quickfix-developers — QuickFIX developers forum

[Quickfix-developers] STREAMS Requirement for Configure

[Paul C. <pa...@op...>]

Hi: I am running on a Debian Linux system, first time working with QuickFIX=
=2E=20
Reading through the documentation, I see:

"Also note that if your version of gcc does not come with sstream, you will=
=20
need to download it from the link above and put it in the correct include=20
directory."

My configure is failing the STREAM test:

"checking for STREAMS ioctl... no"

but I am able to compile without error.

A few questions/comments:

 o I see a file sstream in my libstdc++ include=20
directory:  /usr/include/c++/4.2/sstream. Is this file supposed to provide=
=20
the same functionality? Does the fact that I do not get an error (just=20
the "no" above in the configure output) mean that I have the required=20
functionality?

 o If I do have to install the file you give in your link, what should the=
=20
file name be?

Thanks, Paul

[Quickfix-developers] Convert utc to est

[Goodman, J. <Jef...@cm...>]

What's the easiest way to convert the utctimestamp to EST?



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Re: [Quickfix-developers] Building QuickFix with Ruby on MacOSX and macports

[Kevin Y. K. <kyk...@ma...>]

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
>>
>>
>>
>>
>> --------------------------------------------------------------------- 
>> ----
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>>
>

Re: [Quickfix-developers] clock difference

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

120 seconds is the default as per the FIX specifications.  This time =20
can be modified or disabled in the configuration file.

--oren

On Nov 16, 2007, at 10:11 AM, Siqing Zhang wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>
> I know that if the initiator and the acceptor machine=92s clock are =20=

> off too much, then it can=92t logon.
>
> But I couldn=92t find out from the specification that how big the =20
> difference would cause the logon to fail.
>
>
> I appreciate any helps.
>
>
> Siqing Zhang
>
> ----------------------------------------------------------------------=20=

> ---
> 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/=20
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Building QuickFix with Ruby on MacOSX and macports

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

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
>

[Quickfix-developers] Building QuickFix with Ruby on MacOSX and macports

[Kevin Y. K. <kyk...@ma...>]

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

[Quickfix-developers] clock difference

[Siqing Z. <SZ...@Pe...>]

Hi,

=20

I know that if the initiator and the acceptor machine's clock are off
too much, then it can't logon.

But I couldn't find out from the specification that how big the
difference would cause the logon to fail.

=20

I appreciate any helps.

=20

Siqing Zhang

[Quickfix-developers] Convert utc to est

[Goodman, J. <Jef...@cm...>]

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CiANCgoKCioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioqKioq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[Quickfix-developers] Empty enum values in Specs file

[Sameh H. <sam...@gm...>]

Hi,

I use FIX 4.2 to connect to DIFX exchange, and they send me the following
message:

(8=FIX.4.2
?9=340?35=U0002?34=1357?49=1?56=XXXXXXX?52=20071114-13:42:05?48=AED
FX0000085?22=4?55=DFX8 ?30=438?9342=
NM?9918=02?9298=01?9262=318000000000931?32=
1?268=3?269=2?270=59.600?269=7?270=59.750?269=8?270=59.600
?9150=00000000?9151=00
000000?14=307?9152=-0.251?9000=2?9001=2?9355=0?9357=1?9347= ?9348=
?9356=-?9924=
23?9002=NM?60=20071114-13:42:05?9166=B?10=057?)<qui...@li...>
although tag 9347 is defined in the FIX42.xml as:

<field number="*9347*" name="*OrigOrdTypeBuy*" type="*CHAR*">  * * <value
enum="*A*" description="*OTHER_ORDERS*" />
 * * <value enum=" **" description="*NOT_SIGNIFICANT*" />
   </field>

and the enum value is defined but the message is still rejected
(Message 1357 Rejected: Value is incorrect (out of range) for this tag:9347)

it seems that enum can't be equal to space, is there any way to solve such
problem?
-- 
Sameh Hamza

[Quickfix-developers] Order of fields changes when sending (repeating group)

[Yoav <yo...@ya...>]

Hi,
I'm doing my first steps with QuickFix.
My system: QuickFix C++ (latest version, Solaris 10 compiled with the native complier).

The problem: I create a FIX::Message by setting a string which I want to send using a SocketInitiator.
This string is an QuoteRequest message.

I print the message before sending it by doing: toString() and the message looks fine (see below)
I use sendToTarget to send the message.
Before sending QuickFix prints a different output of the message and the receiving part complains that
the repeating group is "out of order" (and for a good reason, the fields are indeed out of order).
What am I doing wrong?

Log of the message that I print:
quickfix_send_message()

[8=FIX.4.2 9=124 35=R 131=quoteReqID 146=1 55=EUR/USD 48=EUR/USD 22=6
167=1 207=1 54=0 38=100000 64=01012008 60=20071112-18:08:56.069 15=EUR
10=115 ]

Log of the message as shown by QuickFix:

<20071112-18:08:56, FIX.4.2:CLIENT1->EXEC:1, outgoing>

 
(8=FIX.4.2 9=173 35=R 34=7 49=CLIENT1 52=20071112-18:08:56.743 56=EXEC
15=EUR 22=6 38=100000 48=EUR/USD 54=0 55=EUR/USD
60=20071112-18:08:56.069 64=01012008 131=quoteReqID 146=1 167=1 207=1
10=152 )

What I'm doing in my code is:

FIX:Message message;
 FIX::DataDictionary p("../quickfix/spec/FIX42.xml" );
message.setString(str, true, &p);
std::cout<<"quickfix_send_message() ["<<message.toString()<<"]"<<std::endl;

FIX::Session::sendToTarget(message, senderid, targetid, qualifier);

Thanks,
Yoav

Re: [Quickfix-developers] FileLogPath not defined

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

There is a bug in the current version that is fixed in CVS.  The  
workaround with 1.12.4 is to define the log path in the global  
section as it does not pick it up correctly from the session section.

--oren

On Nov 9, 2007, at 1:53 PM, Rick Lane wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Djalma,
>
> Thanks.  I was not rebuilding the native lib.
>
> Now that I'm using the MySQLStoreFactory instead of the  
> FileStoreFactory, I was under the impression I could use FileLogs,  
> however I always get a "FileLogPath not defined" message, even  
> though it's clearly defined in my config file.
>
> Has anyone else ever had issues with FileLogPath not being found?
>
> Djalma Rosa dos Santos Filho wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>> You need to rebuild both native quickfix.lib and the main .NET  
>> wrapper quickfix_net.dll after enabling #HAVE_MYSQL in  
>> config_windows.h.
>>
>>
>> On Nov 9, 2007 4:41 PM, Rick Lane < ric...@gm...> wrote:
>> When you say "rebuild QuickFIX" do you mean the quickfix_net_vs8  
>> project?  Or should I be building some lower level dependency  
>> project?
>>
>> And I'm not even trying to link this into my own app -- I'm just  
>> trying to create a new quickfix_net.dll so that I can use  
>> MySQLStore, etc.
>>
>> Thanks,
>> RL
>>
>>
>> Djalma Rosa dos Santos Filho wrote:
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/ 
>>> doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>>
>>> Hi Rick,
>>>
>>> Did you rebuild QuickFIX after enabling #define HAVE_MYSQL?
>>> It is also required to enable it in your application source code  
>>> too, otherwise the MySQL definitions won't be available when you  
>>> #include MySQLStore.h and MySQLLog.h.
>>>
>>> Djalma
>>>
>>> On Nov 9, 2007 4:29 PM, Rick Lane <ric...@gm...> wrote:
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/ 
>>> doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Regardless of whether or not I specify a FileStorePath in my  
>>> config file, I can't seem to get it to recognize the FileLogPath  
>>> -- I found some archives discussing there being a bug when you  
>>> try to do both in the config file, but I'm JUST trying to get a  
>>> FileLogPath specified, to no avail.
>>>
>>> Additionally, I'm having trouble getting the source to build when  
>>> #HAVE_MYSQL is defined.  I believe I have all of the lib/include  
>>> directories specified, but it's claiming it can't find:
>>>
>>> MySQLStore::MySQLStore
>>> MySQLLogFactory::create
>>> MySQLLogFactory::destroy
>>> SessionID const &,class std::basic_string
>>> MySQLStoreFactory::create
>>> MySQLStoreFactory::destroy
>>>
>>>
>>> Any thoughts as to what directory/lib file I'm not pointing to?
>>>
>>> RL
>>>
>>> -------------------------------------------------------------------- 
>>> -----
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>>> _______________________________________________
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>>> Qui...@li...
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>>>
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>>
>> --------------------------------------------------------------------- 
>> ----
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>> Still grepping through log files to find problems?  Stop.
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> ---------------------------------------------------------------------- 
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> Still grepping through log files to find problems?  Stop.
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Re: [Quickfix-developers] FileLogPath not defined

[Rick L. <ric...@gm...>]

Djalma,

Thanks.  I was not rebuilding the native lib. 

Now that I'm using the MySQLStoreFactory instead of the 
FileStoreFactory, I was under the impression I could use FileLogs, 
however I always get a "FileLogPath not defined" message, even though 
it's clearly defined in my config file.

Has anyone else ever had issues with FileLogPath not being found?

Djalma Rosa dos Santos Filho wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>   
>
> ------------------------------------------------------------------------
>
> You need to rebuild both native quickfix.lib and the main .NET wrapper 
> quickfix_net.dll after enabling #HAVE_MYSQL in config_windows.h.
>
>
> On Nov 9, 2007 4:41 PM, Rick Lane < ric...@gm... 
> <mailto:ric...@gm...>> wrote:
>
>     When you say "rebuild QuickFIX" do you mean the quickfix_net_vs8
>     project?  Or should I be building some lower level dependency project?
>
>     And I'm not even trying to link this into my own app -- I'm just
>     trying to create a new quickfix_net.dll so that I can use
>     MySQLStore, etc.
>
>     Thanks,
>     RL
>
>
>     Djalma Rosa dos Santos Filho wrote:
>>     QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>     QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>       
>>
>>     ------------------------------------------------------------------------
>>
>>     Hi Rick,
>>
>>     Did you rebuild QuickFIX after enabling #define HAVE_MYSQL?
>>     It is also required to enable it in your application source code
>>     too, otherwise the MySQL definitions won't be available when you
>>     #include MySQLStore.h and MySQLLog.h.
>>
>>     Djalma
>>
>>     On Nov 9, 2007 4:29 PM, Rick Lane <ric...@gm...
>>     <mailto:ric...@gm...>> wrote:
>>
>>         QuickFIX Documentation:
>>         http://www.quickfixengine.org/quickfix/doc/html/index.html
>>         QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>         Regardless of whether or not I specify a File/Store/Path in
>>         my config file, I can't seem to get it to recognize the
>>         FileLogPath -- I found some archives discussing there being a
>>         bug when you try to do both in the config file, but I'm JUST
>>         trying to get a FileLogPath specified, to no avail.
>>
>>         Additionally, I'm having trouble getting the source to build
>>         when #HAVE_MYSQL is defined.  I believe I have all of the
>>         lib/include directories specified, but it's claiming it can't
>>         find:
>>
>>         MySQLStore::MySQLStore
>>         MySQLLogFactory::create
>>         MySQLLogFactory::destroy
>>         SessionID const &,class std::basic_string
>>         MySQLStoreFactory::create
>>         MySQLStoreFactory::destroy
>>
>>
>>         Any thoughts as to what directory/lib file I'm not pointing to?
>>
>>         RL
>>
>>         -------------------------------------------------------------------------
>>         This SF.net email is sponsored by: Splunk Inc.
>>         Still grepping through log files to find problems?  Stop.
>>         Now Search log events and configuration files using AJAX and
>>         a browser.
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>>         _______________________________________________
>>         Quickfix-developers mailing list
>>         Qui...@li...
>>         <mailto:Qui...@li...>
>>         https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>>     ------------------------------------------------------------------------
>>     -------------------------------------------------------------------------
>>     This SF.net email is sponsored by: Splunk Inc. Still grepping
>>     through log files to find problems? Stop. Now Search log events
>>     and configuration files using AJAX and a browser. Download your
>>     FREE copy of Splunk now >> http://get.splunk.com/
>>     ------------------------------------------------------------------------
>>
>>     _______________________________________________
>>     Quickfix-developers mailing list
>>     Qui...@li... <mailto:Qui...@li...>
>>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
> ------------------------------------------------------------------------
>
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] FileLogPath not defined

[Djalma R. d. S. F. <drs...@gm...>]

You need to rebuild both native quickfix.lib and the main .NET wrapper
quickfix_net.dll after enabling #HAVE_MYSQL in config_windows.h.


On Nov 9, 2007 4:41 PM, Rick Lane <ric...@gm...> wrote:

>  When you say "rebuild QuickFIX" do you mean the quickfix_net_vs8
> project?  Or should I be building some lower level dependency project?
>
> And I'm not even trying to link this into my own app -- I'm just trying to
> create a new quickfix_net.dll so that I can use MySQLStore, etc.
>
> Thanks,
> RL
>
> Djalma Rosa dos Santos Filho wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> ------------------------------
>
> Hi Rick,
>
> Did you rebuild QuickFIX after enabling #define HAVE_MYSQL?
> It is also required to enable it in your application source code too,
> otherwise the MySQL definitions won't be available when you #include
> MySQLStore.h and MySQLLog.h.
>
> Djalma
>
> On Nov 9, 2007 4:29 PM, Rick Lane <ric...@gm...> wrote:
>
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >  Regardless of whether or not I specify a File*Store*Path in my config
> > file, I can't seem to get it to recognize the FileLogPath -- I found some
> > archives discussing there being a bug when you try to do both in the config
> > file, but I'm JUST trying to get a FileLogPath specified, to no avail.
> >
> > Additionally, I'm having trouble getting the source to build when
> > #HAVE_MYSQL is defined.  I believe I have all of the lib/include directories
> > specified, but it's claiming it can't find:
> >
> > MySQLStore::MySQLStore
> > MySQLLogFactory::create
> > MySQLLogFactory::destroy
> > SessionID const &,class std::basic_string
> > MySQLStoreFactory::create
> > MySQLStoreFactory::destroy
> >
> >
> > Any thoughts as to what directory/lib file I'm not pointing to?
> >
> > RL
> >
> >
> > -------------------------------------------------------------------------
> > This SF.net email is sponsored by: Splunk Inc.
> > Still grepping through log files to find problems?  Stop.
> > Now Search log events and configuration files using AJAX and a browser.
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> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
> ------------------------------
>
> -------------------------------------------------------------------------
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> ------------------------------
>
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>
>

Re: [Quickfix-developers] FileLogPath not defined

[Rick L. <ric...@gm...>]

When you say "rebuild QuickFIX" do you mean the quickfix_net_vs8 
project?  Or should I be building some lower level dependency project?

And I'm not even trying to link this into my own app -- I'm just trying 
to create a new quickfix_net.dll so that I can use MySQLStore, etc.

Thanks,
RL

Djalma Rosa dos Santos Filho wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>   
>
> ------------------------------------------------------------------------
>
> Hi Rick,
>
> Did you rebuild QuickFIX after enabling #define HAVE_MYSQL?
> It is also required to enable it in your application source code too, 
> otherwise the MySQL definitions won't be available when you #include 
> MySQLStore.h and MySQLLog.h.
>
> Djalma
>
> On Nov 9, 2007 4:29 PM, Rick Lane <ric...@gm... 
> <mailto:ric...@gm...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>     Regardless of whether or not I specify a File/Store/Path in my
>     config file, I can't seem to get it to recognize the FileLogPath
>     -- I found some archives discussing there being a bug when you try
>     to do both in the config file, but I'm JUST trying to get a
>     FileLogPath specified, to no avail.
>
>     Additionally, I'm having trouble getting the source to build when
>     #HAVE_MYSQL is defined.  I believe I have all of the lib/include
>     directories specified, but it's claiming it can't find:
>
>     MySQLStore::MySQLStore
>     MySQLLogFactory::create
>     MySQLLogFactory::destroy
>     SessionID const &,class std::basic_string
>     MySQLStoreFactory::create
>     MySQLStoreFactory::destroy
>
>
>     Any thoughts as to what directory/lib file I'm not pointing to?
>
>     RL
>
>     -------------------------------------------------------------------------
>     This SF.net email is sponsored by: Splunk Inc.
>     Still grepping through log files to find problems?  Stop.
>     Now Search log events and configuration files using AJAX and a
>     browser.
>     Download your FREE copy of Splunk now >> http://get.splunk.com/
>     _______________________________________________
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>     Qui...@li...
>     <mailto:Qui...@li...>
>     https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------
>
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Re: [Quickfix-developers] FileLogPath not defined

[Djalma R. d. S. F. <drs...@gm...>]

Hi Rick,

Did you rebuild QuickFIX after enabling #define HAVE_MYSQL?
It is also required to enable it in your application source code too,
otherwise the MySQL definitions won't be available when you #include
MySQLStore.h and MySQLLog.h.

Djalma

On Nov 9, 2007 4:29 PM, Rick Lane <ric...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Regardless of whether or not I specify a File*Store*Path in my config
> file, I can't seem to get it to recognize the FileLogPath -- I found some
> archives discussing there being a bug when you try to do both in the config
> file, but I'm JUST trying to get a FileLogPath specified, to no avail.
>
> Additionally, I'm having trouble getting the source to build when
> #HAVE_MYSQL is defined.  I believe I have all of the lib/include directories
> specified, but it's claiming it can't find:
>
> MySQLStore::MySQLStore
> MySQLLogFactory::create
> MySQLLogFactory::destroy
> SessionID const &,class std::basic_string
> MySQLStoreFactory::create
> MySQLStoreFactory::destroy
>
>
> Any thoughts as to what directory/lib file I'm not pointing to?
>
> RL
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] FileLogPath not defined

[Rick L. <ric...@gm...>]

Regardless of whether or not I specify a File/Store/Path in my config 
file, I can't seem to get it to recognize the FileLogPath -- I found 
some archives discussing there being a bug when you try to do both in 
the config file, but I'm JUST trying to get a FileLogPath specified, to 
no avail.

Additionally, I'm having trouble getting the source to build when 
#HAVE_MYSQL is defined.  I believe I have all of the lib/include 
directories specified, but it's claiming it can't find:

MySQLStore::MySQLStore
MySQLLogFactory::create
MySQLLogFactory::destroy
SessionID const &,class std::basic_string
MySQLStoreFactory::create
MySQLStoreFactory::destroy


Any thoughts as to what directory/lib file I'm not pointing to?

RL

[Quickfix-developers] sequence number reset

[Rick L. <ric...@gm...>]

Greetings,

I'm hoping someone can tell me the proper config file settings so that 
Quickfix doesn't reset the sequence number to 1 at the end of a daily 
session -- it appears it is doing this, and my exchange won't allow me 
to log on if it doesn't keep track of the last valid sequence number.

Though this brings up a bigger problem -- my exchange responds with a 
"Logout" message and populates field 789 (NextExpectedMsgSeqNum), which 
is not a FIX standard, however I would like to be able to receive this, 
and then send the *proper* login message (with the proper seq num).  
However, fromAdmin or fromApp are NEVER called -- all that is called is 
onLogout.  Why are these from* methods not called?

RL

Re: [Quickfix-developers] SessionNotFound -- why?

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

Timestamps are in UTC.

What session ID are you using?  Is it the same as the one defined in  
your configuration file?

--oren

On Nov 8, 2007, at 2:47 PM, Rick Lane wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Greetings.  This question has two components.  The first -- I finally
> realized that I was unable to connect because my SessionEndTime (in my
> settings file) was set to 16:00, which hasn't occurred yet, but for  
> some
> reason the timestamps that are automatically created are 6 hours ahead
> -- so I was trying to create the session at 12:00 (but Quickfix was 
> using 18:00 as the current time) -- why are the timestamps +6 hours?
>
> Additionally, I went into the settings file and put the session end  
> time
> at 23:00, and I was able to successfully connect to the server, and
> received periodic heartbeats from the server, so the session was
> active.  However, whenever I try to send a message (via
> Session.sendToTarget) I get a SessionNotFound exception.  is there
> something I need to do, explicitly, other than create my  
> SocketInitiator
> so that the "Session" is active?  Why would I be getting the
> SessionNotFound exception when I'm clearly still connected (and
> receiving heartbeats from the server)?
>
> Thanks,
> RL
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a  
> browser.
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] SessionNotFound -- why?

[Rick L. <ric...@gm...>]

Greetings.  This question has two components.  The first -- I finally 
realized that I was unable to connect because my SessionEndTime (in my 
settings file) was set to 16:00, which hasn't occurred yet, but for some 
reason the timestamps that are automatically created are 6 hours ahead 
-- so I was trying to create the session at 12:00 (but Quickfix was 
using 18:00 as the current time) -- why are the timestamps +6 hours?

Additionally, I went into the settings file and put the session end time 
at 23:00, and I was able to successfully connect to the server, and 
received periodic heartbeats from the server, so the session was 
active.  However, whenever I try to send a message (via 
Session.sendToTarget) I get a SessionNotFound exception.  is there 
something I need to do, explicitly, other than create my SocketInitiator 
so that the "Session" is active?  Why would I be getting the 
SessionNotFound exception when I'm clearly still connected (and 
receiving heartbeats from the server)?

Thanks,
RL

[Quickfix-developers] newbie question - logging on to server

[RL <ric...@gm...>]

Greetings.  I am just beginning development using QuickFix (.NET c#) and 
my first step is to try to successfully log into the server.  
Unfortunately, the exchange I'm using doesn't conform entirely to the 
FIX standard, and so I'm trying to diagnose why I'm currently unable to 
log on and it may have something to do with the extra fields the 
exchange requires.  I was hoping someone could just tell me if I have 
the correct methodology here:

1) I create a SocketInitiator, passing in the settings file which 
specifies the ip_address and port of the server
2) I then call start() on the initiator
3) In *toAdmin*() I put the following check, because my exchange 
requires additional fields for logon messages:

public void toAdmin(QuickFix.Message __p1, SessionID __p2)
{
    if (__p1 is Logon) {
        __p1.setField(new IntField(95, m_SessionPassword.Length));    // 
RawDataLength
        __p1.setField(new StringField(96, m_SessionPassword));        // 
RawData
    }
    AddCustomHeaderFields(__p1);
    AddCustomTailFields(__p1);
}

I also have functions that add header/tail fields that my exchange 
requires.  Here's where I'm uncertain of what I *should* be seeing 
versus what I'm actually seeing.  About 2 seconds after this message is 
sent, *onLogout *is called (but *fromAdmin *or *fromApp *is NEVER 
called).  Does this mean that there is something fundamentally wrong 
with my setup (and so it's never even establishing the physical 
connection to the server)?  I would think if I was forgetting a field, 
or misusing an exchange-specific field, I would get a message in 
*fromAdmin *or *fromApp *-- but these are never called, only *onLogout 
*is called.  Any thoughts?

Thanks in advance

Re: [Quickfix-developers] Suppressing the QuickFix automatic logout response

[Heiko T. <hti...@gt...>]

I'd like to know what others did.

I allow the Logout message to be sent. I then stop QuickFix, set the 
sender and target sequence numbers to what the server expects and then 
log back in. The sequence numbers can be set by calling 
setNextSenderMsgSeqNum() and setNextTargetMsgSeqNum() on the FileStore.

Resetting of sequence numbers is only done if a Logout is received in 
response to a Login i.e. the FIX session has not yet been setup. This 
prevents any loss of application FIX messages.

mvictoryAtgmail wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I can't throw FIX::DoNotSend within toAdmin.  
> Throwing DoNotSend works in toApp, but the problematic logout message does
> not go through toApp.  As best I can tell, the only place I can intercept
> that logout message is in toAdmin, but I can't seem to do anything useful to
> it.
>
>
>
> Djalma Rosa dos Santos Filho wrote:
>   
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I suspect that in toAdmin() you can also throw FIX::DoNotSend.
>>
>> On Nov 7, 2007 6:52 PM, mvictoryAtgmail <mvi...@gm...> wrote:
>>
>>     
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> When my client sends a message with a sequence number lower than the
>>> server
>>> is expecting, I get a logout message from the server with the error:
>>>
>>> MsgSeqNum too high, expecting 136 but received 1
>>>
>>> I catch this message in my fromAdmin function within my application, and
>>> parse it to figure out what number I need to reset my sequence number to.
>>> (I
>>> can't find anywhere but my fromAdmin function that can see this message.)
>>>
>>> Unfortunately, QuickFix insists on sending a logout response to the
>>> logout
>>> message I received.  My server does not expect a logout response, and it
>>> causes some sync issues before I can get reconnected.
>>>
>>> My question is:
>>> How can I suppress that logout response from QuickFix?  I receive a
>>> message
>>> of type 5 from the server, but in the case of this particular error, I
>>> want
>>> to handle it myself.
>>>
>>> In my toAdmin function, I can see the logout message that I'm trying to
>>> suppress, but I can't figure out a way to get rid of it.  I tried using
>>> Dispose() but that causes a crash.  I also tried changing it to a
>>> heartbeat
>>> but it didn't stop quickFix from sending the logout message.
>>>
>>> Thanks!
>>> --
>>> View this message in context:
>>> http://www.nabble.com/Suppressing-the-QuickFix-automatic-logout-response-tf4767298.html#a13635834
>>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>>
>>>
>>> -------------------------------------------------------------------------
>>> This SF.net email is sponsored by: Splunk Inc.
>>> Still grepping through log files to find problems?  Stop.
>>> Now Search log events and configuration files using AJAX and a browser.
>>> Download your FREE copy of Splunk now >> http://get.splunk.com/
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>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>>       
>> -------------------------------------------------------------------------
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>> Still grepping through log files to find problems?  Stop.
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>>
>>     
>
>   

-- 

Heiko Tillwick
Mail: hti...@gt...
Tel: +27 11 214 8062
Fax: +27 11 214 8028
Web: www.gt247.co.za

Global Trader
1st Floor, 
10 Melrose Boulevard,
Melrose Arch,
2196

This message is confidential. If you are not the intended 
recipient, the reading, use, transmission or disclosure of
its contents is prohibited.

Re: [Quickfix-developers] Suppressing the QuickFix automatic logout response

[mvictoryAtgmail <mvi...@gm...>]

I can't throw FIX::DoNotSend within toAdmin.  
Throwing DoNotSend works in toApp, but the problematic logout message does
not go through toApp.  As best I can tell, the only place I can intercept
that logout message is in toAdmin, but I can't seem to do anything useful to
it.



Djalma Rosa dos Santos Filho wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I suspect that in toAdmin() you can also throw FIX::DoNotSend.
> 
> On Nov 7, 2007 6:52 PM, mvictoryAtgmail <mvi...@gm...> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> When my client sends a message with a sequence number lower than the
>> server
>> is expecting, I get a logout message from the server with the error:
>>
>> MsgSeqNum too high, expecting 136 but received 1
>>
>> I catch this message in my fromAdmin function within my application, and
>> parse it to figure out what number I need to reset my sequence number to.
>> (I
>> can't find anywhere but my fromAdmin function that can see this message.)
>>
>> Unfortunately, QuickFix insists on sending a logout response to the
>> logout
>> message I received.  My server does not expect a logout response, and it
>> causes some sync issues before I can get reconnected.
>>
>> My question is:
>> How can I suppress that logout response from QuickFix?  I receive a
>> message
>> of type 5 from the server, but in the case of this particular error, I
>> want
>> to handle it myself.
>>
>> In my toAdmin function, I can see the logout message that I'm trying to
>> suppress, but I can't figure out a way to get rid of it.  I tried using
>> Dispose() but that causes a crash.  I also tried changing it to a
>> heartbeat
>> but it didn't stop quickFix from sending the logout message.
>>
>> Thanks!
>> --
>> View this message in context:
>> http://www.nabble.com/Suppressing-the-QuickFix-automatic-logout-response-tf4767298.html#a13635834
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> -------------------------------------------------------------------------
>> This SF.net email is sponsored by: Splunk Inc.
>> Still grepping through log files to find problems?  Stop.
>> Now Search log events and configuration files using AJAX and a browser.
>> Download your FREE copy of Splunk now >> http://get.splunk.com/
>> _______________________________________________
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>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
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> 

-- 
View this message in context: http://www.nabble.com/Suppressing-the-QuickFix-automatic-logout-response-tf4767298.html#a13638113
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Suppressing the QuickFix automatic logout response

[Djalma R. d. S. F. <drs...@gm...>]

I suspect that in toAdmin() you can also throw FIX::DoNotSend.

On Nov 7, 2007 6:52 PM, mvictoryAtgmail <mvi...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> When my client sends a message with a sequence number lower than the
> server
> is expecting, I get a logout message from the server with the error:
>
> MsgSeqNum too high, expecting 136 but received 1
>
> I catch this message in my fromAdmin function within my application, and
> parse it to figure out what number I need to reset my sequence number to.
> (I
> can't find anywhere but my fromAdmin function that can see this message.)
>
> Unfortunately, QuickFix insists on sending a logout response to the logout
> message I received.  My server does not expect a logout response, and it
> causes some sync issues before I can get reconnected.
>
> My question is:
> How can I suppress that logout response from QuickFix?  I receive a
> message
> of type 5 from the server, but in the case of this particular error, I
> want
> to handle it myself.
>
> In my toAdmin function, I can see the logout message that I'm trying to
> suppress, but I can't figure out a way to get rid of it.  I tried using
> Dispose() but that causes a crash.  I also tried changing it to a
> heartbeat
> but it didn't stop quickFix from sending the logout message.
>
> Thanks!
> --
> View this message in context:
> http://www.nabble.com/Suppressing-the-QuickFix-automatic-logout-response-tf4767298.html#a13635834
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc.
> Still grepping through log files to find problems?  Stop.
> Now Search log events and configuration files using AJAX and a browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Suppressing the QuickFix automatic logout response

[mvictoryAtgmail <mvi...@gm...>]

When my client sends a message with a sequence number lower than the server
is expecting, I get a logout message from the server with the error: 

MsgSeqNum too high, expecting 136 but received 1

I catch this message in my fromAdmin function within my application, and
parse it to figure out what number I need to reset my sequence number to. (I
can't find anywhere but my fromAdmin function that can see this message.)

Unfortunately, QuickFix insists on sending a logout response to the logout
message I received.  My server does not expect a logout response, and it
causes some sync issues before I can get reconnected.

My question is:
How can I suppress that logout response from QuickFix?  I receive a message
of type 5 from the server, but in the case of this particular error, I want
to handle it myself.

In my toAdmin function, I can see the logout message that I'm trying to
suppress, but I can't figure out a way to get rid of it.  I tried using
Dispose() but that causes a crash.  I also tried changing it to a heartbeat
but it didn't stop quickFix from sending the logout message.

Thanks!
-- 
View this message in context: http://www.nabble.com/Suppressing-the-QuickFix-automatic-logout-response-tf4767298.html#a13635834
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Disconnect socket meanwhile resending messages is treated when resent is finished (version 1.12.4)

[Tron F. <tr...@gm...>]

Hi,

I've just made this test (use isLoggedOn() to decide if we have to
break the loop).
But the function is returning always true while we are inside the
loop. When the loop
is finished, disconnection event is treated.
This is how it works using quickfix-1.12.4, maybe with the last CVS version the
m_state.sentLogon() variable is updated when disconnection happens

Regards
Abel



On Nov 6, 2007 2:35 PM, Djalma Rosa dos Santos Filho
<drs...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
>  I had this problem too. However, my solution was a little bit different, I am using some code from SNV trunk and I am not sure if in this newer version Session::send returns false for application messages if connection is broken, there are some changes in sendRaw. Thus, I preferred to check with isLoggedOn() to break the loop.
>
>  Djalma
>
> On Nov 6, 2007 9:49 AM, Tron Fix <tr...@gm...> wrote:
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi all,
> >
> > I saw that when quickfix is resending messages (nextResendRequest
> > function into Session class), it can happen a socket disconnection and
> > the library is going on into this loop, saving messages into log but
> > doing nothing with them (socket not longer exists).
> > Maybe it could be added some control, so if socket failed to send a
> > message, we go out the loop and stops resending.
> >
> > Now we have this lines to send the message ( Session.cpp:405 to 412)
> >
> > if ( resend( msg ) )
> > {
> > if ( begin ) generateSequenceReset( begin, msgSeqNum );
> > send( msg.toString(messageString));
> >
> > m_state.onEvent( "Resending Message: "
> > + IntConvertor::convert( msgSeqNum ) );
> > begin = 0;
> >
> > This could be added:
> >
> > if ( resend( msg ) )
> > {
> > if ( begin ) generateSequenceReset( begin, msgSeqNum );
> > // ** ADDED SOCKET CONTROL: send failed, break loop!
> > if (!send( msg.toString(messageString) ))
> > break;
> > // ***
> > m_state.onEvent( "Resending Message: "
> > + IntConvertor::convert( msgSeqNum ) );
> > begin = 0;
> >
> > I tested in my quickfix application and it works, the application
> > finishes resending when socket is disconnected.
> > What do you think, do you see something wrong in this approach?
> >
> > Regards,
> > Abel Monroy
> >
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>
>
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