quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Newbie Shared Lib Missing Error

[hanif k. <han...@ya...>]

Hi,

I have just made an entry into Quickfix development from example codes provided with it. My first application is a simple one file client program sending only order message to server. As Application.h and Application.cpp 's code has been placed inside this file, to avoid complex make builds, the single command I issue is
g++ main1.cpp -o main1 -lquickfix -lxml2 -lpthread -lz -Iquickfix

the program gets compiled but when I try to run, I get an error msg for missing shared lib as follow, even though libquickfix.so.10 is present at /usr/local/lib and its a symbolic link to libquicfix.so.10.0.0

$ ./main1 client_config
./main1: error while loading shared libraries: libquickfix.so.10: cannot open shared object file: No such file or directory

Please help me out, as what I am missing? Do I need any further flags for lib or include files etc?

Thanks!



 
---------------------------------
Don't be flakey. Get Yahoo! Mail for Mobile and 
always stay connected to friends.

Re: [Quickfix-developers] quickfix_vs7 missing files

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

This should be fixed now if you update.

--oren

On Feb 26, 2007, at 10:53 PM, Francis Gingras wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I downloaded the latest SVN sources and quickfix_vs7 won't  
> compile.  There
> are a bunch of compile errors but I believe these are the cause:
>
> quickfix_vs7 fatal error C1083: Cannot open source file:
> '.\ConfigLexer.cpp': No such file or directory
> quickfix_vs7 fatal error C1083: Cannot open source file:
> '.\SessionTime.cpp': No such file or directory
>
> Those files do not appear in the SVN repository.  Are they missing  
> or is it
> safe to remove them from the quickfix_vs7 project?
>
> Thanks,
>
> Francis Gingras

Re: [Quickfix-developers] Send a message to all active sessions

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

On 2/27/07, ja...@jp... <ja...@jp...> wrote:

> How can I enum all sessions and send a message to all of them?
> I am using .Net

Use SessionSettings::getSessions to get a list of all the configured
Sessions.  The return value is an ArrayList of SessionID values

-- 
Caleb Epstein

[Quickfix-developers] Send a message to all active sessions

[<ja...@jp...>]

Hi,
How can I enum all sessions and send a message to all of them?
I am using .Net
 
Somehow I would like to do like this:
int i, c;

 
i =Session.numSessions();
 
 

 
i =Session.numSessions();
 
 
 
 
for(c = 0; c < i; c++)
 
 
Session.sendToTarget(message, c);
Reason is that I whant to "broadcast" a index value.
/ Jan Jonsson
 
Reason is that I whant to "broadcast" a index value.
/ Jan Jonsson
 

[Quickfix-developers] quickfix_vs7 missing files

[Francis G. <fr...@at...>]

I downloaded the latest SVN sources and quickfix_vs7 won't compile.  There
are a bunch of compile errors but I believe these are the cause:

quickfix_vs7 fatal error C1083: Cannot open source file:
'.\ConfigLexer.cpp': No such file or directory
quickfix_vs7 fatal error C1083: Cannot open source file:
'.\SessionTime.cpp': No such file or directory

Those files do not appear in the SVN repository.  Are they missing or is it
safe to remove them from the quickfix_vs7 project?

Thanks,

Francis Gingras

[Quickfix-developers] Tag not defined for this message type

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

Hi there,

I sent a FIX.4.2 message which contained a tag not defined in my data
dictionary (6032). When refusing the message, the RefTagID field was
filled with a known field (59). The attached log depicts the issue.

Regards,

Andrei

[Quickfix-developers] Question SocketAcceptor

[Diego S. F. <die...@te...>]

Hi,

Can I use same AcceptPort for multiply connections?

Exemple: 

# default settings for sessions
  [DEFAULT]
  ReconnectInterval=1
  SenderCompID=LNKDIF
  FileStorePath=Store
  FileLogPath=Log
  SocketAcceptPort=8232
   
  [SESSION]
  BeginString=FIX.4.0
  TargetCompID=ROUTER
  StartTime=05:00:00
  EndTime=23:50:00
  ConnectionType=acceptor
  HeartBtInt=30
  DataDictionary=FIX40.xml
  
  [SESSION]
  BeginString=FIX.4.0
  TargetCompID=LNKTRD0
  StartTime=05:00:00
  EndTime=23:50:00
  ConnectionType=acceptor
  HeartBtInt=30
  DataDictionary=FIX40.xml
  
  [SESSION]
  BeginString=FIX.4.0
  TargetCompID=LNKTRD1
  StartTime=05:00:00
  EndTime=23:50:00
  ConnectionType=acceptor
  HeartBtInt=30
  DataDictionary=FIX40.xml
-- 
View this message in context: http://www.nabble.com/Question-SocketAcceptor-tf3295245.html#a9166805
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Order status for a spread order

[Mike S. <MS...@rj...>]

Would someone be able to send a sample response to an order status for a
spread order using FIX 4.4.  I've looked all over for an example but
can't find one.

Thanks.

Re: [Quickfix-developers] messages coming in out of sequence

[Mike S. <MS...@rj...>]

No, in looking at my logs everything goes quiet on both sides until I
get another order to send.  Do I need to code something to send the
resend request?

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Monday, February 26, 2007 10:41 AM
To: Mike Smith
Cc: qui...@li...
Subject: Re: [Quickfix-developers] messages coming in out of sequence

When you receive 690 does your session send a resend request?

--oren

On Feb 26, 2007, at 9:14 AM, Mike Smith wrote:

> Hi,
>
> I've had a scenario happen the last 2 days where an exchange sends 2
> messages at the same exact time down to the millisecond, but the
> sequence is out of order.  For example, I received message #690 before
> #689 and the time was 20070226-06:30:01.086 for both of them.  This
> seems to have messed up my session because I stopped heartbeating =20
> after
> that.  Has anyone come across a situation like this before?
>
> Thanks,
>
> Mike

Re: [Quickfix-developers] messages coming in out of sequence

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

When you receive 690 does your session send a resend request?

--oren

On Feb 26, 2007, at 9:14 AM, Mike Smith wrote:

> Hi,
>
> I've had a scenario happen the last 2 days where an exchange sends 2
> messages at the same exact time down to the millisecond, but the
> sequence is out of order.  For example, I received message #690 before
> #689 and the time was 20070226-06:30:01.086 for both of them.  This
> seems to have messed up my session because I stopped heartbeating  
> after
> that.  Has anyone come across a situation like this before?
>
> Thanks,
>
> Mike

[Quickfix-developers] messages coming in out of sequence

[Mike S. <MS...@rj...>]

Hi,

I've had a scenario happen the last 2 days where an exchange sends 2
messages at the same exact time down to the millisecond, but the
sequence is out of order.  For example, I received message #690 before
#689 and the time was 20070226-06:30:01.086 for both of them.  This
seems to have messed up my session because I stopped heartbeating after
that.  Has anyone come across a situation like this before?

Thanks,

Mike

Re: [Quickfix-developers] Repeated messages

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

On 2/23/07, cstrader <cst...@cs...> wrote:
> A strange thing is happening to me today -- my QF keeps sending the same
> toapp and toadmin messages repeatedly.  I am not generating new ones, the
> old ones keep getting shot off again and again, tens even hundreds of times.

Sounds like your Session hasn't been reset.  You should clear out the
persistence files (or database data) associated with this session and
restart your application.  Note that your counterparty will need to
perform a similar reset on their end.

You should also double-check your configuration file to be sure that
the StartTime and EndTime for your session are correct.

http://quickfixengine.org/quickfix/doc/html/configuration.html#Session

-- 
Caleb Epstein

[Quickfix-developers] Repeated messages

[cstrader <cst...@cs...>]

A strange thing is happening to me today -- my QF keeps sending the same =
toapp and toadmin messages repeatedly.  I am not generating new ones, =
the old ones keep getting shot off again and again, tens even hundreds =
of times. =20

How can I clear these messages?

Thanks!

[Quickfix-developers] Repeated messages

[Charles S. <cst...@ch...>]

A strange thing is happening to me today -- my QF keeps sending the same =
toapp and toadmin messages repeatedly.  I am not generating new ones, =
the old ones keep getting shot off again and again, tens even hundreds =
of times. =20

How can I clear these messages?

Thanks!

Re: [Quickfix-developers] Resend Request not Fulfilled, QuickFIX 1.10.2

[Dave L. <dav...@ma...>]

>    This morning we had an issue with our FIX server built on
> QuickFIX 1.10.2.  We had a NewOrderSingle go out at about
> 9:32 am, which was immediately followed by a re-logon to the
> counterparty's system -- but the NewOrdSingle message was
> never resent.  This seemed to me to clearly be a failure in the
> session management.  Here is the relevant output from the
> event log:
> 
>    Here is the relevant section from the outgoing packet log:
> 
> 8=FIX.4.2^A9=55^A35=0^A34=108^A49=mXXXXX3^A52=20070221-
> 14:31:03.013^A56=IB^A10=106^A
> 8=FIX.4.2^A9=55^A35=0^A34=109^A49=mXXXXX3^A52=20070221-
> 14:31:33.014^A56=IB^A10=111^A
> 8=FIX.4.2^A9=226^A35=D^A34=110^A49=mXXXXX3^A52=20070221-
> 14:31:58.117^A56=IB^A1=UXXXXXX0^A11=19011AGT21JZI001^A15=USD^A21=2^A38=25^
> A40=2^A44=0.71^A54=2^A55=QQQ^A59=0^A60=20070221-
> 14:31:58^A77=C^A100=BEST^A167=OPT^A200=200703^A201=0^A202=45^A204=0^A231=1
> 00^A440=UXXXXXX0^A10=216^A
> 8=FIX.4.2^A9=67^A35=A^A34=111^A49=mXXXXX3^A52=20070221-
> 14:31:59.236^A56=IB^A98=0^A108=30^A10=163^A
> 8=FIX.4.2^A9=95^A35=4^A34=110^A43=Y^A49=mXXXXX3^A52=20070221-
> 14:32:00.716^A56=IB^A122=20070221-14:32:00^A36=112^A123=Y^A10=005^A
> 8=FIX.4.2^A9=55^A35=0^A34=112^A49=mXXXXX3^A52=20070221-
> 14:32:30.016^A56=IB^A10=105^A
> 8=FIX.4.2^A9=55^A35=0^A34=113^A49=mXXXXX3^A52=20070221-
> 14:33:00.017^A56=IB^A10=105^A
> 

Is it possible that your application is throwing a DoNotSend in the toApp()?

Cheers,
Dave

[Quickfix-developers] Resend Request not Fulfilled, QuickFIX 1.10.2

[Jim W. <wi...@wi...>]

   This morning we had an issue with our FIX server built on
QuickFIX 1.10.2.  We had a NewOrderSingle go out at about
9:32 am, which was immediately followed by a re-logon to the
counterparty's system -- but the NewOrdSingle message was
never resent.  This seemed to me to clearly be a failure in the
session management.  Here is the relevant output from the
event log:

20070221-13:37:33 : Created session
20070221-13:37:33 : Connecting to 192.168.1.5 on port 4000
20070221-13:37:33 : Connection succeeded
20070221-13:37:33 : Initiated logon request
20070221-13:37:34 : Received logon response
20070221-14:31:58 : Socket Error: Connection reset by peer.
20070221-14:31:58 : Disconnecting
20070221-14:31:59 : Connecting to 192.168.1.5 on port 4000
20070221-14:31:59 : Connection succeeded
20070221-14:31:59 : Initiated logon request
20070221-14:32:00 : Received logon response
20070221-14:32:00 : Received ResendRequest FROM: 110 TO: 111
20070221-14:32:00 : Sent SequenceReset TO: 112

   Here is the relevant section from the outgoing packet log:

8=FIX.4.2^A9=55^A35=0^A34=108^A49=mXXXXX3^A52=20070221-14:31:03.013^A56=IB^A10=106^A
8=FIX.4.2^A9=55^A35=0^A34=109^A49=mXXXXX3^A52=20070221-14:31:33.014^A56=IB^A10=111^A
8=FIX.4.2^A9=226^A35=D^A34=110^A49=mXXXXX3^A52=20070221-14:31:58.117^A56=IB^A1=UXXXXXX0^A11=19011AGT21JZI001^A15=USD^A21=2^A38=25^A40=2^A44=0.71^A54=2^A55=QQQ^A59=0^A60=20070221-14:31:58^A77=C^A100=BEST^A167=OPT^A200=200703^A201=0^A202=45^A204=0^A231=100^A440=UXXXXXX0^A10=216^A
8=FIX.4.2^A9=67^A35=A^A34=111^A49=mXXXXX3^A52=20070221-14:31:59.236^A56=IB^A98=0^A108=30^A10=163^A
8=FIX.4.2^A9=95^A35=4^A34=110^A43=Y^A49=mXXXXX3^A52=20070221-14:32:00.716^A56=IB^A122=20070221-14:32:00^A36=112^A123=Y^A10=005^A
8=FIX.4.2^A9=55^A35=0^A34=112^A49=mXXXXX3^A52=20070221-14:32:30.016^A56=IB^A10=105^A
8=FIX.4.2^A9=55^A35=0^A34=113^A49=mXXXXX3^A52=20070221-14:33:00.017^A56=IB^A10=105^A


   Here is the relevant section from the incoming packet log:

8=FIX.4.2^A9=0059^A35=0^A34=000108^A43=N^A52=20070221-14:31:05^A49=IB^A56=mXXXXX3^A10=145^A
8=FIX.4.2^A9=0059^A35=0^A34=000109^A43=N^A52=20070221-14:31:35^A49=IB^A56=mXXXXX3^A10=149^A
8=FIX.4.2^A9=000071^A35=A^A34=000110^A43=N^A52=20070221-14:32:00^A49=IB^A56=mXXXXX3^A98=0^A108=30^A10=010^A
8=FIX.4.2^A9=0072^A35=2^A34=000111^A43=N^A52=20070221-14:32:00^A49=IB^A56=mXXXXX3^A7=110^A16=111^A10=195^A
8=FIX.4.2^A9=0059^A35=0^A34=000112^A43=N^A52=20070221-14:32:30^A49=IB^A56=mXXXXX3^A10=139^A
8=FIX.4.2^A9=0059^A35=0^A34=000113^A43=N^A52=20070221-14:33:00^A49=IB^A56=mXXXXX3^A10=138^A


   The connection is to InteractiveBrokers using their IBGateway
Java client on one of our internal machines.  Our FIX server then
connects to this machine and exchanges messages through the
gateway.  The system has been very stable for months.  As you
can see, the systems were happily exchanging heartbeats right
up to the moment the order went out.  The connection appears
to have broken right at that moment and been forced to log back
on.  The counterparty appears to have sent a resend request for
messages 110 to 111, but QuickFIX sent a sequence reset instead;
it never sent the missed messages.  What's up?  Is this a bug?  If
so, has it been fixed in more recent versions of QuickFIX?  Clearly
handling of resend requests is part of session management -- I'm
assuming the messages should have been resent as the default
behavior.  Does my application actually have to explicitly deal
with this?

thanks,
Jim

Re: [Quickfix-developers] [Quickfix-users] To database or not to database

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

Hi,

I think that FileStore is good for the majority of the situations and with
better performance than databases. But, anyone who intends to use it, should
be aware that due to current implementation there is a limitation in the
number of sessions QuickFIX can open when using FileStore.

The maximum number of sessions I could create with QF using FileStore was 80
sessions (Windows 2003).

The reason for this is that QuickFIX opens 4 files in exclusive mode for
each session:

.body
.header
.seqnums
.session

Certainly, there is a way to increase this number, I guess that maybe
modifying an operating system variable to increase the number of available
File Handles.

By the way, does anyone knows how to do it in Windows?

Anyway, I think that more sessions can be created with MySQL or PostgreSQL,
although, I did not test it yet, but  I saw in the source code that there is
a connection pool implemented for both classes and I guess this should help
a lot.

Does anyone have experience with maximum number of sessions that can be
created using these databases?

Regards,
Djalma

On 2/16/07, Eranga Samararathna <pe...@ri...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> Here are some of test results I got through my test. Testing environment
> not
> up to standard. I just use my working machine.
> I used Quickfix through the JNI.
> Machine 3 GHz processor 1GB DDR RAM.
> Both Quickfix and MySQL server running on same machine.
>
> Rds,
>
> Eranga
>
>
>
>
> File storage
> Number of Active sessions       Number of messages      Total time / s
> Messages per Second
> 1                                               10,000          156.2
> 64.02
> 1                                               25,000          391.3
> 63.88
> 1                                               50,000          783.6
> 63.80
> 10                                              10,000          156.5
> 63.89
> 10                                              25,000          391.4
> 63.87
> 10                                              50,000          783.6
> 63.80
>
> MySQL storage
>
> Number of Active sessions       Number of messages              Total time
> /
> s       Messages per Second
> 1                                                       10,000  449.7
> 22.23
> 1                                                       25,000  1146.2
> 21.81
> 1                                                       50,000  2282.7
> 21.90
> 10                                                      10,000  440.0
> 22.72
> 10                                                      25,000  1074.1
> 23.27
> 10                                                      50,000  2161.5
> 23.13
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Ronald StOnge
> Sent: Friday, February 16, 2007 8:49 AM
> To: qui...@li...
> Subject: [Quickfix-developers] To database or not to database
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am working on a financial application and am
> planning to use QuickFIX.  I got the project and
> example working just find (nice job putting this
> together!).
>
> My application will only need to process about 100
> messages a second.  What are the pros/cons of using a
> database such as PostgreSQL vs. a flat file for the
> message store (reliablility is a priority for me vs.
> speed)?
>
> Thanks,
>
> Ron
>
>
>
>
>
> ____________________________________________________________________________
> ________
> No need to miss a message. Get email on-the-go
> with Yahoo! Mail for Mobile. Get started.
> http://mobile.yahoo.com/mail
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys-and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>

Re: [Quickfix-developers] To database or not to database

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

Hi,

Here are some of test results I got through my test. Testing environment not
up to standard. I just use my working machine.
I used Quickfix through the JNI.
Machine 3 GHz processor 1GB DDR RAM.
Both Quickfix and MySQL server running on same machine.

Rds,

Eranga




File storage
Number of Active sessions	Number of messages 	Total time / s
Messages per Second
1						10,000		156.2
64.02
1						25,000		391.3
63.88
1						50,000		783.6
63.80
10						10,000		156.5
63.89
10						25,000		391.4
63.87
10						50,000		783.6
63.80

MySQL storage

Number of Active sessions	Number of messages		Total time /
s 	Messages per Second
1							10,000	449.7
22.23
1							25,000	1146.2
21.81
1							50,000	2282.7
21.90
10							10,000	440.0
22.72
10							25,000	1074.1
23.27
10							50,000	2161.5
23.13

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ronald StOnge
Sent: Friday, February 16, 2007 8:49 AM
To: qui...@li...
Subject: [Quickfix-developers] To database or not to database

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

I am working on a financial application and am
planning to use QuickFIX.  I got the project and
example working just find (nice job putting this
together!).

My application will only need to process about 100
messages a second.  What are the pros/cons of using a
database such as PostgreSQL vs. a flat file for the
message store (reliablility is a priority for me vs.
speed)?

Thanks,

Ron



 
____________________________________________________________________________
________
No need to miss a message. Get email on-the-go 
with Yahoo! Mail for Mobile. Get started.
http://mobile.yahoo.com/mail 

-------------------------------------------------------------------------
Take Surveys. Earn Cash. Influence the Future of IT
Join SourceForge.net's Techsay panel and you'll get the chance to share your
opinions on IT & business topics through brief surveys-and earn cash
http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] To database or not to database

[Ronald S. <ro...@ya...>]

I am working on a financial application and am
planning to use QuickFIX.  I got the project and
example working just find (nice job putting this
together!).

My application will only need to process about 100
messages a second.  What are the pros/cons of using a
database such as PostgreSQL vs. a flat file for the
message store (reliablility is a priority for me vs.
speed)?

Thanks,

Ron



 
____________________________________________________________________________________
No need to miss a message. Get email on-the-go 
with Yahoo! Mail for Mobile. Get started.
http://mobile.yahoo.com/mail 

[Quickfix-developers] FIX fox bug 214

[Graham M. <gm...@ma...>]

Hello everyone,
Just thought I'd submit a patch to fix a bug I submitted a few months ago.
http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=214&pos=27

In the process of fixing it I also noticed that MsgType=G in the
FIX43.xmlwas poorly named "ORDER_CANCEL" so I changed it to be
"ORDER_CANCEL_REPLACE_REQUEST" to match the same field in FIX42.xml.  It's
all in the attached patch.

graham


-- 
Marketcetera Trading Platform
download.run.trade.
www.marketcetera.org

Re: [Quickfix-developers] Rgenerating code after changing xml files in spec/fix44 directory

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

Hi,

It seems that Generator.rb does what you are expecting.
It is really very slow, at least on my PC and it requires that you first
download and install ruby.

I ran generator.bat until the end of its execution and I could  see all
files updated, including NewOrderSingle.h.

@GeneratorCPP.rb
...
def messageStart(name, msgtype, required)
    ...
    @depth += 1
    @f.puts tabs + "class " + name + " : public Message"
    @f.puts tabs + "{"
    @f.puts tabs + "public:"
    @depth += 1
    @f.puts tabs + name + "() : Message(MsgType()) {}"
    @f.puts tabs + name + "(const FIX::Message& m) : Message(m) {}"
    @f.puts tabs + name + "(const Message& m) : Message(m) {}"
    @f.puts tabs + name + "(const #{name}& m) : Message(m) {}"
    @f.puts tabs + "static FIX::MsgType MsgType() { return FIX::MsgType(" +
"\"" + msgtype + "\"); }"
...

Djalma

On 2/12/07, Sheetal Chainraj <sch...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks Djalma. I noticed that(- it only changes the
> /src/C++/fix44/MessageCracker.h file. None of the per message headers
> seemt
> o change though. Like the NewOrderSingle.h message itself.
> The script has the entries:
> xsltproc -o ../src/C++/FieldNumbers.h FieldNumbers.xsl FIX44.xml
> xsltproc -o ../src/C++/Fields.h Fields.xsl FIX44.xml
> xsltproc -o ../src/C++/Values.h Values.xsl FIX44.xml
> xsltproc -o ../src/C++/fix40/MessageCracker.h MessageCracker.xsl FIX40.xml
> xsltproc -o ../src/C++/fix41/MessageCracker.h MessageCracker.xsl FIX41.xml
> xsltproc -o ../src/C++/fix42/MessageCracker.h MessageCracker.xsl FIX42.xml
> xsltproc -o ../src/C++/fix43/MessageCracker.h MessageCracker.xsl FIX43.xml
> xsltproc -o ../src/C++/fix44/MessageCracker.h MessageCracker.xsl FIX44.xml
>
>
> But I dont see the Messages.xsl being used anywhere.. should'nt it be?
> 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 Sheetal,
> >
> > Very interesting question. Some collegues made this question to me some
> > time
> > ago, but I didn't know the answer, in my application I prefered to avoid
> > the
> > cracker overhead anyway.
> >
> > But, now looking at the quickfix folders, I found that there are special
> > scripts to to that.
> >
> > Try spec\generate.bat or spec\generate.sh.
> >
> > You should change the dictionaries in the spec directory or change the
> > scripts to point to others.
> >
> > It seems that you must have ruby and msxsl.exe installed (or xsltproc to
> > use
> > generate.sh).
> >
> > I did not test it and I am not sure if these are the only required
> steps.
> >
> > Djalma
> >
> >
> > On 2/7/07, Sheetal Chainraj <sch...@gm...> wrote:
> >>
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> I am trying to add new fields to the NewOrderSingle  message type. I
> >> added
> >> this in the spec/fix44.xml message. After this, expecting to regnerate
> >> the
> >> correct C++ header files under src/C++/fix44/ , I ran make in the home
> >> directory. It did not generate any new files. I am sure I am missing
> some
> >> step. Can some give me a pointer please?
> >>
> >> thanks,
> >> Sheetal
> >> --
> >> View this message in context:
> >>
> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920
> >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >>
> >>
> >>
> -------------------------------------------------------------------------
> >> 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
> >>
> >
> >
> -------------------------------------------------------------------------
> > 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
> >
>
> --
> View this message in context:
> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8934804
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> 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] MsgSeqNum

[<as...@ly...>]

Hi all,=20

I have a basic question about the logon procedure and MsgSegNum.

I get the error message MsgSeqNum too low, expecting 29 but received 1.

=20

What I have done is only to set ResetSeqNumFlag to Y in my config file =
and further down in the log file it says Logon contains =
ResetSeqNumFlag=3DY, resetting sequence numbers to 1.

=20

So my question is "who" is at first expecting (in this case) sequence no =
29 and why is no 1 sent/received?

Is it my application that should reset expected MsgSeqNum to 1 also?=20

=20

And in that case - how do I do that?

=20

Thank you in advance for any help!

=20

/=C5sa

=20

=20

=20

Re: [Quickfix-developers] Rgenerating code after changing xml files in spec/fix44 directory

[Sheetal C. <sch...@gm...>]

Thanks Djalma. I noticed that(- it only changes the
/src/C++/fix44/MessageCracker.h file. None of the per message headers seemt
o change though. Like the NewOrderSingle.h message itself. 
The script has the entries:
xsltproc -o ../src/C++/FieldNumbers.h FieldNumbers.xsl FIX44.xml 
xsltproc -o ../src/C++/Fields.h Fields.xsl FIX44.xml 
xsltproc -o ../src/C++/Values.h Values.xsl FIX44.xml 
xsltproc -o ../src/C++/fix40/MessageCracker.h MessageCracker.xsl FIX40.xml
xsltproc -o ../src/C++/fix41/MessageCracker.h MessageCracker.xsl FIX41.xml
xsltproc -o ../src/C++/fix42/MessageCracker.h MessageCracker.xsl FIX42.xml
xsltproc -o ../src/C++/fix43/MessageCracker.h MessageCracker.xsl FIX43.xml
xsltproc -o ../src/C++/fix44/MessageCracker.h MessageCracker.xsl FIX44.xml


But I dont see the Messages.xsl being used anywhere.. should'nt it be? 
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 Sheetal,
> 
> Very interesting question. Some collegues made this question to me some
> time
> ago, but I didn't know the answer, in my application I prefered to avoid
> the
> cracker overhead anyway.
> 
> But, now looking at the quickfix folders, I found that there are special
> scripts to to that.
> 
> Try spec\generate.bat or spec\generate.sh.
> 
> You should change the dictionaries in the spec directory or change the
> scripts to point to others.
> 
> It seems that you must have ruby and msxsl.exe installed (or xsltproc to
> use
> generate.sh).
> 
> I did not test it and I am not sure if these are the only required steps.
> 
> Djalma
> 
> 
> On 2/7/07, Sheetal Chainraj <sch...@gm...> wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I am trying to add new fields to the NewOrderSingle  message type. I
>> added
>> this in the spec/fix44.xml message. After this, expecting to regnerate
>> the
>> correct C++ header files under src/C++/fix44/ , I ran make in the home
>> directory. It did not generate any new files. I am sure I am missing some
>> step. Can some give me a pointer please?
>>
>> thanks,
>> Sheetal
>> --
>> View this message in context:
>> http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8855920
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> -------------------------------------------------------------------------
>> 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
>>
> 
> -------------------------------------------------------------------------
> 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
> 

-- 
View this message in context: http://www.nabble.com/Rgenerating-code-after-changing-xml-files-in-spec-fix44-directory-tf3190167.html#a8934804
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] new OrdType

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

Make sure you add it to your xml DataDictionary.  That is what =20
determines validation.

--oren

On Feb 9, 2007, at 8:53 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'm trying to send Iceberg orders (order type 'Z' which was not a =20
> defined OrdType in QuickFix42 and I have therefore added it myself).
>
>
>
> public class OrdType : CharField
>
>     {
>
>         public const int FIELD =3D 40;
>
>         public const char FOREX_LIMIT =3D 'F';
>
>         public const char FOREX_MARKET =3D 'C';
>
>         public const char FOREX_PREVIOUSLY_QUOTED =3D 'H';
>
>         public const char FOREX_SWAP =3D 'G';
>
>         public const char FUNARI =3D 'I';
>
>         public const char ICEBERG =3D 'Z';
>
>
>
> But I still get an error message saying:
>
> "Rejected: Value is incorrect (out of range) for this tag:40)" when =20=

> sending a NewOrder(Single).
>
>
>
> Anyone who has had the same problem and knows what more I have to =20
> do to add new order types into QuickFix?
>
>
>
> Grateful for any help!
>
>
>
> /=C5sa
>
> ----------------------------------------------------------------------=20=

> ---
> Using Tomcat but need to do more? Need to support web services, =20
> security?
> Get stuff done quickly with pre-integrated technology to make your =20
> job easier.
> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
> Geronimo
> http://sel.as-us.falkag.net/sel?=20
> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642________________________=
______=20
> _________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] new OrdType

[<as...@ly...>]

Hi all,

I'm trying to send Iceberg orders (order type 'Z' which was not a =
defined OrdType in QuickFix42 and I have therefore added it myself).

=20

public class OrdType : CharField

    {

        public const int FIELD =3D 40;

        public const char FOREX_LIMIT =3D 'F';

        public const char FOREX_MARKET =3D 'C';

        public const char FOREX_PREVIOUSLY_QUOTED =3D 'H';

        public const char FOREX_SWAP =3D 'G';

        public const char FUNARI =3D 'I';

        public const char ICEBERG =3D 'Z';

=20

But I still get an error message saying:

"Rejected: Value is incorrect (out of range) for this tag:40)" when =
sending a NewOrder(Single).

=20

Anyone who has had the same problem and knows what more I have to do to =
add new order types into QuickFix?

=20

Grateful for any help!

=20

/=C5sa