quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Quickfix C++

[Greenfeld, I. (Treasury) <Ima...@Ll...>]

Hello,



How can I change the decoding in QuickFIX 4.4 C++ from the default ISO-8859-1 to UTF-8 ?



Can anyone please help ?



Thanks,



Imanuel.

Imanuel Greenfeld
Developer | ADM CB - Trading FO Pricing User Applications
Lloyds Bank
Wholesale Banking & Markets
33 Old Broad Street | London | EC2N 1HZ | United Kingdom
Tel: +44 20 7158 8068 | Mobile: 07903 161 533 | Fax:
Email:  Ima...@Ll...<mailto:Ima...@Ll...>
Website: www.lloydsbankwholesale.com<http://www.lloydsbankwholesale.com>

Lloyds Bank is proud to be an Official Partner of the London 2012 Olympic and Paralympic Games



Lloyds Banking Group plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC95000. Telephone: 0131 225 4555. Lloyds Bank plc. Registered Office: 25 Gresham Street, London EC2V 7HN. Registered in England and Wales no. 2065. Telephone 0207626 1500. Bank of Scotland plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC327000. Telephone: 08457 21 31 41. Cheltenham & Gloucester plc. Registered Office: Barnett Way, Gloucester GL4 3RL. Registered in England and Wales 2299428. Telephone: 0845 603 1637

Lloyds Bank plc, Bank of Scotland plc are authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and Prudential Regulation Authority.

Cheltenham & Gloucester plc is authorised and regulated by the Financial Conduct Authority.

Halifax is a division of Bank of Scotland plc. Cheltenham & Gloucester Savings is a division of Lloyds Bank plc.

HBOS plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC218813.

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[Quickfix-developers] cannot build quickfix python

[kapitanluffy p. <kap...@gm...>]

It just recently occurred to me that the forum is not publicly accessible.

I have been unable to build both the ruby and python versions of quickfix.
Below I included the log files of each installation.

Here is the log file when I tried installing the quickfix_ruby gem

http://pastebin.com/Xu5mkrQs

Here is the log file of the quickfix python installation

http://pastebin.com/BvbA7Krv

If you guys are a member of the forums, check out the thread I started

http://www.quickfixengine.org/forum/comments.php?DiscussionID=576

I also hangout in the IRC channel #qui...@fr... whenever
I am working on this project. Apparently though, no one is there.

[Quickfix-developers] cannot build quickfix python

[kapitanluffy p. <kap...@gm...>]

Can someone help me in install quickfix python? I already posted in the
forums so you guys can check it out.

http://www.quickfixengine.org/forum/comments.php?DiscussionID=576

Re: [Quickfix-developers] Message Logs Rotation and PersistMessages..

[garima g. <gar...@rb...>]

 <oren@...> writes:
> 
> QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> 
> Right now you need to rotate them yourself and you do have to disconnect 
to do this.  We will look at a way to support this within quickfix.--------
 Original Message --------Subject: Re: [Quickfix-developers] Message Logs 
Rotation andPersistMessages..From: "Mark Raynes" <mraynes-
j7Fd8dkzv11Wk0Htik3J/w...@pu...>Date: Wed, April 09, 2008 8:48 
amTo: "Jeff" <jhe...@pu...>Cc: 
quickfix-developers-
5NW...@pu...QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX 
Support: http://www.quickfixengine.org/services.html
>  #wmMessage v\:*  {behavior:url(#default#VML);}
>  #wmMessage o\:*  {behavior:url(#default#VML);}
>  #wmMessage w\:*  {behavior:url(#default#VML);}
>  #wmMessage .shape  {behavior:url(#default#VML);}
> 
> 
>  #wmMessage /* Font Definitions */  <at> font-face  {font-family:Tahoma; 
panose-1:2 11 6 4 3 5 4 4 2 4;}
>  #wmMessage /* Style Definitions */ p.MsoNormal, #wmMessage 
li.MsoNormal, #wmMessage div.MsoNormal  {margin:0cm; margin-
bottom:.0001pt; font-size:12.0pt; font-family:"Times New Roman";}
>  #wmMessage a:link, #wmMessage span.MsoHyperlink  {color:blue; text-
decoration:underline;}
>  #wmMessage a:visited, #wmMessage span.MsoHyperlinkFollowed  
{color:blue; text-decoration:underline;}
>  #wmMessage p  {mso-margin-top-alt:auto; margin-right:0cm; mso-margin-
bottom-alt:auto; margin-left:0cm; font-size:12.0pt; font-family:"Times New 
Roman";}
>  #wmMessage span.EmailStyle18  {mso-style-type:personal-reply; font-
family:Arial; color:navy;}
>  #wmMessage  <at> page Section1  {size:612.0pt 792.0pt; margin:72.0pt 
90.0pt 72.0pt 90.0pt;}
>  #wmMessage div.Section1  {page:Section1;}
> 
> 
> No responses as yet…   starting to lose hope!
>  
> 
> 
> 
> 
> From: jhe...@pu... [mailto:jhedlund-
Re5...@pu...] On Behalf Of JeffSent: Wednesday, 
April 09, 2008 14:46To: Mark RaynesCc: quickfix-developers-
5NW...@pu...Subject: Re: [Quickfix-
developers] Message Logs Rotation and PersistMessages..
> 
> 
>  
>  
> 
> On Mon, Apr 7, 2008 at 5:42 AM, Mark Raynes <mraynes-
j7Fd8dkzv11Wk0Htik3J/w...@pu...> wrote:
> 
> 
> 
> What would be the preferred way of rotating the FIX message logs in 
QuickFIX?   Currently we have a situation where the message logs are 
growing indefinitely and the only way to rotate them is to bring down the 
application.  Is there a way of having QF open a new message log each 
session?  Or is there some signal I can send to the application that will 
re-open the logs?
> 
> 
> 
> 
> I'm about to start working this as well - rotating the logs so they 
don't grow out of control.Mark - did you figure anything out?  What are 
others doing?Thanks,Jeff
> 
> 
> 
> 
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Does anyone know how to configure quickfixj with log4j to roll over 
messages.log????

[Quickfix-developers] Quickfix vs AIX

[John G. <joh...@wa...>]

Hi,

If anyone has experience compiling or using Quickfix on AIX 7.x (or even 
6.x would help I guess), I would be glad to have some feedback.

As I reported a few years ago to this list, we had no real problems 
compiling Quickfix on AIX 5.x. and it has been in production for all this 
time. I left Fix support for a few years, in the meantime they had a few 
issues with multithreading (which is quite specific on AIX) and now I am 
back with the task of compiling Quickfix on AIX 7 because our clients are 
migrating/upgrading their OS platforms.

This has been a nightmare through the whole process, from trying to 
install gcc and g++ (I had different issues with 9 different gcc versions, 
which I guess entitles me to setting a record of some sort), then 
seemingly getting hit by a /bin/as AIX assembly bug as well as 
libstdc++.so version woes.

I had quite a few issues on an AIX 6.x and can not get to compile there 
either.

More details are of course available but this is already a lengthy mail.

Currently, we are pursuing two options:

- try and run the binaries compiled on AIX 5.x on AIX 7.x, including 
libstdc++.so.5 and libgcc_s_ppc64.a (shr.o) as reported missing by ldd. I 
think it should work but when we will get a coredump in production, we 
will always be wondering whether it comes from our code or just 
compatibility issues and this worries me.

- download (done) and install (not succeeded yet) a demo version of IBM's 
XLC/C++ compiler and if this works just get a licence.

We are currently using quickfix-1.12.4, I added a few #include <cstdio> 
when gcc 4.x started complaining, I could not get the latest quickfix 
version to compile out of the tar.gz but I would not think it is the main 
issue.

Thanks in advance,
John GALLET

Re: [Quickfix-developers] {{Quickfixn}} Quickfix C++ : User Defined Field

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

You're sending to 2 lists: one is for the C++ port and the other is for the
C# port.

Which port are you using?

I assume you are using the C++ port (unless you are doing some funny .NET
thing linking your C++ to C#).





On Tue, Jan 6, 2015 at 4:29 PM, Greenfeld, Imanuel (Treasury) <
Ima...@ll...> wrote:

> Hello,
>
>
>
> I’m trying to loop through a user defined field but unsuccessful.
>
>
>
> I can do FIX::Group myGrp = FIX::Group(start, end);  but only on fields
> which are part of TradeCaptureReport.
>
>
>
> If I define the field in my namespace, then somehow I cannot getGroup.
>
>
>
> Any ideas please ?
>
>
>
> Many thanks,
>
>
>
> Imanuel.
>
>
>
>
>
> *Imanuel* *Greenfeld*
> Developer | ADM CB - Trading FO Pricing User Applications
>
> Lloyds Bank
> Wholesale Banking & Markets
> 33 Old Broad Street | London | EC2N 1HZ | United Kingdom
>  *Tel: *+44 20 7158 8068 *| Mobile: *07903 161 533 *| Fax: *
> *Email:*  Ima...@Ll...
> *Website: *www.lloydsbankwholesale.com
>
> *Lloyds Bank is proud to be an Official Partner of the London 2012 Olympic
> and Paralympic Games*
>
>
>
> Lloyds Banking Group plc. Registered Office: The Mound, Edinburgh EH1 1YZ.
> Registered in Scotland no. SC95000. Telephone: 0131 225 4555. Lloyds Bank
> plc. Registered Office: 25 Gresham Street, London EC2V 7HN. Registered in
> England and Wales no. 2065. Telephone 0207626 1500. Bank of Scotland plc.
> Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no.
> SC327000. Telephone: 08457 21 31 41. Cheltenham & Gloucester plc.
> Registered Office: Barnett Way, Gloucester GL4 3RL. Registered in England
> and Wales 2299428. Telephone: 0845 603 1637
>
> Lloyds Bank plc, Bank of Scotland plc are authorised by the Prudential
> Regulation Authority and regulated by the Financial Conduct Authority and
> Prudential Regulation Authority.
>
> Cheltenham & Gloucester plc is authorised and regulated by the Financial
> Conduct Authority.
>
> Halifax is a division of Bank of Scotland plc. Cheltenham & Gloucester
> Savings is a division of Lloyds Bank plc.
>
> HBOS plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in
> Scotland no. SC218813.
>
> This e-mail (including any attachments) is private and confidential and
> may contain privileged material. If you have received this e-mail in error,
> please notify the sender and delete it (including any attachments)
> immediately. You must not copy, distribute, disclose or use any of the
> information in it or any attachments. Telephone calls may be monitored or
> recorded.
>
> _______________________________________________
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> Qui...@li...
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
>


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

Re: [Quickfix-developers] Valid resend requests rejected by QuickFIX library

[gunnar <gh...@hi...>]

Hi Eugene,

Thank you for responding! Indeed the clients always logon with sequence 
reset false. For example this day:

--
20141219-05:51:27.298 : Received logon request
20141219-05:51:27.298 : info: HiQExchangeHandler::reset seqReset=false
20141219-05:51:27.298 : Responding to logon request
20141219-05:51:29.057 : Received ResendRequest FROM: 1 TO: 3
20141219-05:51:29.057 : Invalid message: Header fields out of order
--

And the "offending" message was:

20141219-05:51:29.057 : 
8=FIX.4.2|
9=58|
35=2|
49=HIQ1|
56=HIQFIX|
52=20141219-05:51:29|
34=3
|7=1
|16=3|
10=113



I  have some more info. This client always tries to logon a first time 
much earlier and then we send them a logout message and disconnect their 
session. Perhaps we don't that the correct way and the session is not in 
a healthy state after this.
The bold lines below illustrate how we disconnect them. Maybe someone 
knows if this is the correct way to disconnect a client. Perhaps the 
call to disconnect() is not needed and sending a logout message is 
enough? Or perhaps we need to call yet another method on their session 
(MFIXSession) after calling disconnect().

bool HiQExchangeHandler::logoutAndDisconnectFIX(const FIX::Text& text) {
     try {
         if (MFIXSession != NULL) {
             if (MFIXSession->receivedLogon()) {
*                FIX42::Logout message;**
**
**                message.set(text);**
**                FIX::Session::sendToTarget(message, MFIXSessionID);**
*            }
*            MFIXSession->disconnect();**
*            return true;
         }
         else {
             logError("HiQSession::logoutAndDisconnectFIX: MFIXSession 
== NULL");
         }
     }
     catch (...) {
         logError("HiQSession::logoutAndDisconnectFIX caught 
unidentified exception");
     }
     return false;
}


Strange thing is of course that it happens so rarely.


Thanks a lot!
Gunnar

Gunnar Harms

T +31 (0)20 53 53 487
F +31 (0)20 42 08 852
I www.hiqinvest.nl

HiQ Invest
Herengracht 442
1017 BZ Amsterdam

On 12/19/2014 04:39 PM, Eugene Krel wrote:
> Hi Gunnar,
>
> I have seen this issue as well. It commonly happens when we reset 
> sequence numbers for the day and an incoming session comes in with 
> sequence numbers from the previous day. The two sessions logn on/off 
> and then the incoming session logs off. They later log on for the new 
> day with reset sequence numbers and eventually leads to the exact 
> resend request scenario.
>
> I have not had time to look for a solution in the code, but having 
> both sides reset the sequence numbers at appropriate times and logon 
> as 1-1 for the new day addresses it.
>
> Hope this helps.
>
> Regards,
>
> -
> Eugene Krel - 646-293-1805 - Quantitative Brokers 
> <http://www.quantitativebrokers.com>
>
> On Fri, Dec 19, 2014 at 10:02 AM, gunnar <gh...@hi... 
> <mailto:gh...@hi...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/
>
>     Hello,
>
>     We have some problems where our FIX server (an acceptor) sometimes
>     rejects perfectly valid resend request messages from our clients.
>     In the event log we then see for example:
>
>     20140225-08 <tel:20140225-08>:04:51.589 : Received ResendRequest
>     FROM: 3356 TO: 3374
>     20140225-08 <tel:20140225-08>:04:51.589 : Invalid message: Header
>     fields out of order
>
>     (or it can complain about no SOH at the end. In any way QuickFIX is
>     wrong because the messages that we receive are valid 35=2 messages)
>
>     We use the C++ QuickFIX library.
>     The issue is not easily reproducible and happens rarely, twice a month
>     or so. If it happens we restart our FIX server and from then it
>     accepts
>     the exact same resend requests again.
>     I know I have not provided much information in this email, but am just
>     hoping someone recognizes the issue.
>
>
>     Regards,
>     Gunnar
>
>
>
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[Quickfix-developers] Valid resend requests rejected by QuickFIX library

[gunnar <gh...@hi...>]

Hello,

We have some problems where our FIX server (an acceptor) sometimes 
rejects perfectly valid resend request messages from our clients.
In the event log we then see for example:

20140225-08:04:51.589 : Received ResendRequest FROM: 3356 TO: 3374
20140225-08:04:51.589 : Invalid message: Header fields out of order

(or it can complain about no SOH at the end. In any way QuickFIX is 
wrong because the messages that we receive are valid 35=2 messages)

We use the C++ QuickFIX library.
The issue is not easily reproducible and happens rarely, twice a month 
or so. If it happens we restart our FIX server and from then it accepts 
the exact same resend requests again.
I know I have not provided much information in this email, but am just 
hoping someone recognizes the issue.


Regards,
Gunnar

[Quickfix-developers] QuickFIX Python Document?

[Hei C. <str...@ya...>]

Hi,


Does quickfix/doc/html/python contain all the document for QuickFIX Python?

I would like to use QuickFIX Python to parse a raw FIX message, and then use QuickFIX's interface to access the fields.  If there is an example, it would be great (I can't find it in the example folder neither).

I am not very familiar with SWIG.  It seems like the SWIG template only tries to expose just some C++ interfaces in Python?

Thanks in advance.


Cheers,
Hei

[Quickfix-developers] Is it possible to use MysqlStoreFactory with Python

[Matt L. <mat...@he...>]

Hello All,

I'm trying to use a Mysql backend from python for QuickFIX . A search on the list turned up a post from 2007 confirming that Mysql is not supported from the python ,  but can anyone confirm if that is still the case in 2014?

If so,  could anyone propose a work around or maybe let me know if there are any plans to add mysql support?

thanks,

Matt. 

[Quickfix-developers] Python Binding Doc?

[Hei C. <str...@ya...>]

Hi,

Is there a document about the design of QuickFIX Python binding?

I looked at src/python and it seems like I need to "make"?

I thought it would use native python but it seems otherwise.  A design document would help me understand.


Thanks!

Re: [Quickfix-developers] QuickFIX - Different sessions

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

jars?  I think you want to be on the QF/j list.

This is the C++ QF list.

On Tue, Nov 11, 2014 at 2:27 PM, Ismael Ruiz <iru...@gm...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
>
> Hi,
>
> I would like to see some example to create an application of Engine Fix
> with different sessions and when I can stop each session with files .sh (In
> Control-M)
>
> Is it better to use different jars for each session?
>
> Best Regards,
>
> I.Ruiz
>
> ------------------------------------------------------------------------------
>
>> _______________________________________________
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>>
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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

[Quickfix-developers] QuickFIX - Different sessions

[Ismael R. <iru...@gm...>]

Hi,

I would like to see some example to create an application of Engine Fix
with different sessions and when I can stop each session with files .sh (In
Control-M)

Is it better to use different jars for each session?

Best Regards,

I.Ruiz
------------------------------------------------------------------------------

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

[Quickfix-developers] QuickFIX Python Binding

[Hei C. <str...@ya...>]

Hi,

Is there a document about the design of QuickFIX Python binding?

I looked at src/python and it seems like I need to "make"?

I thought it would use native python but it seems otherwise.  A design document would help me understand.


Thanks!

[Quickfix-developers] QuickFIX Python Binding

[Hei C. <str...@ya...>]

Hi,

Is there a document about the design of QuickFIX Python binding?

I looked at src/python and it seems like I need to "make"?

I thought it would use native python but it seems otherwise.  A design document would help me understand.

Thanks!

Re: [Quickfix-developers] Integration with Spring and Spring roo

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

You should ask the QuickFIX/J mailing list.  This is the C++ mailing list.

On Mon, Oct 13, 2014 at 11:59 AM, Ismael Ruiz <iru...@gm...>
wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
>
> Hi,
>
> I would like to Know if you have examples where we can see integration
> about quickfixj with Spring and Spring roo.
>
> If it's possible add the dependences and re-run a new fix application.
>
> Best Regards,
>
> Ismael Ruiz
>
>
> ------------------------------------------------------------------------------
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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

[Quickfix-developers] Integration with Spring and Spring roo

[Ismael R. <iru...@gm...>]

Hi,

I would like to Know if you have examples where we can see integration
about quickfixj with Spring and Spring roo.

If it's possible add the dependences and re-run a new fix application.

Best Regards,

Ismael Ruiz

[Quickfix-developers] QuickFIX Ruby API now available on rubygems

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

Just type 'gem install quickfix_ruby'

It's been tested on ubuntu and mac os/x.

Already got some useful feedback on the python PyPI package.  Feedback
on this one will also be helpful.

Not that the python and ruby packages do not currently work on windows.

Re: [Quickfix-developers] quickfix memory leak

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

Context of the time.  This is back in 2001.  The future of everyone
passing everything around json objects was a long way off.  Did you know
that back then the FIX protocol standard was distributed in Microsoft
Word documents?

As far as I know we were the first to make a consistent well formed
document that defined all the fields and messages, pre-dating the FIX
repository (which for a long time cost money).  This involved saving the
the word documents as html and writing a flex parser to generate the
xml.  If you want to get an idea of how dirty even the html was take a
look at one of the documents and the parser. 

https://raw.githubusercontent.com/quickfix/quickfix/v1.3.2/spec/fix-42-with_errata_20010501.html
https://github.com/quickfix/quickfix/blob/v1.3.2/spec/FixLexer.l

We turned that into this!

https://github.com/quickfix/quickfix/blob/v1.3.2/spec/FIX42.xml

So creating a lightweight machine readable version of the spec was a
high priority.  I wanted to make it available for everyone to use, and
xml was established and pretty well suited to the task.  There were a
lot of xml tools available at the time, so people could easily make use
of these documents.  Originally these documents were created for
distribution and to act as our code generators.  It made sense at that
point to also use it the runtime data dictionary.  Those dependencies
always caused me the most trouble also.  MSXML didn't even come with
windows or visual studio back then. 

There is now a great little project called pugixml. One source and one
header.  I just embedded it into the project and that was that.  It's
smaller, faster, and easier to use.

http://pugixml.org/

Right now my plan for Visual Studio is to support any version for which
Microsoft has a download link to a free express edition.  Since we went
native for C#, we no longer need to be able to compile two languages in
the same solution.  This removes the dependency of needing a commercial
version of Visual Studio (great for students and enthusiasts), and saves
me the cost of keeping an MSDN subscription.

Unfortunately the VS10 binaries still seem to be quite popular.  Almost
as much as VS12.  VS11 is actually far less popular than either.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] quickfix memory leak
> From: "K. Frank" <kfr...@gm...>
> Date: Fri, September 12, 2014 6:17 pm
> To: Quickfix Developers List <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
> 
> Hi Oren!
> 
> Thanks for your reply.
> 
> On Fri, Sep 12, 2014 at 11:53 AM,  <or...@qu...> wrote:
> > We have been pretty conservative up until this point, but that was
> > largely due to how poor and divergent compilers were when the project
> > first started.
> > ...
> > We are also starting to get more aggressive dropping out of date
> > toolchains.  We supported VS6 for a long long time, but we now only
> > supports VS10 and up.
> >
> > The philosophy on the whole has been to get quickfix up and running for
> > people with as few dependencies as possible.
> 
> I like that philosophy.  (But why then xml?  That was the one thing that
> caused me the most nuisance "porting" QuickFIX to mingw_w64.)
> 
> > That left libraries like boost out.
> 
> I wholeheartedly agree.  Boost has some good stuff in it, but it's hugely
> bloated.  I think there may be some conceit on boost's part.  (Our code
> don't stink ...)  Why should I have to download a template-metaprogramming
> state-machine framework just to use a smart pointer?  Boost really ought
> to make a (small) base library of low-level utilities that are clearly broadly
> useful (e.g. smart pointers).  Then they could implement all of their
> whiz-bang experiments in separate add-on libraries.
> 
> > ...
> > With the
> > latest 1.14.1 coming out, we were able to drop the dependencies on
> > libxml2 and msxml.  This made our PyPI installation a lot easier too.
> 
> As noted above, xml was something of an issue for me.  How did you
> get rid of the libxml2 / msxml dependency?
> 
> > I feel that if anyone is running a legacy system that old, they must
> > really love legacy software and can continue to use previous stable
> > releases of QuickFIX.
> 
> Personally, I agree with this.  But I understand and respect that
> many projects take a more legacy-focused approach.  But I'm with
> you guys -- keep moving forward!
> 
> > I'd really like to use more of C++11.  In fact I was looking to convert
> > all our std for loops to range based loops, but alas VS 2010 doesn't
> > support them.  They make the code so much cleaner.
> 
> (Then drop VS 2010.  Hee-hee ...)
> 
> Another, more substantive change you could make would be to switch
> your threading to c++11's std::thread (and friends).  Let the tool vendors
> (i.e., VS and gcc) worry about the platform-specific code.  std::thread is
> broadly supported now, among others, by VS, gcc on linux, and gcc on
> windows (mingw-w64).
> 
> 
> Best regards.
> 
> 
> K. Frank
> 
> 
> >> -------- Original Message --------
> >> Subject: Re: [Quickfix-developers] quickfix memory leak
> >> From: "K. Frank" <kfr...@gm...>
> >>
> >> Hi Oren!
> >>
> >> On Fri, Sep 12, 2014 at 12:49 AM,  <or...@qu...> wrote:
> >> >
> >> > So it turns out there was a leak here.  The returned copies were not
> >> > being stored in that collection and were never disposed of.  I solved
> >> > this right now by putting them in std::shared_ptr objects.
> >> > ...
> >> > I think it would be nice to be able to use some modern smart pointers.
> >> > When the project was started back in 2001, there was really nothing
> >> > standardized that was widely distributed other than the dependency
> >> > monster boost.  Now that there is I think it would help us avoid these
> >> > types of memory pitfalls.
> >>
> >> I would personally advocate for the use of std::shared_ptr (and other
> >> standard smart pointers, as appropriate), but, of course, this would
> >> make QuickFIX (partially) dependent on c++11.
> >>
> >> For me, that's fine (in fact preferable), but I understand that many
> >> users may have older toolchains that don't support the standard
> >> smart pointers (or other c++11 / c++14 features).  What's been the
> >> QuickFIX philosophy about adopting new language features when
> >> they're beneficial?
> >>
> >> Thanks.
> >>
> >> K. Frank
> >> ...
> 
> ------------------------------------------------------------------------------
> Want excitement?
> Manually upgrade your production database.
> When you want reliability, choose Perforce
> Perforce version control. Predictably reliable.
> http://pubads.g.doubleclick.net/gampad/clk?id=157508191&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] quickfix memory leak

[K. F. <kfr...@gm...>]

Hi Oren!

Thanks for your reply.

On Fri, Sep 12, 2014 at 11:53 AM,  <or...@qu...> wrote:
> We have been pretty conservative up until this point, but that was
> largely due to how poor and divergent compilers were when the project
> first started.
> ...
> We are also starting to get more aggressive dropping out of date
> toolchains.  We supported VS6 for a long long time, but we now only
> supports VS10 and up.
>
> The philosophy on the whole has been to get quickfix up and running for
> people with as few dependencies as possible.

I like that philosophy.  (But why then xml?  That was the one thing that
caused me the most nuisance "porting" QuickFIX to mingw_w64.)

> That left libraries like boost out.

I wholeheartedly agree.  Boost has some good stuff in it, but it's hugely
bloated.  I think there may be some conceit on boost's part.  (Our code
don't stink ...)  Why should I have to download a template-metaprogramming
state-machine framework just to use a smart pointer?  Boost really ought
to make a (small) base library of low-level utilities that are clearly broadly
useful (e.g. smart pointers).  Then they could implement all of their
whiz-bang experiments in separate add-on libraries.

> ...
> With the
> latest 1.14.1 coming out, we were able to drop the dependencies on
> libxml2 and msxml.  This made our PyPI installation a lot easier too.

As noted above, xml was something of an issue for me.  How did you
get rid of the libxml2 / msxml dependency?

> I feel that if anyone is running a legacy system that old, they must
> really love legacy software and can continue to use previous stable
> releases of QuickFIX.

Personally, I agree with this.  But I understand and respect that
many projects take a more legacy-focused approach.  But I'm with
you guys -- keep moving forward!

> I'd really like to use more of C++11.  In fact I was looking to convert
> all our std for loops to range based loops, but alas VS 2010 doesn't
> support them.  They make the code so much cleaner.

(Then drop VS 2010.  Hee-hee ...)

Another, more substantive change you could make would be to switch
your threading to c++11's std::thread (and friends).  Let the tool vendors
(i.e., VS and gcc) worry about the platform-specific code.  std::thread is
broadly supported now, among others, by VS, gcc on linux, and gcc on
windows (mingw-w64).


Best regards.


K. Frank


>> -------- Original Message --------
>> Subject: Re: [Quickfix-developers] quickfix memory leak
>> From: "K. Frank" <kfr...@gm...>
>>
>> Hi Oren!
>>
>> On Fri, Sep 12, 2014 at 12:49 AM,  <or...@qu...> wrote:
>> >
>> > So it turns out there was a leak here.  The returned copies were not
>> > being stored in that collection and were never disposed of.  I solved
>> > this right now by putting them in std::shared_ptr objects.
>> > ...
>> > I think it would be nice to be able to use some modern smart pointers.
>> > When the project was started back in 2001, there was really nothing
>> > standardized that was widely distributed other than the dependency
>> > monster boost.  Now that there is I think it would help us avoid these
>> > types of memory pitfalls.
>>
>> I would personally advocate for the use of std::shared_ptr (and other
>> standard smart pointers, as appropriate), but, of course, this would
>> make QuickFIX (partially) dependent on c++11.
>>
>> For me, that's fine (in fact preferable), but I understand that many
>> users may have older toolchains that don't support the standard
>> smart pointers (or other c++11 / c++14 features).  What's been the
>> QuickFIX philosophy about adopting new language features when
>> they're beneficial?
>>
>> Thanks.
>>
>> K. Frank
>> ...

Re: [Quickfix-developers] quickfix memory leak

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

We have been pretty conservative up until this point, but that was
largely due to how poor and divergent compilers were when the project
first started.  I'm talking right in the bad old days of gcc "2.96". 
Any advanced feature supported by one compiler version, was probably
non-existent in others.  

We are also starting to get more aggressive dropping out of date
toolchains.  We supported VS6 for a long long time, but we now only
supports VS10 and up.

The philosophy on the whole has been to get quickfix up and running for
people with as few dependencies as possible.  That left libraries like
boost out.  I don't want anyone to have to depend on such a large and
complicated dependency to use the library.  Since std::shared_ptr comes
with most compilers nowadays, I'm happy to start using it.  With the
latest 1.14.1 coming out, we were able to drop the dependencies on
libxml2 and msxml.  This made our PyPI installation a lot easier too.

I feel that if anyone is running a legacy system that old, they must
really love legacy software and can continue to use previous stable
releases of QuickFIX.

I'd really like to use more of C++11.  In fact I was looking to convert
all our std for loops to range based loops, but alas VS 2010 doesn't
support them.  They make the code so much cleaner.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] quickfix memory leak
> From: "K. Frank" <kfr...@gm...>
> Date: Fri, September 12, 2014 8:44 am
> To: Quickfix Developers List <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi Oren!
> 
> On Fri, Sep 12, 2014 at 12:49 AM,  <or...@qu...> wrote:
> >
> > So it turns out there was a leak here.  The returned copies were not
> > being stored in that collection and were never disposed of.  I solved
> > this right now by putting them in std::shared_ptr objects.
> > ...
> > I think it would be nice to be able to use some modern smart pointers.
> > When the project was started back in 2001, there was really nothing
> > standardized that was widely distributed other than the dependency
> > monster boost.  Now that there is I think it would help us avoid these
> > types of memory pitfalls.
> 
> I would personally advocate for the use of std::shared_ptr (and other
> standard smart pointers, as appropriate), but, of course, this would
> make QuickFIX (partially) dependent on c++11.
> 
> For me, that's fine (in fact preferable), but I understand that many
> users may have older toolchains that don't support the standard
> smart pointers (or other c++11 / c++14 features).  What's been the
> QuickFIX philosophy about adopting new language features when
> they're beneficial?
> 
> 
> Thanks.
> 
> 
> K. Frank
> 
> 
> >> -------- Original Message --------
> >> Subject: Re: [Quickfix-developers] quickfix memory leak
> >>
> >> I don't see where this code can leak except program termination due to
> >> missing cleanup for SessionFactoryu::m_dictionaries container.
> >> ...
> 
> ------------------------------------------------------------------------------
> Want excitement?
> Manually upgrade your production database.
> When you want reliability, choose Perforce
> Perforce version control. Predictably reliable.
> http://pubads.g.doubleclick.net/gampad/clk?id=157508191&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] quickfix memory leak

[K. F. <kfr...@gm...>]

Hi Oren!

On Fri, Sep 12, 2014 at 12:49 AM,  <or...@qu...> wrote:
>
> So it turns out there was a leak here.  The returned copies were not
> being stored in that collection and were never disposed of.  I solved
> this right now by putting them in std::shared_ptr objects.
> ...
> I think it would be nice to be able to use some modern smart pointers.
> When the project was started back in 2001, there was really nothing
> standardized that was widely distributed other than the dependency
> monster boost.  Now that there is I think it would help us avoid these
> types of memory pitfalls.

I would personally advocate for the use of std::shared_ptr (and other
standard smart pointers, as appropriate), but, of course, this would
make QuickFIX (partially) dependent on c++11.

For me, that's fine (in fact preferable), but I understand that many
users may have older toolchains that don't support the standard
smart pointers (or other c++11 / c++14 features).  What's been the
QuickFIX philosophy about adopting new language features when
they're beneficial?


Thanks.


K. Frank


>> -------- Original Message --------
>> Subject: Re: [Quickfix-developers] quickfix memory leak
>>
>> I don't see where this code can leak except program termination due to
>> missing cleanup for SessionFactoryu::m_dictionaries container.
>> ...

Re: [Quickfix-developers] quickfix memory leak

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

So it turns out there was a leak here.  The returned copies were not
being stored in that collection and were never disposed of.  I solved
this right now by putting them in std::shared_ptr objects.  They are
supported in VS 2010, which is the oldest VS we currently support.  As
far as I can tell it's supported as far back as gcc 4.3 which I think
has been out for 7-8 years now.  So I think we're probably ok there. 
Would this realistically be a problem for anyone?

I think it would be nice to be able to use some modern smart pointers. 
When the project was started back in 2001, there was really nothing
standardized that was widely distributed other than the dependency
monster boost.  Now that there is I think it would help us avoid these
types of memory pitfalls.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] quickfix memory leak
> From: Viktor Pogrebnyak <pohrebnyak@i.ua>
> Date: Thu, September 11, 2014 12:43 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I don't see where this code can leak except program termination due to
> missing cleanup for SessionFactoryu::m_dictionaries container.
> 
> 
> 
> --
> View this message in context: http://quickfix.13857.n7.nabble.com/quickfix-memory-leak-tp6680p6682.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> 
> ------------------------------------------------------------------------------
> Want excitement?
> Manually upgrade your production database.
> When you want reliability, choose Perforce
> Perforce version control. Predictably reliable.
> http://pubads.g.doubleclick.net/gampad/clk?id=157508191&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] QuickFIX python API now on PyPI

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

Just type 'pip install quickfix' and you are good to go.

It's been tested on ubuntu and mac os/x.

I would appreciate it if people could try it out and leave feedback.

The API is still only for python 2.x.  Looking into making it available
for 3.x;

Re: [Quickfix-developers] quickfix memory leak

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

Agreed.  This the relevant destructor at the top of the file:

SessionFactory::~SessionFactory()
{
  Dictionaries::iterator i = m_dictionaries.begin();
  for ( ; i != m_dictionaries.end(); ++i )
    delete i->second;
}

Looks to me like the dictionaries are being destroyed in the same
context they are created.  Seems fine.

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] quickfix memory leak
> From: Viktor Pogrebnyak <pohrebnyak@i.ua>
> Date: Thu, September 11, 2014 12:43 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I don't see where this code can leak except program termination due to
> missing cleanup for SessionFactoryu::m_dictionaries container.
> 
> 
> 
> --
> View this message in context: http://quickfix.13857.n7.nabble.com/quickfix-memory-leak-tp6680p6682.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> 
> ------------------------------------------------------------------------------
> Want excitement?
> Manually upgrade your production database.
> When you want reliability, choose Perforce
> Perforce version control. Predictably reliable.
> http://pubads.g.doubleclick.net/gampad/clk?id=157508191&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers