTime.Now.ToUniversalTime());
                QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(new ClOrdID(DateTime.Now.Day.ToString() + DateTime.Now.Hour.ToString() + DateTime.Now.Minute.ToString() + DateTime.Now.Second.ToString()), new HandlInst('1'), new Symbol("AMLAK"), new Side(Side.SELL), tt, new OrdType(OrdType.LIMIT));
                //message.set(new Text("Placing Order!"));
                QuickFix.SessionID s = new SessionID("FIX.4.2", "CLIENT2", "EXECUTOR");
                TransactTime st = new TransactTime(DateTime.Now);

                //   message.setField(60, "20051222-06:06:24.281");

                // message.setField(167, "Services");

                // message.setField(50, "CLIENT2");
                //message.setField(142, "1");
                //message.setField(38, "100");
                // message.setField(386, "1");
                // message.setField(336, "0510");


                //message.setField(63, "0");
                //message.setField(1, "45159816");
                //message.setField(40, "2");


                string plOrderID = message.getClOrdID().getValue();// .ToString();// (ClOrdID 11);
                //plOrderType = message.getOrdType().ToString();
                string plOrderSymbol = message.getSymbol().getValue();//.ToString();
                string plOrderSide = message.getSide().getValue().ToString();
                //listing the optional tagids
                //message.setField(63, "0");
                //message.setField(64, "20060202");
                //message.setField(18, "G");
                //message.setField(44, "145.00");
                //message.setField(59, "0");

              /*  message.setField(8, "FIX.4.2");
                message.setField(9, "127");
                message.setField(35, "D");
                message.setField(49, "CLIENT1");
                message.setField(56, "EXECUTOR");
                message.setField(34, "8");
                message.setField(50, "CLIENT1");
                message.setField(142, "234");
                message.setField(52, "20060228-10:02:24.281");
                message.setField(11, "E001");
                message.setField(21, "1");
                message.setField(386, "1");
                message.setField(55, "AMLOCK");
                message.setField(54, "1");
                message.setField(60, "20060228-10:02:24.281");
                message.setField(38, "15");
                message.setField(40, "2");
               */
                //message.setField(10, "097");
                
               
               



                //     message.setField(7300, "0");

                //     message.setField(44, "105");
                //     message.setField(453, "1");
                //    message.setField(448, "4501");
                //    message.setField(447, "D");
                //    message.setField(452, "29");





                Session.sendToTarget(message, s);
                //sendOrderStatusReq(plOrderSymbol, plOrderID);
                listMessage.Items.Add("Order Status Request sent");
                //MessageBox.Show("Order Status Request sent");
            }
            catch (SessionNotFound ex)
            {
                MessageBox.Show("Session not found");
            }
            catch (DoNotSend ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectDataFormat ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (InvalidMessage ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectTagValue ex)
            {
                MessageBox.Show(ex.ToString());

            }


            # region comment


            /*            try
            {
                TransactTime tt = new TransactTime(DateTime.Now.ToUniversalTime());
                QuickFix42.NewOrderSingle message = new QuickFix42.NewOrderSingle(new ClOrdID(DateTime.Now.Day.ToString() + DateTime.Now.Hour.ToString() + DateTime.Now.Minute.ToString() + DateTime.Now.Second.ToString()), new HandlInst('1'), new Symbol("AMLAK"), new Side(Side.BUY), tt, new OrdType(OrdType.MARKET));
                //message.set(new Text("Placing Order!"));
                QuickFix.SessionID s = new SessionID("FIX.4.2", "CLIENT1", "EXECUTOR");
                TransactTime st = new TransactTime(DateTime.Now);

               
                string plOrderID = message.getClOrdID().getValue();// .ToString();// (ClOrdID 11);
                //plOrderType = message.getOrdType().ToString();
                string plOrderSymbol = message.getSymbol().getValue();//.ToString();
                string plOrderSide = message.getSide().getValue().ToString();
                
                // message.setField(58, "New Order");
            
               // message.setField(49, "CLIENT1");
                //message.setField(56, "EXECUTOR");
                //message.setField(35, "D");
               // message.setField(50, "CLIENT1");
              //  message.setField(142, "010");
              //  message.setField(52, "20051222-06:06:23.281");
               // message.setField(11, plOrderID);
                //message.setField(11, "106");
               // message.setField(21, "1");
              //  message.setField(386, "1");
              //  message.setField(55, plOrderSymbol);
                //message.setField(55, "RAJESH");
               // message.setField(54, plOrderSide);
                //message.setField(54, "1");
              //  message.setField(60, "20051222-06:06:24.281");
               // message.setField(38, "10");
               // message.setField(40, "2");
                 


                 message.setField(40, "2");
                message.setField(386, "1");
                message.setField(142, "1");
                message.setField(50, "CLIENT1");
                message.setField(38, "10");
               

                //message.setField(8, "FIX.4.2");
               // message.setField(9, "146");
               // message.setField(35, "D");
              //  message.setField(49, "CLIENT1");
               // message.setField(56, "EXECUTOR");
               // message.setField(34, "144");
               // message.setField(50, "CLIENT1");
               // message.setField(142, "010");
               // message.setField(52, "20051222-06:06:23.281");
               // message.setField(11, plOrderID);
               // message.setField(1,"1233");
                //message.setField(11, "106");
               // message.setField(21, "1");
               // message.setField(386, "1");
               // message.setField(55, plOrderSymbol);
                //message.setField(55, "RAJESH");
               // message.setField(54, plOrderSide);
                //message.setField(54, "1");
               // message.setField(60, "20051222-06:06:24.281");
               // message.setField(38, "10");
               // message.setField(40, "2");
                



                Session.sendToTarget(message, s);
                //sendOrderStatusReq(plOrderSymbol, plOrderID);
                MessageBox.Show("Order Status Request sent");
            }
            catch (SessionNotFound ex)
            {
                MessageBox.Show("Session not found");
            }
            catch (DoNotSend ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectDataFormat ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (InvalidMessage ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectTagValue ex)
            {
                MessageBox.Show(ex.ToString());

            }*/

            #endregion

        }


        static void sendOrderStatusReq(string plOrderSymbol, string plOrderID)
        {
            try
            {
                TransactTime tt = new TransactTime(DateTime.Now.ToUniversalTime());
                QuickFix42.OrderStatusRequest message = new QuickFix42.OrderStatusRequest(new ClOrdID(DateTime.Now.Day.ToString() + DateTime.Now.Hour.ToString() + DateTime.Now.Minute.ToString() + DateTime.Now.Second.ToString()), new Symbol(plOrderSymbol), new Side(Side.BUY));
                //   message.set(new Text("Placing Order!"));
                QuickFix.SessionID s = new SessionID("FIX.4.2", "CLIENT1", "EXECUTOR");
                TransactTime st = new TransactTime(DateTime.Now);

                //message.setField(60, "20051222-06:06:24.281");
                //plOrderType = message.getOrdType();

                //        plOrderSide 
                //message.setField(11, plOrderID);

                // message.setField(50, "CLIENT2");
                // message.setField(142, "1");
                //message.setField(38, "100");
                //message.setField(386, "1");
                //message.setField(336, "0510");
                //                 //   message.setField(336, "0510");

                //-     message.setField(63, "0");
                //message.setField(1, "45159816");

                //listing the optional tagids
                //message.setField(63, "0");
                //message.setField(64, "20060202");
                //message.setField(18, "G");
                //message.setField(44, "145.00");
                //message.setField(59, "0");




                // message.setField(58, "New Order");



                //     message.setField(7300, "0");

                //     message.setField(44, "105");
                //     message.setField(453, "1");
                //    message.setField(448, "4501");
                //    message.setField(447, "D");
                //    message.setField(452, "29");

                Session.sendToTarget(message, s);
            }
            catch (SessionNotFound ex)
            {
                MessageBox.Show("Session not found");
            }
            catch (DoNotSend ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectDataFormat ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (InvalidMessage ex)
            {
                MessageBox.Show(ex.ToString());
            }
            catch (IncorrectTagValue ex)
            {
                MessageBox.Show(ex.ToString());

            }

        }




    }
}

[Quickfix-announce] QuickFIX 1.11.0 is now available

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

ON QUICKFIX
-----------------
QuickFIX 1.11.0 is now available at http://www.quickfixengine.org

You can get the release notes for all versions here: 
http://www.quickfixengine.org/NEWS

We did a lot of work to make it easier to build the project.  For 
windows users, everything is now under one solution file.  This includes 
the C++, .NET, jni, and example programs.  So it should be much more 
obvious to new users what is available.  The documentation has also been 
slightly restructured into categories which I hope will make it easier 
to find things.  Feedback is appreciated.

Ok, so first of all the project has been updated to be compatible with 
the latest compilers.  This means gcc 4.x and Visual Studio 8/2005/.NET 
2.0.  I know many of you have begun to use these, so you will no longer 
have to use hacked up versions of the source.  JNI should also work on 
64 bit systems.

The FileLog is no longer separated into .incoming and .outgoing files.  
It all goes into one .messages file.  This is so the exact message 
sequence that occured in a session can be accurately reconstructed.  
This should make it a lot easier to figure out exactly what happened 
when analyzing the logs.  Likewise, the databases will place all 
messages into a single table where they can share a auto-incrementing id.

There is native support for a couple of databases.  PostgreSQL and MSSQL 
(windows only currently).  And MySQL and PostgreSQL store and log 
implementation now support connection pools.

The sequence reset functionality should be useable now.  The previous 
version had problems, which I believe have all been resolved in this 
release.  Please continue to give feedback.

Much more, so read the release notes for a full account.

ON QUICKFIX/J
-------------------
You will notice on the download page that QuickFIX/J, clearly marked 
with a bright red *beta* disclaimer is available.  We will begin placing 
the latest QuickFIX/J beta releases here (which will turn into real 
releases at some point).  We are putting these here to make them easier 
to find so we can expand the beta user base and get more feedback.  The 
QuickFIX/J documentation is available online as well.  Remember to 
report anything you find in the bugtracker: 
http://www.quickfixengine.org/bugtracker.  Steve Bate is leading the 
development of this port, so he is the guy to contact if you want to 
become involved.

ON OTHER STUFF
---------------------
There are several companies that provide services surrounding QuickFIX 
which range from training to support to project work.  If you are in 
need of any of these check out this page for information about these 
companies:  http://www.quickfixengine.org/services.html

Does your company provide any such services?  Send me information and 
we'll add you to the site if appropriate.

[Quickfix-announce] QuickFIX/J Beta 1 Available

[Steve B. <st...@qu...>]

I am pleased to announce the first beta release of QuickFIX/J, a pure
Java port of the QuickFIX C++ FIX engine. The QuickFIX/J API is
identical to the QuickFIX JNI Java API. It should be possible to
simply redefine the Java classpath to start using QuickFIX/J if you've
been using the JNI version.

The primary focus of this version was porting the C++ and Ruby code to
Java. However, there are a few additional features.  For example...

* QuickFIX/J messages are serializable
* General JDBC log and store support
* Jakarta Commons Logging support (JDK, Log4J)
* Javadoc documentation
* A few new configurations options

We are also seeing better performance with QuickFIX/J compared to the
JNI implementation. Depending on the test, we are seeing between 3-10x
speed improvement.

QuickFIX/J is passing the same acceptance tests as the C++
implementation and is also passing numerous unit tests. The code is
stable but we are expecting minor issues with compatibility, bugs, and
so on once developers start using it. Please follow the guidelines
recently suggested by Joerg Thoennes for reporting bugs and issues
using the QuickFIX bug tracker. The message containing those
guidelines is...

http://sourceforge.net/mailarchive/message.php?msg_id=12260171

Several people have provided valuable assistance to the QuickFIX/J
effort. David Vincent and Laurent Danesi from Smart Trade Technologies
have provided coding and testing support and have set up a Cruise
Control continuous integration server for doing automated builds and
test report generation. Barry Kaplan has been using the engine for
real trading and has provided early feedback on bugs and other
issues. These developers are also involved in some very interesting
features for future versions of QuickFIX/J. We'll describe those in
future messages. Oren Miller has provided project management
assistance and has patiently answered our numerous questions about the
C++ implementation.

We are hoping that the Java QuickFIX users will help us improve the
quality of the QuickFIX/J implementation by trying the software and
reporting bugs or other issues. If you'd like to get involved as a
developer, send me a note and let me know how you'd like to
participate. I'm also interested in hearing from people who are
experts on the FIX protocol or applications of FIX and who would be
willing to consult with the development team when we have questions.

The code is available as a binary or source package from the 
QuickFIX SourceForge file download area.

http://sourceforge.net/project/showfiles.php?group_id=37535

Steve Bate

[Quickfix-announce] QuickFIX 1.10.2 is now available

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

QuickFIX 1.10.2 is now available at http://www.quickfixengine.org/

A couple of point releases went out before I had a chance to announce  
1.10.0.  You can get the release notes for all versions here: http:// 
www.quickfixengine.org/NEWS

Well now.  It's been a bit longer between releases then normal, but  
here it is.  Not everything we wanted to get in here did, but we will  
be pushing for a 2.0 release and hope to incorporate some of our more  
ambitious goals.

Some of the things you will find in this version is automated support  
for SequenceResets.  If your engine receives one, it will reset your  
sequence numbers and send the appropriate ack.  If you attach a  
ResetSeqNumFlag=Y to your logon message, the engine will reset its  
sequence numbers appropriately.  This flag will also automatically  
attach itself at the appropriate time if you have ResetOnDisconnect  
or ResetOnLogoff set.

You can now reliably stop and start initiators and acceptors as much  
as you like.  Previously once you stopped in initiator or acceptor,  
it wasn't designed to be brought back up and you'd have to throw it  
away.  Now you can call start/stop as much as you like.  Even better,  
the initiator/acceptor will attempt to properly logout of all  
sessions before shutting down.  It will only forcibly take down a  
session if it doesn't respond withing 5 seconds to the logout attempt.

Some things with field validation.  You can turn them off for user  
defined fields with the ValidateUserDefinedFields configuration  
setting.  Also the validation algorithm will now check for required  
fields in the header, trailer, and repeating groups instead of just  
the main message body.

The much wanted method to getSessions from an initiator/acceptor is  
now available in all APIs.

And you can check the release notes for all the details.  Did we miss  
something?  Please enter it into the bugtracker (http:// 
www.quickfixengine.org/bugtracker/).  That's the best way to ensure  
that we don't miss it.  The mailing list has grown a bit much to be  
used as a way to reliably track such things (the developer list alone  
had 190 posts last month).  After reporting something to the list, if  
the discussion reveals a need for action, please help us out by  
entering it into the bugtracker and attaching any relevant log files.

--oren

[Quickfix-announce] QuickFIX 1.9.3 Available

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

QuickFIX 1.9.3 is now available at http://www.quickfixengine.org/

Release Notes:  
https://sourceforge.net/project/shownotes.php?release_id=280488

This is mostly a series of bug fixes, some pretty important depending  
on which API / features you use.  Look through the release notes to see  
if this version fixes one of these problems.  Many of these fixes were  
direct results of reports to the bug tracker.  There are a few requests  
that were cut off from this version.  To see which issues are still  
open, see the open reports in the bug tracker:  
http://www.quickfixengine.org/bugtracker/query.php? 
op=doquery&status[]=2

All of these are either pretty insignificant, a feature request, or  
have a reasonable work-around.

One of the more important aspects of this version is it fixes  
instability problems with .NET.  Also the various reports concerning  
several aspects of repeating groups have been addressed.  There is also  
some more robust session handling logic and message parsing.

Upgrading is a recommended for 1.9.x users.

When upgrading note that the MessageStore::get( int, std::string& )  
method is gone.  If you are currently overloading this in a message  
store, you can simply get rid of it, it's no longer needed.

--oren

[Quickfix-announce] QuickFIX 1.9.1 Available

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

You know where, but in case you don't:  http://www.quickfixengine.org/

This fixes some problems reported with 1.9.0.  You should get this if 
you are using MySQL, STLPort, or currencies.  This should also fix 
compilation problems people were seeing with SUNPro and some versions 
of Visual Studio.  Documentation is now included in the installation 
docs for SUNPro, and the pretty collaboration diagrams are back.  
Release notes here: 
http://sourceforge.net/project/shownotes.php?release_id=267968

One important change to take note is the XML that comes out of 
Message::toXML is in a slightly different format.  A field used to come 
out like this:

<field name="Text" value="Whatever value that is in this field"/>

Now, it comes out like this:

<field name="Text"><![CDATA[Whatever value that is in this 
field]]></field>

This is so we can handle characters in field values that could 
otherwise make the produces XML invalid.

--oren

[Quickfix-announce] QuickFIX 1.9.0 Available

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

QuickFIX 1.9.0 is now available at http://www.quickfixengine.org/

http://sourceforge.net/project/shownotes.php? 
group_id=37535&release_id=266040

First of all, the release is *much* faster.  By doing some extensive  
profiling and with the help of some contributors, in particular Caleb  
Epstein and Kritstopher Peterson, we have radically improved our  
message parsing and generation capabilities.  Run the performance tests  
on 1.8.0 and 1.9.0 and you'll see what I mean.

Also, we have the long awaited support for week long sessions.   
Everybody who has been connecting to the CME with QuickFIX can throw  
their custom hacks away.  John Dahl over at the CME was even gracious  
enough to do a little testing.

Also, we have added the SessionQualifier tag.  This allows you to have  
sessions with identical BeginString, SenderCompID and TargetCompID, yet  
still be different sessions.  Thank you to Pasquale d'Aloise for the  
idea.

There are a bunch of other little fixes.  Remaining VB.NET compilation  
problems have been addressed.  Made an effort to make sure QF will  
compile under SunPRO.  An improvement to the Session for handling  
continuously high traffic and more.

--oren

[Quickfix-announce] Announcing WikiFIX

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

Hello everyone,

First, we are working on putting out a new release of QuickFIX very 
soon.  It's a pretty exciting one with a long anticipated feature and 
amazing performance improvements.  However right now I have another 
announcement.

A couple of the things that I've found missing in the FIX and trading 
communities are an organized up-to-date knowledge base, and an active 
self-run FIX community outside of the FPL.  In addition to this, we 
have been struggling with organizing our own QuickFIX community.  The 
mailing lists are useful, but not well organized, and not a great place 
to work out a lot of concepts in detail.  In order to address these 
issues, we are introducing WikiFIX, which as it sounds, is a Wiki 
dedicated to FIX and electronic trading.  For those not familiar with 
Wiki, it is essentially a website where everyone can contribute to the 
content.  Read more about it here: http://en.wikipedia.org/wiki/Wiki

You can access WikiFIX either from http://www.wikifix.org, or 
http://www.quickfixengine.org/wikifix.  Both addresses go to the same 
place.  The starting page for QuickFIX specific information is at 
http://www.wikifix.org/index.php?QuickFix.  Here, everyone can 
contribute to the FAQ, report issues, resolutions, patches, or anything 
else that we haven't thought of yet.

Like any Wiki, it is dependent on all of us to make the most out of it. 
  Right now I am only announcing this to the QuickFIX community, but I 
hope to broaden the audience in time.  We intend for the Wiki to be 
vendor neutral.  Hopefully it will allow various engines vendors, 
counter-parties, and all the rest of us communicating in an open, self 
organizing, and continuously updating resource.

--oren

[Quickfix-announce] QuickFIX 1.8.0 Available / QuickFIX Support

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

QuickFIX 1.8.0 is now available at http://www.quickfixengine.org/

Release notes are available at  
http://sourceforge.net/project/shownotes.php? 
group_id=37535&release_id=249518

The biggest new feature is the addition of the python API.  Many thanks  
go to the SWIG developers, http://www.swig.org.  The VB.NET API is also  
working again.  Code samples and implementations of the executor  
example are available for both these languages.

Users of MySQL will definitely want this upgrade.  There are several  
important updates to the MySQL store and logger.

Logout messages are now sent after receiving a sequence number that is  
too low.  The text of the logout shows the expected and received  
numbers.  This should make resolving sequence number issues much  
easier.

See the release notes for further details.  Thanks for all the  
contributions, I'm trying to make sure everyone is properly credited in  
the CONTRIBUTORS and THANKS files.  If I missed you, let me know.

--oren


** QuickFIX Support **

I'd also like to announce that formal QuickFIX support is now  
available.  Connamara Systems and Macdonald Associates are providing  
support contracts to QuickFIX users.  This is being done to address the  
concern over not having an accountable third party.  Now you have two.   
If you or your CTO has been asking: "But who can we call?", now you  
know.

Both of these companies have been long time supporters of QuickFIX,  
have made important contributions, and use QuickFIX in their own  
product lines.  Combined, they have offices in Chicago, London,  
Switzerland, Germany, and New Dehli.  This gives QuickFIX a support  
infrastructure comparable to what you would find at a commercial  
vendor.  For more information, please visit the services page at  
http://www.quickfixengine.org/services.html

[Quickfix-announce] QuickFIX 1.7.1 Available

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

QuickFIX 1.7.1 is now available at http://www.quickfixengine.org/

Release notes are available at  
http://sourceforge.net/project/shownotes.php? 
group_id=37535&release_id=237222

So this is pretty significant for a point release.  For C++ users it  
will look pretty much like a point release, but for Java users it will  
look more significant.  For the most part the Message class has been  
beefed up giving you access to more versatile constructors, and finally  
iterators!  You can now iterate through all the fields in a message (as  
well as headers, trailers, and groups). Iterators return StringFields  
which contain the tag and a string representation of the fields value.

There are also some other nice things for everyone like the ability to  
programatically logoff. QuickFIX will also gracefully logoff when an  
initiator or acceptor is stopped. No more complaints from  
counter-parties about QF rudely hanging up on everyone.

Of course the problem with infinite resend requests has been fixed.   
Thanks to everyone who provided clues as to the nature of this problem  
and those who verified that it has gone away.  Once we were able to  
capture it in a test the fix for this was trivial.

I know I said it last time, but it is true once again.  Adoption of  
QuickFIX is getting bigger and bigger.  1.7.0 got 1000 downloads in the  
month of March.  Previous releases have generally garnered 300-400  
downloads in a month.  We have also seen even more major firms adopting  
or evaluating QuickFIX.  I think in general the acceptance of OSS  
software in finance is at a level never before seen.  This industry has  
always been quick to adapt to new things that add value and I'm glad  
that OSS is seen as one of those things.

--oren

[Quickfix-announce] QuickFIX 1.7.0 Available

[Oren M. <ore...@ya...>]

QuickFIX 1.7.0 is now available at the usual place:
http://quickfix.thoughtworks.com/

Wait... did I say usual place.  Not anymore since the
fabulous Anne Lewis over at ThoughtWorks had her way
with it.  She did a great job redesigning the website.
I mucked about with the formula a bit when creating
the generator so if anything looks odd, it's all me.

Make sure to refresh you're browsers so you don't pull
up an old cache of the site!

Release notes are of course available:
http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=221121

What can I say?  I know this one took longer than
promised but I think it is a really solid release. 
FIX 4.4 for .NET, FreeBSD and Mac OS X, and well, just
read the release notes. For java users, the package
name has changed. Sorry! Release notes explain.
Seriously, if you are a Java or .NET users, it is
particularly important you read these release notes.

I think this release is a milestone in that it really
puts us where we want to be for launching future
initiatives. I've written a sort of summary of where
QuickFIX is and where I envision it might go in the
future.  It is available at the quickfix website.
Please read it and give some feedback. QuickFIX is
unique compared to other engines in how open it's
process is, take advantage!

So many people helped on this version I don't even
know where to begin. I've tried to add everyone to the
CONTRIBUTERS and THANKS files to acknowledge their
efforts.  If you belong in one of these files please
tell me! I want to see everyone get appropriate
credit.

QuickFIX 1.6.0 was downloaded over 2000 times. We are
getting record amounts of downloads, webhits, and
contributions. The companies that are using and
seriously considering QuickFIX is growing more
impressive all the time.  Thanks to everyone for
making this project so sucessful.  My hope is that
there would be a serious open alternative to the
increasingly pricey fix engines associated with this
"open" standard. I believe today we can say there is
one.

--oren

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[Quickfix-announce] Quikfix 1.6.0

[Miller, O. <OM...@ri...>]

QuickFIX 1.6.0 is now available here:
http://quickfix.thoughtworks.com/download.html
=20
release notes are here:
http://sourceforge.net/project/shownotes.php?group_id=3D37535&release_id=3D=
1
80587
=20
One thing to note for C++ users that want to upgrade,  each message is
now in its own file.  So instead of including quickfix/Messages.h, you
must now include the individual messages you are using.  i.e.,
quickfix/fix42/NewOrderSingle.h.  This needed to be done to resolve the
heap errors in visual studio which couldn't handle the large include.
=20
Otherwise this guy has FIX 4.4 for C++ and java, .NET support for 4.4
will be coming out a little later (more heap issues with visual studio,
so the .NET message will also need to be separated out).  But .NET
users, you now have the isSetField method you have all been clamoring
for!  See the release notes for a complete list of changes.

[Quickfix-announce] Re: [Quickfix-developers] Re: [Quickfix-users] QuickFIX 1.5.0

[Oren M. <ore...@ya...>]

Yeah.  Looks like banzai.cfg wasn't updated to use the
new configuration requirements for 1.5.0.  Add the
setting UseDataDictionary=N in the DEFAULT section and
it should load properly.

--- SOL ZADEH <sol...@ya...> wrote:
> 
> There were some errors with banzai. Please see
> below:
>  
> ---------
> 
> D:\QUICKF~1.0\quickfix\bin>run_banzai
> 
> D:\QUICKF~1.0\quickfix\bin>set
> CLASSPATH=../lib/banzai.jar;../lib/quickfix.jar;
> ./lib/log4j.jar
> 
> D:\QUICKF~1.0\quickfix\bin>java
> -Djava.library.path=../lib; Banzai
> Exception in thread "main" org.quickfix.ConfigError:
> DataDictionary not defined
>         at
> org.quickfix.SocketInitiator.create(Native
> Method)
>         at
> org.quickfix.SocketInitiator.<init>(Unknown
> Source)
>         at Banzai.<init>(Unknown Source)
>         at Banzai.main(Unknown Source)
> 
> 
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[Quickfix-announce] QuickFIX 1.5.0

[Oren M. <ore...@ya...>]

QuickFIX 1.5.0 is now available here:
http://quickfix.thoughtworks.com/download.html

release notes are here:
http://sourceforge.net/project/shownotes.php?group_id=37535&release_id=161270

*new email address*, email addressed to me should now
be sent to ore...@us...

This version has a few changes that make it not
entirely backwards compatible.  These are:

1) start() is now an asynchrnous call.  It will no
longer block and call onRun().  Instead, the
initiator/acceptor will run until stop() is called. 
If you want to upgrade without moving your code
around, you can do something like this.

initiator.start();
application.onRun();
initiator.stop();

This will allow older implementations to work as
before.

2) Directory structure has changed for include files. 
So "quickfix/include/SocketInitiator.h", becomes
"quickfix/SocketInitiator.h".  This only effects C++
users. (contribution by Alex Hornby)

3) Header file dependencies have been reduced.  Files
that were previously pulled in by other files no
longer do so.  This may mean you will have to
explicitly pull in certain header files.  Also only
affects C++ users.

4) New UseDataDictionary settings defaults to Y. This
means you will not be able to use QF without a
dictionary unless you explicitly set this to N. This
may mean updating your existing configuration files.

5) Under *nix, the default build settings are now -O2
-g.  The optimizations may cause memory problems on
older compilers or machines.  Just set your CXXFLAGS
evironment variable to blank or -O if this is the
case.

Otherwise there is a variety of updates, including
support for DATA field types (contribution by Nicholas
Palmer).  Read the release notes link above for a
complete listing.

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