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From: Oren M. <or...@qu...> - 2007-12-06 20:41:35
|
Mike, My suggestion if you want to do something like this would be to add a SenderSubID and TargetSubID field to the configuration file, and you can then look these up based on the session. This is probably something we will be adding support for in the future. --oren On Dec 6, 2007, at 12:03 PM, Mike Perik wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Thought I was already subscribed to the developer > mailing list and was wondering where my previous email > had gone, so I'll try again. > > I'm investigating QuickFix for use as a gateway. I > need to be able to have sessions that use SubIds > (TargetSubID/SenderSubID). > > What is the best way to set the subid(s)? > > I've been hacking at the code to make the subid(s) an > optional part of the SessionID and have made some > progress but I'm only going to where the issues pop up > (ie code doesn't build, sessions can't be found). > Does anyone see a problem with making the subid(s) an > optional part of the SessionID? > > The other thought I had is to require a > SessionQualifier on all sessions and use the qualifier > to look up any additional tags (ie. > TargetSubId/SenderSubId) that need to be populated > before the message is sent. > > Anyone else have any ideas/solutions on how to do > this? > > Thanks, > Mike > > > > ______________________________________________________________________ > ______________ > Never miss a thing. Make Yahoo your home page. > http://www.yahoo.com/r/hs > > ---------------------------------------------------------------------- > --- > SF.Net email is sponsored by: The Future of Linux Business White Paper > from Novell. From the desktop to the data center, Linux is going > mainstream. Let it simplify your IT future. > http://altfarm.mediaplex.com/ad/ck/8857-50307-18918-4 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Mike P. <mic...@ya...> - 2007-12-06 18:03:23
|
Thought I was already subscribed to the developer
mailing list and was wondering where my previous email
had gone, so I'll try again.
I'm investigating QuickFix for use as a gateway. I
need to be able to have sessions that use SubIds
(TargetSubID/SenderSubID).
What is the best way to set the subid(s)?
I've been hacking at the code to make the subid(s) an
optional part of the SessionID and have made some
progress but I'm only going to where the issues pop up
(ie code doesn't build, sessions can't be found).
Does anyone see a problem with making the subid(s) an
optional part of the SessionID?
The other thought I had is to require a
SessionQualifier on all sessions and use the qualifier
to look up any additional tags (ie.
TargetSubId/SenderSubId) that need to be populated
before the message is sent.
Anyone else have any ideas/solutions on how to do
this?
Thanks,
Mike
____________________________________________________________________________________
Never miss a thing. Make Yahoo your home page.
http://www.yahoo.com/r/hs
|
|
From: Oren M. <or...@qu...> - 2007-12-06 17:52:14
|
The problem probably you are having probably has to do with the =20 Instrument component. If you look at the definition, it looks like =20 this. <component name=3D"Instrument"> <field name=3D"Symbol" required=3D"Y"/> <field name=3D"SymbolSfx" required=3D"N"/> <field name=3D"SecurityID" required=3D"N"/> <field name=3D"SecurityIDSource" required=3D"N"/> ... </component> As you notice the symbol field is required for this component. This =20 is particularly important since it is also the first field in the =20 group. FIX always requires that the first field defined for a group =20 be present because that is the field that acts as the delimiter. So =20 quickfix is looking for the symbol in order to know when the first =20 group begins, and when it ends and a new group starts. Since it =20 never hits the field, the others are not considered part of the group =20= and added to the main message body. --oren On Dec 6, 2007, at 10:20 AM, BRACKLEY, Andrew, GBM wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20 > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Thanks for the response although it doesn't appear to be a custom =20 > field. I've checked through all the fields in the groups and can't =20= > see anything out of place. I've written a small test app that =20 > parses the message and sends it through the QuickFix code to =20 > generate its internal structures and ended up with something that =20 > looked incorrect. > > =46rom the message I receive from the client that is shown below =20 > (I've formatted it for clarity) the XML generated from QuickFix =20 > looks wrong. > > I'm seeing this: > > <body> > <field number=3D"146"><![CDATA[2]]></field> > <group> > <field number=3D"48"><![CDATA[308379]]></field> > <field number=3D"48"><![CDATA[308380]]></field> > <field number=3D"711"><![CDATA[2]]></field> > <field number=3D"711"><![CDATA[1]]></field> > <field number=3D"555"><![CDATA[4]]></field> > <field number=3D"555"><![CDATA[2]]></field> > > Whereas I'd expect to see: > > <field number=3D"146"><![CDATA[2]]></field> > <group> > <field number=3D"48"><![CDATA[308379]]></field> > <field number=3D"711"><![CDATA[2]]></field> > <field number=3D"555"><![CDATA[4]]></field> > </group> > <group> > <field number=3D"48"><![CDATA[308380]]></field> > <field number=3D"711"><![CDATA[1]]></field> > <field number=3D"555"><![CDATA[2]]></field> > </group> > > The formatted message quickfix receives is: > > 8=3DFIX.4.4=019=3D653=0135=3Dy=0149=3DTFSICAP=0156=3DRBS=0134=3D3=0152=3D= 20071203-15:48:59=01 > > 320=3Db703dc7b-47f4-4d81-a3ce-1150a14eb0d0=01 > 322=3D55=01 > 560=3D0=01 > 146=3D2=01 > > 48=3D308379=01 > 711=3D1=01 > 310=3D2=01 > 763=3D0=01 > 318=3DEUR=01 > 879=3D10=01 > 810=3D0.05=01 > 555=3D2=01 > 600=3DEUR/USD=01 > 609=3DOPT=01 > 764=3DC=01 > 611=3D20071204=01 > 248=3D20071206=01 > 249=3D20071205=01 > 613=3DD=01 > 598=3DNY=01 > 942=3DEUR=01 > 620=3DON=01 > 624=3DB=01 > 556=3DUSD=01 > 600=3DEUR/USD=01 > 609=3DOPT=01 > 764=3DP=01 > 611=3D20071204=01 > 248=3D20071206=01 > 249=3D20071205=01 > 613=3DD=01 > 598=3DNY=01 > 942=3DEUR=01 > 620=3DON=01 > 624=3DB=01 > 556=3DUSD=01 > > 48=3D308380=01 > 711=3D1=01 > 310=3D2=01 > 763=3D0=01 > 318=3DEUR=01 > 879=3D10=01 > 810=3D0.05=01 > 555=3D2=01 > 600=3DEUR/USD=01 > 609=3DOPT=01 > 764=3DC=01 > 611=3D20071210=01 > 248=3D20071212=01 > 249=3D20071205=01 > 613=3DD=01 > 598=3DNY=01 > 942=3DEUR=01 > 620=3D1W=01 > 624=3DB=01 > 556=3DUSD=01 > 600=3DEUR/USD=01 > 609=3DOPT=01 > 764=3DP=01 > 611=3D20071210=01 > 248=3D20071212=01 > 249=3D20071205=01 > 613=3DD=01 > 598=3DNY=01 > 942=3DEUR=01 > 620=3D1W=01 > 624=3DB=01 > 556=3DUSD=01 > 10=3D230=01 > > And from this QuickFix generates the following structure xml. > > <message> > <header> > <field number=3D"8"><![CDATA[FIX.4.4]]></field> > <field number=3D"9"><![CDATA[653]]></field> > <field number=3D"35"><![CDATA[y]]></field> > <field number=3D"34"><![CDATA[3]]></field> > <field number=3D"49"><![CDATA[TFSICAP]]></field> > <field number=3D"52"><![CDATA[20071203-15:48:59]]></field> > <field number=3D"56"><![CDATA[RBS]]></field> > </header> > <body> > <field number=3D"146"><![CDATA[2]]></field> > <field number=3D"320"><![CDATA[b703dc7b-47f4-4d81-=20 > a3ce-1150a14eb0d0]]></field> > <field number=3D"322"><![CDATA[55]]></field> > <field number=3D"560"><![CDATA[0]]></field> > <group> > <field number=3D"48"><![CDATA[308379]]></field> > <field number=3D"48"><![CDATA[308380]]></field> > <field number=3D"711"><![CDATA[2]]></field> > <field number=3D"711"><![CDATA[1]]></field> > <field number=3D"555"><![CDATA[4]]></field> > <field number=3D"555"><![CDATA[2]]></field> > <group> > <field number=3D"600"><![CDATA[EUR/USD]]></field> > <field number=3D"609"><![CDATA[OPT]]></field> > <field number=3D"764"><![CDATA[C]]></field> > <field number=3D"611"><![CDATA[20071204]]></field> > <field number=3D"248"><![CDATA[20071206]]></field> > <field number=3D"249"><![CDATA[20071205]]></field> > <field number=3D"598"><![CDATA[NY]]></field> > <field number=3D"942"><![CDATA[EUR]]></field> > <field number=3D"613"><![CDATA[D]]></field> > <field number=3D"620"><![CDATA[ON]]></field> > <field number=3D"624"><![CDATA[B]]></field> > <field number=3D"556"><![CDATA[USD]]></field> > </group> > <group> > <field number=3D"600"><![CDATA[EUR/USD]]></field> > <field number=3D"609"><![CDATA[OPT]]></field> > <field number=3D"764"><![CDATA[P]]></field> > <field number=3D"611"><![CDATA[20071204]]></field> > <field number=3D"248"><![CDATA[20071206]]></field> > <field number=3D"249"><![CDATA[20071205]]></field> > <field number=3D"598"><![CDATA[NY]]></field> > <field number=3D"942"><![CDATA[EUR]]></field> > <field number=3D"613"><![CDATA[D]]></field> > <field number=3D"620"><![CDATA[ON]]></field> > <field number=3D"624"><![CDATA[B]]></field> > <field number=3D"556"><![CDATA[USD]]></field> > </group> > <group> > <field number=3D"600"><![CDATA[EUR/USD]]></field> > <field number=3D"609"><![CDATA[OPT]]></field> > <field number=3D"764"><![CDATA[C]]></field> > <field number=3D"611"><![CDATA[20071210]]></field> > <field number=3D"248"><![CDATA[20071212]]></field> > <field number=3D"249"><![CDATA[20071205]]></field> > <field number=3D"598"><![CDATA[NY]]></field> > <field number=3D"942"><![CDATA[EUR]]></field> > <field number=3D"613"><![CDATA[D]]></field> > <field number=3D"620"><![CDATA[1W]]></field> > <field number=3D"624"><![CDATA[B]]></field> > <field number=3D"556"><![CDATA[USD]]></field> > </group> > <group> > <field number=3D"600"><![CDATA[EUR/USD]]></field> > <field number=3D"609"><![CDATA[OPT]]></field> > <field number=3D"764"><![CDATA[P]]></field> > <field number=3D"611"><![CDATA[20071210]]></field> > <field number=3D"248"><![CDATA[20071212]]></field> > <field number=3D"249"><![CDATA[20071205]]></field> > <field number=3D"598"><![CDATA[NY]]></field> > <field number=3D"942"><![CDATA[EUR]]></field> > <field number=3D"613"><![CDATA[D]]></field> > <field number=3D"620"><![CDATA[1W]]></field> > <field number=3D"624"><![CDATA[B]]></field> > <field number=3D"556"><![CDATA[USD]]></field> > </group> > <group> > <field number=3D"310"><![CDATA[2]]></field> > <field number=3D"763"><![CDATA[0]]></field> > <field number=3D"318"><![CDATA[EUR]]></field> > <field number=3D"879"><![CDATA[10]]></field> > <field number=3D"810"><![CDATA[0.05]]></field> > </group> > <group> > <field number=3D"310"><![CDATA[2]]></field> > <field number=3D"763"><![CDATA[0]]></field> > <field number=3D"318"><![CDATA[EUR]]></field> > <field number=3D"879"><![CDATA[10]]></field> > <field number=3D"810"><![CDATA[0.05]]></field> > </group> > </group> > </body> > <trailer> > <field number=3D"10"><![CDATA[230]]></field> > </trailer> > </message> > > > Andrew Brackley > RBS Global Banking & Markets > Office: +44 20 7085 5495 | Fax: +44 20 7085 2081 > > -----Original Message----- > From: qui...@li... =20 > [mailto:qui...@li...] On =20 > Behalf Of Brian Erst > Sent: 05 December 2007 16:02 > To: BRACKLEY, Andrew, GBM; qui...@li... > Subject: Re: [Quickfix-developers] Problems receiving the =20 > SecurityList message > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20 > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > **********************************************************************=20= > ************* > The Royal Bank of Scotland plc. Registered in Scotland No 90312. =20 > Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. > Authorised and regulated by the Financial Services Authority > > This e-mail message is confidential and for use by the > addressee only. If the message is received by anyone other > than the addressee, please return the message to the sender > by replying to it and then delete the message from your > computer. Internet e-mails are not necessarily secure. The > Royal Bank of Scotland plc does not accept responsibility for > changes made to this message after it was sent. > > Whilst all reasonable care has been taken to avoid the > transmission of viruses, it is the responsibility of the recipient to > ensure that the onward transmission, opening or use of this > message and any attachments will not adversely affect its > systems or data. No responsibility is accepted by The > Royal Bank of Scotland plc in this regard and the recipient should =20 > carry > out such virus and other checks as it considers appropriate. > Visit our websites at: > www.rbs.com > www.rbs.com/gbm > www.rbsgc.com > **********************************************************************=20= > ************* > > ______________________________________________________________________ > This email has been scanned by the MessageLabs Email Security System. > For more information please visit http://www.messagelabs.com/email > ______________________________________________________________________ > ----------------------------------------------------------------------=20= > --- > SF.Net email is sponsored by: The Future of Linux Business White Paper > from Novell. =46rom the desktop to the data center, Linux is going > mainstream. Let it simplify your IT future. > http://altfarm.mediaplex.com/ad/ck/=20 > 8857-50307-18918-4_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: BRACKLEY, A. G. <And...@rb...> - 2007-12-06 17:35:05
|
I've=20found=20if=20I=20add=20the=20field=2055=20before=20field=2048=20eve= rything=20works=20as expected. I'm=20using=20the=20FIX44.xml=20file=20supplied=20with=20the=20latest=20ve= rsion=20of QuickFix=20as=20my=20data=20dictionary. Andrew=20Brackley RBS=20Global=20Banking=20&=20Markets Office:=20+44=2020=207085=205495=20=20=20|=20=20Fax:=20+44=2020=207085=202= 081 -----Original=20Message----- From:=20BRACKLEY,=20Andrew,=20GBM Sent:=2006=20December=202007=2016:21 To:=20q...@li... Subject:=20Re:=20[Quickfix-developers]=20Problems=20receiving=20the=20Secu= rityList message QuickFIX=20Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html <http://www.quickfixengine.org/quickfix/doc/html/index.html>=20 QuickFIX=20Support:=20http://www.quickfixengine.org/services.html <http://www.quickfixengine.org/services.html>=20 **************************************************************************= ********* The=20Royal=20Bank=20of=20Scotland=20plc.=20Registered=20in=20Scotland=20N= o=2090312.=20Registered=20Office:=2036=20St=20Andrew=20Square,=20Edinburgh= =20EH2=202YB.=20 Authorised=20and=20regulated=20by=20the=20Financial=20Services=20Authority= =20 =20 This=20e-mail=20message=20is=20confidential=20and=20for=20use=20by=20the=20= addressee=20only.=20If=20the=20message=20is=20received=20by=20anyone=20oth= er=20 than=20the=20addressee,=20please=20return=20the=20message=20to=20the=20sen= der=20 by=20replying=20to=20it=20and=20then=20delete=20the=20message=20from=20you= r=20 computer.=20Internet=20e-mails=20are=20not=20necessarily=20secure.=20The=20= Royal=20Bank=20of=20Scotland=20plc=20does=20not=20accept=20responsibility=20= for=20 changes=20made=20to=20this=20message=20after=20it=20was=20sent.=20 Whilst=20all=20reasonable=20care=20has=20been=20taken=20to=20avoid=20the=20= transmission=20of=20viruses,=20it=20is=20the=20responsibility=20of=20the=20= recipient=20to=20 ensure=20that=20the=20onward=20transmission,=20opening=20or=20use=20of=20t= his=20 message=20and=20any=20attachments=20will=20not=20adversely=20affect=20its=20= systems=20or=20data.=20No=20responsibility=20is=20accepted=20by=20The=20 Royal=20Bank=20of=20Scotland=20plc=20in=20this=20regard=20and=20the=20reci= pient=20should=20carry=20 out=20such=20virus=20and=20other=20checks=20as=20it=20considers=20appropri= ate.=20 Visit=20our=20websites=20at:=20 www.rbs.com www.rbs.com/gbm www.rbsgc.com **************************************************************************= ********* ______________________________________________________________________ This=20email=20has=20been=20scanned=20by=20the=20MessageLabs=20Email=20Sec= urity=20System. For=20more=20information=20please=20visit=20http://www.messagelabs.com/ema= il=20 ______________________________________________________________________ |
|
From: BRACKLEY, A. G. <And...@rb...> - 2007-12-06 17:13:41
|
Thanks=20for=20the=20response=20although=20it=20doesn't=20appear=20to=20be= =20a=20custom=20field. I've=20checked=20through=20all=20the=20fields=20in=20the=20groups=20and=20= can't=20see=20anything out=20of=20place.=20=20I've=20written=20a=20small=20test=20app=20that=20pa= rses=20the=20message=20and sends=20it=20through=20the=20QuickFix=20code=20to=20generate=20its=20inter= nal=20structures and=20ended=20up=20with=20something=20that=20looked=20incorrect. From=20the=20message=20I=20receive=20from=20the=20client=20that=20is=20sho= wn=20below=20(I've formatted=20it=20for=20clarity)=20the=20XML=20generated=20from=20QuickFix=20= looks=20wrong. I'm=20seeing=20this: <body> =20=20=20<field=20number=3D"146"><![CDATA[2]]></field> =20=20=20<group> =20=20=20=20=20=20<field=20number=3D"48"><![CDATA[308379]]></field> =20=20=20=20=20=20<field=20number=3D"48"><![CDATA[308380]]></field> =20=20=20=20=20=20<field=20number=3D"711"><![CDATA[2]]></field> =20=20=20=20=20=20<field=20number=3D"711"><![CDATA[1]]></field> =20=20=20=20=20=20<field=20number=3D"555"><![CDATA[4]]></field> =20=20=20=20=20=20<field=20number=3D"555"><![CDATA[2]]></field> Whereas=20I'd=20expect=20to=20see: =20=20=20<field=20number=3D"146"><![CDATA[2]]></field> =20=20=20<group> =20=20=20=20=20=20<field=20number=3D"48"><![CDATA[308379]]></field> =20=20=20=20=20=20<field=20number=3D"711"><![CDATA[2]]></field> =20=20=20=20=20=20<field=20number=3D"555"><![CDATA[4]]></field> =20=20=20</group> =20=20=20<group> =20=20=20=20=20=20<field=20number=3D"48"><![CDATA[308380]]></field> =20=20=20=20=20=20<field=20number=3D"711"><![CDATA[1]]></field> 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=20=20=20=20=20=20=20=20=20=20=20=20=20248=3D20071212=01 =20=20=20=20=20=20=20=20=20=20=20=20=20249=3D20071205=01 =20=20=20=20=20=20=20=20=20=20=20=20=20613=3DD=01 =20=20=20=20=20=20=20=20=20=20=20=20=20598=3DNY=01 =20=20=20=20=20=20=20=20=20=20=20=20=20942=3DEUR=01 =20=20=20=20=20=20=20=20=20=20=20=20=20620=3D1W=01 =20=20=20=20=20=20=20=20=20=20=20=20=20624=3DB=01 =20=20=20=20=20=20=20=20=20=20=20=20=20556=3DUSD=01 =20=20=20=20=20=20=20=20=20=20600=3DEUR/USD=01 =20=20=20=20=20=20=20=20=20=20=20=20=20609=3DOPT=01 =20=20=20=20=20=20=20=20=20=20=20=20=20764=3DP=01 =20=20=20=20=20=20=20=20=20=20=20=20=20611=3D20071210=01 =20=20=20=20=20=20=20=20=20=20=20=20=20248=3D20071212=01 =20=20=20=20=20=20=20=20=20=20=20=20=20249=3D20071205=01 =20=20=20=20=20=20=20=20=20=20=20=20=20613=3DD=01 =20=20=20=20=20=20=20=20=20=20=20=20=20598=3DNY=01 =20=20=20=20=20=20=20=20=20=20=20=20=20942=3DEUR=01 =20=20=20=20=20=20=20=20=20=20=20=20=20620=3D1W=01 =20=20=20=20=20=20=20=20=20=20=20=20=20624=3DB=01 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=20=20=20=20=20=20=20=20<field=20number=3D"613"><![CDATA[D]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"620"><![CDATA[1W]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"624"><![CDATA[B]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"556"><![CDATA[USD]]></field> =20=20=20=20=20=20</group> =20=20=20=20=20=20<group> =20=20=20=20=20=20=20=20<field=20number=3D"310"><![CDATA[2]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"763"><![CDATA[0]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"318"><![CDATA[EUR]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"879"><![CDATA[10]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"810"><![CDATA[0.05]]></field> =20=20=20=20=20=20</group> =20=20=20=20=20=20<group> =20=20=20=20=20=20=20=20<field=20number=3D"310"><![CDATA[2]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"763"><![CDATA[0]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"318"><![CDATA[EUR]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"879"><![CDATA[10]]></field> =20=20=20=20=20=20=20=20<field=20number=3D"810"><![CDATA[0.05]]></field> =20=20=20=20=20=20</group> =20=20=20=20</group> =20=20</body> =20=20<trailer> =20=20=20=20<field=20number=3D"10"><![CDATA[230]]></field> =20=20</trailer> </message> Andrew=20Brackley RBS=20Global=20Banking=20&=20Markets Office:=20+44=2020=207085=205495=20=20=20|=20=20Fax:=20+44=2020=207085=202= 081 -----Original=20Message----- From:=20q...@li...=20[ mailto:qui...@li... <mailto:qui...@li...>=20]=20On=20Beha= lf Of=20Brian=20Erst Sent:=2005=20December=202007=2016:02 To:=20BRACKLEY,=20Andrew,=20GBM;=20q...@li....n= et Subject:=20Re:=20[Quickfix-developers]=20Problems=20receiving=20the=20Secu= rityList message QuickFIX=20Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html <http://www.quickfixengine.org/quickfix/doc/html/index.html>=20 QuickFIX=20Support:=20http://www.quickfixengine.org/services.html <http://www.quickfixengine.org/services.html>=20 **************************************************************************= ********* The=20Royal=20Bank=20of=20Scotland=20plc.=20Registered=20in=20Scotland=20N= o=2090312.=20Registered=20Office:=2036=20St=20Andrew=20Square,=20Edinburgh= =20EH2=202YB.=20 Authorised=20and=20regulated=20by=20the=20Financial=20Services=20Authority= =20 =20 This=20e-mail=20message=20is=20confidential=20and=20for=20use=20by=20the=20= addressee=20only.=20If=20the=20message=20is=20received=20by=20anyone=20oth= er=20 than=20the=20addressee,=20please=20return=20the=20message=20to=20the=20sen= der=20 by=20replying=20to=20it=20and=20then=20delete=20the=20message=20from=20you= r=20 computer.=20Internet=20e-mails=20are=20not=20necessarily=20secure.=20The=20= Royal=20Bank=20of=20Scotland=20plc=20does=20not=20accept=20responsibility=20= for=20 changes=20made=20to=20this=20message=20after=20it=20was=20sent.=20 Whilst=20all=20reasonable=20care=20has=20been=20taken=20to=20avoid=20the=20= transmission=20of=20viruses,=20it=20is=20the=20responsibility=20of=20the=20= recipient=20to=20 ensure=20that=20the=20onward=20transmission,=20opening=20or=20use=20of=20t= his=20 message=20and=20any=20attachments=20will=20not=20adversely=20affect=20its=20= systems=20or=20data.=20No=20responsibility=20is=20accepted=20by=20The=20 Royal=20Bank=20of=20Scotland=20plc=20in=20this=20regard=20and=20the=20reci= pient=20should=20carry=20 out=20such=20virus=20and=20other=20checks=20as=20it=20considers=20appropri= ate.=20 Visit=20our=20websites=20at:=20 www.rbs.com www.rbs.com/gbm www.rbsgc.com **************************************************************************= ********* ______________________________________________________________________ This=20email=20has=20been=20scanned=20by=20the=20MessageLabs=20Email=20Sec= urity=20System. For=20more=20information=20please=20visit=20http://www.messagelabs.com/ema= il=20 ______________________________________________________________________ |
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From: Rick L. <ric...@gm...> - 2007-12-05 22:35:34
|
I figured it out: I had to pass in the FIX4.4 data dictionary (as this sequence is not defined in FIX 4.2). Thanks, Rick Rick Lane wrote: > Greetings, > > I'm building a Message manually, field by field as a string, and then > using the QuickFix.Message(string) constructor to generate the > object. I've got it to where it's no longer throwing an > InvalidMessage exception -- I had to figure out how to calculate the > checksum -- so now that I have that working, I've noticed that it > doesn't preserve the repeating groups, but instead just puts > everything in numerical order. Here is the string I'm using to build > the message, followed by the generated Message's ToString() > representation. Notice how the highlighted region -- the repeating > group -- is broken up in the generated Message. How do I preserve > this group? > > _My String:_ > 8=FIX.4.2|9=385|35=d|1128=8|49=CME|34=1091|52=20071204050744934|911=2038|*864=2|865=5|866=20071015| > 1145=213000000|865=7|866=20080414|1145=100000000|*1150=9597|1149=9797|1148=9397|1151=EED|55=GG|107=EEDJ8| > 48=805070|22=8|461=FFDXSX|462=14|207=XCME|827=2|947=USD|562=1|1140=5000|15=USD|1141=1|1022=GBX|264=5| > 1142=A|1143=10.00|870=3|871=24|872=1|871=24|872=3|871=24|872=4|200=200804|969=0.5|1146=1.25|555=0|10=095| > > _GeneratedMessage.ToString():_ > 8=FIX.4.2|9=385|35=d|34=1091|49=CME|52=20071204050744934|15=USD|22=8|48=805070|55=GG|107=EEDJ8|200=200804| > 207=XCME|264=5|461=FFDXSX|462=14|555=0|562=1|827=2|*864=2|865=5|865=7|866=20071015|866=20080414|*870=3| > 871=24|871=24|871=24|872=1|872=3|872=4|911=2038|947=USD|969=0.5|1022=GBX|1128=8|1140=5000|1141=1|1142=A| > 1143=10.00|*1145=213000000|1145=100000000|*1146=1.25|1148=9397|1149=9797|1150=9597|1151=EED|10=095| > > This generated message subsequently fails when I try to retrieve the > group. > > Thanks, > Rick |
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From: Rick L. <ric...@gm...> - 2007-12-05 21:57:07
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Greetings, I'm building a Message manually, field by field as a string, and then using the QuickFix.Message(string) constructor to generate the object. I've got it to where it's no longer throwing an InvalidMessage exception -- I had to figure out how to calculate the checksum -- so now that I have that working, I've noticed that it doesn't preserve the repeating groups, but instead just puts everything in numerical order. Here is the string I'm using to build the message, followed by the generated Message's ToString() representation. Notice how the highlighted region -- the repeating group -- is broken up in the generated Message. How do I preserve this group? _My String:_ 8=FIX.4.2|9=385|35=d|1128=8|49=CME|34=1091|52=20071204050744934|911=2038|*864=2|865=5|866=20071015| 1145=213000000|865=7|866=20080414|1145=100000000|*1150=9597|1149=9797|1148=9397|1151=EED|55=GG|107=EEDJ8| 48=805070|22=8|461=FFDXSX|462=14|207=XCME|827=2|947=USD|562=1|1140=5000|15=USD|1141=1|1022=GBX|264=5| 1142=A|1143=10.00|870=3|871=24|872=1|871=24|872=3|871=24|872=4|200=200804|969=0.5|1146=1.25|555=0|10=095| _GeneratedMessage.ToString():_ 8=FIX.4.2|9=385|35=d|34=1091|49=CME|52=20071204050744934|15=USD|22=8|48=805070|55=GG|107=EEDJ8|200=200804| 207=XCME|264=5|461=FFDXSX|462=14|555=0|562=1|827=2|*864=2|865=5|865=7|866=20071015|866=20080414|*870=3| 871=24|871=24|871=24|872=1|872=3|872=4|911=2038|947=USD|969=0.5|1022=GBX|1128=8|1140=5000|1141=1|1142=A| 1143=10.00|*1145=213000000|1145=100000000|*1146=1.25|1148=9397|1149=9797|1150=9597|1151=EED|10=095| This generated message subsequently fails when I try to retrieve the group. Thanks, Rick |
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From: Rick L. <ric...@gm...> - 2007-12-05 18:25:17
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Greetings,
I believe I've made some headway with constructing repeating groups,
however I feel like this method is a "hack" and, more importantly,
QuickFix isn't recognizing the repeating groups (even though the
message, when printed, /seems /complete). Here is the method I'm using:
QuickFix42.Message message = new QuickFix42.Message();
int numEntriesInGroup = 3;
for (int i = 0; i < numEntriesInGroup; i++) {
QuickFix.Group sequenceGroup = new QuickFix.Group(1, 50); //<- not
entirely sure what these params do
if (i == 0) {
sequenceGroup.setField(new QuickFix.IntField(864,
numEntriesInGroup));
}
// add elements to the sequenceGroup Group
message.addGroup(sequenceGroup);
}
I'm adding the length field to the FIRST member of the group, so this
way it only appears at the start of the sequence. For instance:
[1128]="8" [35]="d" [49]="CME" [34]="723" [52]="20071204220936787"
[911]="2140" *[864]="2"* *[865]="5" [866]="20050916" [1145]="213000000"
[865]="7" [866]="20101213" [1145]="110000000" *[1150]="0.00"
[1149]="2000.00"
This, I believe, is proper form for a repeating group, however QuickFix
doesn't like it. Not only that, but now when I try to grab field 864
from the message, it says it does not exist (I'm guessing because in
actuality, message 864 exists in a /group within /the message)?
Any help is greatly appreciated.
Rick
|
|
From: Brian E. <azz...@ya...> - 2007-12-05 16:02:32
|
Check to see if your counterparty is populating a non-standard field within the group. I've had similar issues with some exchanges putting fields that are not part of the standard within a group. QuickFIX will parse the first members of the list/group until it sees the non-standard field and then assumes (correctly) that it's reached the end of the group. As only one list element will have been parsed, the number of members of the group (1) will not match the NoGroup field (in your case 36) and the message will fail. You just need to add the non-standard fields into the group with the appropriate FIXxx.xml file and you should be good to go. - Brian Erst ----- Original Message ---- From: "BRACKLEY, Andrew, GBM" <And...@rb...> To: qui...@li... Sent: Wednesday, December 5, 2007 9:43:29 AM Subject: [Quickfix-developers] Problems receiving the SecurityList message QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I'm having an issue in QuickFix (Version: 1.12.4) receiving the SecurityList message from a server and think this is due to repeating groups. Basically I always get the following error message in my logs: 20071205-15:32:45 : Message 3 Rejected: Incorrect NumInGroup count for repeating group:146 The rejection message comes out as follows: <header> <field number="8"><![CDATA[FIX.4.4]]></field> <field number="35"><![CDATA[3]]></field> <field number="34"><![CDATA[3]]></field> <field number="49"><![CDATA[RBS]]></field> <field number="52"><![CDATA[20071205-15:32:45.426]]></field> <field number="56"><![CDATA[TFSICAP]]></field> </header> <body> <field number="45"><![CDATA[3]]></field> <field number="58"><![CDATA[Incorrect NumInGroup count for repeating group]]></field> <field number="371"><![CDATA[146]]></field> <field number="372"><![CDATA[y]]></field> <field number="373"><![CDATA[16]]></field> </body> <trailer> </trailer> </message> QuickFix is receiving the following message: Header: 8=FIX.4.49=991535=y49=TFSICAP56=RBS34=352=20071205-13:41:29 Truncated version of rest of message: 320=aa8af019-1b1f-4fc7-ae9b-87de14ce439c322=123560=0146=3648=308379711=1310=2 Field 146 ( NoRelatedSym) contains the value 36. Looking through the entire message I have 36 fields with an Id of 48 (SecurityID) which is my instrument component so everything in the message looks OK. However in the DataDictionary.h file there is some validation which checks the group counts and it thinks that I have only got one of these groups and throws an exception. Has anybody else seen this before? Is there anybody who has processed the SecurityList message before in QuickFix and Can anybody tell me how to resolve this problem? Any help would be appreciated Thanks Andrew Brackley RBS Global Banking & Markets 40-42 Islington High Street, London N1 8XL Office: +44 20 7085 5495 | Fax: +44 20 7085 2081 *********************************************************************************** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the addressee only. If the message is received by anyone other than the addressee, please return the message to the sender by replying to it and then delete the message from your computer. Internet e-mails are not necessarily secure. The Royal Bank of Scotland plc does not accept responsibility for changes made to this message after it was sent. Whilst all reasonable care has been taken to avoid the transmission of viruses, it is the responsibility of the recipient to ensure that the onward transmission, opening or use of this message and any attachments will not adversely affect its systems or data. No responsibility is accepted by The Royal Bank of Scotland plc in this regard and the recipient should carry out such virus and other checks as it considers appropriate. Visit our websites at: www.rbs.com www.rbs.com/gbm www.rbsgc.com *********************************************************************************** ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ |
|
From: BRACKLEY, A. G. <And...@rb...> - 2007-12-05 15:46:44
|
I'm=20having=20an=20issue=20in=20QuickFix=20(Version:=201.12.4)=20receivin= g=20the SecurityList=20message=20from=20a=20server=20and=20think=20this=20is=20due= =20to=20repeating groups. Basically=20I=20always=20get=20the=20following=20error=20message=20in=20my= =20logs: =20 20071205-15:32:45=20:=20Message=203=20Rejected:=20Incorrect=20NumInGroup=20= count=20for repeating=20group:146 =20 The=20rejection=20message=20comes=20out=20as=20follows: =20 <header> <field=20number=3D"8"><![CDATA[FIX.4.4]]></field> <field=20number=3D"35"><![CDATA[3]]></field> <field=20number=3D"34"><![CDATA[3]]></field> <field=20number=3D"49"><![CDATA[RBS]]></field> <field=20number=3D"52"><![CDATA[20071205-15:32:45.426]]></field> <field=20number=3D"56"><![CDATA[TFSICAP]]></field> </header> <body> <field=20number=3D"45"><![CDATA[3]]></field> <field=20number=3D"58"><![CDATA[Incorrect=20NumInGroup=20count=20for=20rep= eating group]]></field> <field=20number=3D"371"><![CDATA[146]]></field> <field=20number=3D"372"><![CDATA[y]]></field> <field=20number=3D"373"><![CDATA[16]]></field> </body> <trailer> </trailer> </message> =20 QuickFix=20is=20receiving=20the=20following=20message: =20 Header:=20 8=3DFIX.4.4=019=3D9915=0135=3Dy=0149=3DTFSICAP=0156=3DRBS=0134=3D3=0152=3D= 20071205-13:41:29=01 =20 Truncated=20version=20of=20rest=20of=20message: 320=3Daa8af019-1b1f-4fc7-ae9b-87de14ce439c=01322=3D123=01560=3D0=01146=3D3= 6=0148=3D308379=01 711=3D1=01310=3D2=01 =20 Field=20146=20(=20NoRelatedSym)=20contains=20the=20value=2036. Looking=20through=20the=20entire=20message=20I=20have=2036=20fields=20with= =20an=20Id=20of=2048 (SecurityID)=20which=20is=20my=20instrument=20component=20so=20everything=20= in=20the message=20looks=20OK. =20 However=20in=20the=20DataDictionary.h=20file=20there=20is=20some=20validat= ion=20which checks=20the=20group=20counts=20and=20it=20thinks=20that=20I=20have=20only= =20got=20one=20of=20these groups=20and=20throws=20an=20exception. =20 Has=20anybody=20else=20seen=20this=20before?=20=20Is=20there=20anybody=20w= ho=20has=20processed the=20SecurityList=20message=20before=20in=20QuickFix=20and Can=20anybody=20tell=20me=20how=20to=20resolve=20this=20problem? =20 Any=20help=20would=20be=20appreciated =20 Thanks =20 Andrew=20Brackley=20 RBS=20Global=20Banking=20&=20Markets 40-42=20Islington=20High=20Street,=20London=20N1=208XL Office:=20+44=2020=207085=205495=20=20|=20=20Fax:=20+44=2020=207085=202081= =20 =20 **************************************************************************= ********* The=20Royal=20Bank=20of=20Scotland=20plc.=20Registered=20in=20Scotland=20N= o=2090312.=20Registered=20Office:=2036=20St=20Andrew=20Square,=20Edinburgh= =20EH2=202YB.=20 Authorised=20and=20regulated=20by=20the=20Financial=20Services=20Authority= =20 =20 This=20e-mail=20message=20is=20confidential=20and=20for=20use=20by=20the=20= addressee=20only.=20If=20the=20message=20is=20received=20by=20anyone=20oth= er=20 than=20the=20addressee,=20please=20return=20the=20message=20to=20the=20sen= der=20 by=20replying=20to=20it=20and=20then=20delete=20the=20message=20from=20you= r=20 computer.=20Internet=20e-mails=20are=20not=20necessarily=20secure.=20The=20= Royal=20Bank=20of=20Scotland=20plc=20does=20not=20accept=20responsibility=20= for=20 changes=20made=20to=20this=20message=20after=20it=20was=20sent.=20 Whilst=20all=20reasonable=20care=20has=20been=20taken=20to=20avoid=20the=20= transmission=20of=20viruses,=20it=20is=20the=20responsibility=20of=20the=20= recipient=20to=20 ensure=20that=20the=20onward=20transmission,=20opening=20or=20use=20of=20t= his=20 message=20and=20any=20attachments=20will=20not=20adversely=20affect=20its=20= systems=20or=20data.=20No=20responsibility=20is=20accepted=20by=20The=20 Royal=20Bank=20of=20Scotland=20plc=20in=20this=20regard=20and=20the=20reci= pient=20should=20carry=20 out=20such=20virus=20and=20other=20checks=20as=20it=20considers=20appropri= ate.=20 Visit=20our=20websites=20at:=20 www.rbs.com www.rbs.com/gbm www.rbsgc.com **************************************************************************= ********* ______________________________________________________________________ This=20email=20has=20been=20scanned=20by=20the=20MessageLabs=20Email=20Sec= urity=20System. For=20more=20information=20please=20visit=20http://www.messagelabs.com/ema= il=20 ______________________________________________________________________ |
|
From: Rick L. <ric...@gm...> - 2007-12-05 15:05:36
|
After looking further into my issue, I believe it has to do with improperly /creating /the message. I'm attempting to generically create a group (not knowing, necessarily, /which /repeating group it is (meaning I don't know if it's the NoMDEntries, or NoLegs, etc. group). I'm given the message field by field, and I had been just adding the fields as they came (so even if a field was part of a repeating group, I'd just keep calling message.setField() for each time; each time it would overwrite the previous field. So now I'm trying to properly construct the message using the Group class, however I'm having a hard time getting the length field to automatically be created like it is when you use type-specific groups. In other words, here are the messages I get, in order, from the exchange: 1.) [555] = 2 2.) [600] = [N/A] 3.) [623] = 1 4.) [602] = 980018 5.) [603] = 8 6.) [624] = 1 7.) [600] = [N/A] 8.) [623] = 1 9.) [602] = 980023 10.) [603] = 8 11.) [624] = 1 How could I construct a generic Group object such that it includes the tag [555]? If I do the following QuickFix doesn't know that both groups belong to the same sequence. Can groups be constructed generically? QuickFix.Group group1 = new QuickFix.Group(1, 0); group1 .setField(600, "[N/A]") group1 .setField(623, "[N/A]") ... QuickFix.Group group2 = new QuickFix.Group(1, 0); group2 .setField(600, "[N/A]") group2 .setFi eld(623, "[N/A]") ... message.addGroup(group1); message.addGroup(group2); Thanks, Rick Oren Miller wrote: > Do you have the full message? > > --oren > > On Dec 4, 2007, at 3:34 PM, Rick Lane wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Greetings, >> >> I'm having trouble retrieving a repeating group and was hoping >> someone could nudge me in the right direction. I'm attempting to >> grab SecurityDefinition.NoLegs group. Below is a snippet of the FIX >> message: >> >> 9787=1*555=2*600=[N/A]623=1602=980018603=8624=1600=[N/A]623=1 >> 602=980023603=8624=2 >> > |
|
From: Oren M. <or...@qu...> - 2007-12-04 22:18:36
|
Do you have the full message? --oren On Dec 4, 2007, at 3:34 PM, Rick Lane wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20 > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Greetings, > > I'm having trouble retrieving a repeating group and was hoping =20 > someone could nudge me in the right direction. I'm attempting to =20 > grab SecurityDefinition.NoLegs group. Below is a snippet of the =20 > FIX message: > > =019787=3D1=01555=3D2=01600=3D[N/A]=01623=3D1=01602=3D980018=01603=3D8=01= 624=3D1=01600=3D[N/A]=01623=3D1=01 > 602=3D980023=01603=3D8=01624=3D2 > |
|
From: Rick L. <ric...@gm...> - 2007-12-04 21:34:21
|
Greetings,
I'm having trouble retrieving a repeating group and was hoping someone
could nudge me in the right direction. I'm attempting to grab
SecurityDefinition.NoLegs group. Below is a snippet of the FIX message:
9787=1*555=2*600=[N/A]623=1602=980018603=8624=1600=[N/A]623=1
602=980023603=8624=2
tag 555 is the NoLegs tag, and you can see here the value is 2, followed
by both entries in the repeating group (colored blue and orange). Here
is how I'm attempting to retrieve the group:
public override void onMessage(SecurityDefinition message,
QuickFix.SessionID session)
{
QuickFix.NoLegs noLegs = new NoLegs();
message.getField(noLegs);
int numLegs = noLegs.getValue();
for (uint i = 0; i < numLegs; i++) {
QuickFix44.SecurityDefinition.NoLegs group =
new QuickFix44.SecurityDefinition.NoLegs();
_message.getGroup(i + 1, group);_
...
The underlined red area is where I'm getting the FieldNotFound error.
What is missing from the FIX message (or what do I need to do
additionally) to be able to grab this group? If I can't use the
type-specific QuickFix44.SecurityDefinition.NoLegs class, is there a way
I can more manually extract this group?
Thanks in advance,
Rick
|
|
From: Mike P. <mic...@ya...> - 2007-12-04 20:34:15
|
Sent a similiar question to the 'users' mailing list
and haven't really gotten any responses so...
What is the appropriate way to define/set the SubID's
of a session? In the
toApp()/fromApp()/toAdmin()/fromAdmin() methods?
I'm investigating using QuickFix to write a gateway
and providing an API for connecting to the gateway for
sending and receiving messages. I currently have
several sessions that use the SubID's as part of the
session definition and I'm wondering why they can't be
an _optional_ configuration parameter in the session
configuration. The session qualifier can still be
used when necessary.
Has anyone else had to deal with this? How?
Thanks,
Mike
____________________________________________________________________________________
Never miss a thing. Make Yahoo your home page.
http://www.yahoo.com/r/hs
|
|
From: Erich <gra...@al...> - 2007-12-04 14:58:24
|
I am writing a FIX 4.2 market data publisher for an ECN type application. I would like to report 'last trade' information in the security status messages I send out but I am not sure how to report the quantity for the last trade. The security status message has 'Buy Volume' and 'Sell Volume' fields but these don't seem quite appropriate as we don't distinguish between buy and sell for our last traded info. In fact as it stands the market data publisher app won't have this info, just a price and a quantity. What should I use? -- View this message in context: http://www.nabble.com/Reporting-last-volume-tf4943588.html#a14152171 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Erich <gra...@al...> - 2007-12-04 14:55:03
|
I am writing a FIX 4.2 market data publisher for an ECN type application. Clients will specify the market data they are interested in by sending in market data requests. These messages may contain multiple repeated groups and it is conceivable that my application receives a message with a mixture of valid and invalid (i.e. one that requests something we don't support). In this case I was hoping to be able to handle the valid groups and send back rejection messages (market data request rejects) for each invalid group. Is this appropriate or should I reject the entire message if one group is invalid? -- View this message in context: http://www.nabble.com/Rejecting-individual-groups-in-a-market-data-request.-tf4943520.html#a14151898 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Erich <gra...@al...> - 2007-12-04 14:48:54
|
I am writting a FIX 4.2 market data publisher for an ECN-type platform. We want to report market depth in snapshots followed by incremental refresh messages. The order book is two sided and aggregated, i.e. we do not report individual orders, just the total volume at each price level. The MDEntryID seems unnecessary as every entry will be uniquely identified by the price level and position number. Additionally I am not clear how this would work with the snapshot as this message does not support the MDEntryID field? -- View this message in context: http://www.nabble.com/Do-I-have-to-use-MDEntryID--tf4943472.html#a14151757 Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: nri <Nic...@co...> - 2007-12-03 22:57:26
|
try something like this...
FIX::Session::lookupSession(sessionId)->setNextSenderMsgSeqNum(Send());
FIX::Session::lookupSession(sessionId)->setNextTargetMsgSeqNum(Recv());
where Send() and Recv() are the values you want to set too.
cheers
Nick
mrvictory1999 wrote:
>
> I am connecting to a broker using QuickFix. In the case where our
> sequence numbers get out of sync, I am having trouble re-syncing.
>
> Specifically, if my QuickFix engine believes the sequence number should be
> 200, but the broker thinks it should be 300, I'll get a message like:
> MsgSeqNum too low, expecting 300 but received 200 Logon
>
> QuickFix will then repeatedly try to log in, incrementing the sequence
> number each time. So after 100 tries, it'll be at the right number.
>
> I need to know how to manually set my sequence number to 300 so that I can
> skip the 100 reconnect attempts.
>
> Thanks for your help!
> Matt
>
--
View this message in context: http://www.nabble.com/How-do-I-manually-reset-my-sequence-number--tf4754663.html#a14140287
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
|
|
From: <tro...@ub...> - 2007-12-03 21:48:00
|
Visit our website at http://www.ubs.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mails are not encrypted and cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
|
From: Patrick W. <pw...@ka...> - 2007-12-03 21:27:21
|
Here is some C# code for this:
public override void onMessage(QuickFix43.Logout message_,
SessionID session_)
{
Text text =3D new Text();
if (message_.isSetText())
{
message_.get(text);
string logoutMessage =3D text.ToString();
if(logoutMessage.IndexOf(Low sequence number ") > -1)
{
//message sequence number we are sending is too low
int index =3D logoutMessage.IndexOf("expecting");
if (index > -1)
{
int nextSpace =3D logoutMessage.LastIndexOf(' =
');
if (nextSpace > -1)
{
int expectedNum =3D
Convert.ToInt32(logoutMessage.Substring(nextSpace + 1));
=20
Session.lookupSession(session_).setNextSenderMsgSeqNum(expectedNum);
}
}
}
}
}
|
|
From: Kevin Y. K. <ky...@ma...> - 2007-12-03 16:30:23
|
Finally solved this problem... I needed to update the bootstrap tools: aclocal, autoheader, libtool (ize), automake and autoconf Thanks, -kevin Sent via electrons and photons over wires and fiber. On Nov 16, 2007, at 3:15 PM, Kevin Y. Kim wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Yes. Specifically, "./configure --with-ruby --prefix=/opt/local" > > Two additional points: > 1) I am using SVN revision 1844 (as specified on the Marketcetera > page) > 2) No libquickfix*.dylib is copied into the library directory. > Digging further, i don't think a .dylib file is generated at all. > > -kevin > > > On Nov 16, 2007, at 2:11 PM, Oren Miller wrote: > >> Did you tell configure to build QuickFIX with ruby support? >> >> On Nov 16, 2007, at 10:58 AM, Kevin Y. Kim wrote: >> >>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >>> html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi, >>> >>> I'm trying to build QuickFix for use with the Marketcetera platform >>> (http://www.marketcetera.com). >>> >>> I'm following the directions on the Marketcetera wiki (http:// >>> trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/BuildQuickfix) >>> So I checkout the QuickFix source, and do the bootstrap, configure, >>> make, make check, make install. >>> It all appears to work. >>> >>> But when I try to use it with ruby, I get the following results. >>> >>> irb(main):001:0> require 'quickfix_ruby' >>> dyld: NSLinkModule() error >>> dyld: Symbol not found: __ZTIN3FIX8FieldMapE >>> Referenced from: /opt/local/lib/ruby/site_ruby/quickfix.bundle >>> Expected in: flat namespace >>> >>> Trace/BPT trap >>> >>> Here's my relevant history of commands: >>> 518 svn co -r 1844 https://quickfix.svn.sourceforge.net/svnroot/ >>> quickfix/trunk/quickfix quickfix-1844 >>> 519 cd quickfix-1844/ >>> 521 ./bootstrap >>> 522 ./configure --with-ruby --prefix=/opt/local >>> 523 make >>> 524 make check >>> 527 export DYLD_LIBRARY_PATH=/opt/local/lib >>> 530 sudo make install >>> >>> Some system details; >>> Mac OS 10.4.10 >>> ruby 1.8.6 (2007-03-13 patchlevel 0) [i686-darwin8.10.1] (via >>> macports) >>> >>> >>> I suspect a linker option is missing either from my ruby install or >>> the quickfix ruby bundle, >>> and I was hoping that someone on the list might have faced this >>> problem before. >>> >>> Any clues? >>> >>> Thanks, >>> -kevin >>> >>> >>> >>> >>> -------------------------------------------------------------------- >>> - >>> ---- >>> This SF.net email is sponsored by: Microsoft >>> Defy all challenges. Microsoft(R) Visual Studio 2005. >>> http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> > > > ---------------------------------------------------------------------- > --- > This SF.net email is sponsored by: Microsoft > Defy all challenges. Microsoft(R) Visual Studio 2005. > http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Chuck R. <cre...@ma...> - 2007-11-29 14:42:41
|
On Nov 28, 2007, at 2:56 PM, Chuck Remes wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I'm having a bit of trouble running the tests on the OSX platform. > I'm following along with the install instructions from the home page > but get stuck when running "runut": > > > :~/Documents/development/ruby/quickfix/test cremes$ ./runut 3558 > dyld: Library not loaded: /usr/local/mysql/lib/mysql/libmysqlclient. > 15.dylib > Referenced from: /Users/cremes/Documents/development/ruby/quickfix/ > src/.libs/ut > Reason: image not found > ./runut: line 5: 28022 Trace/BPT trap ./ut -p $1 -f cfg/ > ut.cfg > > > I successfully built all the software with the following configure > parameters: > > ./configure --prefix=$HOME --with-ruby --with-mysql=/usr/local > > The mysql package was installed from mysql.com (not from macports). > > The problem appears to be the linker adding an incorrect path to the > mysqlclient library. It is located at /usr/local/mysql/lib but an > extra directory level is tacked on somewhere. I peeked through the > Makefiles but didn't see anything obvious (and there are a LOT of > makefiles). Any help? My workaround was to create the directory /usr/local/mysql/lib/mysql and put a soft link in there pointing back to the dylib. This is less than optimal but it got the tests working. I did an identical build on a linux box (ArchLinux) and it did *not* exhibit this problem. It may be peculiar to OSX (10.4.11 with mysql 5.0.45 specifically). cr |
|
From: Chuck R. <cre...@ma...> - 2007-11-28 20:56:25
|
I'm having a bit of trouble running the tests on the OSX platform. I'm following along with the install instructions from the home page but get stuck when running "runut": :~/Documents/development/ruby/quickfix/test cremes$ ./runut 3558 dyld: Library not loaded: /usr/local/mysql/lib/mysql/libmysqlclient. 15.dylib Referenced from: /Users/cremes/Documents/development/ruby/quickfix/ src/.libs/ut Reason: image not found ./runut: line 5: 28022 Trace/BPT trap ./ut -p $1 -f cfg/ut.cfg I successfully built all the software with the following configure parameters: ./configure --prefix=$HOME --with-ruby --with-mysql=/usr/local The mysql package was installed from mysql.com (not from macports). The problem appears to be the linker adding an incorrect path to the mysqlclient library. It is located at /usr/local/mysql/lib but an extra directory level is tacked on somewhere. I peeked through the Makefiles but didn't see anything obvious (and there are a LOT of makefiles). Any help? cr |
|
From: Srinath K. <sri...@gm...> - 2007-11-28 08:22:53
|
Hi, i am using Quick Fix dot net version to develop order initiator. Sometimes the quickfix automatically sends the logout request without any reason. Any reason for that? Srinath |
|
From: Goodman, J. <Jef...@cm...> - 2007-11-27 20:32:35
|
> What's the easiest way to convert the utctimestamp to EST? ***************************************************************************= ******** This communication, including any attachments, is for the exclusive use of = the intended recipient(s) and/or the intended recipient's designees and may= contain proprietary, confidential and/or privileged information. Any use,= retention or dissemination by a person other than the intended recipient i= s strictly prohibited. If you are not the intended recipient or designee, = please notify the sender immediately by return e-mail and delete/destroy al= l copies of this communication. Any opinions, conclusions or information herein not related to the official= business of Natixis Capital Markets shall be understood as neither given n= or endorsed by the company. |
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