quickfix-developers — QuickFIX developers forum

[Quickfix-developers] FileStore & real time

[<que...@bn...>]

Hi,

I think that the way used by quickFix to store fix persistent datas into 4
files is not the best solution to have the best performances possible.

Indeed for each fix messages send to the counterparty, QuickFix has to save
synchronously datas into 3 files (seqnum+header+messages).

Can't we have a better file format that allows to save only into one file
for each message ?

Please send me your thougths about this real time issue.


Thanks,

Quentin.



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Re: [Quickfix-developers] Question about customized group

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

Hi,

It seems that there is a bug in the FIX44.xml that comes with QuickFIX. This
is what is causing the duplicate fields.

<message name="NetworkStatusRequest" msgtype="BC" msgcat="app">
<message name="NetworkStatusRequest" msgtype="BD" msgcat="app">

##ruby Generator.rb

Ups, I am also afraid that you commented out the ruby call in generate.bat.
You cannot do this. What I meant was commenting out some lines in
Generator.rb which were not useful for you, like the following.

require 'Processor'
require "GeneratorCPP"
require "GeneratorJava"
require "GeneratorNET"
require "GeneratorPython"
require "GeneratorRuby"

def generateVersion( v )
  dir = "../src"
  Processor.new("FIX4#{v}.xml", "#{dir}/C++", GeneratorCPP.new("4", v.to_s,
"#{dir}/C++"))
#  Processor.new("FIX4#{v}.xml", "#{dir}/java", GeneratorJava.new("4",
v.to_s, "#{dir}/java"))
Processor.new("FIX4#{v}.xml", "#{dir}/.NET", GeneratorNET.new("4", v.to_s,
"#{dir}/.NET"))
# Processor.new("FIX4#{v}.xml", "#{dir}/python", GeneratorPython.new("4",
v.to_s, "#{dir}/python"))
#Processor.new("FIX4#{v}.xml", "#{dir}/ruby", GeneratorRuby.new("4", v.to_s,
"#{dir}/ruby"))
end

(0..4).each { |i| generateVersion( i ) }

As you see, it will also change .NET classes.

Have a good weekend for you too.

bye.

On 6/8/07, quickfixuser <fw...@ro...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Djalma,
>
> Thanks for the explanation. I totally agree that script approach is more
> elegant. Here is what I did
>
> 1. change fix42.xml with added group and corresponding fields.
> 2. change generate script as
> call generate_c++
> call generate_net
> call generate_java
> ##ruby Generator.rb
>
> After I run, I open the project and got compile error, then I see
> duplicate
> fields in values.h as
> const char MsgType_NetworkStatusRequest[] = "BC";
> const char MsgType_NetworkStatusRequest[] = "BD";
>
> At the same time, I noticed there is nothing changed in NewOrderSingle
> class
> though I expect a NoLeg group class should be added. Also, my final app is
> .NET, I am not sure whether script can handle the wrapper properly, even
> if
> it finally works. I have some time pressure so I gave up and worked bottom
> up by coding everything myself.
>
> I did something similar as what you suggests (to modify message and a
> bunch
> of header files by myself) and it works.
>
> I really like that xml approach, kind of dynamic programming. And I would
> like some of my projects implemented as it, though it apprears that I got
> to
> figure it out later after I am done with my current project.
>
> Thanks a lot and have a good weekend
>
>
>
> Hi,
>
> There is no xsl for NewOrderSingle, the heavy job is made by ruby scripts.
> IMHO, it should work for your case too. I can't see a reason why not.
> Anyway, you can change the NewOrderSingle.h yourself, but the scripts
> exist
> to automate this process.
>
> Another solution I used to adopt in the past, when I did not know how to
> use
> the scripts, required some more coding to create the group and add it to
> the
> FIX::Message, like example bellow:
>
> // Declare a group like the following:
>
> class NoBTSClients : public FIX::Group
> {
> public:
>     NoBTSClients() : FIX::Group(BTS::FIELD::NoBTSClients,
>                        BTS::FIELD::BTSClient,
>                        FIX::message_order(BTS::FIELD::BTSClient,
> FIX::FIELD::BeginString, BTS::FIELD::BTSClientStatus, 0))
>     {}
> };
>
> // use it in a FIX::Message
> FIX::Message statusResponse;
> NoBTSClients aClientStatus;
> aClientStatus.setField(BTS::FIELD::BTSClient,
> curIter->getTargetCompID().getValue() );
> aClientStatus.setField(FIX::FIELD::BeginString,
> curIter->getBeginString().getValue() );
> std::stringstream textstream;
> textstream << iStatus;
> aClientStatus.setField(BTS::FIELD::BTSClientStatus, textstream.str());
> statusResponse.addGroup(aClientStatus);
>
>
> But, if you want the most elegant solution... maybe if you submit your
> modified FIX42.xml, maybe I can help you with the scripts results.
>
> Djalma
>
> On 6/8/07, quickfixuser <fw...@ro...> wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> >
> > Thanks Djalma. Your post is very interesting. It seems quickfix is very
> > nicely designed. However, though I believe this will work for simple
> > cases,
> > it seems not work for groups very well. My first problem is that the
> codes
> > will stop compiling after I run the script against my modified fix42.xml
> .
> > I
> > realized there are duplicate fields generated in some header files
> though
> > I
> > have no duplicate fields in xml. Second, the script only run several
> > shared
> > source file, for a specific class as NewOrderSingle in fix42, I have no
> > xsl
> > to run aginst. Since the group part need to be part the NewOrderSingle
> > codes
> > to let it properly added (by addGroup), I still have to manually add it
> > anyway (please let me know if I misunderstand this part).
> >
> > I am not familiar with msxml, and maybe I did soemthing wrong, but it
> > seems
> > to me not work on my case and I finally still have to modify the
> quickfix
> > codes directly for this purpose.
> >
> >
> >
> >
> > Hi,
> >
> > If you want to use a customized vesion of FIX42::NewOrderSingle, see my
> > post
> > about regenerating quickfix classes after changing xml files. This is
> the
> > easiest way in my opinion.
> >
> >
> >
> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920
> >
> > Basically, you need to change the definition of NewOrderSingle in
> > FIX42.xmland use spec\generate.bat or spec\generate.sh and recompile
> > quickfix (if you
> > are using only C++ I think that this step is not required).
> >
> > In order to make the script execution faster, comment out the java /
> .Net
> > code generation and also FIX versions you don't use in Generator.rb and
> > run
> > "ruby Generator.rb" or generate.bat, if you are using Windows. It will
> > take
> > some minutes to generate all the .h files for you.
> >
> > Djalma
> >
> > On 6/6/07, quickfixuser <fw...@ro...> wrote:
> > >
> > > QuickFIX Documentation:
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > >
> > > Hi,
> > > I have to add a repeating group (NoLegs) to NewOrderSingle message for
> > > fix42. It seems I have to change QuickFix codes to do it (please
> correct
> > > me
> > > if I am wrong). One question about Group Caass.
> > >
> > > For this constructor, can someone tell me what the m_delim is for? I
> do
> > > not
> > > see any use of it and get confused when I have to add a modified
> NoLegs
> > > class for fix42 message.
> > >
> > > thanks
> > >
> > > Group( int field, int delim, const message_order& order )
> > >   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
> > >
> > >   NoLegs() :
> > >
> > >
> >
> FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
> > > {}
> > >
> > > --
>
>
> --
> View this message in context:
> http://www.nabble.com/Question-about-customized-group-tf3879024.html#a11034457
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Question about customized group

[quickfixuser <fw...@ro...>]

Hi Djalma,

Thanks for the explanation. I totally agree that script approach is more
elegant. Here is what I did

1. change fix42.xml with added group and corresponding fields. 
2. change generate script as
call generate_c++
call generate_net
call generate_java
##ruby Generator.rb

After I run, I open the project and got compile error, then I see duplicate
fields in values.h as
 const char MsgType_NetworkStatusRequest[] = "BC";
 const char MsgType_NetworkStatusRequest[] = "BD";

At the same time, I noticed there is nothing changed in NewOrderSingle class
though I expect a NoLeg group class should be added. Also, my final app is
.NET, I am not sure whether script can handle the wrapper properly, even if
it finally works. I have some time pressure so I gave up and worked bottom
up by coding everything myself. 

I did something similar as what you suggests (to modify message and a bunch
of header files by myself) and it works. 

I really like that xml approach, kind of dynamic programming. And I would
like some of my projects implemented as it, though it apprears that I got to
figure it out later after I am done with my current project.

Thanks a lot and have a good weekend



Hi,

There is no xsl for NewOrderSingle, the heavy job is made by ruby scripts.
IMHO, it should work for your case too. I can't see a reason why not.
Anyway, you can change the NewOrderSingle.h yourself, but the scripts exist
to automate this process.

Another solution I used to adopt in the past, when I did not know how to use
the scripts, required some more coding to create the group and add it to the
FIX::Message, like example bellow:

// Declare a group like the following:

class NoBTSClients : public FIX::Group
{
public:
    NoBTSClients() : FIX::Group(BTS::FIELD::NoBTSClients,
                       BTS::FIELD::BTSClient,
                       FIX::message_order(BTS::FIELD::BTSClient,
FIX::FIELD::BeginString, BTS::FIELD::BTSClientStatus, 0))
    {}
};

// use it in a FIX::Message
FIX::Message statusResponse;
NoBTSClients aClientStatus;
aClientStatus.setField(BTS::FIELD::BTSClient,
curIter->getTargetCompID().getValue() );
aClientStatus.setField(FIX::FIELD::BeginString,
curIter->getBeginString().getValue() );
std::stringstream textstream;
textstream << iStatus;
aClientStatus.setField(BTS::FIELD::BTSClientStatus, textstream.str());
statusResponse.addGroup(aClientStatus);


But, if you want the most elegant solution... maybe if you submit your
modified FIX42.xml, maybe I can help you with the scripts results.

Djalma

On 6/8/07, quickfixuser <fw...@ro...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Thanks Djalma. Your post is very interesting. It seems quickfix is very
> nicely designed. However, though I believe this will work for simple
> cases,
> it seems not work for groups very well. My first problem is that the codes
> will stop compiling after I run the script against my modified fix42.xml.
> I
> realized there are duplicate fields generated in some header files though
> I
> have no duplicate fields in xml. Second, the script only run several
> shared
> source file, for a specific class as NewOrderSingle in fix42, I have no
> xsl
> to run aginst. Since the group part need to be part the NewOrderSingle
> codes
> to let it properly added (by addGroup), I still have to manually add it
> anyway (please let me know if I misunderstand this part).
>
> I am not familiar with msxml, and maybe I did soemthing wrong, but it
> seems
> to me not work on my case and I finally still have to modify the quickfix
> codes directly for this purpose.
>
>
>
>
> Hi,
>
> If you want to use a customized vesion of FIX42::NewOrderSingle, see my
> post
> about regenerating quickfix classes after changing xml files. This is the
> easiest way in my opinion.
>
>
> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920
>
> Basically, you need to change the definition of NewOrderSingle in
> FIX42.xmland use spec\generate.bat or spec\generate.sh and recompile
> quickfix (if you
> are using only C++ I think that this step is not required).
>
> In order to make the script execution faster, comment out the java / .Net
> code generation and also FIX versions you don't use in Generator.rb and
> run
> "ruby Generator.rb" or generate.bat, if you are using Windows. It will
> take
> some minutes to generate all the .h files for you.
>
> Djalma
>
> On 6/6/07, quickfixuser <fw...@ro...> wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi,
> > I have to add a repeating group (NoLegs) to NewOrderSingle message for
> > fix42. It seems I have to change QuickFix codes to do it (please correct
> > me
> > if I am wrong). One question about Group Caass.
> >
> > For this constructor, can someone tell me what the m_delim is for? I do
> > not
> > see any use of it and get confused when I have to add a modified NoLegs
> > class for fix42 message.
> >
> > thanks
> >
> > Group( int field, int delim, const message_order& order )
> >   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
> >
> >   NoLegs() :
> >
> >
> FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
> > {}
> >
> > --


-- 
View this message in context: http://www.nabble.com/Question-about-customized-group-tf3879024.html#a11034457
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Question about customized group

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

Hi,

There is no xsl for NewOrderSingle, the heavy job is made by ruby scripts.
IMHO, it should work for your case too. I can't see a reason why not.
Anyway, you can change the NewOrderSingle.h yourself, but the scripts exist
to automate this process.

Another solution I used to adopt in the past, when I did not know how to use
the scripts, required some more coding to create the group and add it to the
FIX::Message, like example bellow:

// Declare a group like the following:

class NoBTSClients : public FIX::Group
{
public:
    NoBTSClients() : FIX::Group(BTS::FIELD::NoBTSClients,
                       BTS::FIELD::BTSClient,
                       FIX::message_order(BTS::FIELD::BTSClient,
FIX::FIELD::BeginString, BTS::FIELD::BTSClientStatus, 0))
    {}
};

// use it in a FIX::Message
FIX::Message statusResponse;
NoBTSClients aClientStatus;
aClientStatus.setField(BTS::FIELD::BTSClient,
curIter->getTargetCompID().getValue() );
aClientStatus.setField(FIX::FIELD::BeginString,
curIter->getBeginString().getValue() );
std::stringstream textstream;
textstream << iStatus;
aClientStatus.setField(BTS::FIELD::BTSClientStatus, textstream.str());
statusResponse.addGroup(aClientStatus);


But, if you want the most elegant solution... maybe if you submit your
modified FIX42.xml, maybe I can help you with the scripts results.

Djalma

On 6/8/07, quickfixuser <fw...@ro...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Thanks Djalma. Your post is very interesting. It seems quickfix is very
> nicely designed. However, though I believe this will work for simple
> cases,
> it seems not work for groups very well. My first problem is that the codes
> will stop compiling after I run the script against my modified fix42.xml.
> I
> realized there are duplicate fields generated in some header files though
> I
> have no duplicate fields in xml. Second, the script only run several
> shared
> source file, for a specific class as NewOrderSingle in fix42, I have no
> xsl
> to run aginst. Since the group part need to be part the NewOrderSingle
> codes
> to let it properly added (by addGroup), I still have to manually add it
> anyway (please let me know if I misunderstand this part).
>
> I am not familiar with msxml, and maybe I did soemthing wrong, but it
> seems
> to me not work on my case and I finally still have to modify the quickfix
> codes directly for this purpose.
>
>
>
>
> Hi,
>
> If you want to use a customized vesion of FIX42::NewOrderSingle, see my
> post
> about regenerating quickfix classes after changing xml files. This is the
> easiest way in my opinion.
>
>
> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920
>
> Basically, you need to change the definition of NewOrderSingle in
> FIX42.xmland use spec\generate.bat or spec\generate.sh and recompile
> quickfix (if you
> are using only C++ I think that this step is not required).
>
> In order to make the script execution faster, comment out the java / .Net
> code generation and also FIX versions you don't use in Generator.rb and
> run
> "ruby Generator.rb" or generate.bat, if you are using Windows. It will
> take
> some minutes to generate all the .h files for you.
>
> Djalma
>
> On 6/6/07, quickfixuser <fw...@ro...> wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi,
> > I have to add a repeating group (NoLegs) to NewOrderSingle message for
> > fix42. It seems I have to change QuickFix codes to do it (please correct
> > me
> > if I am wrong). One question about Group Caass.
> >
> > For this constructor, can someone tell me what the m_delim is for? I do
> > not
> > see any use of it and get confused when I have to add a modified NoLegs
> > class for fix42 message.
> >
> > thanks
> >
> > Group( int field, int delim, const message_order& order )
> >   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
> >
> >   NoLegs() :
> >
> >
> FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
> > {}
> >
> > --
> > View this message in context:
> >
> http://www.nabble.com/Question-about-customized-group-tf3879024.html#a10992496
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
> -------------------------------------------------------------------------
> > This SF.net email is sponsored by DB2 Express
> > Download DB2 Express C - the FREE version of DB2 express and take
> > control of your XML. No limits. Just data. Click to get it now.
> > http://sourceforge.net/powerbar/db2/
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> --
> View this message in context:
> http://www.nabble.com/Question-about-customized-group-tf3879024.html#a11026398
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] About UseDataDictionary, ValidateUserDefinedField and Reject

[quickfixuser <fw...@ro...>]

Hi,

Since the party, which I try to connect to, does not allow any reject from
my side. I tried to put ValidateUserDefinedField as N, but keep
UseDataDictorary as Y after I modified the xml for the new fields. However,
my quickfix still send out rejection due to "Tag not defined for this
message type".
A little bit confused about why we can set UseDataDictirony as Y and
ValidateUserDefinedField as N? Also, if I want to disable rejection, what
will be the best place to do it in quickfix?

Thanks for the help
-- 
View this message in context: http://www.nabble.com/About-UseDataDictionary%2C-ValidateUserDefinedField-and-Reject-tf3890466.html#a11028586
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Question about customized group

[quickfixuser <fw...@ro...>]

Thanks Djalma. Your post is very interesting. It seems quickfix is very
nicely designed. However, though I believe this will work for simple cases,
it seems not work for groups very well. My first problem is that the codes
will stop compiling after I run the script against my modified fix42.xml. I
realized there are duplicate fields generated in some header files though I
have no duplicate fields in xml. Second, the script only run several shared
source file, for a specific class as NewOrderSingle in fix42, I have no xsl
to run aginst. Since the group part need to be part the NewOrderSingle codes
to let it properly added (by addGroup), I still have to manually add it
anyway (please let me know if I misunderstand this part).

I am not familiar with msxml, and maybe I did soemthing wrong, but it seems
to me not work on my case and I finally still have to modify the quickfix
codes directly for this purpose.




Hi,

If you want to use a customized vesion of FIX42::NewOrderSingle, see my post
about regenerating quickfix classes after changing xml files. This is the
easiest way in my opinion.

http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920

Basically, you need to change the definition of NewOrderSingle in
FIX42.xmland use spec\generate.bat or spec\generate.sh and recompile
quickfix (if you
are using only C++ I think that this step is not required).

In order to make the script execution faster, comment out the java / .Net
code generation and also FIX versions you don't use in Generator.rb and run
"ruby Generator.rb" or generate.bat, if you are using Windows. It will take
some minutes to generate all the .h files for you.

Djalma

On 6/6/07, quickfixuser <fw...@ro...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> I have to add a repeating group (NoLegs) to NewOrderSingle message for
> fix42. It seems I have to change QuickFix codes to do it (please correct
> me
> if I am wrong). One question about Group Caass.
>
> For this constructor, can someone tell me what the m_delim is for? I do
> not
> see any use of it and get confused when I have to add a modified NoLegs
> class for fix42 message.
>
> thanks
>
> Group( int field, int delim, const message_order& order )
>   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
>
>   NoLegs() :
>
> FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
> {}
>
> --
> View this message in context:
> http://www.nabble.com/Question-about-customized-group-tf3879024.html#a10992496
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
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> Download DB2 Express C - the FREE version of DB2 express and take
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Re: [Quickfix-developers] Question about customized group

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

That is the group delimiter.  This is how the FIX protocol knows that  
one group has ended and another has begun.  This should be the same  
as the first field in the repeating group.

--oren

On Jun 6, 2007, at 11:43 AM, quickfixuser wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> I have to add a repeating group (NoLegs) to NewOrderSingle message for
> fix42. It seems I have to change QuickFix codes to do it (please  
> correct me
> if I am wrong). One question about Group Caass.
>
> For this constructor, can someone tell me what the m_delim is for?  
> I do not
> see any use of it and get confused when I have to add a modified  
> NoLegs
> class for fix42 message.
>
> thanks
>
>  Group( int field, int delim, const message_order& order )
>   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
>
>   NoLegs() :
> FIX::Group(555,600,FIX::message_order 
> (600,602,609,610,624,612,613,623,654,565,0))
> {}
>
> -- 
> View this message in context: http://www.nabble.com/Question-about- 
> customized-group-tf3879024.html#a10992496
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Question about customized group

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

Hi,

If you want to use a customized vesion of FIX42::NewOrderSingle, see my post
about regenerating quickfix classes after changing xml files. This is the
easiest way in my opinion.

http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920

Basically, you need to change the definition of NewOrderSingle in
FIX42.xmland use spec\generate.bat or spec\generate.sh and recompile
quickfix (if you
are using only C++ I think that this step is not required).

In order to make the script execution faster, comment out the java / .Net
code generation and also FIX versions you don't use in Generator.rb and run
"ruby Generator.rb" or generate.bat, if you are using Windows. It will take
some minutes to generate all the .h files for you.

Djalma

On 6/6/07, quickfixuser <fw...@ro...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> I have to add a repeating group (NoLegs) to NewOrderSingle message for
> fix42. It seems I have to change QuickFix codes to do it (please correct
> me
> if I am wrong). One question about Group Caass.
>
> For this constructor, can someone tell me what the m_delim is for? I do
> not
> see any use of it and get confused when I have to add a modified NoLegs
> class for fix42 message.
>
> thanks
>
> Group( int field, int delim, const message_order& order )
>   : FieldMap( order ), m_field( field ), m_delim( delim ) {}
>
>   NoLegs() :
>
> FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
> {}
>
> --
> View this message in context:
> http://www.nabble.com/Question-about-customized-group-tf3879024.html#a10992496
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Question about customized group

[quickfixuser <fw...@ro...>]

Hi,
I have to add a repeating group (NoLegs) to NewOrderSingle message for
fix42. It seems I have to change QuickFix codes to do it (please correct me
if I am wrong). One question about Group Caass.

For this constructor, can someone tell me what the m_delim is for? I do not
see any use of it and get confused when I have to add a modified NoLegs
class for fix42 message.

thanks

 Group( int field, int delim, const message_order& order )
  : FieldMap( order ), m_field( field ), m_delim( delim ) {}

  NoLegs() :
FIX::Group(555,600,FIX::message_order(600,602,609,610,624,612,613,623,654,565,0))
{}

-- 
View this message in context: http://www.nabble.com/Question-about-customized-group-tf3879024.html#a10992496
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] SendingTime accuracy problem

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

Set CheckLatency=3DN

--oren

On May 30, 2007, at 10:03 AM, =C5sa Sandberg wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> I have a problem with my QuickFix engine sending a Reject message =20
> with error message =93Message 4924 Rejected: SendingTime accuracy =20
> problem=94,
>
> and I was told that this message usually is sent when the message =20
> received differs significantly from the time on the machine where =20
> the FIX engine is running, the message will be dropped causing the =20
> connection to disconnect.
>
>
>
> Now I need to disable this feature in QuickFix.
>
>
>
> Would be very grateful if someone could tell me how to to that?
>
>
>
> Thanks
>
> /=C5sa
>
> ----------------------------------------------------------------------=20=

> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/=20
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Repeating groups

[McAndrew, P. <pa...@no...>]

I need to send spread orders with QuickFix 4.2 and am not sure where to =
start.  Could someone supply some C# code examples and the configuration =
changes necessary to the 4.2 spec so I can send Multi-Leg orders using =
Quickfix in C#?
=20
Thanks, Paige

[Quickfix-developers] SendingTime accuracy problem

[<Asa...@ly...>]

Hi all,

I have a problem with my QuickFix engine sending a Reject message with =
error message "Message 4924 Rejected: SendingTime accuracy problem",

and I was told that this message usually is sent when the message =
received differs significantly from the time on the machine where the =
FIX engine is running, the message will be dropped causing the =
connection to disconnect.

=20

Now I need to disable this feature in QuickFix.

=20

Would be very grateful if someone could tell me how to to that?

=20

Thanks

/=C5sa

Re: [Quickfix-developers] Build quickfix-1.12.4 on Solaris 10 / Solution

[<ale...@el...>]

Hello,

quickfix-1.12.4 on Solaris 10 with CC works!
If you do some additional modifications it compiles and link without =
errors.

1. Look at my previous post 'Quickfix and SunPro Compiler / Solution':
http://www.nabble.com/Quickfix-and-SunPro-Compiler-tf2805901.html#a788885=
7

Some additional hints:
2. Sun Pro Compiler & Patches
"I try to build quickfix 1.12.4 on a Solaris 10 Server with Sun CC: Sun =
C++ 5.8 2005/10/13"
--> install the latest available Sun compiler patches (see the 'Off =
topic hint' in my previous post).

3. you must set the following required environment entries in the =
.profile before you run ./configure
If you set the environment variables only in the shell where you want to =
start ./configure you got problems.

 CC=3D/opt/SUNWspro/bin/CC
 export CC
 CFLAGS=3D"-g -xs"
 export CFLAGS
 CXX=3D/opt/SUNWspro/bin/CC
 export CXX
 CXXFLAGS=3D"-g -xs"
 export CXXFLAGS
 LD=3D/opt/SUNWspro/bin/CC
 export LD
 LDFLAGS=3D"-g -xs -lCstd"
 export LDFLAGS
 AR=3D/opt/SUNWspro/bin/CC
 export AR
 AR_FLAGS=3D"-g -xs -xar -o"
 export AR_FLAGS

Bye
 Alex


-----Urspr=FCngliche Nachricht-----
Von: qui...@li... =
[mailto:qui...@li...] Im Auftrag =
von Sacha Grbic
Gesendet: Montag, 21. Mai 2007 15:19
An: qui...@li...
Betreff: [Quickfix-developers] Build quickfix-1.12.4 on Solaris 10

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

 Hello,=20

I try to build quickfix 1.12.4 on a Solaris 10 Server with Sun CC: Sun =
C++
5.8 2005/10/13.=20
All the Environments are set.=20

CC=3D/opt/SUNWspro/bin/CC
CXX=3D/opt/SUNWspro/bin/CC
LD=3D/opt/SUNWspro/bin/CC
AR=3D/opt/SUNWspro/bin/CC
CFLAGS=3D-g -xs
CXXFLAGS=3D-g -xs
LDFLAGS=3D-g -xs -lCstd
ARFLAGS=3D-g -xs -xar -o=20

The build hangs at:=20

make all-recursive
make[1]: Entering directory `/export/home/xgbs/quickfix/qfix1.12.4'=20
Making all in src
make[2]: Entering directory `/export/home/xgbs/quickfix/qfix1.12.4/src'=20
Making all in C++
make[3]: Entering directory =
`/export/home/xgbs/quickfix/qfix1.12.4/src/C++'=20
Making all in test
make[4]: Entering directory
`/export/home/xgbs/quickfix/qfix1.12.4/src/C++/test'=20
/bin/bash ../../../libtool --mode=3Dlink /opt/SUNWspro/bin/CC -g -xs =
-Wall - ansi -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 -O0 =
-g -g -xs - lCstd -o libquickfixcpptest.la FieldBaseTestCase.lo =
FieldConvertorsTestCase.lo MessagesTestCase.lo SessionTestCase.lo =
ParserTestCase.lo SettingsTestCase.lo MessageStoreTestCase.lo =
UtcTimeStampTestCase.lo UtcTimeOnlyTestCase.lo AcceptorTestCase.lo =
SocketAcceptorTestCase.lo SocketUtilitiesTestCase.lo =
FileUtilitiesTestCase.lo StringUtilitiesTestCase.lo =
SocketServerTestCase.lo SocketConnectorTestCase.lo SessionIDTestCase.lo =
SessionTimeTestCase.lo FileStoreTestCase.lo FileStoreFactoryTestCase.lo =
MySQLStoreTestCase.lo PostgreSQLStoreTestCase.lo DictionaryTestCase.lo =
SessionSettingsTestCase.lo DataDictionaryTestCase.lo =
MemoryStoreTestCase.lo HttpParserTestCase.lo HttpMessageTestCase.lo - =
L/usr/lib -R/usr/lib -lxml2 -lz -lpthread -lm -lsocket -lnsl =
/opt/SUNWspro/bin/CC cru .libs/libquickfixcpptest.a =
.libs/FieldBaseTestCase.o .libs/FieldConvertors TestCase.o =
.libs/MessagesTestCase.o .libs/SessionTestCase.o .libs/ParserTestCa se.o =
.libs/SettingsTestCase.o .libs/MessageStoreTestCase.o =
.libs/UtcTimeStampT estCase.o .libs/UtcTimeOnlyTestCase.o =
.libs/AcceptorTestCase.o .libs/SocketAcc eptorTestCase.o =
.libs/SocketUtilitiesTestCase.o .libs/FileUtilitiesTestCase.o =
.libs/StringUtilitiesTestCase.o .libs/SocketServerTestCase.o =
.libs/SocketConne ctorTestCase.o .libs/SessionIDTestCase.o =
.libs/SessionTimeTestCase.o .libs/Fil eStoreTestCase.o =
.libs/FileStoreFactoryTestCase.o .libs/MySQLStoreTestCase.o .
libs/PostgreSQLStoreTestCase.o .libs/DictionaryTestCase.o =
.libs/SessionSetting sTestCase.o .libs/DataDictionaryTestCase.o =
.libs/MemoryStoreTestCase.o .libs/H ttpParserTestCase.o =
.libs/HttpMessageTestCase.o
ld: fatal: file cru: open failed: No such file or directory
ld: fatal: file .libs/libquickfixcpptest.a: open failed: No such file or =
directory
ld: fatal: File processing errors. No output written to a.out
make[4]: *** [libquickfixcpptest.la] Error 1=20

The build worked correctly with gcc version 4.0.3 unfortunally i need to =
link with CC and there are linker error.
FIX::SocketInitiator::SocketInitiator
(FIX::Application&,FIX::MessageStoreFactory&,const
FIX::SessionSettings&,FIX::LogFactory&) main.o
FIX::FileStoreFactory::__vtbl   main.o
[Hint: try checking whether the first non-inlined, non-pure virtual =
function of class FIX::FileStoreFactory is defined]

For this reason i try to build quickfix with CC.
Any help would be appreciated.=20

Regards
Sacha=20

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-------------------------------------------------------------------------=

This SF.net email is sponsored by DB2 Express Download DB2 Express C - =
the FREE version of DB2 express and take control of your XML. No limits. =
Just data. Click to get it now.
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_______________________________________________
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Re: [Quickfix-developers] [Quickfix-users] Quickfix for FIX 5.0.....

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

FIX 5.0 is in development.  FAST is in early planning stages and may  
or may not be a part of QuickFIX proper.  I don't currently have an  
estimate for when it is available.  We are trying to get out the last  
pre 5.0 QF release first.

--oren

On May 23, 2007, at 4:05 AM, Antonio Caroselli wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Dear Oren,
>
> In October 2006 (see below) you stated that  FIX 5.0 and FAST  
> support were
> both significant projects and that you would need to prioritize to  
> figure
> out  which you wanted to tackle first.
>
> Since I have not read anything about these new featues in this news  
> group,
> could you please give us an update ? Are both FIX 5.0 and FAST  
> support going
> to be in QuickFIX 2.0 ?
>
> If so, when do you think that a beta version of QuickFIX 2.0 will  
> become
> available ?
>
> Thank you in advance
>
> Antonio
>
>
>
> ----- Original Message -----
> From: "Oren Miller" <or...@qu...>
> To: "Alvin Wang" <AW...@FF...>
> Cc: <qui...@li...>;
> <qui...@li...>;
> <qui...@li...>;
> <qui...@li...>
> Sent: Saturday, October 28, 2006 10:28 PM
> Subject: Re: [Quickfix-developers] Quickfix for FIX 5.0.....
>
>
>> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Do you know if they plan on freely distributing the repository or is
>> it still only going to be available to members only.  That's has been
>> a key problem with directly supporting the repository in the past, we
>> simply are not allowed to redistribute it as is.  If not we will
>> likely end up generating the QF data dictionary from the repository.
>> We have code that can do this assuming their format hasn't changed
>> significantly.
>>
>> We do have plans to support FAST.  FIX 5.0 and FAST support are both
>> significant projects and we will need to prioritize to figure out
>> which we want to tackle first.
>>
>> Any other information you have would be very useful.  Did they go
>> over any scenarios regarding the transport independence?  I was
>> wondering how it will effect resend requests.
>>
>> --oren
>>
>> On Oct 26, 2006, at 3:12 PM, Alvin Wang wrote:
>>
>>> We went to FPL's Technology Focus Day 2006 today:
>>> http://www.fixprotocol.org/documents/2893/ 
>>> FPL_Technology_Focus_Day.pdf
>>>
>>> Besides transport independence framework and running different FIX
>>> versions
>>> on the same session, FIX 5 will use XML to organize repository (some
>>> similar to quickfix's xml dictionaries). Just wonder if QuickFIX and
>>> QuickFIX/J can leverage that directly. Another big thing is FAST
>>> protocol.
>>> Do QuickFIX and QuickFIX/J plan to support FAST?
>>>
>>> Thanks.
>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> Using Tomcat but need to do more? Need to support web services,  
>> security?
>> Get stuff done quickly with pre-integrated technology to make your  
>> job
> easier
>> Download IBM WebSphere Application Server v.1.0.1 based on Apache  
>> Geronimo
>> http://sel.as-us.falkag.net/sel? 
>> cmd=lnk&kid=120709&bid=263057&dat=121642
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-developers] Quickfix for FIX 5.0.....

[Antonio C. <ant...@ga...>]

Dear Oren,

In October 2006 (see below) you stated that  FIX 5.0 and FAST support were
both significant projects and that you would need to prioritize to figure
out  which you wanted to tackle first.

Since I have not read anything about these new featues in this news group,
could you please give us an update ? Are both FIX 5.0 and FAST support going
to be in QuickFIX 2.0 ?

If so, when do you think that a beta version of QuickFIX 2.0 will become
available ?

Thank you in advance

Antonio



----- Original Message -----
From: "Oren Miller" <or...@qu...>
To: "Alvin Wang" <AW...@FF...>
Cc: <qui...@li...>;
<qui...@li...>;
<qui...@li...>;
<qui...@li...>
Sent: Saturday, October 28, 2006 10:28 PM
Subject: Re: [Quickfix-developers] Quickfix for FIX 5.0.....


> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Do you know if they plan on freely distributing the repository or is
> it still only going to be available to members only.  That's has been
> a key problem with directly supporting the repository in the past, we
> simply are not allowed to redistribute it as is.  If not we will
> likely end up generating the QF data dictionary from the repository.
> We have code that can do this assuming their format hasn't changed
> significantly.
>
> We do have plans to support FAST.  FIX 5.0 and FAST support are both
> significant projects and we will need to prioritize to figure out
> which we want to tackle first.
>
> Any other information you have would be very useful.  Did they go
> over any scenarios regarding the transport independence?  I was
> wondering how it will effect resend requests.
>
> --oren
>
> On Oct 26, 2006, at 3:12 PM, Alvin Wang wrote:
>
> > We went to FPL's Technology Focus Day 2006 today:
> > http://www.fixprotocol.org/documents/2893/FPL_Technology_Focus_Day.pdf
> >
> > Besides transport independence framework and running different FIX
> > versions
> > on the same session, FIX 5 will use XML to organize repository (some
> > similar to quickfix's xml dictionaries). Just wonder if QuickFIX and
> > QuickFIX/J can leverage that directly. Another big thing is FAST
> > protocol.
> > Do QuickFIX and QuickFIX/J plan to support FAST?
> >
> > Thanks.
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job
easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
> http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Build quickfix-1.12.4 on Solaris 10

[Sacha G. <ag...@ww...>]

 Hello, 

I try to build quickfix 1.12.4 on a Solaris 10 Server with Sun CC: Sun C++ 
5.8 2005/10/13. 
All the Environments are set. 

CC=/opt/SUNWspro/bin/CC 
CXX=/opt/SUNWspro/bin/CC 
LD=/opt/SUNWspro/bin/CC 
AR=/opt/SUNWspro/bin/CC 
CFLAGS=-g -xs 
CXXFLAGS=-g -xs 
LDFLAGS=-g -xs -lCstd 
ARFLAGS=-g -xs -xar -o 

The build hangs at: 

make all-recursive 
make[1]: Entering directory `/export/home/xgbs/quickfix/qfix1.12.4' 
Making all in src 
make[2]: Entering directory `/export/home/xgbs/quickfix/qfix1.12.4/src' 
Making all in C++ 
make[3]: Entering directory `/export/home/xgbs/quickfix/qfix1.12.4/src/C++' 
Making all in test 
make[4]: Entering directory 
`/export/home/xgbs/quickfix/qfix1.12.4/src/C++/test' 
/bin/bash ../../../libtool --mode=link /opt/SUNWspro/bin/CC -g -xs -Wall -
ansi -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 -O0 -g -g -xs -
lCstd -o libquickfixcpptest.la FieldBaseTestCase.lo 
FieldConvertorsTestCase.lo MessagesTestCase.lo SessionTestCase.lo 
ParserTestCase.lo SettingsTestCase.lo MessageStoreTestCase.lo 
UtcTimeStampTestCase.lo UtcTimeOnlyTestCase.lo AcceptorTestCase.lo 
SocketAcceptorTestCase.lo SocketUtilitiesTestCase.lo FileUtilitiesTestCase.lo 
StringUtilitiesTestCase.lo SocketServerTestCase.lo SocketConnectorTestCase.lo 
SessionIDTestCase.lo SessionTimeTestCase.lo FileStoreTestCase.lo 
FileStoreFactoryTestCase.lo MySQLStoreTestCase.lo PostgreSQLStoreTestCase.lo 
DictionaryTestCase.lo SessionSettingsTestCase.lo DataDictionaryTestCase.lo 
MemoryStoreTestCase.lo HttpParserTestCase.lo HttpMessageTestCase.lo -
L/usr/lib -R/usr/lib -lxml2 -lz -lpthread -lm -lsocket -lnsl 
/opt/SUNWspro/bin/CC 
cru .libs/libquickfixcpptest.a .libs/FieldBaseTestCase.o .libs/FieldConvertors
TestCase.o .libs/MessagesTestCase.o .libs/SessionTestCase.o .libs/ParserTestCa
se.o .libs/SettingsTestCase.o .libs/MessageStoreTestCase.o .libs/UtcTimeStampT
estCase.o .libs/UtcTimeOnlyTestCase.o .libs/AcceptorTestCase.o .libs/SocketAcc
eptorTestCase.o .libs/SocketUtilitiesTestCase.o .libs/FileUtilitiesTestCase.o 
.libs/StringUtilitiesTestCase.o .libs/SocketServerTestCase.o .libs/SocketConne
ctorTestCase.o .libs/SessionIDTestCase.o .libs/SessionTimeTestCase.o .libs/Fil
eStoreTestCase.o .libs/FileStoreFactoryTestCase.o .libs/MySQLStoreTestCase.o .
libs/PostgreSQLStoreTestCase.o .libs/DictionaryTestCase.o .libs/SessionSetting
sTestCase.o .libs/DataDictionaryTestCase.o .libs/MemoryStoreTestCase.o .libs/H
ttpParserTestCase.o .libs/HttpMessageTestCase.o 
ld: fatal: file cru: open failed: No such file or directory 
ld: fatal: file .libs/libquickfixcpptest.a: open failed: No such file or 
directory 
ld: fatal: File processing errors. No output written to a.out 
make[4]: *** [libquickfixcpptest.la] Error 1 

The build worked correctly with gcc version 4.0.3 unfortunally i need to link 
with CC and there are linker error.
FIX::SocketInitiator::SocketInitiator
(FIX::Application&,FIX::MessageStoreFactory&,const 
FIX::SessionSettings&,FIX::LogFactory&) main.o
FIX::FileStoreFactory::__vtbl   main.o
[Hint: try checking whether the first non-inlined, non-pure virtual function 
of class FIX::FileStoreFactory is defined]

For this reason i try to build quickfix with CC.
Any help would be appreciated. 

Regards 
Sacha 

--
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[Quickfix-developers] Equals and Hashcode for fields in Quickfix.NET

[Staffan U. <sta...@mu...>]

Hello,

I started using Quickfix.NET a while ago, and have stumbled on a
problem: The Equals() and GetHashCode() methods do not seem to return
reasonable values.  I'm using 1.12.4.  Surprisingly, the following is
to be found in the NEWS file:

1.12.2
------
[...]
Fixed Equals method for Field in .NET.  Added Equals and GetHashCode
implementations for SessionID.

I changed this in Field.::Equals (Field.h):

    if( !object->GetType()->Equals(__typeof(Field)) )
      return false;

into 

    if( !object->GetType()->Equals(GetType()) )
      return false;

and also changed this in Field::GetHashCode (same file):

    return Object::GetHashCode();

into

    return ToString()->GetHashCode();

and now it seems to work.  Do I somehow mess around with the wrong
sources?  I can hardly believe this bug has been around for months
without anyone noticing... 

Staffan

[Quickfix-developers] Baby Steps - How to walk the FIX talk?

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

Hi everyone. 
I'm a vb6 dev guy moving to vb.net. Recently got some dev work on a New Fix
4.4 Exchange.
Problem is I've no experience at all with Finance systems. Read up on Fix at
the fix protocol site and went through some beginner stuff. Could not
believe that there is a fully functioning open source Fix Engine (Thank you
All QuickFix guys and Gals....youre Great )

My question
a) i have been given a an IP .Address and a port number ie 62.XX.XX.XX :1000
and my client wants only to persist the Streaming data from the Exchange to
SQL or Excel. I have VS 2005 and the 2 dlls (quickfix_net.dll and
quickfix_messages.dll). How do i Logon and Persist the data stream?

b) Our Exchange works only between 10am and 1pm and i can only get the
stream at this time. Is there like a Fix simulator for Dev guys? 

c) I capture everydays stream via telnet to a text file. Is there a way of
referencing this file in QuickFix so that i can use it to test my code? 

Finally, Anybody have some really Elementary samples i could use (tried the
quickfix examples ie Executor and TradeClient) but our Exchange guys only
want to READ data not send messages etc. 

Thanks and Great job once again to QuickFix dev team. You guys are touching
many many lives in a positive way!
-- 
View this message in context: http://www.nabble.com/Baby-Steps---How-to-walk-the-FIX-talk--tf3733208.html#a10449907
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] First login attempt of initiator after StartTime is responded with logout

[Anshu N. <ans...@ya...>]

Hi ,

First login attempt of initiator after StartTime is
responded with logout . Subsequent logon work fine .
Any idea why does acceptor call logout on first
request .  

I also noticed that logout has the old sequence number
. 

=================== Fix Logs ===================

2007-05-09 21:42:23,686  INFO AnonymousIoService-1-7
FIX.4.3:staging->SalesD:
8=FIX.4.3
9=153
35=A
49=SalesD
56=staging
34=1
52=20070509-21:42:23
98=0
108=30
553=CalyonFIXTest
554=Welcome02
10=063

2007-05-09 21:42:23,687  INFO QF/J Session dispatcher:
FIX.4.3:staging->SalesD FIX.4.3:staging->SalesD:
8=FIX.4.3
9=115
35=5
34=210
49=staging
52=20070509-21:42:23.687
56=SalesD
10=123


=================== Fix Logs ===================

=================== Events Logs ===================

2007-05-09 21:42:23,687  INFO AnonymousIoService-1-7
FIX.4.3:staging->SalesD: Accepting session
FIX.4.3:staging->SalesD from /10.10.212.11:15425
2007-05-09 21:42:23,687  INFO AnonymousIoService-1-7
FIX.4.3:staging->SalesD: Acceptor heartbeat set to 30
seconds
2007-05-09 21:42:23,687  INFO QF/J Session dispatcher:
FIX.4.3:staging->SalesD FIX.4.3:staging->SalesD:
Disconnecting

=================== Events Logs ===================

I am using Quickfixj 1.0.1 . Do let me know if you
need any other information . 

=== Config Params ====
ResetOnDisconnect=N
ResetOnLogout=N
StartTime=21:30:00
EndTime=21:00:00

Regards,
Anshu Narang.

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Re: [Quickfix-developers] Problem with Socket

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

Ask your broker, they are hanging up on you.

--oren

On May 8, 2007, at 12:49 AM, j j wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am trying to connect to my brokers feed and I am getting the  
> following error: "Socket Failed: Connection reset by peer". When my  
> app goes to toAdmin I have the following code:
>
> If TypeOf message Is QuickFix44.Logon Then
>                 Dim Logon As QuickFix44.Logon = New QuickFix44.Logon
>                 Logon.set(New Username("myuserid"))
>                 Logon.set(New Password("mypassword"))
> End If
>
> What is causing this error?
>
> Thanks
>
> Get your own web address.
> Have a HUGE year through Yahoo! Small Business.
> ---------------------------------------------------------------------- 
> ---
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/ 
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Problem with Socket

[j j <htr...@ya...>]

I am trying to connect to my brokers feed and I am getting the following error: "Socket Failed: Connection reset by peer". When my app goes to toAdmin I have the following code:

If TypeOf message Is QuickFix44.Logon Then
                Dim Logon As QuickFix44.Logon = New QuickFix44.Logon
                Logon.set(New Username("myuserid"))
                Logon.set(New Password("mypassword"))
End If

What is causing this error?

Thanks

 
---------------------------------
 Get your own web address.
 Have a HUGE year through Yahoo! Small Business.

Re: [Quickfix-developers] Issues with QuickFix .NET 2

[Gary G. <gar...@gm...>]

Thanks for all your help. After scratching my head about this, I decided to
create a new project and copy all the files that I created in the old
project and guess what, it worked. One of the annoying idiosyncrasies of
Visual Studio!

Cheers

Gary


On 03/05/07, Oren Miller <or...@qu...> wrote:
>
> Have you distributed it with the C++ runtime dlls?
>
> --oren
>
> On May 3, 2007, at 11:04 AM, Gary Grant wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi all,
> >
> > I've created an application using QuickFix for .NET 2.0 and created
> > an installer for the appliation. When I install it on a machine
> > with Visual Studio, the application works. If I install it on a
> > machine without, it seems that the Dll do not load up. Is anyone
> > aware of this issue and how to get around it?
> >
> > Cheers
> >
> > Gary
> > ----------------------------------------------------------------------
> > ---
> > This SF.net email is sponsored by DB2 Express
> > Download DB2 Express C - the FREE version of DB2 express and take
> > control of your XML. No limits. Just data. Click to get it now.
> > http://sourceforge.net/powerbar/db2/
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

Re: [Quickfix-developers] Issues with QuickFix .NET 2

[Gary G. <gar...@gm...>]

Thanks for the responses. I have recompiled all the Dlls to release versions
and installed the C++ runtime libraries and it has got a bit further. The
error I am getting now is

System.IO.FileLoadException: Could not load file or assembly 'quickfix_net,
Version=1.0.2679.30420, Culture=neutral, PublicKeyToken=null' or one of its
dependencies. This application has failed to start because the application
configuration is incorrect. Reinstalling the application may fix this
problem. (Exception from HRESULT: 0x800736B1)
File name: 'quickfix_net, Version=1.0.2679.30420, Culture=neutral,
PublicKeyToken=null' --->
System.Runtime.InteropServices.COMException(0x800736B1): This
application has failed to start because the application
configuration is incorrect. Reinstalling the application may fix this
problem. (Exception from HRESULT: 0x800736B1)

Are further ideas?

Gary

On 03/05/07, Gary Grant <gar...@gm...> wrote:
>
> Hi all,
>
> I've created an application using QuickFix for .NET 2.0 and created an
> installer for the appliation. When I install it on a machine with Visual
> Studio, the application works. If I install it on a machine without, it
> seems that the Dll do not load up. Is anyone aware of this issue and how to
> get around it?
>
> Cheers
>
> Gary
>

Re: [Quickfix-developers] quickfix & delph

[LuCiD <nei...@ya...>]

Hi Djalma

.Net 2.0? Bugger. Well that makes it a little bit more interesting. 

Thanks for the help.
Neil
 

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
> 
> 
> After a little googling I found that it seems to be a Delphi 6 limitation
> that still cannot use .NET 2.0.
> 
> Try with the dlls in the quickfix VS7 binary package.
> 
> Djalma
> 
> On 5/3/07, LuCiD <nei...@ya...> wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi Guys
>>
>> We are looking at implementing FIX on our trading systems. We are a
>> Delphi
>> shop. We are using Delphi 6 and 2006. I have looked at your post and
>> being
>> new to the Delphi.Net arena I have one question... How do I use the
>> quickfix_net.dll and the quickfix_net_messages.dll in a Delphi.Net
>> application. I have tried adding a namespace for it with no success even
>> tried the Import the DLL from the Components Installed .Net Components
>> Menu
>> and this gives me the message NOT A VALID .Net Assembly. What am I doing
>> wrong? How do I get Delphi.Net to use these files?
>>
>> Thanks
>> Neil
>>
>> --
>> View this message in context:
>> http://www.nabble.com/quickfix---delphi-tf3472267.html#a10302064
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> -------------------------------------------------------------------------
>> This SF.net email is sponsored by DB2 Express
>> Download DB2 Express C - the FREE version of DB2 express and take
>> control of your XML. No limits. Just data. Click to get it now.
>> http://sourceforge.net/powerbar/db2/
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> 
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

-- 
View this message in context: http://www.nabble.com/quickfix---delphi-tf3472267.html#a10311104
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] quickfix & delph

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

After a little googling I found that it seems to be a Delphi 6 limitation
that still cannot use .NET 2.0.

Try with the dlls in the quickfix VS7 binary package.

Djalma

On 5/3/07, LuCiD <nei...@ya...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Guys
>
> We are looking at implementing FIX on our trading systems. We are a Delphi
> shop. We are using Delphi 6 and 2006. I have looked at your post and being
> new to the Delphi.Net arena I have one question... How do I use the
> quickfix_net.dll and the quickfix_net_messages.dll in a Delphi.Net
> application. I have tried adding a namespace for it with no success even
> tried the Import the DLL from the Components Installed .Net Components
> Menu
> and this gives me the message NOT A VALID .Net Assembly. What am I doing
> wrong? How do I get Delphi.Net to use these files?
>
> Thanks
> Neil
>
> --
> View this message in context:
> http://www.nabble.com/quickfix---delphi-tf3472267.html#a10302064
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>