quickfix-developers — QuickFIX developers forum

[Quickfix-developers] How to customize field types per exchange in QuickFIX C++?

[Halit G. <hal...@vi...>]

Hello,

I'm using the QuickFIX C++ library to implement a FIX client that communicates with an exchange. The exchange uses a customized version of the FIX 4.2 protocol. To support this, I modified the FIX42.xml file provided in the QuickFIX repository according to the exchange's documentation, and then generated the code using the generate.sh script.
The problem I'm facing is with field types: the exchange overrides the standard data types for some common FIX tags. For example, tag 11 (ClOrdID) is defined as a STRING in all official FIX versions, but the exchange specifies it as an INT.
QuickFIX generates a shared FixFields.h header that defines the field types globally across all FIX versions. Because of this, I can't assign different types to the same tag in different versions or for different exchanges. This causes conflicts if I need to support multiple exchanges or adhere to a non-standard definition.
My question is:
How can I customize QuickFIX to handle exchange-specific variations in tag types, especially when common fields are redefined with different types?
Any guidance or workarounds would be greatly appreciated.

[Quickfix-developers] Cannot send correctly a simple "queryMarketDataRequest44"

[Javier A. <jar...@gm...>]

Hi!

I am a bit desperate with this ... I would really appreciate your reply.

The *request *is quite simple,
1. I have copied the message example of  FIX44::MarketDataRequest
Application::queryMarketDataRequest44() of
https://github.com/quickfix/quickfix/blob/master/examples/tradeclient/Application.cpp
.

2.  This message is sent:
8=FIX.4.4|9=112|35=V|34=2|49=***|52=20250416-17:03:50.000|56=***|146=1|55=LNUX|262=MARKETDATAID|263=0|264=0|267=1|269=0|10=069|

3.  However I receive this message with this error:
8=FIX.4.4|9=232|35=3|49=***|56=***|34=2|52=20250416-17:03:51.127|45=2|373=16|371=146|372=V|*58=Error
code RepeatingGroupNumInGroupMismatch occurred while parsing a FIX
message.  Tag ID is 146. Message seq-no is 2. Position in message is 87*
.|10=084|


 I am looking forward to hearing from you!

Regards,

[Quickfix-developers] Memory growth/Leak

[Sanjaya B. <isa...@gm...>]

Hi
Im cloning the FIX44::MarketDataSnapshotFullRefresh and
FIX44::MarketDataIncrementalRefresh
by new operator. and push them into a queue inside the onMessage callback.
And delete them in a separate thread. This will make a memory grow.
Deallocation doesn't happen as expected.
Did I do anything wrong?

-- 
Regards,
Isuru Sanjaya Wijayabandara

[Quickfix-developers] enh rqst: config file to expand environment variables

[Andrew M. <mar...@gm...>]

Hello everyone,

IMO it would be nice if there was a syntax for referring to environment
variables in the quickfix config file. Avoid ${varname} since that means
the file won't work with quickfixJ, since that syntax is used to refer to
java properties. What we need is a syntax that works with both languages so
that the quickfix config file is portable between C++ and java
environments. One convention would be to say: ${env:varname}. There are
some java components, like log4j2, which do this.

Sorry to mention java so much on the C++ mailing list but I think
compatibility between the C++ and java implementations is useful. quickfixj
already has the standard java mechanism for referring to properties and it
is possible to set properties to environment variable values on the JVM
command line. But there is nothing for the C++ quickfix. I've come across
the need because I want to use an environment variable to refer to the
pathname of the FIX DD. Having a config file like this is an aid to
automated deployment.

-- 
Regards,

Andrew Marlow
http://www.andrewpetermarlow.co.uk

[Quickfix-developers] Stack Overflow Question

[Ming C. <che...@ho...>]

C++ quickFix lib reading incoming FIX message
https://stackoverflow.com/q/68678815/14492198?sem=2
Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

[Quickfix-developers] Reading FIX message from Exchange/Broker server

[Ming C. <che...@ho...>]

Hi,

void SocketConnection::readFromSocket()
EXCEPT ( SocketRecvFailed )
{
  ssize_t size = socket_recv( m_socket, m_buffer, sizeof(m_buffer) );
  if( size <= 0 ) throw SocketRecvFailed( size );
  m_parser.addToStream( m_buffer, size );
}

ssize_t socket_recv(socket_handle s, char* buf, size_t length )
{
  return recv( s, buf, length, 0 );
}

Question:


  *   How to make sure FIX messages are always < BUFSIZ (8192 on developer's linux for example)? Say a message with many groups and some repeatingNo could be quite big?
  *   (Here I am not sure but like to learn) that recv can always read a complete message?

Thanks.
Ming

[Quickfix-developers] Stack Overflow Question

[Ming C. <che...@ho...>]

class UtcTimeStamp/UtcDate/LocalTimeStamp/LocalData in quickfix
https://stackoverflow.com/q/67500053/14492198?sem=2
Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

[Quickfix-developers] Stack Overflow Question

[Ming C. <che...@ho...>]

setField to a repeating group
https://stackoverflow.com/q/65472959/14492198?sem=2
Sent from Mail<https://go.microsoft.com/fwlink/?LinkId=550986> for Windows 10

[Quickfix-developers] About FieldMap https://stackoverflow.com/questions/64462831/c-quickfix-fieldmap-group-information-access

[Ming C. <che...@ho...>]

I have some questions there: https://stackoverflow.com/questions/64462831/c-quickfix-fieldmap-group-information-access
[https://cdn.sstatic.net/Sites/stackoverflow/Img/apple-touch-icon@2.png?v=73d79a89bded]<https://stackoverflow.com/questions/64462831/c-quickfix-fieldmap-group-information-access>
C++ quickfix FieldMap group information access<https://stackoverflow.com/questions/64462831/c-quickfix-fieldmap-group-information-access>
I am writing a generic FIX engine based on quickfix C++ lib. Assume the engine will connect to a destination which use version 4.4. According to the version std, I'll know what those groups I should
stackoverflow.com

Re: [Quickfix-developers] SSL connection

[Ming C. <che...@ho...>]

Hi QF developers,

My project requires SSL connection:

List of supported cipher suites:
TLS Version Supported Cipher Suites

TLSv1.0
TLSv1.1
TLSv1.2

So SSLProtocol = all -SSLv2  -SSLv3

should be ok?

If I build QF lib with --with-openssl, then I can use SocketInitiator provided with correct configuration mentioned in README.SSL; otherwise I should use SSLSocketInitiator  ?

Thanks in Advance.
Ming

________________________________
From: Ming Cheng <che...@ho...>
Sent: Thursday, September 10, 2020 12:22 AM
To: qui...@li... <qui...@li...>
Subject: Re: SSL connection

I posted the same question here https://stackoverflow.com/questions/63821185/can-socketinitiator-be-used-for-ssl-connection.
________________________________
From: Ming Cheng
Sent: Wednesday, September 9, 2020 7:57 AM
To: qui...@li... <qui...@li...>
Subject: SSL connection

Hi QF developers,

There is SSLSocketInitiator class in the lib and also under examples folder we can see the following code:

#ifdef HAVE_SSL
    if (isSSL.compare("SSL") == 0)
      initiator = new FIX::ThreadedSSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else if (isSSL.compare("SSL-ST") == 0)
      initiator = new FIX::SSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else
#endif

Long long time ago there was a talk about adding security to fix-msg’s themselves.  But later, the industry found that it is much better to get a secure line between the 2 connections.  So now the entire universe just uses a dedicated encrypted line.

I believe there must be something within SSLSocketInitiator  even a connection is a secured line. Please kindly share something I missed that I'll know that I need to use SSLSocketInitiator for a secured line connection environment.

Warm Regards.
Ming

Re: [Quickfix-developers] SSL connection

[Ming C. <che...@ho...>]

I posted the same question here https://stackoverflow.com/questions/63821185/can-socketinitiator-be-used-for-ssl-connection.
________________________________
From: Ming Cheng
Sent: Wednesday, September 9, 2020 7:57 AM
To: qui...@li... <qui...@li...>
Subject: SSL connection

Hi QF developers,

There is SSLSocketInitiator class in the lib and also under examples folder we can see the following code:

#ifdef HAVE_SSL
    if (isSSL.compare("SSL") == 0)
      initiator = new FIX::ThreadedSSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else if (isSSL.compare("SSL-ST") == 0)
      initiator = new FIX::SSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else
#endif

Long long time ago there was a talk about adding security to fix-msg’s themselves.  But later, the industry found that it is much better to get a secure line between the 2 connections.  So now the entire universe just uses a dedicated encrypted line.

I believe there must be something within SSLSocketInitiator  even a connection is a secured line. Please kindly share something I missed that I'll know that I need to use SSLSocketInitiator for a secured line connection environment.

Warm Regards.
Ming

[Quickfix-developers] SSL connection

[Ming C. <che...@ho...>]

Hi QF developers,

There is SSLSocketInitiator class in the lib and also under examples folder we can see the following code:

#ifdef HAVE_SSL
    if (isSSL.compare("SSL") == 0)
      initiator = new FIX::ThreadedSSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else if (isSSL.compare("SSL-ST") == 0)
      initiator = new FIX::SSLSocketInitiator ( application, storeFactory, settings, logFactory );
    else
#endif

Long long time ago there was a talk about adding security to fix-msg’s themselves.  But later, the industry found that it is much better to get a secure line between the 2 connections.  So now the entire universe just uses a dedicated encrypted line.

I believe there must be something within SSLSocketInitiator  even a connection is a secured line. Please kindly share something I missed that I'll know that I need to use SSLSocketInitiator for a secured line connection environment.

Warm Regards.
Ming

[Quickfix-developers] How to start/stop a particular session managed by an Initiator

[Ming C. <che...@ho...>]

My quickfix initiator may manage 5 sessions (targets). I can use ReconnectInterval to control reconnect try frequency. Assume one session connection gives me problem but I don't want to stop the rest 4 connections. I also don't want the problem one session keeps on trying. Is there anyway to stop and later to restart this particular session connection

Thanks
Ming Cheng

Re: [Quickfix-developers] Wanted feature

[Ming C. <che...@ho...>]

What I meant early is that the feature could come from the lib box with some std interface which could be more expressive. Now I need to provide my message store.

________________________________
From: Ming Cheng
Sent: Thursday, August 27, 2020 12:45 AM
To: qui...@li... <qui...@li...>; qui...@li... <qui...@li...>
Subject: Wanted feature

Hi,

When I provide a message store to QF lib to keep inbound/outbound messages, I'd like to do it selectively, especially for incoming messages. Most likely user may not keep incoming market data messages.

Thanks.
Ming

[Quickfix-developers] Wanted feature

[Ming C. <che...@ho...>]

Hi,

When I provide a message store to QF lib to keep inbound/outbound messages, I'd like to do it selectively, especially for incoming messages. Most likely user may not keep incoming market data messages.

Thanks.
Ming

[Quickfix-developers] Anyway to get all available Tags in a received msg

[Ming C. <che...@ho...>]

Hi,

It's straightforward to check whether tag is available by handling FieldNotFound exception. Is there anyway I can get a list of tags in an inbound msg?

Thanks.
Ming CHENG

[Quickfix-developers] Tag 91

[Ming C. <che...@ho...>]

Hi,

Will the lib handle encrypted data like decryption, or it's user's task?

Thanks.
Ming

Re: [Quickfix-developers] How to monitor fix connection status

[Grant B. <gbi...@co...>]

I think so.  The docs say "onLogout notifies you when an FIX session is no
longer online. This could happen during a normal logout exchange or because
of a forced termination or a loss of network connection."

See http://www.quickfixengine.org/quickfix/doc/html/application.html





On Tue, Jul 28, 2020 at 10:08 PM Ming Cheng <che...@ho...> wrote:

> Thanks. This is what I need to confirm that when there is a network
> connection issue and QF lib has no way to properly send out a logout
> request,  onLogout() will still be called?!
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Wednesday, July 29, 2020 3:05 AM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> onLogon() and onLogout() are called when the app is connected and not
> connected.
>
> On Tue, Jul 28, 2020 at 10:01 PM Ming Cheng <che...@ho...> wrote:
>
> Sorry I should have made it clear that how my program could know the lib
> is re-connecting so my code can inform my client to wait for my further
> signal?
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Wednesday, July 29, 2020 2:58 AM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> If you tail your message log, you'll see the logon request being sent at
> every reconnect interval.
>
>
>
> On Tue, Jul 28, 2020 at 8:21 PM Ming Cheng <che...@ho...> wrote:
>
> For client side, we can set *ReconnectInterval. *Assume for unknown
> reason the lib may keep on reconnecting unsuccessfully for many times.
> During this period, how do I know it's connecting?
>
> Thanks.
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Tuesday, July 28, 2020 1:59 PM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> I don't really understand the question.  QF already attempts to reconnect
> whenever it goes down.
>
> On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> FIX::Application allows me to monitor logon/logout and it seems I can't
> monitor a session's connection/disconnection status through
> FIX::Initiator/FIX::Session interface. What's the best practice to monitor
> a session's connection status and reconnect/relogin a session if my
> initiator manages several sessions?
>
> Thanks.
> Ming
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

-- 
This email, along with any attachments, is confidential. If you believe you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] How to monitor fix connection status

[Ming C. <che...@ho...>]

Thanks. This is what I need to confirm that when there is a network connection issue and QF lib has no way to properly send out a logout request,  onLogout() will still be called?!

________________________________
From: Grant Birchmeier <gbi...@co...>
Sent: Wednesday, July 29, 2020 3:05 AM
To: Ming Cheng <che...@ho...>
Cc: qui...@li... <qui...@li...>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

onLogon() and onLogout() are called when the app is connected and not connected.

On Tue, Jul 28, 2020 at 10:01 PM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
Sorry I should have made it clear that how my program could know the lib is re-connecting so my code can inform my client to wait for my further signal?

________________________________
From: Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>>
Sent: Wednesday, July 29, 2020 2:58 AM
To: Ming Cheng <che...@ho...<mailto:che...@ho...>>
Cc: qui...@li...<mailto:qui...@li...> <qui...@li...<mailto:qui...@li...>>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

If you tail your message log, you'll see the logon request being sent at every reconnect interval.



On Tue, Jul 28, 2020 at 8:21 PM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
For client side, we can set ReconnectInterval. Assume for unknown reason the lib may keep on reconnecting unsuccessfully for many times. During this period, how do I know it's connecting?

Thanks.

________________________________
From: Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>>
Sent: Tuesday, July 28, 2020 1:59 PM
To: Ming Cheng <che...@ho...<mailto:che...@ho...>>
Cc: qui...@li...<mailto:qui...@li...> <qui...@li...<mailto:qui...@li...>>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

I don't really understand the question.  QF already attempts to reconnect whenever it goes down.

On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/

Hi,

FIX::Application allows me to monitor logon/logout and it seems I can't monitor a session's connection/disconnection status through FIX::Initiator/FIX::Session interface. What's the best practice to monitor a session's connection status and reconnect/relogin a session if my initiator manages several sessions?

Thanks.
Ming
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] How to monitor fix connection status

[Grant B. <gbi...@co...>]

onLogon() and onLogout() are called when the app is connected and not
connected.

On Tue, Jul 28, 2020 at 10:01 PM Ming Cheng <che...@ho...> wrote:

> Sorry I should have made it clear that how my program could know the lib
> is re-connecting so my code can inform my client to wait for my further
> signal?
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Wednesday, July 29, 2020 2:58 AM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> If you tail your message log, you'll see the logon request being sent at
> every reconnect interval.
>
>
>
> On Tue, Jul 28, 2020 at 8:21 PM Ming Cheng <che...@ho...> wrote:
>
> For client side, we can set *ReconnectInterval. *Assume for unknown
> reason the lib may keep on reconnecting unsuccessfully for many times.
> During this period, how do I know it's connecting?
>
> Thanks.
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Tuesday, July 28, 2020 1:59 PM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> I don't really understand the question.  QF already attempts to reconnect
> whenever it goes down.
>
> On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> FIX::Application allows me to monitor logon/logout and it seems I can't
> monitor a session's connection/disconnection status through
> FIX::Initiator/FIX::Session interface. What's the best practice to monitor
> a session's connection status and reconnect/relogin a session if my
> initiator manages several sessions?
>
> Thanks.
> Ming
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

-- 
This email, along with any attachments, is confidential. If you believe you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] How to monitor fix connection status

[Ming C. <che...@ho...>]

Sorry I should have made it clear that how my program could know the lib is re-connecting so my code can inform my client to wait for my further signal?

________________________________
From: Grant Birchmeier <gbi...@co...>
Sent: Wednesday, July 29, 2020 2:58 AM
To: Ming Cheng <che...@ho...>
Cc: qui...@li... <qui...@li...>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

If you tail your message log, you'll see the logon request being sent at every reconnect interval.



On Tue, Jul 28, 2020 at 8:21 PM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
For client side, we can set ReconnectInterval. Assume for unknown reason the lib may keep on reconnecting unsuccessfully for many times. During this period, how do I know it's connecting?

Thanks.

________________________________
From: Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>>
Sent: Tuesday, July 28, 2020 1:59 PM
To: Ming Cheng <che...@ho...<mailto:che...@ho...>>
Cc: qui...@li...<mailto:qui...@li...> <qui...@li...<mailto:qui...@li...>>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

I don't really understand the question.  QF already attempts to reconnect whenever it goes down.

On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/

Hi,

FIX::Application allows me to monitor logon/logout and it seems I can't monitor a session's connection/disconnection status through FIX::Initiator/FIX::Session interface. What's the best practice to monitor a session's connection status and reconnect/relogin a session if my initiator manages several sessions?

Thanks.
Ming
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] How to monitor fix connection status

[Grant B. <gbi...@co...>]

If you tail your message log, you'll see the logon request being sent at
every reconnect interval.



On Tue, Jul 28, 2020 at 8:21 PM Ming Cheng <che...@ho...> wrote:

> For client side, we can set *ReconnectInterval. *Assume for unknown
> reason the lib may keep on reconnecting unsuccessfully for many times.
> During this period, how do I know it's connecting?
>
> Thanks.
>
> ------------------------------
> *From:* Grant Birchmeier <gbi...@co...>
> *Sent:* Tuesday, July 28, 2020 1:59 PM
> *To:* Ming Cheng <che...@ho...>
> *Cc:* qui...@li... <
> qui...@li...>
> *Subject:* Re: [Quickfix-developers] How to monitor fix connection status
>
> I don't really understand the question.  QF already attempts to reconnect
> whenever it goes down.
>
> On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> FIX::Application allows me to monitor logon/logout and it seems I can't
> monitor a session's connection/disconnection status through
> FIX::Initiator/FIX::Session interface. What's the best practice to monitor
> a session's connection status and reconnect/relogin a session if my
> initiator manages several sessions?
>
> Thanks.
> Ming
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
> you received this message in error, please contact the sender immediately
> and delete all copies of the message. Thank you from Connamara Systems, LLC.
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

-- 
This email, along with any attachments, is confidential. If you believe you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] How to monitor fix connection status

[Ming C. <che...@ho...>]

For client side, we can set ReconnectInterval. Assume for unknown reason the lib may keep on reconnecting unsuccessfully for many times. During this period, how do I know it's connecting?

Thanks.

________________________________
From: Grant Birchmeier <gbi...@co...>
Sent: Tuesday, July 28, 2020 1:59 PM
To: Ming Cheng <che...@ho...>
Cc: qui...@li... <qui...@li...>
Subject: Re: [Quickfix-developers] How to monitor fix connection status

I don't really understand the question.  QF already attempts to reconnect whenever it goes down.

On Tue, Jul 28, 2020 at 6:15 AM Ming Cheng <che...@ho...<mailto:che...@ho...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/

Hi,

FIX::Application allows me to monitor logon/logout and it seems I can't monitor a session's connection/disconnection status through FIX::Initiator/FIX::Session interface. What's the best practice to monitor a session's connection status and reconnect/relogin a session if my initiator manages several sessions?

Thanks.
Ming
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com

This email, along with any attachments, is confidential. If you believe you received this message in error, please contact the sender immediately and delete all copies of the message. Thank you from Connamara Systems, LLC.

Re: [Quickfix-developers] ResendRequest

[Grant B. <gbi...@co...>]

QF lib handles it!

On Tue, Jul 28, 2020 at 3:24 AM Ming Cheng <che...@ho...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
> Hi,
>
> If I receive a ResendRequest, would quickfix lib handles it transparently
> or I need to do something like ask the lib to find relevant msg to send?
>
> Thanks.
> Ming
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers



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Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

-- 
This email, along with any attachments, is confidential. If you believe you 
received this message in error, please contact the sender immediately and 
delete all copies of the message. Thank you from Connamara Systems, LLC.

[Quickfix-developers] Acceptor Compilation Error

[Patrick L. <pat...@an...>]

Hello,

Please see attached the example code for the "Acceptor" taken from:
http://www.quickfixengine.org/quickfix/doc/html/application.html

Please note that before deciding to post this question, I have consulted
the mailing list and StackOverflow where I found a similar question (which
sadly didn't result in a solution for my issue). This question can be found
here:
*https://stackoverflow.com/questions/30358675/compiling-a-quickfix-program
<https://stackoverflow.com/questions/30358675/compiling-a-quickfix-program>*

When I try to compile the example code (on Ubuntu 18.04.2 LTS), I receive
the following errors:







*trade_client_test.cpp: In function ‘int main(int,
char**)’:trade_client_test.cpp:17:3: error: ‘MyApplication’ was not
declared in this scope   MyApplication application;
 ^~~~~~~~~~~~~trade_client_test.cpp:21:6: error: ‘application’ was not
declared in this scope     (application, storeFactory, settings, logFactory
/*optional*/);      ^~~~~~~~~~~*

*I am using the following command to compile a file called
"trade_client_test.cpp" which is attached to this email:*
*g++ trade_client_test.cpp -std=c++11 -fexceptions -finline-functions
-lquickfix -lpthread -lxml2*

I have included the header files where these declarations should be (I
think). I then decided to rename "MyApplication" to "Application", which
gave a slightly different set of errors:

trade_client_test.cpp: In function ‘int main(int, char**)’:
trade_client_test.cpp:17:3: error: ‘Application’ was not declared in this
scope
   Application application;
   ^~~~~~~~~~~
trade_client_test.cpp:17:3: note: suggested alternative:
In file included from /usr/local/include/quickfix/Acceptor.h:29:0,
                 from /usr/local/include/quickfix/SocketAcceptor.h:29,
                 from trade_client_test.cpp:3:
/usr/local/include/quickfix/Application.h:43:7: note:   ‘FIX::Application’
 class Application
       ^~~~~~~~~~~
trade_client_test.cpp:21:6: error: ‘application’ was not declared in this
scope
     (application, storeFactory, settings, logFactory /*optional*/);


I've been stuck on this for a while and I haven't had much success in
finding a solution.
If someone could help me figure out how to solve this issue step-by-step, I
would greatly appreciate it.

Thanks,
Patrick