quickfix-developers — QuickFIX developers forum

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

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

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

[Rodrick B. <rod...@gm...>]

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


-- 
Rodrick R. Brown
http://www.rodrickbrown.com

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

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

I'm actually just trying to find a way of using QF to connect to a
properietary system we have internally and persist the data to sql server
(read only, no writing). So far I'm not even sure where to get started. I've
managed to be able to create QuickFix.Message objects from the log files
that the properitery system creates, but connecting to it to receiving
real-time data is proving far more difficult than I thought.
If anyone could please point us in the right direction, we'd be most
grateful.

Thanks
John


Tarek F. Koudsi wrote:
> 
> 
> 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,
> 

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

[Tarek F. K. <tk...@ss...>]

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

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

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

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

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

Hi, I'm very new to quickfix and although I fully understand how the protoc=
ol
and quickfix work, I'm not completely clear on how the Message and
MessageCracker objects are supposed to be used.

I've got massive log files that contain persisted fix data and I'd like to
use the message object to persist the data to a database. I thought 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, but I'm
yet to get anything working.

Basically i want to be able to create a message object that I can use to ge=
t
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 have a
message object that I can then just call getString,getField etc.

Any help will be much appreciated.

Thanks John.

--=20
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[Quickfix-developers] Question: fix 4.4 Persisting to SQL

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

Hello,

Background:
I've looked at TradeClient and Executor examples but couldnt really get them
to work.(still new at fix)
My client would like to simply persist each trading floor transaction in a
way that is easy to store in SQL to allow for historical queries and for
display of trading info as it happens. 

The Question:
how does one, 
a) persist the messages to SQL ? some sample code would really help.

b) has anyone had to break down the message string (cracked the message i
think) into the component Tables for Market_data, Orders,Securities,bids
etc. So that when the messages come in they saved to the respective tables
depending on what type of transaction they are? thus allowing a user to
query a specific aspect only

Thanks.



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Re: [Quickfix-developers] CME Specific SendRequest

[msrdan <ms...@co...>]

Hello Anil,


I've just started implementing the same interface to the CME and am faced
with the same coding challenge. It seems like you've already implemented
this and I was wondering if you would mind sharing the QF code (or pseduo
code)?

Thanks in advance
Mike





Jain, Anil wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
>> Specifically I need to implement functionality to allow me to request
>> exactly N (where N <= 2500) messages.
> 
> I've implemented CME resend request, but we do not have any need to
> request such a large number ourselves - maybe your need is different. We
> simply do trade executions and use MsgType=D(Order - Single), F(Order
> Cancel Request) and G( Order Cancel/Replace Request).
> 
>> If this is not implemented has anybody done this before? Can anyone point
>> me in the correct direction?
> 
> When required, we first sync our processing systems' requirement from
> incoming logs, then we do resend request to CME with BeginSeqNo as one
> plus last incoming record in the log, and EndSeqNo as 0 to get all of any
> remaining records.
> 
> Disconnect will happen, if CME misses couple of heartbeats, and our rate
> of receiving messages is much less than 2500 for that duration, so the
> need for such volume management does not arise for us.
> 
> Hope, this was helpful.
> 
> Regards,
> 
> Anil Jain
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Re: [Quickfix-developers] Handle Leak

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

Hi Emily and Oren,

Take a look at my code submission in the BugTracker (#203).

http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=203&pos=0

My main target was a  non-blocking socket solution for the
ThreadedSocket classes, but as a bonus I could fix the handle leaks
too. In order to compile you will need to install boost first as I
explain in the post.

Djalma


On 9/13/07, Emily Jagdhar <ja...@ya...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Hello,
>
> I have recently seen an issue in the mailing list archive about a handle
> leak.  I am experiencing the same thing.
> http://sourceforge.net/mailarchive/message.php?msg_id=88aa047b0705281145w2ade189fj4b63cc5b999871cf%40mail.gmail.com
>
> If I try to connect and it is not within the FIX session time, the handle
> count increases by one for each connection attempt.
>
> In this case it is an acceptor.  I am using version 1.9.4 and then merged
> the code with 1.10.2 and still get the same problem.  I am using the C++
> code.
> I've seen the handle count go up to 200,000 and then the non-paged memory
> grows as well which in my case brings down the server(vm).
>
> Any help would be appreciated.
>
> Thank you.
>
>  ________________________________
> Fussy? Opinionated? Impossible to please? Perfect. Join Yahoo!'s user panel
> and lay it on us.
>
>
> -------------------------------------------------------------------------
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>

[Quickfix-developers] Handle Leak

[Emily J. <ja...@ya...>]

Hello,
   
  I have recently seen an issue in the mailing list archive about a handle leak.  I am experiencing the same thing.
  http://sourceforge.net/mailarchive/message.php?msg_id=88aa047b0705281145w2ade189fj4b63cc5b999871cf%40mail.gmail.com
   
  If I try to connect and it is not within the FIX session time, the handle count increases by one for each connection attempt.
   
  In this case it is an acceptor.  I am using version 1.9.4 and then merged the code with 1.10.2 and still get the same problem.  I am using the C++ code.
  I’ve seen the handle count go up to 200,000 and then the non-paged memory grows as well which in my case brings down the server(vm).
   
  Any help would be appreciated.
   
  Thank you.

       
---------------------------------
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Re: [Quickfix-developers] Logging in QuickFIX

[Erich <gra...@al...>]

That's what I was afraid of! Oh well - Thanks anyway.


Caleb Epstein wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> On 9/12/07, Erich <gra...@al...> wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I've been doing some testing of QuickFIX performance and that suggests
>> that I
>> might want to run QuickFIX with a logging object. Now the only way I've
>> found of doing this is to use the constructor for my acceptor without the
>> logging object. Now this is a bit clunky as if I want to be able to make
>> logging a configurabel option, e.g.
>>
>> If (logging)
>> {
>>     FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings,
>> logFactory);
>>    ...
>> }
>> else
>> {
>>     FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings);
>>     acceptor.start();
>>    ...
>> }
>>
>> Is there a way of controlling this is the QuickFIX config? If I don't
>> specify a file log path the app exits and I haven't found any other
>> setting
>> that seesm to relate to this.
> 
> No, this can't be done purely with configuration, but you could make
> that code a bit cleaner doing something like (untested, might need
> some casts):
> 
>    NullLogFactory null_factory;
>    FileLogFactory file_factory;
>    LogFactory* log_factory = logging ? &file_factory : &null_factory;
>    ThreadedSocketAcceptor acceptor(fixApp, storeFactory, settings,
> *log_factory);
> 
> The implementation of the (unfortunately mythical)  'NullLogFactory'
> is left as an exercise for the reader :^)
> 
> -- 
> Caleb Epstein
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by: Microsoft
> Defy all challenges. Microsoft(R) Visual Studio 2005.
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> 
> 

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Re: [Quickfix-developers] Logging in QuickFIX

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

On 9/12/07, Erich <gra...@al...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I've been doing some testing of QuickFIX performance and that suggests that I
> might want to run QuickFIX with a logging object. Now the only way I've
> found of doing this is to use the constructor for my acceptor without the
> logging object. Now this is a bit clunky as if I want to be able to make
> logging a configurabel option, e.g.
>
> If (logging)
> {
>     FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings,
> logFactory);
>    ...
> }
> else
> {
>     FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings);
>     acceptor.start();
>    ...
> }
>
> Is there a way of controlling this is the QuickFIX config? If I don't
> specify a file log path the app exits and I haven't found any other setting
> that seesm to relate to this.

No, this can't be done purely with configuration, but you could make
that code a bit cleaner doing something like (untested, might need
some casts):

   NullLogFactory null_factory;
   FileLogFactory file_factory;
   LogFactory* log_factory = logging ? &file_factory : &null_factory;
   ThreadedSocketAcceptor acceptor(fixApp, storeFactory, settings,
*log_factory);

The implementation of the (unfortunately mythical)  'NullLogFactory'
is left as an exercise for the reader :^)

-- 
Caleb Epstein

[Quickfix-developers] Logging in QuickFIX

[Erich <gra...@al...>]

I've been doing some testing of QuickFIX performance and that suggests that I
might want to run QuickFIX with a logging object. Now the only way I've
found of doing this is to use the constructor for my acceptor without the
logging object. Now this is a bit clunky as if I want to be able to make
logging a configurabel option, e.g.

If (logging)
{
    FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings,
logFactory);

    acceptor.start();

    ....

    accceptor.end();
}
else
{
    FIX::ThreadSocketAcceptor acceptor(fixApp, storeFactory, settings);

    acceptor.start();

   ...

   accceptor.end();
}

Is there a way of controlling this is the QuickFIX config? If I don't
specify a file log path the app exits and I haven't found any other setting
that seesm to relate to this.



    
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[Quickfix-developers] setField method does not compile.

[Anupam G. <fut...@ya...>]

Hello All,
I am unable to compile QuickFIX 1.12.4 in a VB.NET
compiler. I obtained a line from
http://quickfixengine.org/quickfix/doc/html/vbnet/user_defined_1.html
and a compile
attempt was made with MS VB 2005 Express Edition
compiler. The line and error message is
shown below. I request your advise in correcting the
problem. Thank you for your efforts
in advance.

message.setField(New StringField(6123), "value")

Error: Error	25	Value of type 'QuickFix.StringField'
cannot be converted to 'Integer'.

Anupam Gupta


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Re: [Quickfix-developers] QuickFIX performance

[Erich <gra...@al...>]

I've tried these and it seems not specifying the log factory makes a big
difference. It's much faster now! Many Thanks.


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 Erich,
> 
>>From my experience I believe that the decisions bellow will affect the
> QF performance.
> 
> 1. Selection of the proper Acceptor/Initiator (ThreadedSocketAcceptor
> or SocketAcceptor?)
> 2. The LogFactory (FileLog, MySQLLog, ODBC... or simply don't use the Log)
> 3. The StoreFactory (MemoryStore, FileStore, MySQL...)
> 4. It is nice to have the MessageCracker, but I think it is not cheap
> 
> - You should also consider some settings in configuration file:
> 
> PersistMessages=Y/N (should use N if you feel you don't need
> retransmissions)
> SocketNodelay=Y/N (TCP delay, in my app I had better results without the
> delay)
> DataDictionary=Y/N (to disable message validation, but without it QF
> cannot parse repeating groups)
> 
> I think that It would be nice to have settings in QF for TCP Window
> Size definition (SO_SNDBUF and SO_RCVBUF socket options), but Ok you
> can try different sizes by changing the OS settings directly and see
> how the application reacts.
> 
> 
> Djalma
> 
> On 9/10/07, Erich <gra...@al...> wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I am currently evaluating QuickFIX to compare its performance against
>> other
>> FIX Engines.
>> If I am interested in optimising QuickFIX to gain maximum throughput
>> under
>> load what configration settings should I look at? Are there any coding
>> pitfalls to be aware of?
>>
>> I am writing a C++ app, using FIX 4.2 and looking at order-related
>> messages
>> (e.g. New Order Single, Execution Report).
>>
>> Thanks
>> --
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Re: [Quickfix-developers] QuickFIX performance

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

Hi Erich,

>From my experience I believe that the decisions bellow will affect the
QF performance.

1. Selection of the proper Acceptor/Initiator (ThreadedSocketAcceptor
or SocketAcceptor?)
2. The LogFactory (FileLog, MySQLLog, ODBC... or simply don't use the Log)
3. The StoreFactory (MemoryStore, FileStore, MySQL...)
4. It is nice to have the MessageCracker, but I think it is not cheap

- You should also consider some settings in configuration file:

PersistMessages=Y/N (should use N if you feel you don't need retransmissions)
SocketNodelay=Y/N (TCP delay, in my app I had better results without the delay)
DataDictionary=Y/N (to disable message validation, but without it QF
cannot parse repeating groups)

I think that It would be nice to have settings in QF for TCP Window
Size definition (SO_SNDBUF and SO_RCVBUF socket options), but Ok you
can try different sizes by changing the OS settings directly and see
how the application reacts.


Djalma

On 9/10/07, Erich <gra...@al...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am currently evaluating QuickFIX to compare its performance against other
> FIX Engines.
> If I am interested in optimising QuickFIX to gain maximum throughput under
> load what configration settings should I look at? Are there any coding
> pitfalls to be aware of?
>
> I am writing a C++ app, using FIX 4.2 and looking at order-related messages
> (e.g. New Order Single, Execution Report).
>
> Thanks
> --
> View this message in context: http://www.nabble.com/QuickFIX-performance-tf4416685.html#a12597480
> 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/
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFIX performance

[Erich <gra...@al...>]

I am currently evaluating QuickFIX to compare its performance against other
FIX Engines.
If I am interested in optimising QuickFIX to gain maximum throughput under
load what configration settings should I look at? Are there any coding
pitfalls to be aware of?

I am writing a C++ app, using FIX 4.2 and looking at order-related messages
(e.g. New Order Single, Execution Report).

Thanks
-- 
View this message in context: http://www.nabble.com/QuickFIX-performance-tf4416685.html#a12597480
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session level rejection problem..... [ Found the problem ]

[Eranga S. <pe...@ri...>]

Hi,

Thanks Caleb. I found the issue. In my code I am calling the following code
for both market and limit type orders.

FIX::Symbol symbol;
double p_price;

p_price = price.getValue();

Since market orders hasn't price field it reject the order. But I have doubt
there, the way quickfix handle an error. In this cause  if the engine throw
some exception like Filed can't find or something that is obvious. But what
actually qf do is reject incoming order ( session level ) saying invalid
value for price. Even I am set to Data dictionary validation 'false' this
happen.

I would like to get you expert help in this cause.

Thanks

Eranga.

NOTE : 

I corrected my code like 

if( message.isSetField(price)){
        p_price = price.getValue();
}


-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Friday, August 24, 2007 9:09 PM
To: Eranga Samararathne
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session
level rejection problem.....

On 8/24/07, Eranga Samararathna <pe...@ri...> wrote:

> My program just extend the FIX :: Application. Any help highly appreciate.

Something smells fishy here.  From my reading of the code, this
exception is  usually thrown when validating a message against the
Data Dictionary, and in that case should only be thrown if there is
actually a value for the tag in question.

The other possibility is that you are calling getValue on a Price
field which has not been initialized or which has been initialized
from a string that does not parse as a double.  We need to see your
code to get to the bottom of this.

-- 
Caleb Epstein

Re: [Quickfix-developers] Reappearance of an old problem

[Andrei G. <an...@gm...>]

On 8/29/07, Andrew Culross <And...@tw...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
>
>
> What's interesting here is that it is jsut WinForms - console app or service
> app works great.

I have exactly the same issue with one of my test applications. I
assume that I have not deeply investigated the issue, so it could also
be a problem on my side.

Re: [Quickfix-developers] Reappearance of an old problem

[Andrew C. <And...@Tw...>]

What's interesting here is that it is jsut WinForms - console app or =
service
app works great.
=20
=20
Andrew Culross
Direct   +1 (914) 220-8849=20
http://www.twofour.com/emaildisclaimer.aspx
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
ec...@fi...
Sent: Tuesday, August 28, 2007 6:16 PM
To: qui...@li...
Subject: [Quickfix-developers] Reappearance of an old problem


=20
I am having a problem when calling initiator.stop(). My application =
simply
hangs.  The session exists, and I'm not explicitly calling Logout().  I =
have
seen previous posts about this, and even posted about this a few years =
ago,
but to no avail. I have experienced this with version 1.12.4, as well as
older builds in the past (1.9.4 and 1.10.2). I have both built the .dlls =
and
use the binaries from the quickfixengine.org site. My application is a
Winforms (prototype) application in C#.  Any patches, fixes, or =
workarounds
would be greatly appreciated.
=20
Everett
 <mailto:ec...@fi...> =20
=20

[Quickfix-developers] Web/Internet Support for FIX client

[Naveed A. <na...@nc...>]

Hello All,

=20

Is there any support for a web based applications, in existing quickfix
engine?

If not then is there any alternate good Fix engine that support web
based trading terminal (based on FIX).

=20

Thanks

-Naveed

=20

[Quickfix-developers] Reappearance of an old problem

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

=20
I am having a problem when calling initiator.stop(). My application
simply hangs.  The session exists, and I'm not explicitly calling
Logout().  I have seen previous posts about this, and even posted about
this a few years ago, but to no avail. I have experienced this with
version 1.12.4, as well as older builds in the past (1.9.4 and 1.10.2).
I have both built the .dlls and use the binaries from the
quickfixengine.org site. My application is a Winforms (prototype)
application in C#.  Any patches, fixes, or workarounds would be greatly
appreciated.
=20
Everett
<mailto:ec...@fi...> =20
=20

Re: [Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session level rejection problem.....

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

On 8/24/07, Eranga Samararathna <pe...@ri...> wrote:

> My program just extend the FIX :: Application. Any help highly appreciate.

Something smells fishy here.  From my reading of the code, this
exception is  usually thrown when validating a message against the
Data Dictionary, and in that case should only be thrown if there is
actually a value for the tag in question.

The other possibility is that you are calling getValue on a Price
field which has not been initialized or which has been initialized
from a string that does not parse as a double.  We need to see your
code to get to the bottom of this.

-- 
Caleb Epstein

[Quickfix-developers] FW: [Quickfix-users] Quickfix c++ Session level rejection problem.....

[Eranga S. <pe...@ri...>]

Hi,

Thanks very much for all replies.

I am append the part of my FIX log here.

8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D3=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:03=0156=3DJEFOPT=011=3D
WDWA1=0111=3D306=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D100=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:03=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D051=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D3=0149=3DJEFOPT=0152=3D20070824-05:=
39:03.570=0156=3DRCREST=0145=3D3=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D076=01
8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D4=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:15=0156=3DJEFOPT=011=3D
WDWA1=0111=3D307=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D500=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:15=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D063=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D4=0149=3DJEFOPT=0152=3D20070824-05:=
39:15.571=0156=3DRCREST=0145=3D4=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D082=01
8=3DFIX.4.2=019=3D197=0135=3DD=0134=3D5=0149=3DRCREST=0150=3Dsys=0152=3D2=
0070824-05:39:23=0156=3DJEFOPT=011=3D
WDWA1=0111=3D308=0112=3D1=0113=3D1=0118=3D5=0121=3D3=0138=3D200=0140=3D1=01=
54=3D1=0155=3DGGDIR=0159=3D0=0160=3D20070824-
11:09:23=0177=3DO=01167=3DOPT=01200=3D200709=01201=3D1=01202=3D290=01204=3D=
0=01439=3DTBD=0110=3D060=01
8=3DFIX.4.2=019=3D114=0135=3D3=0134=3D5=0149=3DJEFOPT=0152=3D20070824-05:=
39:23.274=0156=3DRCREST=0145=3D5=01
58=3DIncorrect data format for =
value=01371=3D44=01372=3DD=01373=3D6=0110=3D083=01

As you see from the logs there are no price field in my single orders. I =
am
wonder what this happen. Both initiator and acceptor running with =
quickfix
1.12.4.=20

This is the my config file.

[DEFAULT]
ConnectionType=3Dacceptor
SocketAcceptPort=3D44004
FileStorePath=3Dstore
FileLogPath=3Dlog
StartTime=3D00:00:00
EndTime=3D00:00:00

[SESSION]
BeginString=3DFIX.4.2
SenderCompID=3DJEFOPT
TargetCompID=3DRCREST
DataDictionary=3D../spec/FIX42.xml
Destination=3DCSE

My program just extend the FIX :: Application. Any help highly =
appreciate.

Regards,

Eranga

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, August 23, 2007 8:46 PM
To: Eranga Samararathne
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-users] Quickfix c++ Session level rejection
problem.....

All you are telling the data dictionary is that the Price field does =20
not have to be there.  But when it is there the value still needs to =20
be valid.  Are you sure that a price field does not exist.  And if it =20
does, what is the value?

--oren

On Aug 23, 2007, at 8:30 AM, Eranga Samararathna wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>
>
> I wrote a simple application using quickfix API ( c++). In there I =20
> used FIX 4.2. I change the new order single ( 35=3DD) fix 4.2 spec  =20
> as <field name=3D"Price" required=3D"N"/>.
>
> Therefore my acceptor has to accept market orders without any =20
> error. (40 =3D1 ) But when the initiator send the mkt order my =20
> acceptor reject it session level indicating invalid value for =20
> price. But actually that message does not contain a price field. =20
> This works fine for limit orders. Any help highly appreciate.

Re: [Quickfix-developers] Quickfix c++ Session level rejection problem.....

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

On 8/23/07, Eranga Samararathna <pe...@ri...> wrote:

> I wrote a simple application using quickfix API ( c++). In there I used FIX
> 4.2. I change the new order single ( 35=D) fix 4.2 spec  as <field
> name="Price" required="N"/>.

The spec should already have Price as an optional field.  It does in my copy.

> Therefore my acceptor has to accept market orders without any error. (40 =1
> ) But when the initiator send the mkt order my acceptor reject it session
> level indicating invalid value for price. But actually that message does not
> contain a price field. This works fine for limit orders. Any help highly
> appreciate.

This should work out of the box.  Perhaps you are trying to access the
Price field in the order without checking that it exists first?  This
will throw an exception if there is no Price field.  Or perhaps the
incoming message has a Price tag but with an invalid or empty value
(e.g. "44=")

Please include some messages from the log and perhaps the relevant
code you've written.

-- 
Caleb Epstein