quickfix-developers — QuickFIX developers forum

[Quickfix-developers] How to add a new group to a message

[econrad <ec...@fi...>]

Hello!

This is a simplification of an earlier post.  If I wanted to add the
'NoStipulations' group (tags 232, 233, & 234) to the MassQuote message (I'm
receiving these messages), how would I do this?  Thanks in advance!

Regards,

Everett

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Re: [Quickfix-developers] Unable to login to my broker

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

It's sounds like they may not be responding to your connection, but =20
not actively refusing it.  Do you ever get disconnected?  Can you =20
have them monitor the port to see what is happening on their end?

--oren

On Oct 11, 2007, at 7:37 AM, abaraff wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I=92m in the process of building my first FIX application, but I=92m =20=

> running in
> to some trouble getting connectivity to my broker=92s system.  I=92ve
> implemented a pretty basic SocketInitiator C# application that =20
> looks like
> this:
>
> public class Program
>     {
>         protected static QuickFix.SocketInitiator _initiator;
>         protected static QuickFix.Application _application;
>         protected static QuickFix.FileLogFactory _logFactory;
>         protected static QuickFix.MessageFactory _messageFactory;
>         protected static QuickFix.SessionSettings _settings;
>         protected static QuickFix.FileStoreFactory _storeFactory;
>         /// <summary>
>         /// The main entry point for the application.
>         /// </summary>
>         [STAThread]
>         static void Main()
>         {
>             _settings =3D new QuickFix.SessionSettings=20
> ("sessionsettings.txt");
>             _application =3D new QuickFixApp();
>             _storeFactory =3D new =
QuickFix.FileStoreFactory(_settings);
>             _logFactory =3D new QuickFix.FileLogFactory(_settings);
>             _messageFactory =3D new QuickFix.DefaultMessageFactory();
>             _initiator =3D new QuickFix.SocketInitiator(_application,
> _storeFactory, _settings, _logFactory, _messageFactory );
>             _initiator.start();
>             for (int i =3D 0; i < 20; i++)
>             {
>                 System.Threading.Thread.Sleep(1000);
>
> System.Diagnostics.Debug.WriteLine(_initiator.isLoggedOn().ToString=20
> ());
>             }
>             _initiator.stop();
>         }
>
> class QuickFixApp : QuickFix.Application
>     {
>         public void fromAdmin(Message p1, SessionID p2)
>         {
>             System.Diagnostics.Debug.WriteLine("fromAdmin\tMessage=20
> \t" +
> p1.ToString());
>             System.Diagnostics.Debug.WriteLine("fromAdmin\tSession=20
> \t" +
> p2.ToString());
>         }
>
>         public void fromApp(Message p1, SessionID p2)
>         {
>             System.Diagnostics.Debug.WriteLine("fromApp\t" + =20
> p1.ToString());
>             System.Diagnostics.Debug.WriteLine("fromApp\tSession\t" +
> p2.ToString());
>         }
>
>         public void onCreate(SessionID p1)
>         {
>             System.Diagnostics.Debug.WriteLine("onCreate\t" +
> p1.ToString());
>         }
>
>         public void onLogon(SessionID p1)
>         {
>             System.Diagnostics.Debug.WriteLine("onLogon\t" + =20
> p1.ToString());
>         }
>
>         public void onLogout(SessionID p1)
>         {
>             System.Diagnostics.Debug.WriteLine("onLogout\t" +
> p1.ToString());
>         }
>
>         public void toAdmin(Message p1, SessionID p2)
>         {
>             System.Diagnostics.Debug.WriteLine("toAdmin\tMessage\t" +
> p1.ToString());
>             System.Diagnostics.Debug.WriteLine("toAdmin\tSession\t" +
> p2.ToString());
>         }
>
>         public void toApp(Message p1, SessionID p2)
>         {
>             System.Diagnostics.Debug.WriteLine("toApp\t" + =20
> p1.ToString());
>             System.Diagnostics.Debug.WriteLine("toApp\tSession\t" +
> p2.ToString());
>         }
>     }
>
> When I run it I get an onCreate event that prints out my
> BeginString:SenderCompID->TargetCompID.  Then I never get another =20
> event, nor
> does isLoggedOn() return true at any point.  My event log file has =20
> three
> lines:
>
> 20071010-22:32:28 : Created session
> 20071010-22:32:28 : Connecting to  <Remote Machine's IP> on port =20
> <Remote
> Machine's Port>
> 20071010-22:40:53 : Created session
>
> That's it.  Is my app ever getting a connection to the remote =20
> computer?  At
> what point is this stuff breaking down?  I'd like to be able to =20
> tell the
> guys at the brokerage exactly where I'm stuck but it's tough with =20
> so little
> experience.
>
> Thanks,
>
> Anthony
> --=20
> View this message in context: http://www.nabble.com/Unable-to-login-=20=

> to-my-broker-tf4606959.html#a13154906
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ----------------------------------------------------------------------=20=

> ---
> 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 =20
> browser.
> Download your FREE copy of Splunk now >> http://get.splunk.com/
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[Quickfix-developers] Unable to login to my broker

[abaraff <ab...@ra...>]

I=E2=80=99m in the process of building my first FIX application, but I=E2=
=80=99m running in
to some trouble getting connectivity to my broker=E2=80=99s system.  I=E2=
=80=99ve
implemented a pretty basic SocketInitiator C# application that looks like
this:

public class Program
    {
        protected static QuickFix.SocketInitiator _initiator;
        protected static QuickFix.Application _application;
        protected static QuickFix.FileLogFactory _logFactory;
        protected static QuickFix.MessageFactory _messageFactory;
        protected static QuickFix.SessionSettings _settings;
        protected static QuickFix.FileStoreFactory _storeFactory;
        /// <summary>
        /// The main entry point for the application.
        /// </summary>
        [STAThread]
        static void Main()
        {
            _settings =3D new QuickFix.SessionSettings("sessionsettings.txt=
");
            _application =3D new QuickFixApp();
            _storeFactory =3D new QuickFix.FileStoreFactory(_settings);
            _logFactory =3D new QuickFix.FileLogFactory(_settings);
            _messageFactory =3D new QuickFix.DefaultMessageFactory();
            _initiator =3D new QuickFix.SocketInitiator(_application,
_storeFactory, _settings, _logFactory, _messageFactory );
            _initiator.start();
            for (int i =3D 0; i < 20; i++)
            {
                System.Threading.Thread.Sleep(1000);
              =20
System.Diagnostics.Debug.WriteLine(_initiator.isLoggedOn().ToString());
            }
            _initiator.stop();=20
        }

class QuickFixApp : QuickFix.Application
    {
        public void fromAdmin(Message p1, SessionID p2)
        {
            System.Diagnostics.Debug.WriteLine("fromAdmin\tMessage\t" +
p1.ToString());
            System.Diagnostics.Debug.WriteLine("fromAdmin\tSession\t" +
p2.ToString());
        }

        public void fromApp(Message p1, SessionID p2)
        {
            System.Diagnostics.Debug.WriteLine("fromApp\t" + p1.ToString())=
;
            System.Diagnostics.Debug.WriteLine("fromApp\tSession\t" +
p2.ToString());
        }

        public void onCreate(SessionID p1)
        {
            System.Diagnostics.Debug.WriteLine("onCreate\t" +
p1.ToString());
        }

        public void onLogon(SessionID p1)
        {
            System.Diagnostics.Debug.WriteLine("onLogon\t" + p1.ToString())=
;
        }

        public void onLogout(SessionID p1)
        {
            System.Diagnostics.Debug.WriteLine("onLogout\t" +
p1.ToString());
        }

        public void toAdmin(Message p1, SessionID p2)
        {
            System.Diagnostics.Debug.WriteLine("toAdmin\tMessage\t" +
p1.ToString());
            System.Diagnostics.Debug.WriteLine("toAdmin\tSession\t" +
p2.ToString());
        }

        public void toApp(Message p1, SessionID p2)
        {
            System.Diagnostics.Debug.WriteLine("toApp\t" + p1.ToString());
            System.Diagnostics.Debug.WriteLine("toApp\tSession\t" +
p2.ToString());
        }
    }

When I run it I get an onCreate event that prints out my
BeginString:SenderCompID->TargetCompID.  Then I never get another event, no=
r
does isLoggedOn() return true at any point.  My event log file has three
lines:

20071010-22:32:28 : Created session
20071010-22:32:28 : Connecting to  <Remote Machine's IP> on port <Remote
Machine's Port>
20071010-22:40:53 : Created session

That's it.  Is my app ever getting a connection to the remote computer?  At
what point is this stuff breaking down?  I'd like to be able to tell the
guys at the brokerage exactly where I'm stuck but it's tough with so little
experience.

Thanks,

Anthony=20
--=20
View this message in context: http://www.nabble.com/Unable-to-login-to-my-b=
roker-tf4606959.html#a13154906
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] FIX Server time VS Local time

[Facchetti - K. <s.f...@kl...>]

I use QuickFix 1.12.4
My FIX initiator is connected with a server situated in London..

When I receive FIX message, in the datetime field, I read London time..
Is it possible, by QuickFIx, to automatic transform the server time in 
my local time..?

Thanks,
Stefano

Re: [Quickfix-developers] Using MySQL from Python

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

You are correct.  SQL is not currently supported in the python and  
ruby bindings.

--oren

On Oct 9, 2007, at 7:15 PM, Reggie Dugard wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm using the Python bindings in version 1.12.4 of QuickFix to  
> write an
> initiator application.  It's working using files for the log and the
> store, and now I'd like to switch over to use MySQL.
>
> When I change FileStoreFactory and FileLogFactory to MySQLStoreFactory
> and MySQLLogFactory respectively, the program dies because my quickfix
> python module doesn't have a MySQLStoreFactory attribute, even though
> I've compiled in support for MySQL.
>
> Now, I'm no SWIG expert, but when I look in the quickfix.i file it  
> seems
> as though the SQL stuff is not included which would seem to mean that
> SQL is not currently supported in Python and Ruby.
>
> So my question is: is this really the case, or am I missing something
> somewhere.
>
> Thanks for any guidance you can give.
>
> -Reggie
>
> --
> Reggie Dugard
> Merfin, LLC
>
>
> ---------------------------------------------------------------------- 
> ---
> 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...
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>

[Quickfix-developers] Using MySQL from Python

[Reggie D. <re...@me...>]

I'm using the Python bindings in version 1.12.4 of QuickFix to write an
initiator application.  It's working using files for the log and the
store, and now I'd like to switch over to use MySQL.

When I change FileStoreFactory and FileLogFactory to MySQLStoreFactory
and MySQLLogFactory respectively, the program dies because my quickfix
python module doesn't have a MySQLStoreFactory attribute, even though
I've compiled in support for MySQL.

Now, I'm no SWIG expert, but when I look in the quickfix.i file it seems
as though the SQL stuff is not included which would seem to mean that
SQL is not currently supported in Python and Ruby.

So my question is: is this really the case, or am I missing something
somewhere.

Thanks for any guidance you can give.

-Reggie

--
Reggie Dugard
Merfin, LLC

[Quickfix-developers] FW: Body length problem with the Stipulations group in MassQuote message

[<ec...@fi...>]

Resending...=20
<mailto:ec...@fi...> =20
________________________________

From: Everett Conrad=20
Sent: Thursday, October 04, 2007 8:12 AM
To: qui...@li...
Subject: Body length problem with the Stipulations group in MassQuote
message
=20
Hello!
=20
I interact with a FIX server that has added a stipulations group (tags
232, 233, and 234) to their MassQuote message.  I added the following to
my FIX44.xml (I have also tried a number of variations, including a
component variation):
=20
          <group name=3D"NoStipulations" required=3D"Y">
            <field name=3D"StipulationType" required=3D"N"/>
            <field name=3D"StipulationValue" required=3D"N"/>
          </group>
=20
When I receive these messages, I get the following error:
=20
20071004-15:00:51 : Invalid message: Expected BodyLength=3D6267, =
Recieved
BodyLength=3D6268
=20
The received and expected are always off by one.  In a hex editor, the
BodyLength Tag (tag 9) and the actual length are both the longer value
(in this case, 6268).  How can I troubleshoot this to determine why my
expected body length is to short?  Is it possible that my definition of
the group is incorrect?  Thanks in advance for any help!
=20
Regards,
=20
Everett
=20

[Quickfix-developers] Body length problem with the Stipulations group in MassQuote message

[<ec...@fi...>]

Hello!
=20
I interact with a FIX server that has added a stipulations group (tags
232, 233, and 234) to their MassQuote message.  I added the following to
my FIX44.xml (I have also tried a number of variations, including a
component variation):
=20
          <group name=3D"NoStipulations" required=3D"Y">
            <field name=3D"StipulationType" required=3D"N"/>
            <field name=3D"StipulationValue" required=3D"N"/>
          </group>
=20
When I receive these messages, I get the following error:
=20
20071004-15:00:51 : Invalid message: Expected BodyLength=3D6267, =
Recieved
BodyLength=3D6268
=20
The received and expected are always off by one.  In a hex editor, the
BodyLength Tag (tag 9) and the actual length are both the longer value
(in this case, 6268).  How can I troubleshoot this to determine why my
expected body length is to short?  Is it possible that my definition of
the group is incorrect?  Thanks in advance for any help!
=20
Regards,
=20
Everett
=20

[Quickfix-developers] Best Way to Keep track of Messages

[John K. <kam...@gm...>]

Hi,
I've managed to connect to my fix app and subscribed to a market data feed
(i.e. trades, market status etc). 
Ny problem is not really a QF issue, but rather an implementation issue. Let
me explain.
Once the feed I'm connecting to starts, messages are sent real-time, i.e.
when a trade occurs, an announcemnt is placed etc. During this time, I
receive each message, do some stuff then save it to a sql db. Since I"m
saving to db and don't want duplicates, I wanted to use the message sequence
no. to track each message so as not to save it twice. 
Then I realised that the app i"m connecting to does not keep track of
sessions, so, during the real-time feed should the connection drop, the
sequence restarts. (this actually caused me some headaches till i realised i
needed to set ResetOnDisconnect=Y in the cfg). 
On a disconnect the server assumes its a new session and re-sends all
previous messages again (even if they are in the thousands), and resumes the
normal feed. Since I don't want duplicates so I'm wondering whats the best
way to keep track of the messages!
I'd thought of logging the last message I received (using the msgseqno) and
waiting till it I get a match during the batch re-send but I'm not sure if
during the re-send the it will have the exact same msgseqno, and so I could
end up with bad data (i.e. with missing or duplicates messgaes).
My second idea was to delete all messages in my database for that day and
restart afresh, but considering that I'm processing around 50-200k messages,
it may take too long.
Has anyone ever had the need to uniquely id a message and save it? 
If so, got any tips on how I should go about this.

Thanks
John
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Re: [Quickfix-developers] Creating/Cracking a message from a log file?

[Caleb E. <cal...@gm...>]

On 9/22/07, John K. <kam...@gm...> wrote:
>
>
> however when I try to use a method like say getString(8), I get a
> FieldNotFound exception, is this right? According to the XML output, all
> the
> fields have been found, so what gives?


Tag 8 is in the header of the message, so you'd need to call msg.getHeader
().getString(8)

-- 
Caleb Epstein

Re: [Quickfix-developers] Resolved: Creating/Cracking a message from a log file?

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

John, if you just want to create Message objects, you do not need the =20=

MessageCracker.  The MessageCracker is only used if you require =20
version specific messages of a particular type.  If you just want =20
generic messages, use the Message object constructor.

On Sep 22, 2007, at 2:36 PM, John K. wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I've resolved the issue I'd faced below, seems like I'd not =20
> realised that the
> header items cannot be accessed by just calling say getString(8). =20
> However
> items in the body can be accessed that way. Phew!
> Anyway, for anyone that may ever face this problem, to create a =20
> message from
> a string, just initialise it as usual. i.e.
> Dim msg as New Message(youstringhere) 'e.g. 8=3DFIX.4.4=019=3D141=0135=3D=
U1=0156
> msg.getString(44) 'for an item in the body
> msg.getHeader().getString(8) 'for an item in the header
>
> Hope this helps, I've left my post below just in case some drifter =20
> comes
> across a similar problem
> Thanks, (again), John.
> ------------
> Hi, I'm very new to quickfix and although I fully understand how the
> protocol and quickfix work, I'm not completely clear on how the =20
> Message and
> MessageCracker objects are supposed to be used.
>
> I've got massive log files that contain persisted fix data and I'd =20
> like to
> use the message object to persist the data to a database. I thought =20=

> it was
> just a matter of splitting the log file into text, and using the
> messageCracker to create a QuickFix.Message object from the string, =20=

> but I'm
> yet to get anything working.
>
> Basically i want to be able to create a message object that I can =20
> use to get
> data from any field, that is if given a string like
> (8=3DFIX.4.4=019=3D141=0135=3DU1=0156=3DRX=0149=3DFEE) etc, I'd like =
to be able to =20
> have a
> message object that I can then just call getString,getField etc.
>
> Any help will be much appreciated.
>
> Edit:
> Something weird i've noticed is that just by initialising the =20
> Message object
> with the string in the constructor, is that the message seems to be =20=

> fine.
> When I debug in VS2005 and call the ToXML() method, I get proper =20
> output like
> this
>
> <message>
>   <header>
>     <field number=3D"8"><![CDATA[FIX.4.4]]></field>
>     <field number=3D"9"><![CDATA[141]]></field>
>     <field number=3D"35"><![CDATA[U1]]></field>
>     <field number=3D"34"><![CDATA[10319]]></field>
>     <field number=3D"49"><![CDATA[FEED]]></field>
>  etc...
>
> however when I try to use a method like say getString(8), I get a
> FieldNotFound exception, is this right? According to the XML =20
> output, all the
> fields have been found, so what gives?
>
>
> Thanks John.
>
> --=20
> View this message in context: http://www.nabble.com/Resolved%3A-=20
> Creating-Cracking-a-message-from-a-log-file--tf4501937.html#a12839320
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ----------------------------------------------------------------------=20=

> ---
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>

Re: [Quickfix-developers] Two Sessions with Same Server

[open h. <ope...@ya...>]

Thanks a lot! It solved the issue of two sessions but now I face an issue related to sending and receiving messages. First now I am able to get a login response from server like:
Logon - FIX.4.4:myCompID->targetCompID:tradeSubID
Logon - FIX.4.4:myCompId->targetCompID:streamSubID

But when I try to get market data from targetCompID, I get "Session not found" message even though I have set TargetCompID and TargetSubID correctly. Please help me, if I am missing any parameter or I have to enter the sessionQualifier information differently.

Thanks!


Oren Miller <or...@qu...> wrote: You need to assign your sessions a SessionQualifier.  This allows you to define two sessions with the same ID that need to be treated as separate sessions. The value of the targetsubid would work as your qualifier in this case.

--oren

On Sep 28, 2007, at 11:41 AM, open hash wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


 Hi,

  I need to create 2 sessions with having same senderCompID and TargetCompID, only targetsubid is different. That is to allow me to receive mkt data on one session and I can send orders on the other one. I dont know how to get it, coz how to create diff. sessions through config file? Is there any other way? Please help me with this.

Thanks!
       


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[Quickfix-developers] Problem compiling VC8 version of QuickFIX

[Sanjay R. <ran...@gm...>]

I am getting following fatal error, I scan my VC8  and Windows directories
for this header file (atlbase.h) but I could not find it to include into
project. Do I need to download some new libs/include files?  Can you please
help me to resolve this issue? I will appreciate that.

*.\MSXML_DOMDocument.cpp(22) : fatal error C1083: Cannot open include file:
'atlbase.h': No such file or directory*

-- 
Best Regards
Sanjay

[Quickfix-developers] stackless python?

[Richard A. <ral...@ra...>]

Has anyone attempted to build a quickfix application using stackless
python and twisted? Our server is a rudimentary C++ app. Since our
client application is written in GTK and python, I would like to give
stackless and twisted a try, but did not know if quickfix would behave
nicely with the stackless implementation of python. Any comments would
be greatly appreciated.

Re: [Quickfix-developers] Two Sessions with Same Server

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

You need to assign your sessions a SessionQualifier.  This allows you  
to define two sessions with the same ID that need to be treated as  
separate sessions. The value of the targetsubid would work as your  
qualifier in this case.

--oren

On Sep 28, 2007, at 11:41 AM, open hash wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>   I need to create 2 sessions with having same senderCompID and  
> TargetCompID, only targetsubid is different. That is to allow me to  
> receive mkt data on one session and I can send orders on the other  
> one. I dont know how to get it, coz how to create diff. sessions  
> through config file? Is there any other way? Please help me with this.
>
> Thanks!
>
> Looking for a deal? Find great prices on flights and hotels with  
> Yahoo! FareChase.
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Two Sessions with Same Server

[open h. <ope...@ya...>]

Hi,

  I need to create 2 sessions with having same senderCompID and TargetCompID, only targetsubid is different. That is to allow me to receive mkt data on one session and I can send orders on the other one. I dont know how to get it, coz how to create diff. sessions through config file? Is there any other way? Please help me with this.

Thanks!

       
---------------------------------
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Re: [Quickfix-developers] Getting Started with QuickFix and .NET

[kuriandungu <kur...@ya...>]

Thank you very much John K. Your Code really helps clarify . I have been
looking into QF for about 3 months now and only after your example do i know
what is going on. I think i can now do an app at least.
Cheers and keep it up :)
-- 
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[Quickfix-developers] Ilyas USAL/FR/EUROPE/GROUP est absent.

[<ily...@bn...>]

Je serai absent(e) =E0 partir du  09/27/2007 de retour le 09/28/2007.

Je r=E9pondrai =E0 votre message d=E8s mon retour.

I'll be out of office from September 27th till September 28th. I'll reply
to your email as soon as I get back. In the meantime, you can contact
Damien Delvall=E9e (dam...@bn...) or
FIB...@bn....


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[Quickfix-developers] Multiple PartyIDs in one tag

[open h. <ope...@ya...>]

Hi All,

I want to send a MarketDataRequest in which I want to receive data from say 3 parties. So I have added this tag 

FIX::NoPartyIDs noPartyIDs(3);
mktreq.setField(noPartyIDs);

now for adding those 3 partyIDs, I dont know ho to group them. Is this approach correct?

 FIX::PartyID partyID("PARTY1");
 mktreq.setField(partyID);
FIX::PartyID partyID2("PARTY2");
  mktreq.setField(partyID2);
FIX::PartyID partyID3("PARTY3");
  mktreq.setField(partyID3);

or is there any group that I should use and then append to MarketDataRequest object?

Thanks!


       
---------------------------------
Don't let your dream ride pass you by.    Make it a reality with Yahoo! Autos. 

Re: [Quickfix-developers] Getting Started with QuickFix and .NET (an uber-simple example)

[John K. <kam...@gm...>]

After some research and massive help from John Haldi, I think I've finally
understood the basics of Quickfix and the Fix protocol. Note the word
"Basics". I've managed to create a simple vb.net app that can connect to the
executor example that ships with the QF documentation. I'll go through this
process in this post so that other vb.net newbies can understand.
I'll start assuming that whoever is reading this knows the difference
between Fix and Quickfix. That is, Fix is a protocol and QuickFix is a set
of libraries that can allow your app to use the Fix protocol.
If anyone notes something that I've stated wrong, please correct me, I'm a
newbie after all. :)

In QF there are 2 types of apps, Server and Client, referred to as Acceptor
and Initiator. The server/acceptor sits back waits for clients to connect,
and the client connects to a server. The vb.net executor example is an
Acceptor, there is no vb.net example of an initiator. And thats what I'll
create here step by step. Note that the example will create doesnt do
anything, it just connects and receives heartbeats.

Lets start with the config file. The config file is where the Qf engine will
get its settings from, similar to the asp.net web.config file. I wont go
into the details of each property (these you can get from the
documentation). 
Below is the config file the initiator/client will use.

[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
ReconnectInterval=1
FileStorePath=c:\fixfiles
FileLogPath=log
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=localhost

[SESSION]
BeginString=FIX.4.4
SenderCompID=CLIENT1
TargetCompID=EXECUTOR
SocketConnectPort=5001


Save this somewhere say, c:\fixconfig\myconfig.cfg, we'll need it in a
moment.
QuickFix needs a way to communicate with your app, to do this it needs an
object that implements an interface that it knows about namely
QuickFix.Application. In the app, we'll create an object that implements
this interface, initialise it and wait for QF to send us messages.
Ok, moving on, Open VS2005 and Create a vb.net console app, by default the
IDE will create for a Module named Module1.vb and the main entry point Sub
Main().
Replace the whole Module with this.

Module Module1
    'QuickFIX engine environment variables 
    Public mySessionSettings As SessionSettings
    Public myApplication As Application
    Public myStoreFactory As FileStoreFactory
    Public myMessageFactory As DefaultMessageFactory
    Public myLogFactory As ScreenLogFactory
    Public myInitiator As SocketInitiator
    Public LoggedOn As Boolean

    Sub Main()
        mySessionSettings = New SessionSettings("c:\fixconfig\myconfig.cfg")
        myApplication = New Application
        myStoreFactory = New FileStoreFactory(mySessionSettings)
        myMessageFactory = New DefaultMessageFactory
        myLogFactory = New ScreenLogFactory(True, True, True)
        myInitiator = New SocketInitiator(myApplication, myStoreFactory,
mySessionSettings, myLogFactory, myMessageFactory)
        myInitiator.start()

        Do
            'Find something to do while waiting
        Loop While LoggedOn = False
    End Sub

End Module

In Sub main you see we create a couple of objects, first the
SessionSettings, this will feed QF our settings, the ones we created
earlier.
Second is the key object, Application, which implements the
QuickFix.Application interface, this is the object that QF will use to send
messages to us.
We need to create it, so, below the module, paste this.


Public Class Application
    Implements QuickFix.Application
   
    Public Sub New()
    End Sub

    Public Sub fromAdmin(ByVal Param As QuickFix.Message, ByVal Param1 As
QuickFix.SessionID) Implements QuickFix.Application.fromAdmin
        System.Console.WriteLine("fromAdmin: " & Param.GetType.FullName)
    End Sub

    Public Sub fromApp(ByVal Param As QuickFix.Message, ByVal Param1 As
QuickFix.SessionID) Implements QuickFix.Application.fromApp
        System.Console.WriteLine("IN: " & Param.GetType.FullName)
    End Sub

    Public Sub onCreate(ByVal Param As QuickFix.SessionID) Implements
QuickFix.Application.onCreate
        System.Console.WriteLine("onCreate")
    End Sub

    Public Overloads Sub onMessage(ByVal message As
QuickFix44.ExecutionReport, ByVal Param As QuickFix.SessionID)
        System.Console.WriteLine()
    End Sub
    
    Public Sub onLogon(ByVal Param As QuickFix.SessionID) Implements
QuickFix.Application.onLogon
        System.Console.WriteLine("Logon: " & Param.GetType.FullName)
    End Sub

    Public Sub onLogout(ByVal Param As QuickFix.SessionID) Implements
QuickFix.Application.onLogout
        System.Console.WriteLine("Logout")
    End Sub

    Public Sub toAdmin(ByVal message As QuickFix.Message, ByVal Param1 As
QuickFix.SessionID) Implements QuickFix.Application.toAdmin
        System.Console.WriteLine("toAdmin: " & message.GetType.FullName)

    End Sub

    Public Sub toApp(ByVal Param As QuickFix.Message, ByVal Param1 As
QuickFix.SessionID) Implements QuickFix.Application.toApp
        System.Console.WriteLine("toApp: " & Param.GetType.FullName)
    End Sub
End Class

Note that in sub main I have an infinite loop, this means the app will never
exit so, if you want it to, change that code so that you exit once you've
done all you needed to do.
This is all the code you need to AT LEAST connect to executor. The main
thing you need to know about, is how to receive messages. This is done by
overriding the onMessage method. When you know what type of message you want
to receive (like in the case of executor, an ExecutionReport), you just
override the method and wait. However, executor will only send you this,
when you've submitted a new order using the NewOrderSingle object.
>From the example you (the newbie) should easily realise how to do this from
a Winforms app, and therefore add some interactivity to your app. Note
however that you can't just set text to controls directly, you'll have to
use a delegate and the Invoke method of the control. Similar to what you'd
do if you were writing a multi-threaded winforms app. I know its not much,
but I hope at least vb.net newbies can at least gain something from it.

If you feel there is more I should add, just let me know, especially if it
adds to the value of this example.

On a final note, Qf is extremely powerful, but for newbies like me who don't
know c++, it was a hellishly hard just getting these few lines of code to
work. It was kind of like learning the theory of relativity in Latin.

Thanks
John K.

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Re: [Quickfix-developers] Getting Started with QuickFix and .NET

[John K. <kam...@gm...>]

I've reviewed as much of the documentation as I could. The thing is, I'm not
so proficient in C++, and there is no client/intiator example in c# of
vb.net.

On 24/09/2007, Oren Miller <or...@qu...> wrote:
>
> Ok, and have you seen the code samples in the documentation?  Did you find
> them but found them confusing?  Did you not find them at all?  Are they
> difficult to find?
>
> --oren
>
>  On Sep 24, 2007, at 9:08 AM, John K. wrote:
>
>  QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I've looked at Executor, (I cannot open order match, my VS2005 license
> doesnt include c++ projects) and executor the difficulty with learning from
> executor is that it jumps straight into it. No slow walkthrough, i.e .
> here we connect to the server, then await trap the OnMessage event etc. For
> a newbie who has just seen QF, this like learning to swim in shark infested
> waters, 30 miles from land. :)
> Also, for now what I"m actually intending on doing is just connecting to a
> host and waiting to trap received messages, once I'm able to do that I'm
> sure i"ll be able to figure the rest out.
>
>
> On 24/09/2007, Rodrick Brown <rod...@gm... > wrote:
> >
> > Have you looked at the sample applications that come with QF?
> > Executor, OrderMatch, etc...
> >
> > On 9/24/07, John K. < kam...@gm...> wrote:
> > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> >
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > >
> > > HI, I'm a newbie to quick fix and for a few days now I've been
> > investigating
> > > the examples provided and anything else I could find on the web, and I
> > can
> > > say for certain that quickfix has one of the steepest learning curves
> > I've
> > > ever seen. The documentation and examples especially for .net
> > developers is
> > > very limited. There is very little on how to actually get anything
> > working
> > > with quickfix, kind of like a "hello world" for on QF.
> > > Basically... how to:
> > > 1. connect to your host & login
> > > 2. receive messages and determine the message type
> > > 3. send messages
> > > 4. log out
> > >
> > > If I could just get an example showing how an app connects to the
> > host,
> > > provides the userid and pwd, then sets the event handlers and waits
> > for data
> > > to arrive, I'd be most grateful. Any help would be most appreciated.
> > I'm
> > > sure from there I'll be able to realise whats going on and make some
> > > progress.
> > > In fact, if I"m able to at least connect, I"ll create my own tutorial
> > on
> > > using QF, C# and VB.NET <http://vb.net/> for beginners and post it
> > online for others to read.
> > > Thanks in advance
> > > John
> > > --
> > > View this message in context:
> > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040
> > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/>
> > .
> > >
> > >
> > >
> > -------------------------------------------------------------------------
> > > 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
> > >
> >
> >
> > --
> > Rodrick R. Brown
> > http://www.rodrickbrown.com
> >
>
> -------------------------------------------------------------------------
> 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
>
>
>
>

Re: [Quickfix-developers] Quickfix-developers Digest, Vol 16, Issue 3

[Thomas B. <th...@ik...>]

Here's a bit of sample VB.net code:

'Code for connecting
    Public Sub Run(ByVal configFile As String)
        ratesAPI = New FIXRates
        ratesAPI.form = m_form

        ratesSessionSettings = New SessionSettings(configFile)
        ratesMemoryStoreFactory = New MemoryStoreFactory()
        ratesFileLogFactory = New FileLogFactory(ratesSessionSettings)
        ratesMessageFactory = New DefaultMessageFactory()

        Utils.Log("Initiating rates connection instance...")
        ratesInitiator = New SocketInitiator(ratesAPI, 
ratesMemoryStoreFactory, ratesSessionSettings, ratesFileLogFactory, 
ratesMessageFactory)

        ratesInitiator.start()

        While Not m_stopme
            Thread.Sleep(25)
        End While

        ratesInitiator.stop()
        ratesInitiator.Dispose()
    End Sub

I have the above code in a class, and the below code in the FIXRates class 
(mentioned above).

'Some part of the message handling code:
   Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID As 
QuickFix.SessionID) Implements QuickFix.Application.fromApp
        'Utils.Log("from app - rates")
        'Utils.Log(message.ToString)
        crack(message, sessionID)
    End Sub
    Public Sub send(ByVal message As QuickFix.Message)
        Try
            QuickFix.Session.sendToTarget(message, m_sessionID)
        Catch ex As Exception
            Utils.Log(ex.Message)
        End Try
    End Sub

    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.BusinessMessageReject, ByVal sessionID As QuickFix.SessionID)
        Utils.Log("msg - BusinessMessageReject")
        Utils.Log(msg.ToString)
    End Sub
    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataSnapshotFullRefresh, ByVal sessionID As 
QuickFix.SessionID)
        Utils.Log("msg - MarketDataSnapshotFullRefresh")
        Utils.Log(msg.ToString)
    End Sub
    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataRequest, ByVal sessionID As QuickFix.SessionID)
        Utils.Log("msg - MarketDataRequest")
        Utils.Log(msg.ToString)
    End Sub

    Public Overloads Overrides Sub onMessage(ByVal msg As 
QuickFix42.MarketDataIncrementalRefresh, ByVal sessionID As 
QuickFix.SessionID)
        [..]
    End Sub

Et cetera.

Thomas Bakker
Skype: ThomasDutch (add me if you want)

 

Re: [Quickfix-developers] Getting Started with QuickFix and .NET

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

Ok, and have you seen the code samples in the documentation?  Did you  
find them but found them confusing?  Did you not find them at all?   
Are they difficult to find?

--oren

On Sep 24, 2007, at 9:08 AM, John K. wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I've looked at Executor, (I cannot open order match, my VS2005  
> license doesnt include c++ projects) and executor the difficulty  
> with learning from executor is that it jumps straight into it. No  
> slow walkthrough, i.e . here we connect to the server, then await  
> trap the OnMessage event etc. For a newbie who has just seen QF,  
> this like learning to swim in shark infested waters, 30 miles from  
> land. :)
> Also, for now what I"m actually intending on doing is just  
> connecting to a host and waiting to trap received messages, once  
> I'm able to do that I'm sure i"ll be able to figure the rest out.
>
>
> On 24/09/2007, Rodrick Brown <rod...@gm...> wrote:
> Have you looked at the sample applications that come with QF?
> Executor, OrderMatch, etc...
>
> On 9/24/07, John K. < kam...@gm...> wrote:
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/ 
> doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > HI, I'm a newbie to quick fix and for a few days now I've been  
> investigating
> > the examples provided and anything else I could find on the web,  
> and I can
> > say for certain that quickfix has one of the steepest learning  
> curves I've
> > ever seen. The documentation and examples especially for .net  
> developers is
> > very limited. There is very little on how to actually get  
> anything working
> > with quickfix, kind of like a "hello world" for on QF.
> > Basically... how to:
> > 1. connect to your host & login
> > 2. receive messages and determine the message type
> > 3. send messages
> > 4. log out
> >
> > If I could just get an example showing how an app connects to the  
> host,
> > provides the userid and pwd, then sets the event handlers and  
> waits for data
> > to arrive, I'd be most grateful. Any help would be most  
> appreciated. I'm
> > sure from there I'll be able to realise whats going on and make some
> > progress.
> > In fact, if I"m able to at least connect, I"ll create my own  
> tutorial on
> > using QF, C# and VB.NET for beginners and post it online for  
> others to read.
> > Thanks in advance
> > John
> > --
> > View this message in context: http://www.nabble.com/Getting- 
> Started-with-QuickFix-and-.NET-tf4508939.html#a12859040
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >  
> ---------------------------------------------------------------------- 
> ---
> > 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
> >
>
>
> --
> Rodrick R. Brown
> http://www.rodrickbrown.com
>
> ---------------------------------------------------------------------- 
> ---
> 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

Re: [Quickfix-developers] Getting Started with QuickFix and .NET

[John K. <kam...@gm...>]

There really isn't much in the way of examples as regards QF, I've looked at
Executor and read all the documentation regarding it in the QF help. I
understand how the fix protocol works etc. I know that that QF's objects are
an OO representation of the Fix protocol. What is not clear however, is the
process. Basically a very simple code sample showing the process in action,
connecting, trapping events, receiving messages, sending messages, logging
out etc. Even a 5 line sample will really help.

Thanks
John

On 24/09/2007, Oren Miller <or...@qu...> wrote:
>
> Can you guys indicate what it is you have looked at already?  Maybe we can
> point out documentation you might have missed, or supplement it with
> anything that isn't currently available.
>
> --oren
>
>  On Sep 24, 2007, at 7:46 AM, Tarek F. Koudsi wrote:
>
>  QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> John K,
>
> I am going through the exact same thing, and that is what's stopping our
> department from truly adopting QuickFix as our fix engine/gateway instead of
> the proprietary software we pay huge amounts of money for.
>
> If you ever find something please do share it with us as I will also
> submit any threads I find.
>
> Cheers,
>
> On 9/24/07, John K. < kam...@gm...> wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > HI, I'm a newbie to quick fix and for a few days now I've been
> > investigating
> > the examples provided and anything else I could find on the web, and I
> > can
> > say for certain that quickfix has one of the steepest learning curves
> > I've
> > ever seen. The documentation and examples especially for .net developers
> > is
> > very limited. There is very little on how to actually get anything
> > working
> > with quickfix, kind of like a "hello world" for on QF.
> > Basically... how to:
> > 1. connect to your host & login
> > 2. receive messages and determine the message type
> > 3. send messages
> > 4. log out
> >
> > If I could just get an example showing how an app connects to the host,
> > provides the userid and pwd, then sets the event handlers and waits for
> > data
> > to arrive, I'd be most grateful. Any help would be most appreciated. I'm
> >
> > sure from there I'll be able to realise whats going on and make some
> > progress.
> > In fact, if I"m able to at least connect, I"ll create my own tutorial on
> > using QF, C# and VB.NET <http://vb.net/>for beginners and post it online
> > for others to read.
> > Thanks in advance
> > John
> > --
> > View this message in context:
> > http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/>
> > .
> >
> >
> > -------------------------------------------------------------------------
> >
> > 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
>
>
>
>

Re: [Quickfix-developers] Getting Started with QuickFix and .NET

[John K. <kam...@gm...>]

I've looked at Executor, (I cannot open order match, my VS2005 license
doesnt include c++ projects) and executor the difficulty with learning from
executor is that it jumps straight into it. No slow walkthrough, i.e. here
we connect to the server, then await trap the OnMessage event etc. For a
newbie who has just seen QF, this like learning to swim in shark infested
waters, 30 miles from land. :)
Also, for now what I"m actually intending on doing is just connecting to a
host and waiting to trap received messages, once I'm able to do that I'm
sure i"ll be able to figure the rest out.


On 24/09/2007, Rodrick Brown <rod...@gm...> wrote:
>
> Have you looked at the sample applications that come with QF?
> Executor, OrderMatch, etc...
>
> On 9/24/07, John K. <kam...@gm...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > HI, I'm a newbie to quick fix and for a few days now I've been
> investigating
> > the examples provided and anything else I could find on the web, and I
> can
> > say for certain that quickfix has one of the steepest learning curves
> I've
> > ever seen. The documentation and examples especially for .net developers
> is
> > very limited. There is very little on how to actually get anything
> working
> > with quickfix, kind of like a "hello world" for on QF.
> > Basically... how to:
> > 1. connect to your host & login
> > 2. receive messages and determine the message type
> > 3. send messages
> > 4. log out
> >
> > If I could just get an example showing how an app connects to the host,
> > provides the userid and pwd, then sets the event handlers and waits for
> data
> > to arrive, I'd be most grateful. Any help would be most appreciated. I'm
> > sure from there I'll be able to realise whats going on and make some
> > progress.
> > In fact, if I"m able to at least connect, I"ll create my own tutorial on
> > using QF, C# and VB.NET for beginners and post it online for others to
> read.
> > Thanks in advance
> > John
> > --
> > View this message in context:
> http://www.nabble.com/Getting-Started-with-QuickFix-and-.NET-tf4508939.html#a12859040
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
> -------------------------------------------------------------------------
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> Rodrick R. Brown
> http://www.rodrickbrown.com
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