quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] AMD64 build w/Visual Studio?

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

I have no experience with JNI, there is a guide to use it with QF in the
building documentation.

http://www.quickfixengine.org/quickfix/doc/html/building.html

Anyway, I guess you need to compile the quickfix.lib for AMD64 using Visual
Studio.
There are plenty of documentation in the web about 64bit compilation with
VS2005, like the one bellow.

http://blogs.msdn.com/deeptanshuv/archive/2006/04/11/573795.aspx

On 1/26/07, Andrew Munn <an...@nm...> wrote:
>
> When you say you did X64 you mean you built a Windows x64 compile?  I want
> to use the JNI dll with Sun's JVM for Windows x64. Did you use VS8?
> Thanks,
> Andrew
>
> Can you tell me the steps you used
>
> On Fri, 26 Jan 2007, 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
> >
> >
>

Re: [Quickfix-developers] AMD64 build w/Visual Studio?

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

No, but I already built QF for IA64 and X64.

Nothing wrong, except some warnings concerning the 64bit compatibility
issues.

The problem is that for Windows platforms the int data type was not upgraded
to 64 bit. Thus, the compiler complains that some truncations might occur in
conversions from int64 to int32.

I am not really sure how dangerous it is, my applications is working fine so
far... but I reported the bug and gave some suggestions to fix it.

http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=204&pos=1



On 1/25/07, Andrew Munn <an...@nm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Has anyone done an AMD64 build of QF on Windows x64 w/Visual Studio?
>
> Thanks..
>
>
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[Quickfix-developers] AMD64 build w/Visual Studio?

[Andrew M. <an...@nm...>]

Has anyone done an AMD64 build of QF on Windows x64 w/Visual Studio?

Thanks..

Re: [Quickfix-developers] Field validation problems

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

I'll take a look at the patch later on and see about getting it in.   
Thanks for the submission.

--oren

> Ok, but I am not a QuickFIX developer.
> I think that Oren or someone else should be so kind to upload this  
> patch to CVS or provide a better fixing for this message validation  
> bug.
> Another bug, not solved by this patch is the  
> DataDictionary::checkIsInMessage( field, msgType ); which currently  
> cannot  check if the Field belongs to the repeating group, as I  
> already explained.
>
> Let's wait for some feedback.
>
> Djalma
>

Re: [Quickfix-developers] Reconnect failed if initiator and an acceptor are connect locally under Sun Solaris 5.10 with the Quickfix Engine V1.12.4 & Solution

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

On 1/22/07, G=F6hring Alexander <ale...@el...> wrote:
> we believe that we've found an error in Quickfix Version 1.12.4.

Have you tried using ThreadedSocketInitiator/Acceptor?  The
non-threaded versions used to be severely broken, and I don't think
they have been fixed.  The only way to reliably prevent deadlocks in
your Application is to use the Threaded versions.

--=20
Caleb Epstein

Re: [Quickfix-developers] Field validation problems

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

Ok, but I am not a QuickFIX developer.
I think that Oren or someone else should be so kind to upload this patch to
CVS or provide a better fixing for this message validation bug.
Another bug, not solved by this patch is the
DataDictionary::checkIsInMessage( field, msgType ); which currently cannot
check if the Field belongs to the repeating group, as I already explained.

Let's wait for some feedback.

Djalma


On 1/22/07, Andrei Goldchleger <an...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> > Hi Andrei,
> >
> > For fields inside repeating groups, the current QF implementation does
> not
> > make this kind of validation that you're expecting.
> >
> > Thus, your application should be aware and handle this kind of exception
> to
> > avoid crashing.
> >
> > But, following are some changes that I made to the
> > DataDictionary::iterate(...) method to achieve the result expected and
> > receive the Reject message reporting the validation failure.
>
> Hi Djalma,
>
> I tried your patch and it solves the problem. Thanks!
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
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> _______________________________________________
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>

Re: [Quickfix-developers] [Quickfix-users] Quickfix 1.12.4 building errors..........

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

On 1/23/07, 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,
>
>
>
> I tried to build Quickfix 1.12.4 on Fedora. Configuration, make and install
> commands worked fine.
>
> But after building when I try to run a program get the following error.
>
>
>
> [root@lisa lib]# ldd libquickfix_jni.so
>
>         linux-gate.so.1 =>  (0x00994000)
>
>         libquickfix.so.10 =>
> /home/eranga/quickfix/src/C++/.libs/libquickfix.so.
>
> 10 (0x0024d000)
>
>         libpthread.so.0 => /lib/libpthread.so.0 (0x0063d000)
>
>         libxml2.so.2 => /usr/lib/libxml2.so.2 (0x00111000)
>
>         libz.so.1 => /usr/lib/libz.so.1 (0x0059a000)
>
>         libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0x00454000)
>
>         libm.so.6 => /lib/libm.so.6 (0x00337000)
>
>         libc.so.6 => /lib/libc.so.6 (0x00a6e000)
>
>         libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x0023e000)
>
>         /lib/ld-linux.so.2 (0x00995000)
>
>         libdl.so.2 => /lib/libdl.so.2 (0x0035c000)
>
>
>
> [root@lisa lib]# java JNITest
>
> Exception in thread "main" java.lang.UnsatisfiedLinkError: no
> libquickfix_jni in
>
>  java.library.path
>
>         at
> java.lang.ClassLoader.loadLibrary(ClassLoader.java:1682)
>
>         at java.lang.Runtime.loadLibrary0(Runtime.java:822)
>
>         at java.lang.System.loadLibrary(System.java:992)
>
>         at JNITest.main(JNITest.java:4)
>
>
>
> [root@lisa lib]#
>
>
>
> BR,
>
>
>
> Eranga
>
>
>
>
>
>
>
>
>
>
> -------------------------------------------------------------------------
> 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
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>
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>
>

You can set this property with JVM Parameter while starting the application:
java -Djava.library.path=/path/to/libquickfix_jni.so or possibly you
can use System.loadLibrary()

-- 
Rodrick R. Brown

[Quickfix-developers] Session having different Sender and CompID messages

[<San...@ub...>]

Hi,

I have a Fix session like=20
aCOMPID<------------------>bCOMPID

But I want to send application messages with=20
cCOMPID<----------------->dCOMPID

But I get the reject from quickfix saying "Invalid compid". Is it
possible to send above type of messages?

Thanks & Regards,
Sangram

Visit our website at http://www.ubs.com

This message contains confidential information and is intended only 
for the individual named.  If you are not the named addressee you 
should not disseminate, distribute or copy this e-mail.  Please 
notify the sender immediately by e-mail if you have received this 
e-mail by mistake and delete this e-mail from your system.

E-mail transmission cannot be guaranteed to be secure or error-free 
as information could be intercepted, corrupted, lost, destroyed, 
arrive late or incomplete, or contain viruses.  The sender therefore 
does not accept liability for any errors or omissions in the contents 
of this message which arise as a result of e-mail transmission.  If 
verification is required please request a hard-copy version.  This 
message is provided for informational purposes and should not be 
construed as a solicitation or offer to buy or sell any securities or 
related financial instruments.

[Quickfix-developers] Quickfix 1.12.4 building errors..........

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

Hi,

 

I tried to build Quickfix 1.12.4 on Fedora. Configuration, make and install
commands worked fine.

But after building when I try to run a program get the following error.

 

[root@lisa lib]# ldd libquickfix_jni.so

        linux-gate.so.1 =>  (0x00994000)

        libquickfix.so.10 =>
/home/eranga/quickfix/src/C++/.libs/libquickfix.so.

10 (0x0024d000)

        libpthread.so.0 => /lib/libpthread.so.0 (0x0063d000)

        libxml2.so.2 => /usr/lib/libxml2.so.2 (0x00111000)

        libz.so.1 => /usr/lib/libz.so.1 (0x0059a000)

        libstdc++.so.6 => /usr/lib/libstdc++.so.6 (0x00454000)

        libm.so.6 => /lib/libm.so.6 (0x00337000)

        libc.so.6 => /lib/libc.so.6 (0x00a6e000)

        libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x0023e000)

        /lib/ld-linux.so.2 (0x00995000)

        libdl.so.2 => /lib/libdl.so.2 (0x0035c000)

 

[root@lisa lib]# java JNITest

Exception in thread "main" java.lang.UnsatisfiedLinkError: no
libquickfix_jni in

 java.library.path

        at java.lang.ClassLoader.loadLibrary(ClassLoader.java:1682)

        at java.lang.Runtime.loadLibrary0(Runtime.java:822)

        at java.lang.System.loadLibrary(System.java:992)

        at JNITest.main(JNITest.java:4)

 

[root@lisa lib]#

 

BR,

 

Eranga

 

 

 

 

 

Re: [Quickfix-developers] Field validation problems

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

> Hi Andrei,
>
> For fields inside repeating groups, the current QF implementation does not
> make this kind of validation that you're expecting.
>
> Thus, your application should be aware and handle this kind of exception to
> avoid crashing.
>
> But, following are some changes that I made to the
> DataDictionary::iterate(...) method to achieve the result expected and
> receive the Reject message reporting the validation failure.

Hi Djalma,

I tried your patch and it solves the problem. Thanks!

[Quickfix-developers] Session having different Sender and CompID messages

[<San...@ub...>]

Visit our website at http://www.ubs.com

This message contains confidential information and is intended only 
for the individual named.  If you are not the named addressee you 
should not disseminate, distribute or copy this e-mail.  Please 
notify the sender immediately by e-mail if you have received this 
e-mail by mistake and delete this e-mail from your system.

E-mail transmission cannot be guaranteed to be secure or error-free 
as information could be intercepted, corrupted, lost, destroyed, 
arrive late or incomplete, or contain viruses.  The sender therefore 
does not accept liability for any errors or omissions in the contents 
of this message which arise as a result of e-mail transmission.  If 
verification is required please request a hard-copy version.  This 
message is provided for informational purposes and should not be 
construed as a solicitation or offer to buy or sell any securities or 
related financial instruments.

[Quickfix-developers] Reconnect failed if initiator and an acceptor are connect locally under Sun Solaris 5.10 with the Quickfix Engine V1.12.4 & Solution

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

Hello together,

> we believe that we've found an error in Quickfix Version 1.12.4.
>=20
> The error occurs under the following conditions: A Quickfix initiator =
and an acceptor are connect locally under Sun Solaris 5.10 with the =
Quickfix Engine V1.12.4 ( under Microsoft Windows the reconnect problem =
does not occur). With the acceptor started up first the initiator will =
successfully connect. This you can see in the abstract of the Fixengine =
Event Log in the lines 1 to 3. Teminating the acceptor program will lead =
to the disconnect (lines 4 to 6). With a reconnect intervall set to 30 =
seconds the initiator will try to connect again. Line 7 shows the last =
entry in the Event Log for this session because the engine will never =
try to reconnect again.
> The second abstract shows the same situation with the initiator and =
the acceptor running on different host machines. In this case you may =
see that a connect will succeed (line 17 to 19) after several =
unsuccessful reconnects (line 7 to 15).
>=20
--> We've analyzed this and found that in our opinion the reason for =
this erroneous behaviour is a not sufficient error handling in the =
funcions SocketInitiator::doConnect and SocketConnector::connect.=20
An error handling was added to the last file revision, so that the =
initiator application will continue to reconnect even if the reconnect =
failed (see the 3rd abstract at the end of the file).=20

> Any comments or suggestions on this would be appreciated?
>=20
> 1) Abstract of Fixengine Event Log when initiator and acceptor =
application are running on the same host machine ():
>  1 20070119-11:20:45 : Connecting to host1 on port 50002
>  2 20070119-11:20:45 : Initiated logon request
>  3 20070119-11:20:45 : Received logon response
>  4 20070119-11:20:58 : Received logout request
>  5 20070119-11:20:58 : Sending logout response
>  6 20070119-11:20:58 : Disconnecting
>  7 20070119-11:21:16 : Connecting to host1 on port 50002
> End of abstract.
>=20
> 2) Abstract of Fixengine Event Log when initiator and acceptor =
application are running on the different host machine ( I: host1 / A: =
host2 ):
>  1 20070119-16:08:51 : Connecting to host2 on port 50002
>  2 20070119-16:08:51 : Initiated logon request
>  3 20070119-16:08:51 : Received logon response
>  4 20070119-16:09:09 : Received logout request
>  5 20070119-16:09:09 : Sending logout response
>  6 20070119-16:09:09 : Disconnecting
>  7 20070119-16:09:22 : Connecting to host2 on port 50002
>  8 20070119-16:09:22 : Initiated logon request
>  9 20070119-16:09:22 : Socket Error: Connection refused
> 10 20070119-16:09:22 : Disconnecting
> 11 20070119-16:09:52 : Connecting to host2 on port 50002
> 12 20070119-16:09:52 : Initiated logon request
> 13 20070119-16:09:52 : Socket Error: Connection refused
> 14 20070119-16:09:52 : Disconnecting
> 15 20070119-16:10:22 : Connecting to host2 on port 50002
> 16 ....
> 17 20070119-16:13:22 : Connecting to host2 on port 50002
> 18 20070119-16:13:22 : Initiated logon request
> 19 20070119-16:13:22 : Received logon response
> 20 20070119-16:13:22 : Received ResendRequest FROM: 18 TO: 0
> End of abstract.
>=20
> 3) Modifications in SocketInitiator::doConnect (File =
quickfix/src/C++/SocketInitiator.cpp):
> // old implementation which does not contain correct error handling, =
quickfix/src/C++/SocketInitiator.cpp - Revision 1775
> /*
> bool SocketInitiator::doConnect( const SessionID& s, const Dictionary& =
d )
> { QF_STACK_PUSH(SocketInitiator::doConnect)
>=20
>   try
>   {
>     std::string address;
>     short port =3D 0;
>     Session* session =3D Session::lookupSession( s );
>     if( !session->isSessionTime() ) return false;
>=20
>     Log* log =3D session->getLog();
>=20
>     getHost( s, d, address, port );
>=20
>     log->onEvent( "Connecting to " + address + " on port " + =
IntConvertor::convert((unsigned short)port) );
>     int result =3D m_connector.connect( address, port, m_noDelay );>=20
>     setPending( s );
>=20
>     m_pendingConnections[ result ]=20
>       =3D new SocketConnection( *this, s, result, =
&m_connector.getMonitor() );
>=20
>     return true;
>   }
>   catch ( std::exception& ) { return false; }
>=20
>   QF_STACK_POP
> }
> */
> =20
> // new implementation with correct error handling
> bool SocketInitiator::doConnect( const SessionID& s, const Dictionary& =
d )
> { QF_STACK_PUSH(SocketInitiator::doConnect)
>=20
>   try
>   {
>     std::string address;
>     short port =3D 0;
>     Session* session =3D Session::lookupSession( s );
>     if( !session->isSessionTime() ) return false;
>=20
>     Log* log =3D session->getLog();
>=20
>     getHost( s, d, address, port );
>=20
>     log->onEvent( "Connecting to " + address + " on port " + =
IntConvertor::convert((unsigned short)port) );
>     int result =3D m_connector.connect( address, port, m_noDelay );
>     // added error handling ( Reconnect failed if initiator and an =
acceptor are connect locally under Sun Solaris )
>     if (result =3D=3D -1 )
>     {
>       log->onEvent( "Error on Connecting to " + address + " on port " =
+ IntConvertor::convert((unsigned short)port) + ": " + strerror(errno) + =
"(" + IntConvertor::convert(errno) +")" );
>       return false;
>     }
>     // end of modification
>      =20
>=20
>     setPending( s );
>=20
>     m_pendingConnections[ result ]=20
>       =3D new SocketConnection( *this, s, result, =
&m_connector.getMonitor() );
>=20
>     return true;
>   }
>   catch ( std::exception& ) { return false; }
>=20
>   QF_STACK_POP
> }
>=20
> 4) Modifications in SocketConnector::connect (File =
quickfix/src/C++/SocketConnector.cpp):
> // old implementation which does not contain correct error handling, =
quickfix/src/C++/SocketConnector.cpp - Revision 1637
> /*
> int SocketConnector::connect( const std::string& address, int port, =
bool noDelay )
> { QF_STACK_PUSH(SocketConnector::connect)
>=20
>   int socket =3D socket_createConnector();
>=20
>   if ( socket !=3D -1 )
>   {
>     if( noDelay )
>       socket_setsockopt( socket, TCP_NODELAY );
>     m_monitor.addConnect( socket );
>     socket_connect( socket, address.c_str(), port );
>   }
>   return socket;
>=20
>   QF_STACK_POP
> }
> */
>=20
> // new implementation with correct error handling
> int SocketConnector::connect( const std::string& address, int port, =
bool noDelay )
> { QF_STACK_PUSH(SocketConnector::connect)
>=20
>   int socket =3D socket_createConnector();
>=20
>   if ( socket !=3D -1 )
>   {
>     int retVal =3D 0;
>     if( noDelay )
>       retVal =3D socket_setsockopt( socket, TCP_NODELAY );
>    =20
>     if ( retVal =3D=3D 0 )    // everything fine so far
>     {
>       if ( socket_connect( socket, address.c_str(), port ) !=3D 0 && =
errno !=3D EINPROGRESS )=20
>       {
>         socket_close( socket );       =20
>         return -1; =20
>       }
>=20
>       m_monitor.addConnect( socket );
>     }
>     else
>       return -1;
>   }
>   return socket;
>=20
>   QF_STACK_POP
> }
>=20
5) Abstract of modified Fixengine Event Log when initiator and acceptor =
application are running on the same host machine ( host1 ):
>  1 20070122-11:10:29 : Connecting to host1 on port 50002
>  2 20070122-11:10:29 : Initiated logon request
>  3 20070122-11:10:29 : Received logon response
>  4 20070122-11:10:42 : Received logout request
>  5 20070122-11:10:42 : Sending logout response
>  6 20070122-11:10:42 : Disconnecting
>  7 20070122-11:11:00 : Connecting to host1 on port 50002
>  8 20070122-11:11:00 : Error on Connecting to host1 on port 50002: =
Transport endpoint is not connected(134)
>  9 20070122-11:11:30 : Connecting to host1 on port 50002
> 10 20070122-11:11:30 : Error on Connecting to host1 on port 50002: =
Transport endpoint is not connected(134)
> 11 20070122-11:12:00 : Connecting to host1 on port 50002
> 12 20070122-11:12:00 : Initiated logon request>=20
> 13 20070122-11:12:00 : Received logon response
> End of abstract.
>=20
Bye
 Alex

Re: [Quickfix-developers] Field validation problems

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

Hi Andrei,

For fields inside repeating groups, the current QF implementation does not
make this kind of validation that you're expecting.

Thus, your application should be aware and handle this kind of exception to
avoid crashing.

But, following are some changes that I made to the
DataDictionary::iterate(...) method to achieve the result expected and
receive the Reject message reporting the validation failure.

8=3D
FIX.4.4=019=3D229=0135=3DD=0134=3D2=0149=3DP-MEARECLION-KMT=0152=3D20070119=
-17:36:04.730=0156=3DExecutor1=0111=3D8CAEF67868D248628722FCA1B4731A52=0121=
=3D3=0122=3D4=0138=3D100=0140=3D2=0144=3D2700=0148=3DBFMRB3600102=0154=3D1=
=0155=3DA18J07=0160=3D20060830-16:06:39=01453=3D1=01448=3DP-MEARECLION-KMT=
=01447=3DAARS=01452=3D12=0110=3D001=01
8=3D
FIX.4.4=019=3D128=0135=3D3=0134=3D2=0149=3DExecutor1=0152=3D20070119-17:36:=
04.730=0156=3DP-MEARECLION-KMT=0145=3D2=0158=3DIncorrectdata
format for value=01371=3D447=01372=3DD=01373=3D6=0110=3D222=01

// New method signature
void iterate( const FieldMap& map, const MsgType& msgType, bool IsGroup =3D
false );

// implementation
void DataDictionary::iterate( const FieldMap& map, const MsgType& msgType,
bool IsGroup )
{ QF_STACK_PUSH(DataDictionary::iterate)

  int lastField =3D 0;

  FieldMap::iterator i;
  for ( i =3D map.begin(); i !=3D map.end(); ++i )
  {
    const FieldBase& field =3D i->second;
    if( i !=3D map.begin() && (field.getField() =3D=3D lastField) )
      throw RepeatedTag( lastField );
    checkHasValue( field );

    if ( m_hasVersion )
    {
      checkValidFormat( field );
      checkValue( field );
    }

    if ( m_beginString.getValue().length() && shouldCheckTag(field) )
    {
      checkValidTagNumber( field );
      if ( !Message::isHeaderField( field, this )
           && !Message::isTrailerField( field, this ) )
      {
        if (!IsGroup) // workaround
            checkIsInMessage( field, msgType );
        checkGroupCount( field, map, msgType );
      }
    }
    lastField =3D field.getField();
  }

    // iterate through nested repeating groups
    FIX::FieldMap::g_const_iterator g_it =3D map.g_begin();
    for(; g_it !=3D map.g_end(); ++g_it)
    {
        const std::vector<FIX::FieldMap*> & fmvector =3D g_it->second;
        std::vector<FIX::FieldMap*>::const_iterator fmvec_it =3D
fmvector.begin();
        for (; fmvec_it !=3D fmvector.end(); ++fmvec_it)
            iterate(**fmvec_it,msgType,true);
    }

  QF_STACK_POP
}

I had to make the workaround because DataDictionary::m_messageFields is not
loaded with fields in the Groups; this is another more complicated problem,
I hope someone else will solve it in the future.

Regards,
Djalma

On 1/16/07, Andrei Goldchleger <an...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi there,
>
> I sent a message to a QuickFIX application which contained field
> PartyIDSource(447) with an incorrect value: It should be a char, but
> instead contained a string value. The message got through  QuickFIX
> validation and caused the application to crash. The following message
> depicts the problem:
>
> 8=3D
> FIX.4.4|9=3D233|35=3DD|34=3D82|49=3DP-MEARECLION-KMT|52=3D20060830-19:06:=
39.468|56=3DFIXGatewayTI|11=3D8CAEF67868D248628722FCA1B4731A52|21=3D3|22=3D=
4|38=3D100|40=3D2|44=3D2700|48=3DBFMRB3600102|54=3D1|55=3DA18J07|60=3D20060=
830-16:06:39|453=3D1|448=3DP-MEARECLION-KMT|447=3DAARS|452=3D12|10=3D004|
>
> Using QF 1.12.4 via the .NET wrapper:
>
>
> if (partiesGroup.isSetPartyIDSource())
> {
>         partyIDSource =3D partiesGroup.getPartyIDSource
> ().getValue().ToString();
> }
>
>
> We get the following exception:
>
> Source: quickfix_net
> StackTrace: at _CxxThrowException(Void* , _s__ThrowInfo* )
> at FIX.CharConvertor.convert
> (basic_string<char\,std::char_traits<char>\,std::allocator<char>
> >* value)
> at QuickFix.Group.getField(CharField field)
> at QuickFix44.NewOrderSingle.NoPartyIDs.getPartyIDSource()
>
> Am I doing something wrong?
>
> Thanks,
>
> Andrei Goldchleger
>
> -------------------------------------------------------------------------
> 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
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DEVDEV
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Field validation problems

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

Hi there,

I sent a message to a QuickFIX application which contained field
PartyIDSource(447) with an incorrect value: It should be a char, but
instead contained a string value. The message got through  QuickFIX
validation and caused the application to crash. The following message
depicts the problem:

8=FIX.4.4|9=233|35=D|34=82|49=P-MEARECLION-KMT|52=20060830-19:06:39.468|56=FIXGatewayTI|11=8CAEF67868D248628722FCA1B4731A52|21=3|22=4|38=100|40=2|44=2700|48=BFMRB3600102|54=1|55=A18J07|60=20060830-16:06:39|453=1|448=P-MEARECLION-KMT|447=AARS|452=12|10=004|

Using QF 1.12.4 via the .NET wrapper:


if (partiesGroup.isSetPartyIDSource())
{
	partyIDSource = partiesGroup.getPartyIDSource().getValue().ToString();
}


We get the following exception:

Source: quickfix_net
StackTrace: at _CxxThrowException(Void* , _s__ThrowInfo* )
at FIX.CharConvertor.convert(basic_string<char\,std::char_traits<char>\,std::allocator<char>
>* value)
at QuickFix.Group.getField(CharField field)
at QuickFix44.NewOrderSingle.NoPartyIDs.getPartyIDSource()

Am I doing something wrong?

Thanks,

Andrei Goldchleger

Re: [Quickfix-developers] Acceptor and fork

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

Shared memory and a mutex can be used to replace the static data.

I agree that the fork approach would bring more robustness to the FIX Engine
and the application, but probably with lower performance due to the IPC
requirements to synchronize data within the sessions. The multi-threading
approach should be much faster; the robustness can be achieved with suitable
error handling in the application.

Djalma Santos Filho

On 1/15/07, Caleb Epstein <cal...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> On 1/15/07, Ste...@de... > However, I have a
> UNIX environment and I want to use something like
> > following code example.
> > Anyone knows if there is a way or better a sample to do this with QF.
> > I think it is a new acceptor implementation.
> >
> > [ snip code using fork ]
>
> I think this would have to be a new Acceptor implementation.  It ought
> to work fine, but you'd be faced with the problem that you could not
> detect duplicate connections to the same session.  The threaded
> approach allows static data structures to be shared across all
> sessions, so the Acceptor can determine if a second client tries to
> login using the same credentials as another, currently-active session.
> With this forked approach, you'd need to use some other technique
> (file locking perhaps) to provide this safeguard.
>
> --
> Caleb Epstein
>
> -------------------------------------------------------------------------
> 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
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> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Subscribe/Publish logic

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

On 1/15/07, Matt Carlucci <MJC...@ms...> wrote:

> Thank you Carl. I'm starting to see some light. One thing I cam across was

Its Caleb.  But you're welcome :)

> the FAST Protocol. I read the spec and scanned several other docs.  It
> appears that Fast would resolve any possible latency issues when sending
> large amounts of messages.

Yes, FAST is a much more optimal encoding for things like market data.
 That said, a simple fixed-field-width text message is also pretty
optimal and used for most major exchange feeds at the present time.

> Does QuickFix offer the Fast Encoding/Decoding methods or is there any
> immediatae plans to implement it?

No, QuickFIX doesn't support FAST, but there is a very nice reference
implementation written in C available on the FIX Protocol web site:

    http://www.fixprotocol.org/fast/

-- 
Caleb Epstein

Re: [Quickfix-developers] Subscribe/Publish logic

[Matt C. <MJC...@ms...>]

Caleb Epstein wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> On 1/5/07, mjc2k <MJC...@ms...> wrote:
> 
>> Does quickfix handle Subscribe/Publish logic or is this required by the
>> developer.
> 
> You'd need to handle this yourself.  QuickFIX gives you a FIX engine
> you can use to send/receive messages (with associated persistence,
> recovery, etc), but any logic you want on top of these messages will
> need to be written by you.  This would include like maintaining an
> order book, this "subscription" list you refer to, etc.
> 
>> I want to be able to pubish realtime prices from our Feed to the clients
>> that subscribe. Not sure if I need my own message types or if one is
>> already
>> supplied.
> 
> FIX4.2 and later include Market Data messages, but if performance is a
> concern FIX might not be a very good choice for distributing market
> data.
> 
> -- 
> Caleb Epstein
> 
> -------------------------------------------------------------------------
> 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
> 
> 


Thank you Carl. I'm starting to see some light. One thing I cam across was
the FAST Protocol. I read the spec and scanned several other docs.  It
appears that Fast would resolve any possible latency issues when sending
large amounts of messages.  

The example provided contains several messages totaling 354 bytes. Typical
compression is 2:1, where as using the encoding method was only 67 bytes 5:1
ratio. 

Does QuickFix offer the Fast Encoding/Decoding methods or is there any
immediatae plans to implement it? 

Regards
Matt Carlucci



-- 
View this message in context: http://www.nabble.com/Subscribe-Publish-logic-tf2928739.html#a8377721
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Acceptor and fork

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

On 1/15/07, Ste...@de... > However, I have a
UNIX environment and I want to use something like
> following code example.
> Anyone knows if there is a way or better a sample to do this with QF.
> I think it is a new acceptor implementation.
>
> [ snip code using fork ]

I think this would have to be a new Acceptor implementation.  It ought
to work fine, but you'd be faced with the problem that you could not
detect duplicate connections to the same session.  The threaded
approach allows static data structures to be shared across all
sessions, so the Acceptor can determine if a second client tries to
login using the same credentials as another, currently-active session.
 With this forked approach, you'd need to use some other technique
(file locking perhaps) to provide this safeguard.

-- 
Caleb Epstein

[Quickfix-developers] Nik Volpe is currently out of the office.

[Nick V. <ni...@ad...>]

I will be out of the office starting  15/01/2007 and will not return until
22/01/2007.

I will have limited access to email so will respond to your message when I
return.  For urgent matters, please call +44 79 80 03 56 94.

Thanks.


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[Quickfix-developers] Acceptor and fork

[<Ste...@de...>]

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Re: [Quickfix-developers] Subscribe/Publish logic

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

On 1/5/07, mjc2k <MJC...@ms...> wrote:

> Does quickfix handle Subscribe/Publish logic or is this required by the
> developer.

You'd need to handle this yourself.  QuickFIX gives you a FIX engine
you can use to send/receive messages (with associated persistence,
recovery, etc), but any logic you want on top of these messages will
need to be written by you.  This would include like maintaining an
order book, this "subscription" list you refer to, etc.

> I want to be able to pubish realtime prices from our Feed to the clients
> that subscribe. Not sure if I need my own message types or if one is already
> supplied.

FIX4.2 and later include Market Data messages, but if performance is a
concern FIX might not be a very good choice for distributing market
data.

-- 
Caleb Epstein

Re: [Quickfix-developers] file descriptor/memory leakin ThreadedSocketInitiator

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

Good call.  Would you be able to do an overnight test with this to  
verify the problem goes away?

--oren

On Jan 8, 2007, at 10:39 AM, Alex Shterenberg wrote:

> Oren,
>
> I looked at the latest code in the repository and revision 1725 and
> found that the problem still exists.
>
> The fix you are referring to tries (I think) to address socket cleanup
> inside of ThreadedSocketConnection.
>
> The problem occurs prior to the creation of the  
> ThreadedSocketConnection
> instance, when doConnect returns without cleaning up the socket. I  
> fixed
> it by inserting "socket_close( socket );":
>
>     int socket = socket_createConnector();
>
>     if( socket_connect(socket, address.c_str(), port) < 0 )
>     {
>       log->onEvent( "Connection failed" );
>       socket_close( socket );
>       return false;
>     }
>
>     log->onEvent( "Connection succeeded" );
>
>     ThreadedSocketConnection* pConnection =
>       new ThreadedSocketConnection( s, socket, getApplication(), *this
> );
>
> Alex

Re: [Quickfix-developers] file descriptor/memory leak in ThreadedSocketInitiator

[Alex S. <al...@ya...>]

Oren,

I looked at the latest code in the repository and
revision 1725 and found that the problem still exists.

The fix you are referring to tries (I think) to
address socket cleanup inside of
ThreadedSocketConnection.

The problem occurs prior to the creation of the
ThreadedSocketConnection instance, when doConnect
returns without cleaning up the socket. I fixed it by
inserting "socket_close( socket );": 

    int socket = socket_createConnector();

    if( socket_connect(socket, address.c_str(), port)
< 0 )
    {
      log->onEvent( "Connection failed" );
      socket_close( socket );
      return false;
    }

    log->onEvent( "Connection succeeded" );

    ThreadedSocketConnection* pConnection =
      new ThreadedSocketConnection( s, socket,
getApplication(), *this );

Alex

--- Oren Miller <or...@qu...> wrote:

> Alex, what version of QuickFIX are you using?
> 
> > Hi,
> >
> > We left our application running over the holidays
> > continuously trying to reconnect to a server and
> > failing. When we came back, the whole server
> seemed to
> > be broken. All applications were failing because
> they
> > could not allocate any file descriptors from the
> OS
> > (Windows Server 2003)
> 
> 


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Re: [Quickfix-developers] file descriptor/memory leak in ThreadedSocketInitiator

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

It looks like this was probably fixed in the repository.  I'm  
referring to this revision:

r1725 | orenmnero | 2006-08-21 18:48:22 -0500 (Mon, 21 Aug 2006) | 1  
line
Initialize m_disconnect in constructors, fixes bug where file  
descriptors do not get released (Bill Robert)

Can one of you verify this is the same problem and that the fix  
resolves it?

--oren

On Jan 8, 2007, at 9:08 AM, Rich Holm wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> We recently did an upgrade in our development tree and are seeing the
> problem with 1.20.4.  I don't believe it was a problem in previous  
> versions
> as we leave our production servers running all the time.
>
> Cheers,
> Rich
>
>
>
> Oren Miller wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Alex, what version of QuickFIX are you using?
>>
>>
>>> Hi,
>>>
>>> We left our application running over the holidays
>>> continuously trying to reconnect to a server and
>>> failing. When we came back, the whole server seemed to
>>> be broken. All applications were failing because they
>>> could not allocate any file descriptors from the OS
>>> (Windows Server 2003)
>>>
>>
>>
>> --------------------------------------------------------------------- 
>> ----
>> 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
>>
>
>
>
> This message is intended only for the personal and confidential use  
> of the recipients named above.
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> received this email in error and any review,
> dissemination, distribution or copying is strictly prohibited. If  
> you have received this email in error,
> please notify the sender immediately by return email and  
> permanently delete the copy you received.
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> This message is provided for informational purposes and should not  
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> share your
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>

Re: [Quickfix-developers] file descriptor/memory leak in ThreadedSocketInitiator

[Rich H. <rh...@st...>]

We recently did an upgrade in our development tree and are seeing the
problem with 1.20.4.  I don't believe it was a problem in previous versions
as we leave our production servers running all the time.

Cheers,
Rich



Oren Miller wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Alex, what version of QuickFIX are you using?
>
>   
>> Hi,
>>
>> We left our application running over the holidays
>> continuously trying to reconnect to a server and
>> failing. When we came back, the whole server seemed to
>> be broken. All applications were failing because they
>> could not allocate any file descriptors from the OS
>> (Windows Server 2003)
>>     
>
>
> -------------------------------------------------------------------------
> 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
>   



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