quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Problem with Session::send (const std::string& string)

[Wjack07 <ck...@gm...>]

Hi: 

I am trying to trim the latency of sending message by using as less overhead
as possible.

But I met some weird issue, and have no clue so far. Hope anyone has some
idea.


Basically, instead of using FIX::Session::sendtotarget ( Message& message)

One can use  FIX::Session::send ( Message& message)*

*But the SessionID needs to be set up first. this can be done separately.
But once it is done, we can save this step for every to-be-sent message
after (in QuickFIX, it check the sesseionID every time when a message is to
be sent, and this slows down a little bit.) 


Furthermore, one can even use FIX::Session::sendRaw (Message& message)**
And this can further save few steps

**sendRaw in session.h is in "private" category, so the .h file needs to be
modified a bit before using.


To push further, I tried FIX::Session::send ( const std::string& string )***

*** again, it is in "private category" so the .h file needs to be modified.
Also the string should be well defined before head (for example, from
message.ToString). The MegSeqNum issue also needs to be considered.

So far so good, and I did successfully send out the message by this way.
By using FIX::Session::send ( const std::string& string ), the latency for
sending message is significantly reduced.

BUT, here is the problem.

if I do message.ToString > FIX::Session::send ( const std::string& string ), 
then the message is sent successfully.
if I do message.ToString > modify this string (for example, COrderID from
12345 to 54321)> FIX::Session::send ( const std::string& string ), the
message will be written on the log file (or shown on the screen logger)
saying it is outgoing, but the server would never respond, which suggesting
this message want sent out.

What is interesting is, if I do 
do message.ToString > modify this string (COrderID from 12345 to 54321 by
string.erase and then string insert)> modify this string (COrderID from
54321 back to 12345) > FIX::Session::send ( const std::string& string )  
then this is successful.

This is very weird to me, and it seems the message.ToString automatically
set up some flag, and the FIX::Session::send will check that flag (to see if
message and message.ToString are matched). 
I read hose code, but didnt find such a thing.

So, my question is, 
why the modification after message.ToString makes FIX::Session::send ( const
std::string& string ) failed?

Many thanks
Wjack





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[Quickfix-developers] current release?

[John S. <sch...@gl...>]

Looking at the Downloads page at quickfixengine.org, the latest release
there is 1.13.3. This appears to be about 4 years old.

It looks like active development moved from sourceforge to github at some
point after that, and the github repo appears to be actively updated. There
are, however, no releases or tags more current than 1.13.3.

What do people do if they want the latest stable release? Do they just pull
from the github master? Or is there somewhere else to go for something like
a current stable/versioned release?

[Quickfix-developers] QuickFIX/Go

[Chris B. <cb...@co...>]

Hello,

I'm happy to announce the release of QuickFIX/Go- a port of QuickFIX to
idiomatic Go.

QuickFIX/Go is released under same QuickFIX license used by QuickFIX and
its other derivative ports.  Full source can be found on github

https://github.com/quickfixgo/quickfix

QuickFIX/Go is an ongoing project.  To date, all acceptance tests from the
original QuickFIX project have been ported and pass successfully.

What is Go?

Go, also called golang, is a programming language initially developed at
Google in 2007 by Robert Griesemer, Rob Pike, and Ken Thompson.  It is a
statically-typed language with syntax loosely derived from that of C,
adding garbage collected memory management, type safety, some dynamic
typing capabilities, additional built-in types such as variable-length
arrays and key-value maps, and a large standard library.

Why use Go?

Go is expressive, concise, clean, and efficient. Its concurrency mechanisms
make it easy to write programs that get the most out of multicore and
networked machines, while its novel type system enables flexible and
modular program construction. Go compiles quickly to machine code yet has
the convenience of garbage collection and the power of run-time reflection.
It's a fast, statically typed, compiled language that feels like a
dynamically typed, interpreted language.

QuickFIX would not be possible without the backing and support of QuickFIX
and its creator Oren Miller.  Many thanks also to Jim Downs and the team at
Connamara Systems.

-- 
Chris Busbey
Connamara Systems, LLC

Re: [Quickfix-developers] Need help with QuickFIX 4.4 C++

[K. F. <kfr...@gm...>]

Hello fixuser2!

It looks like your linker isn't finding your FIX library, perhaps
either because you're not specifying the FIX library in your build
command, or the library isn't where it ought to be.

But we would need more detail not to be just guessing.

Further comments in line, below:

On Mon, May 5, 2014 at 3:43 AM, fixuser2 <ama...@yo...> wrote:
>
> All,
>
> I'm trying to learn QuickFIX and wrote a small program below. I want to use
> QuickFIX to generate FIX messages. When I tried to compile it, I'm getting
> errors messages that I couldn't figure out. Your help will be greatly
> appreciated. Thank in advance.

First, it would be helpful is you could provide more detail about what
you are doing.  Where did you get QuickFIX, and how and where did
you install it?

What platform are you running on?  (I see a "/tmp" so I might guess
some version of linux.)

What toolchain (compiler suite) are you using?  (It looks like gcc, but
what version from where?)

What build command did you use to compile / link your test program?

> #include <iostream>
> #include "quickfix/Message.h"
> #include "quickfix/fix44/NewOrderSingle.h"
>
> using std::cout;
> using std::endl;
>
> int main( int argc, char *argv[] )
> {
>         time_t currentTime;
>
>         time( &currentTime );
>
>         FIX44::NewOrderSingle *newOrder = new FIX44::NewOrderSingle(
> FIX::ClOrdID( "1234" ), FIX::Side( FIX::Side_BUY ),
>                                         FIX::TransactTime(
> FIX::UtcTimeStamp( currentTime ) ), FIX::OrdType( FIX::OrdType_MARKET ) );
>
> }

Assuming that your build command first compiles and then links
your test program, it appears that your compile is successfully
finding the QuickFIX header files.  So it appears that you have
QuickFIX at least partly installed, with its header files in a known
location in your include path, or properly pointed to in your compile
command.

> /tmp/ccSks0a9.o: In function `FIX::DateTime::fromUtcTimeT(long, int)':
> tstquickfix.cpp:(.text._ZN3FIX8DateTime12fromUtcTimeTEli[FIX::DateTime::fromUtcTimeT(long,
> int)]+0x22): undefined reference to `FIX::time_gmtime(long const*)'

This says that at link time your object file /tmp/ccSks0a9.o (so
something got compiled successfully from source) has a reference
to a QuickFIX function that the linker can't find.

This suggests that either you haven't installed a compiled version
of QuickFIX on your system (you do appear to have the headers),
or you do have it installed, but your toolchain and /or build command
doesn't know where it is.

> /tmp/ccSks0a9.o: In function
> `FIX::message_order::message_order(FIX::message_order const&)':
> tstquickfix.cpp:(.text._ZN3FIX13message_orderC2ERKS0_[_ZN3FIX13message_orderC5ERKS0_]+0x36):
> undefined reference to `FIX::message_order::operator=(FIX::message_order
> const&)'

Again, the rest of the errors you posted are link-time missing symbol
errors.

> ...

Just guessing -- again we would need more detail to be able to help you
further -- but one possibility is that you only installed the source
distribution
for QuickFIX.  (That would explain why you have the headers but not the
compiled library.)  If this were the case you would need either to build your
own copy of the library from the source you have, or to find and download a
pre-built binary version of QuickFIX (that is compatible with your platform
and toolchain).


Good luck


K. Frank

[Quickfix-developers] Need help with QuickFIX 4.4 C++

[fixuser2 <ama...@ya...>]

All,

I'm trying to learn QuickFIX and wrote a small program below. I want to use
QuickFIX to generate FIX messages. When I tried to compile it, I'm getting
errors messages that I couldn't figure out. Your help will be greatly
appreciated. Thank in advance.

#include <iostream>
#include "quickfix/Message.h"
#include "quickfix/fix44/NewOrderSingle.h"

using std::cout;
using std::endl;

int main( int argc, char *argv[] )
{
        time_t currentTime;

        time( &currentTime );

        FIX44::NewOrderSingle *newOrder = new FIX44::NewOrderSingle(
FIX::ClOrdID( "1234" ), FIX::Side( FIX::Side_BUY ), 
                                        FIX::TransactTime(
FIX::UtcTimeStamp( currentTime ) ), FIX::OrdType( FIX::OrdType_MARKET ) );

}


/tmp/ccSks0a9.o: In function `FIX::DateTime::fromUtcTimeT(long, int)':
tstquickfix.cpp:(.text._ZN3FIX8DateTime12fromUtcTimeTEli[FIX::DateTime::fromUtcTimeT(long,
int)]+0x22): undefined reference to `FIX::time_gmtime(long const*)'
/tmp/ccSks0a9.o: In function
`FIX::message_order::message_order(FIX::message_order const&)':
tstquickfix.cpp:(.text._ZN3FIX13message_orderC2ERKS0_[_ZN3FIX13message_orderC5ERKS0_]+0x36):
undefined reference to `FIX::message_order::operator=(FIX::message_order
const&)'
/tmp/ccSks0a9.o: In function `FIX::FieldMap::FieldMap(FIX::message_order
const&)':
tstquickfix.cpp:(.text._ZN3FIX8FieldMapC2ERKNS_13message_orderE[_ZN3FIX8FieldMapC5ERKNS_13message_orderE]+0x18):
undefined reference to `vtable for FIX::FieldMap'
/tmp/ccSks0a9.o: In function `FIX::Message::Message(FIX::BeginString const&,
FIX::MsgType const&)':
tstquickfix.cpp:(.text._ZN3FIX7MessageC2ERKNS_11BeginStringERKNS_7MsgTypeE[_ZN3FIX7MessageC5ERKNS_11BeginStringERKNS_7MsgTypeE]+0x15f):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageC2ERKNS_11BeginStringERKNS_7MsgTypeE[_ZN3FIX7MessageC5ERKNS_11BeginStringERKNS_7MsgTypeE]+0x16f):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageC2ERKNS_11BeginStringERKNS_7MsgTypeE[_ZN3FIX7MessageC5ERKNS_11BeginStringERKNS_7MsgTypeE]+0x17b):
undefined reference to `FIX::FieldMap::~FieldMap()'
/tmp/ccSks0a9.o: In function `FIX::Message::~Message()':
tstquickfix.cpp:(.text._ZN3FIX7MessageD2Ev[_ZN3FIX7MessageD5Ev]+0x26):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageD2Ev[_ZN3FIX7MessageD5Ev]+0x36):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageD2Ev[_ZN3FIX7MessageD5Ev]+0x42):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageD2Ev[_ZN3FIX7MessageD5Ev]+0x6f):
undefined reference to `FIX::FieldMap::~FieldMap()'
tstquickfix.cpp:(.text._ZN3FIX7MessageD2Ev[_ZN3FIX7MessageD5Ev]+0x80):
undefined reference to `FIX::FieldMap::~FieldMap()'
/tmp/ccSks0a9.o:(.rodata._ZTIN3FIX7MessageE[typeinfo for
FIX::Message]+0x10): undefined reference to `typeinfo for FIX::FieldMap'
collect2: ld returned 1 exit status






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Re: [Quickfix-developers] Generate script broken for c++?

[Asher N. <ash...@gm...>]

So I went ahead and did some digging, and this appears to be a problem with
Ruby.

Firstly, I discovered that code generation is now handled by various
GeneratorXX.rb ruby scripts. I've not seen that documented or mentioned
anywhere.

Secondly, the Ruby 'print' function appears to be the culprit adding
brackets [ and quotation marks ". It's worth mentioning that I know zero
about Ruby.

I made the following changes to GeneratorCPP.rb to get things to compile:

diff --git a/spec/GeneratorCPP.rb b/spec/GeneratorCPP.rb
index ed9fd2f..244ba33 100644
--- a/spec/GeneratorCPP.rb
+++ b/spec/GeneratorCPP.rb
@@ -106,8 +106,8 @@ class GeneratorCPP
     @f.puts "class " + name + ": public FIX::Group"
     @f.puts "{"
     @f.puts "public:"
-    @f.print name + "() : FIX::Group(" + number + "," + delim + "," +
"FIX::message_order("
-    order.each { |field| @f.printInline field + "," }
+    @f.puts name + "() : FIX::Group(" + number + "," + delim + "," +
"FIX::message_order("
+    order.each { |field| @f.putsInline field + "," }
     @f.putsInline "0)) {}"
   end

@@ -144,7 +144,7 @@ class GeneratorCPP
       @f.indent
       required.each_index { |i|
         field = required[i]
-        @f.print "const FIX::" + field + "& a" + field
+        @f.puts "const FIX::" + field + "& a" + field
         if(i != required.size-1)
           @f.putsInline ","
         else

That results in the generated files containing some extraneous newlines
(which puts inserts but print does not), but otherwise everything appears
to work.

I'm not going to do any more research on this assuming my correction works,
but I wanted to let the community know what I found.

Thanks,

Asher


On Tue, Apr 22, 2014 at 11:50 AM, Asher Newcomer <ash...@gm...> wrote:

> Apologies for the typo - clearly the errors occur after I run the
> generate.sh script in the spec directory, not the configure script.
>
> Thanks
>
>
> ---------- Forwarded message ----------
> From: Asher Newcomer <ash...@gm...>
> Date: Tue, Apr 22, 2014 at 11:16 AM
> Subject: Generate script broken for c++?
> To: qui...@li...
>
>
> Hi All,
>
> I'm attempting to make some very simple changes to the FIX field
> definitions in Quickfix, but the generate.sh script seems to be producing
> invalid code.
>
> I have no problem compiling and using the source code directly from the
> repo (bootstrap, configure, make).
>
> However, if I first run the configure.sh script in the spec directory, I
> receive errors on a subsequent build because the xsl seems to insert 'bad'
> characters into the code. This is prior to me making any changes. Diff on a
> couple files as follows:
>
> diff --git a/quickfix/src/C++/fix42/Advertisement.h
> b/quickfix/src/C++/fix42/Advertisement.h
> index 71391af..eca39fd 100644
> --- a/quickfix/src/C++/fix42/Advertisement.h
> +++ b/quickfix/src/C++/fix42/Advertisement.h
> @@ -16,11 +16,11 @@ namespace FIX42
>      static FIX::MsgType MsgType() { return FIX::MsgType("7"); }
>
>      Advertisement(
> -      const FIX::AdvId& aAdvId,
> -      const FIX::AdvTransType& aAdvTransType,
> -      const FIX::Symbol& aSymbol,
> -      const FIX::AdvSide& aAdvSide,
> -      const FIX::Shares& aShares )
> +      ["const FIX::AdvId& aAdvId"],
> +      ["const FIX::AdvTransType& aAdvTransType"],
> +      ["const FIX::Symbol& aSymbol"],
> +      ["const FIX::AdvSide& aAdvSide"],
> +      ["const FIX::Shares& aShares"] )
>      : Message(MsgType())
>      {
>        set(aAdvId);
> diff --git a/quickfix/src/C++/fix42/Allocation.h
> b/quickfix/src/C++/fix42/Allocation.h
> index d5d876e..dced96d 100644
> --- a/quickfix/src/C++/fix42/Allocation.h
> +++ b/quickfix/src/C++/fix42/Allocation.h
> @@ -16,13 +16,13 @@ namespace FIX42
>      static FIX::MsgType MsgType() { return FIX::MsgType("J"); }
>
>      Allocation(
> -      const FIX::AllocID& aAllocID,
> -      const FIX::AllocTransType& aAllocTransType,
> -      const FIX::Side& aSide,
> -      const FIX::Symbol& aSymbol,
> -      const FIX::Shares& aShares,
> -      const FIX::AvgPx& aAvgPx,
> -      const FIX::TradeDate& aTradeDate )
> +      ["const FIX::AllocID& aAllocID"],
> +      ["const FIX::AllocTransType& aAllocTransType"],
> +      ["const FIX::Side& aSide"],
> +      ["const FIX::Symbol& aSymbol"],
> +      ["const FIX::Shares& aShares"],
> +      ["const FIX::AvgPx& aAvgPx"],
> +      ["const FIX::TradeDate& aTradeDate"] )
>
>
> Any ideas why the brackets and quotations marks are being generated? Any
> ideas what I can do to sort this out?
>
> I'd very much appreciate any insight anyone can offer, as I'm not eager to
> go spelunking through the XSL.
>
> Regards,
>
> Asher
>
>

Re: [Quickfix-developers] Generate script broken for c++?

[Asher N. <ash...@gm...>]

Apologies for the typo - clearly the errors occur after I run the
generate.sh script in the spec directory, not the configure script.

Thanks

---------- Forwarded message ----------
From: Asher Newcomer <ash...@gm...>
Date: Tue, Apr 22, 2014 at 11:16 AM
Subject: Generate script broken for c++?
To: qui...@li...


Hi All,

I'm attempting to make some very simple changes to the FIX field
definitions in Quickfix, but the generate.sh script seems to be producing
invalid code.

I have no problem compiling and using the source code directly from the
repo (bootstrap, configure, make).

However, if I first run the configure.sh script in the spec directory, I
receive errors on a subsequent build because the xsl seems to insert 'bad'
characters into the code. This is prior to me making any changes. Diff on a
couple files as follows:

diff --git a/quickfix/src/C++/fix42/Advertisement.h
b/quickfix/src/C++/fix42/Advertisement.h
index 71391af..eca39fd 100644
--- a/quickfix/src/C++/fix42/Advertisement.h
+++ b/quickfix/src/C++/fix42/Advertisement.h
@@ -16,11 +16,11 @@ namespace FIX42
     static FIX::MsgType MsgType() { return FIX::MsgType("7"); }

     Advertisement(
-      const FIX::AdvId& aAdvId,
-      const FIX::AdvTransType& aAdvTransType,
-      const FIX::Symbol& aSymbol,
-      const FIX::AdvSide& aAdvSide,
-      const FIX::Shares& aShares )
+      ["const FIX::AdvId& aAdvId"],
+      ["const FIX::AdvTransType& aAdvTransType"],
+      ["const FIX::Symbol& aSymbol"],
+      ["const FIX::AdvSide& aAdvSide"],
+      ["const FIX::Shares& aShares"] )
     : Message(MsgType())
     {
       set(aAdvId);
diff --git a/quickfix/src/C++/fix42/Allocation.h
b/quickfix/src/C++/fix42/Allocation.h
index d5d876e..dced96d 100644
--- a/quickfix/src/C++/fix42/Allocation.h
+++ b/quickfix/src/C++/fix42/Allocation.h
@@ -16,13 +16,13 @@ namespace FIX42
     static FIX::MsgType MsgType() { return FIX::MsgType("J"); }

     Allocation(
-      const FIX::AllocID& aAllocID,
-      const FIX::AllocTransType& aAllocTransType,
-      const FIX::Side& aSide,
-      const FIX::Symbol& aSymbol,
-      const FIX::Shares& aShares,
-      const FIX::AvgPx& aAvgPx,
-      const FIX::TradeDate& aTradeDate )
+      ["const FIX::AllocID& aAllocID"],
+      ["const FIX::AllocTransType& aAllocTransType"],
+      ["const FIX::Side& aSide"],
+      ["const FIX::Symbol& aSymbol"],
+      ["const FIX::Shares& aShares"],
+      ["const FIX::AvgPx& aAvgPx"],
+      ["const FIX::TradeDate& aTradeDate"] )


Any ideas why the brackets and quotations marks are being generated? Any
ideas what I can do to sort this out?

I'd very much appreciate any insight anyone can offer, as I'm not eager to
go spelunking through the XSL.

Regards,

Asher

[Quickfix-developers] Generate script broken for c++?

[Asher N. <ash...@gm...>]

Hi All,

I'm attempting to make some very simple changes to the FIX field
definitions in Quickfix, but the generate.sh script seems to be producing
invalid code.

I have no problem compiling and using the source code directly from the
repo (bootstrap, configure, make).

However, if I first run the configure.sh script in the spec directory, I
receive errors on a subsequent build because the xsl seems to insert 'bad'
characters into the code. This is prior to me making any changes. Diff on a
couple files as follows:

diff --git a/quickfix/src/C++/fix42/Advertisement.h
b/quickfix/src/C++/fix42/Advertisement.h
index 71391af..eca39fd 100644
--- a/quickfix/src/C++/fix42/Advertisement.h
+++ b/quickfix/src/C++/fix42/Advertisement.h
@@ -16,11 +16,11 @@ namespace FIX42
     static FIX::MsgType MsgType() { return FIX::MsgType("7"); }

     Advertisement(
-      const FIX::AdvId& aAdvId,
-      const FIX::AdvTransType& aAdvTransType,
-      const FIX::Symbol& aSymbol,
-      const FIX::AdvSide& aAdvSide,
-      const FIX::Shares& aShares )
+      ["const FIX::AdvId& aAdvId"],
+      ["const FIX::AdvTransType& aAdvTransType"],
+      ["const FIX::Symbol& aSymbol"],
+      ["const FIX::AdvSide& aAdvSide"],
+      ["const FIX::Shares& aShares"] )
     : Message(MsgType())
     {
       set(aAdvId);
diff --git a/quickfix/src/C++/fix42/Allocation.h
b/quickfix/src/C++/fix42/Allocation.h
index d5d876e..dced96d 100644
--- a/quickfix/src/C++/fix42/Allocation.h
+++ b/quickfix/src/C++/fix42/Allocation.h
@@ -16,13 +16,13 @@ namespace FIX42
     static FIX::MsgType MsgType() { return FIX::MsgType("J"); }

     Allocation(
-      const FIX::AllocID& aAllocID,
-      const FIX::AllocTransType& aAllocTransType,
-      const FIX::Side& aSide,
-      const FIX::Symbol& aSymbol,
-      const FIX::Shares& aShares,
-      const FIX::AvgPx& aAvgPx,
-      const FIX::TradeDate& aTradeDate )
+      ["const FIX::AllocID& aAllocID"],
+      ["const FIX::AllocTransType& aAllocTransType"],
+      ["const FIX::Side& aSide"],
+      ["const FIX::Symbol& aSymbol"],
+      ["const FIX::Shares& aShares"],
+      ["const FIX::AvgPx& aAvgPx"],
+      ["const FIX::TradeDate& aTradeDate"] )


Any ideas why the brackets and quotations marks are being generated? Any
ideas what I can do to sort this out?

I'd very much appreciate any insight anyone can offer, as I'm not eager to
go spelunking through the XSL.

Regards,

Asher

Re: [Quickfix-developers] Connection between servers

[Grant B. <gbi...@co...>]

Every QuickFIX connection is between an Initiator object and an Acceptor
object.  These are analogous to a client and server, in that an Acceptor
waits for an Initiator to connect.  Clients usually use Initiators and
servers usually use Acceptors.

​A client application can connect to two servers by creating two
Initiators.  Each Initiator will have its own session configuration (the
config file can contain multiple session configs).

Two server applications can connect to each other via FIX, but one's going
to have to use an Initiator and the other will use an Acceptor.  Using FIX
is right approach here; if the servers are controlled by the same firm then
maybe they should use something else on an internal network.



On Sat, Apr 12, 2014 at 1:38 PM, 刘琛 <cli...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi guys,
>
>     I am now working on a project using QuickFix. There are multi-clients
> which need to connect two servers at the same time. How can these two
> servers communicate with each other? How can clients connect to two servers
> at the same time?  Using threads?
>
>     Best wishes,
>
>     Chen
>
>
>
>
> ------------------------------------------------------------------------------
> Put Bad Developers to Shame
> Dominate Development with Jenkins Continuous Integration
> Continuously Automate Build, Test & Deployment
> Start a new project now. Try Jenkins in the cloud.
> http://p.sf.net/sfu/13600_Cloudbees
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

[Quickfix-developers] Connection between servers

[刘琛 <cli...@gm...>]

Hi guys,

    I am now working on a project using QuickFix. There are multi-clients
which need to connect two servers at the same time. How can these two
servers communicate with each other? How can clients connect to two servers
at the same time?  Using threads?

    Best wishes,

    Chen

Re: [Quickfix-developers] Getting TradeCaptureReportRequestAck message for TradeCaptureReportRequest and getting error : <event> Message 3 Rejected: Tag appears more than once (Field=524)

[Grant B. <gbi...@co...>]

I suspect a config problem.  Make sure your config has both
"UseDataDictionary=Y" and "DataDictionary=path/to/your/FIX44.xml".


On Fri, Apr 4, 2014 at 5:31 AM, James Downs <jc...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Saha,
> If you are using QuickFIX/n you would be better served to post you
> question to the QuickFIX/n mailing list.
>
> http://quickfixn.org/help
>
> Jim
>
>
> On Thu, Apr 3, 2014 at 5:31 PM, Saha Binoy <Bin...@sr...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>  Hi,
>>
>> I am sending TradeCaptureReportRequest (35=AD) and getting
>> TradeCaptureReportRequestAck message in Message Crack (API method). Also I
>> am getting error message as " <event> Message 3 Rejected: Tag appears more
>> than once (Field=524)". I am using latest QuickFix FIX44.xml. I am using is
>> QuickFIXn library v 1.5 (https://github.com/connamara/quickfixn). I hope
>> this the latest code. Your help is highly appreciated.
>>
>>
>>
>> Thanks
>>
>> Ben
>>
>>
>> ------------------------------------------------------------------------------
>>
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> --
>
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://www.connamara.com <http://connamara.com/>
>
>
> ------------------------------------------------------------------------------
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

Re: [Quickfix-developers] Getting TradeCaptureReportRequestAck message for TradeCaptureReportRequest and getting error : <event> Message 3 Rejected: Tag appears more than once (Field=524)

[James D. <jc...@co...>]

Saha,
If you are using QuickFIX/n you would be better served to post you question
to the QuickFIX/n mailing list.

http://quickfixn.org/help

Jim


On Thu, Apr 3, 2014 at 5:31 PM, Saha Binoy <Bin...@sr...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi,
>
> I am sending TradeCaptureReportRequest (35=AD) and getting
> TradeCaptureReportRequestAck message in Message Crack (API method). Also I
> am getting error message as " <event> Message 3 Rejected: Tag appears more
> than once (Field=524)". I am using latest QuickFix FIX44.xml. I am using is
> QuickFIXn library v 1.5 (https://github.com/connamara/quickfixn). I hope
> this the latest code. Your help is highly appreciated.
>
>
>
> Thanks
>
> Ben
>
>
> ------------------------------------------------------------------------------
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 

*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://www.connamara.com <http://connamara.com/>

[Quickfix-developers] Getting TradeCaptureReportRequestAck message for TradeCaptureReportRequest and getting error : <event> Message 3 Rejected: Tag appears more than once (Field=524)

[Saha B. <Bin...@sr...>]

Hi,
I am sending TradeCaptureReportRequest (35=AD) and getting TradeCaptureReportRequestAck message in Message Crack (API method). Also I am getting error message as " <event> Message 3 Rejected: Tag appears more than once (Field=524)". I am using latest QuickFix FIX44.xml. I am using is QuickFIXn library v 1.5 (https://github.com/connamara/quickfixn). I hope this the latest code. Your help is highly appreciated.

Thanks
Ben

Re: [Quickfix-developers] Non-MSVCbuild(wasRe:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Ok, great! I'll check it out. Thanks



------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/25/2014 5:46:17 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVCbuild(wasRe:quickfixjmultiplesessions only diff Port)

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

Hello Maz!

On Tue, Mar 25, 2014 at 3:39 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Quick question; is this the XML package you used in your GCC project?
>
>  http://xmlsoft.org/index.html 

Yes, I believe it is, although I am not certain.

I used a pre-built version of libxml2 that I downloaded (I think) from
here:

    http://www.stats.ox.ac.uk/pub/Rtools/R215x.html 
    http://www.stats.ox.ac.uk/pub/Rtools/goodies/multilib/Old/local215.zip 

I speculate that

    http://www.stats.ox.ac.uk/pub/Rtools/goodies/multilib/local300.zip 

is a newer version, but I haven't looked at it.

My copy of local215.zip has both 32-bit and 64-bit versions.  I got it
specifically to get the 64-bit version, but from what you said about
your compiler, you would probably want the 32-bit version.

Assuming that you're using the 32-bit mingw windows port of gcc,
I would guess that the pre-built 32-bit version in the above download
would work for you.  (I don't know this for a fact, but c code -- which
libxml is -- is reasonably likely to be object-code compatible from
one compiler version to another.)

The use of libxml is activated in a handful of files by ifdef's keyed off
of "HAVE_LIBXML".  You'll need to turn on these ifdef code paths
one way or another.

> Thanks,
> --Maz


Best


K. Frank

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
 https://lists.sourceforge.net/lists/listinfo/quickfix-developers 

Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

[K. F. <kfr...@gm...>]

Hello Maz!

On Tue, Mar 25, 2014 at 3:39 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Quick question; is this the XML package you used in your GCC project?
>
> http://xmlsoft.org/index.html

Yes, I believe it is, although I am not certain.

I used a pre-built version of libxml2 that I downloaded (I think) from
here:

   http://www.stats.ox.ac.uk/pub/Rtools/R215x.html
   http://www.stats.ox.ac.uk/pub/Rtools/goodies/multilib/Old/local215.zip

I speculate that

   http://www.stats.ox.ac.uk/pub/Rtools/goodies/multilib/local300.zip

is a newer version, but I haven't looked at it.

My copy of local215.zip has both 32-bit and 64-bit versions.  I got it
specifically to get the 64-bit version, but from what you said about
your compiler, you would probably want the 32-bit version.

Assuming that you're using the 32-bit mingw windows port of gcc,
I would guess that the pre-built 32-bit version in the above download
would work for you.  (I don't know this for a fact, but c code -- which
libxml is -- is reasonably likely to be object-code compatible from
one compiler version to another.)

The use of libxml is activated in a handful of files by ifdef's keyed off
of "HAVE_LIBXML".  You'll need to turn on these ifdef code paths
one way or another.

> Thanks,
> --Maz


Best


K. Frank

Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hey Frank,
Quick question; is this the XML package you used in your GCC project?

http://xmlsoft.org/index.html

Thanks,
--Maz




------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/24/2014 5:33:23 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

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

Hi Maz!

On Mon, Mar 24, 2014 at 3:46 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Starting to compile with MINGW, getting all kinds of errors -- mostly the include related. For starters, do you know where I could find these header files and associated
> libraries?
>
> #include <sys/socket.h>
> #include <sys/ioctl.h>
> #include <netinet/in.h>
> #include <netinet/tcp.h>
> #include <arpa/inet.h>
> #include <netdb.h>
> #include <fcntl.h>
> #include <unistd.h>
> #include <pthread.h>
> #include <signal.h>

First off, which version of QuickFIX are you working with?  And which
version of which compiler?

Are you using a mingw or mingw-w64 version of gcc?  If so, which one,
i.e., what is the output of "g++ --version"?  Also, do you want a 32-bit
or 64-bit build?  (There were a couple of 64-bit incompatibilities I had to
change.)

There is an important top-level thing I neglected to mention.  To first
approximation, you will want to be using the windows-api code paths
through the ifdef's.

For the most part the windows ifdef-paths are triggered by
"#ifdef _MSC_VER".

The QuickFIX code is a little imperfect in that _MSC_VER typically
indicates that the msvc compiler is being used, while _WIN32
typically indicates that the windows api is being used.  These are
two different things, but QuickFIX seems to be using _MSC_VER
for both purposes.

You want to use the windows api (because you will be running on
windows rather than on unix or a unix emulator), but you aren't
using msvc (and I assume that you are using one of the mingw
ports of gcc).

So you will typically have _WIN32 defined (e.g., I believe that
_WIN32 is normally defined automatically by mingw-w64), but
you won't have _MSC_VER defined, because your compiler is
not a version of msvc.

I thought it was cleaner NOT to simply define _MSC_VER
(because it would be incorrect to claim that I was using msvc).
So I chose to change _most_ of the occurrences of _MSC_VER
in the code to _WIN32.

For example, in my copy of Utility.h (I assume that yours is
similar, if not identical.), I have the following #include's:

   #ifdef _MSC_VER   // <-- change this to _WIN32
   /////////////////////////////////////////////
   #include <Winsock2.h>   // <-- these are windows-api headers
   #include <process.h>
   #include <direct.h>
   #include <time.h>
   typedef int socklen_t;
   /////////////////////////////////////////////
   #else
   /////////////////////////////////////////////
   #include <sys/types.h>   // <-- these are posix headers
   #include <sys/socket.h>
   #include <sys/ioctl.h>
   #include <sys/time.h>
   #include <sys/stat.h>
   #include <netinet/in.h>
   #include <netinet/tcp.h>
   #include <arpa/inet.h>
   #include <netdb.h>
   #include <fcntl.h>
   #include <unistd.h>
   #include <pthread.h>
   #include <signal.h>
   #include <errno.h>
   #include <time.h>
   #include <stdlib.h>
   /////////////////////////////////////////////
   #endif

So if you change _MSC_VER to _WIN32 as indicated above,
you will now be including the windows headers rather than
the posix headers (that you don't have).

There are occurrences of _MSC_VER scattered throughout the
QuickFIX code base.  From memory, I changed most, but not
all of these to _WIN32.  Just start compiling, and when errors
show up see if _MSC_VER is involved, and if it makes sense,
change it to _WIN32.

Note that the first include file in the windows section is:

   #include <Winsock2.h>

This reminds me of something.  Not when you compile and "ar"-ing
the static QuickFIX library, but when you link your application to
that library, you will need to specify some libraries in the link
command,

Winsock2.h is for the windows socket implementation that resides
in a library that you will have to link to.  At least with mingw-w64, you
do this by specifying

   -lws2_32

at the end of the link command.

More completely, I had to specify the following libraries:

   -lxml2 -lz -liconv -lws2_32

This is because (as mentioned in my earlier posting) I told QuickFIX
to use "LIBXML" rather than "MSXML", and then found a windows
build of libxml.  "-lxml2" is for that.  "-lz" and "-liconv" are for libraries
used by that libxml implementation.

> Thanks,
> --Maz


Good luck.


K. Frank

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
 https://lists.sourceforge.net/lists/listinfo/quickfix-developers 

Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hey Frank,
Thanks for a concrete set of instructions on compiler detection macros! Your instructions make perfect sense!
I'll have another go at it and hope to make more headway this time. Hope you got my email from last night about the FIX and compiler version.

--Maz




------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/24/2014 5:33:23 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

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

Hi Maz!

On Mon, Mar 24, 2014 at 3:46 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Starting to compile with MINGW, getting all kinds of errors -- mostly the include related. For starters, do you know where I could find these header files and associated
> libraries?
>
> #include <sys/socket.h>
> #include <sys/ioctl.h>
> #include <netinet/in.h>
> #include <netinet/tcp.h>
> #include <arpa/inet.h>
> #include <netdb.h>
> #include <fcntl.h>
> #include <unistd.h>
> #include <pthread.h>
> #include <signal.h>

First off, which version of QuickFIX are you working with?  And which
version of which compiler?

Are you using a mingw or mingw-w64 version of gcc?  If so, which one,
i.e., what is the output of "g++ --version"?  Also, do you want a 32-bit
or 64-bit build?  (There were a couple of 64-bit incompatibilities I had to
change.)

There is an important top-level thing I neglected to mention.  To first
approximation, you will want to be using the windows-api code paths
through the ifdef's.

For the most part the windows ifdef-paths are triggered by
"#ifdef _MSC_VER".

The QuickFIX code is a little imperfect in that _MSC_VER typically
indicates that the msvc compiler is being used, while _WIN32
typically indicates that the windows api is being used.  These are
two different things, but QuickFIX seems to be using _MSC_VER
for both purposes.

You want to use the windows api (because you will be running on
windows rather than on unix or a unix emulator), but you aren't
using msvc (and I assume that you are using one of the mingw
ports of gcc).

So you will typically have _WIN32 defined (e.g., I believe that
_WIN32 is normally defined automatically by mingw-w64), but
you won't have _MSC_VER defined, because your compiler is
not a version of msvc.

I thought it was cleaner NOT to simply define _MSC_VER
(because it would be incorrect to claim that I was using msvc).
So I chose to change _most_ of the occurrences of _MSC_VER
in the code to _WIN32.

For example, in my copy of Utility.h (I assume that yours is
similar, if not identical.), I have the following #include's:

   #ifdef _MSC_VER   // <-- change this to _WIN32
   /////////////////////////////////////////////
   #include <Winsock2.h>   // <-- these are windows-api headers
   #include <process.h>
   #include <direct.h>
   #include <time.h>
   typedef int socklen_t;
   /////////////////////////////////////////////
   #else
   /////////////////////////////////////////////
   #include <sys/types.h>   // <-- these are posix headers
   #include <sys/socket.h>
   #include <sys/ioctl.h>
   #include <sys/time.h>
   #include <sys/stat.h>
   #include <netinet/in.h>
   #include <netinet/tcp.h>
   #include <arpa/inet.h>
   #include <netdb.h>
   #include <fcntl.h>
   #include <unistd.h>
   #include <pthread.h>
   #include <signal.h>
   #include <errno.h>
   #include <time.h>
   #include <stdlib.h>
   /////////////////////////////////////////////
   #endif

So if you change _MSC_VER to _WIN32 as indicated above,
you will now be including the windows headers rather than
the posix headers (that you don't have).

There are occurrences of _MSC_VER scattered throughout the
QuickFIX code base.  From memory, I changed most, but not
all of these to _WIN32.  Just start compiling, and when errors
show up see if _MSC_VER is involved, and if it makes sense,
change it to _WIN32.

Note that the first include file in the windows section is:

   #include <Winsock2.h>

This reminds me of something.  Not when you compile and "ar"-ing
the static QuickFIX library, but when you link your application to
that library, you will need to specify some libraries in the link
command,

Winsock2.h is for the windows socket implementation that resides
in a library that you will have to link to.  At least with mingw-w64, you
do this by specifying

   -lws2_32

at the end of the link command.

More completely, I had to specify the following libraries:

   -lxml2 -lz -liconv -lws2_32

This is because (as mentioned in my earlier posting) I told QuickFIX
to use "LIBXML" rather than "MSXML", and then found a windows
build of libxml.  "-lxml2" is for that.  "-lz" and "-liconv" are for libraries
used by that libxml implementation.

> Thanks,
> --Maz


Good luck.


K. Frank

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
 https://lists.sourceforge.net/lists/listinfo/quickfix-developers 

Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hey Frank,
First off, which version of QuickFIX are you working with?
1.13.3

And which version of which compiler?
GNU GCC Compiler A.K.A. mingw32-g++.exe

Thanks,
--Maz



------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/24/2014 5:33:23 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVC build(wasRe:quickfixjmultiplesessions only diff Port)

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

Hi Maz!

On Mon, Mar 24, 2014 at 3:46 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Starting to compile with MINGW, getting all kinds of errors -- mostly the include related. For starters, do you know where I could find these header files and associated
> libraries?
>
> #include <sys/socket.h>
> #include <sys/ioctl.h>
> #include <netinet/in.h>
> #include <netinet/tcp.h>
> #include <arpa/inet.h>
> #include <netdb.h>
> #include <fcntl.h>
> #include <unistd.h>
> #include <pthread.h>
> #include <signal.h>

First off, which version of QuickFIX are you working with?  And which
version of which compiler?

Are you using a mingw or mingw-w64 version of gcc?  If so, which one,
i.e., what is the output of "g++ --version"?  Also, do you want a 32-bit
or 64-bit build?  (There were a couple of 64-bit incompatibilities I had to
change.)

There is an important top-level thing I neglected to mention.  To first
approximation, you will want to be using the windows-api code paths
through the ifdef's.

For the most part the windows ifdef-paths are triggered by
"#ifdef _MSC_VER".

The QuickFIX code is a little imperfect in that _MSC_VER typically
indicates that the msvc compiler is being used, while _WIN32
typically indicates that the windows api is being used.  These are
two different things, but QuickFIX seems to be using _MSC_VER
for both purposes.

You want to use the windows api (because you will be running on
windows rather than on unix or a unix emulator), but you aren't
using msvc (and I assume that you are using one of the mingw
ports of gcc).

So you will typically have _WIN32 defined (e.g., I believe that
_WIN32 is normally defined automatically by mingw-w64), but
you won't have _MSC_VER defined, because your compiler is
not a version of msvc.

I thought it was cleaner NOT to simply define _MSC_VER
(because it would be incorrect to claim that I was using msvc).
So I chose to change _most_ of the occurrences of _MSC_VER
in the code to _WIN32.

For example, in my copy of Utility.h (I assume that yours is
similar, if not identical.), I have the following #include's:

   #ifdef _MSC_VER   // <-- change this to _WIN32
   /////////////////////////////////////////////
   #include <Winsock2.h>   // <-- these are windows-api headers
   #include <process.h>
   #include <direct.h>
   #include <time.h>
   typedef int socklen_t;
   /////////////////////////////////////////////
   #else
   /////////////////////////////////////////////
   #include <sys/types.h>   // <-- these are posix headers
   #include <sys/socket.h>
   #include <sys/ioctl.h>
   #include <sys/time.h>
   #include <sys/stat.h>
   #include <netinet/in.h>
   #include <netinet/tcp.h>
   #include <arpa/inet.h>
   #include <netdb.h>
   #include <fcntl.h>
   #include <unistd.h>
   #include <pthread.h>
   #include <signal.h>
   #include <errno.h>
   #include <time.h>
   #include <stdlib.h>
   /////////////////////////////////////////////
   #endif

So if you change _MSC_VER to _WIN32 as indicated above,
you will now be including the windows headers rather than
the posix headers (that you don't have).

There are occurrences of _MSC_VER scattered throughout the
QuickFIX code base.  From memory, I changed most, but not
all of these to _WIN32.  Just start compiling, and when errors
show up see if _MSC_VER is involved, and if it makes sense,
change it to _WIN32.

Note that the first include file in the windows section is:

   #include <Winsock2.h>

This reminds me of something.  Not when you compile and "ar"-ing
the static QuickFIX library, but when you link your application to
that library, you will need to specify some libraries in the link
command,

Winsock2.h is for the windows socket implementation that resides
in a library that you will have to link to.  At least with mingw-w64, you
do this by specifying

   -lws2_32

at the end of the link command.

More completely, I had to specify the following libraries:

   -lxml2 -lz -liconv -lws2_32

This is because (as mentioned in my earlier posting) I told QuickFIX
to use "LIBXML" rather than "MSXML", and then found a windows
build of libxml.  "-lxml2" is for that.  "-lz" and "-liconv" are for libraries
used by that libxml implementation.

> Thanks,
> --Maz


Good luck.


K. Frank

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
 https://lists.sourceforge.net/lists/listinfo/quickfix-developers 

Re: [Quickfix-developers] Non-MSVC build (wasRe:quickfixjmultiplesessions only diff Port)

[K. F. <kfr...@gm...>]

Hi Maz!

On Mon, Mar 24, 2014 at 3:46 PM, Maz Saeed <ma...@ey...> wrote:
> Hey Frank,
> Starting to compile with MINGW, getting all kinds of errors -- mostly the include related. For starters, do you know where I could find these header files and associated
> libraries?
>
> #include <sys/socket.h>
> #include <sys/ioctl.h>
> #include <netinet/in.h>
> #include <netinet/tcp.h>
> #include <arpa/inet.h>
> #include <netdb.h>
> #include <fcntl.h>
> #include <unistd.h>
> #include <pthread.h>
> #include <signal.h>

First off, which version of QuickFIX are you working with?  And which
version of which compiler?

Are you using a mingw or mingw-w64 version of gcc?  If so, which one,
i.e., what is the output of "g++ --version"?  Also, do you want a 32-bit
or 64-bit build?  (There were a couple of 64-bit incompatibilities I had to
change.)

There is an important top-level thing I neglected to mention.  To first
approximation, you will want to be using the windows-api code paths
through the ifdef's.

For the most part the windows ifdef-paths are triggered by
"#ifdef _MSC_VER".

The QuickFIX code is a little imperfect in that _MSC_VER typically
indicates that the msvc compiler is being used, while _WIN32
typically indicates that the windows api is being used.  These are
two different things, but QuickFIX seems to be using _MSC_VER
for both purposes.

You want to use the windows api (because you will be running on
windows rather than on unix or a unix emulator), but you aren't
using msvc (and I assume that you are using one of the mingw
ports of gcc).

So you will typically have _WIN32 defined (e.g., I believe that
_WIN32 is normally defined automatically by mingw-w64), but
you won't have _MSC_VER defined, because your compiler is
not a version of msvc.

I thought it was cleaner NOT to simply define _MSC_VER
(because it would be incorrect to claim that I was using msvc).
So I chose to change _most_ of the occurrences of _MSC_VER
in the code to _WIN32.

For example, in my copy of Utility.h (I assume that yours is
similar, if not identical.), I have the following #include's:

   #ifdef _MSC_VER   // <-- change this to _WIN32
   /////////////////////////////////////////////
   #include <Winsock2.h>   // <-- these are windows-api headers
   #include <process.h>
   #include <direct.h>
   #include <time.h>
   typedef int socklen_t;
   /////////////////////////////////////////////
   #else
   /////////////////////////////////////////////
   #include <sys/types.h>   // <-- these are posix headers
   #include <sys/socket.h>
   #include <sys/ioctl.h>
   #include <sys/time.h>
   #include <sys/stat.h>
   #include <netinet/in.h>
   #include <netinet/tcp.h>
   #include <arpa/inet.h>
   #include <netdb.h>
   #include <fcntl.h>
   #include <unistd.h>
   #include <pthread.h>
   #include <signal.h>
   #include <errno.h>
   #include <time.h>
   #include <stdlib.h>
   /////////////////////////////////////////////
   #endif

So if you change _MSC_VER to _WIN32 as indicated above,
you will now be including the windows headers rather than
the posix headers (that you don't have).

There are occurrences of _MSC_VER scattered throughout the
QuickFIX code base.  From memory, I changed most, but not
all of these to _WIN32.  Just start compiling, and when errors
show up see if _MSC_VER is involved, and if it makes sense,
change it to _WIN32.

Note that the first include file in the windows section is:

   #include <Winsock2.h>

This reminds me of something.  Not when you compile and "ar"-ing
the static QuickFIX library, but when you link your application to
that library, you will need to specify some libraries in the link
command,

Winsock2.h is for the windows socket implementation that resides
in a library that you will have to link to.  At least with mingw-w64, you
do this by specifying

   -lws2_32

at the end of the link command.

More completely, I had to specify the following libraries:

   -lxml2 -lz -liconv -lws2_32

This is because (as mentioned in my earlier posting) I told QuickFIX
to use "LIBXML" rather than "MSXML", and then found a windows
build of libxml.  "-lxml2" is for that.  "-lz" and "-liconv" are for libraries
used by that libxml implementation.

> Thanks,
> --Maz


Good luck.


K. Frank

Re: [Quickfix-developers] Non-MSVC build (wasRe:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hey Frank,
Starting to compile with MINGW, getting all kinds of errors -- mostly the include related. For starters, do you know where I could find these header files and associated 
libraries?

#include <sys/socket.h>
#include <sys/ioctl.h>
#include <netinet/in.h>
#include <netinet/tcp.h>
#include <arpa/inet.h>
#include <netdb.h>
#include <fcntl.h>
#include <unistd.h>
#include <pthread.h>
#include <signal.h>

Thanks,
--Maz



------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/22/2014 6:23:44 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVC build (wasRe:quickfixjmultiplesessions only diff Port)

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

Hi Maz!

On Sat, Mar 22, 2014 at 6:29 PM, Maz Saeed <ma...@sh...> wrote:
> Hey Frank,
> One more quick question; where should I start the compilation process? Is it Utility.cpp first and then pretty much any order? My goal is to create all the object files
> first and then convert them into a static library. I guess I could run compilation with VC++ of one of the projects to see in which sequence object files are
> created...thought I'll check with you first.

It doesn't matter at all in what order you compile the .cpp files.
They are independent "translation units" and the .o files that
get produced are independent of one another.

For whatever reason, the first file in my makefile is Session.o
(which causes Session.cpp to get compiled by a make built-in
rule).  But it doesn't matter, and I don't recall how my particular
order of files came about.

By the way, which version of QuickFIX are you working with?

> Thanks,
> --Maz


Happy QuickFIX Hacking!


K. Frank


> ------- Original Message -------
> From    : K. Frank[mailto:]
>
> Hello Maz!
>
> On Sat, Mar 22, 2014 at 12:58 PM, Maz Saeed <ma...@ec...> wrote:
>> Hey Frank,
>> Getting started on the modifying the quickFix with Windows GCC. As you pointed out to use the UNIX version as a starting point,
> ...
>> my question is how do you extract the
>> quickfix-logviewer-1.1.1.tar.gz in Windows environment?
> ...

------------------------------------------------------------------------------
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applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
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Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port)

[K. F. <kfr...@gm...>]

Hi Maz!

On Sat, Mar 22, 2014 at 6:29 PM, Maz Saeed <ma...@sh...> wrote:
> Hey Frank,
> One more quick question; where should I start the compilation process? Is it Utility.cpp first and then pretty much any order? My goal is to create all the object files
> first and then convert them into a static library. I guess I could run compilation with VC++ of one of the projects to see in which sequence object files are
> created...thought I'll check with you first.

It doesn't matter at all in what order you compile the .cpp files.
They are independent "translation units" and the .o files that
get produced are independent of one another.

For whatever reason, the first file in my makefile is Session.o
(which causes Session.cpp to get compiled by a make built-in
rule).  But it doesn't matter, and I don't recall how my particular
order of files came about.

By the way, which version of QuickFIX are you working with?

> Thanks,
> --Maz


Happy QuickFIX Hacking!


K. Frank


> ------- Original Message -------
> From    : K. Frank[mailto:]
>
> Hello Maz!
>
> On Sat, Mar 22, 2014 at 12:58 PM, Maz Saeed <ma...@ec...> wrote:
>> Hey Frank,
>> Getting started on the modifying the quickFix with Windows GCC. As you pointed out to use the UNIX version as a starting point,
> ...
>> my question is how do you extract the
>> quickfix-logviewer-1.1.1.tar.gz in Windows environment?
> ...

Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hey Frank,
One more quick question; where should I start the compilation process? Is it Utility.cpp first and then pretty much any order? My goal is to create all the object files 
first and then convert them into a static library. I guess I could run compilation with VC++ of one of the projects to see in which sequence object files are 
created...thought I'll check with you first.

Thanks,
--Maz




------- Original Message -------
>From    : K. Frank[mailto:kfr...@gm...]
Sent    : 3/22/2014 2:07:27 PM
To      : qui...@li...
Cc      : 
Subject : RE: Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port)

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

Hello Maz!

On Sat, Mar 22, 2014 at 12:58 PM, Maz Saeed <ma...@ec...> wrote:
> Hey Frank,
> Getting started on the modifying the quickFix with Windows GCC. As you pointed out to use the UNIX version as a starting point,

As an aside, you can also work off the windows version.  The windows
and unix versions are almost the same, and the core code, I believe,
is identical.  (Windows / unix differences are packaged in ifdef's.)

> my question is how do you extract the
> quickfix-logviewer-1.1.1.tar.gz in Windows environment?

I never downloaded (or used) quickfix-logviewer.  (I only downloaded
quickfix-1.13.3.zip and quickfix-1.13.3.tar.gz.)

> I don't have UNIX at the moment to uncompress it there and port it
> over to Windows...unless there's a gzip utility for Windows. Let me know.

I believe that the third-party windows programs 7-zip and winrar will both
handle tar.gz.  (I think you can also get windows versions of tar and gzip,
but I haven't done that.)

> Thanks,
> --Maz

Again, you don't need quickfix-logviewer to build and run the core QuickFIX
code, but it could be a nice utility to have.


Good luck.


K. Frank


> ------- Original Message -------
> From    : K. Frank[mailto:]
>
> Hi Maz!
>
> On Tue, Mar 18, 2014 at 9:11 PM, Maz Saeed <ma...@of...> wrote:
>> Hi Frank,
>> Thanks for the quick response! I've made couple of half hearted
>> attempts...kinda replicating creation of static library using the source
>> files ...
>
> Yes, that is what I did.  I compiled the source files, and put them
> into a static library using ar.
> ...

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
 http://p.sf.net/sfu/13534_NeoTech 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
 https://lists.sourceforge.net/lists/listinfo/quickfix-developers 

Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Ok, thanks! 

<div>-------- Original message --------</div><div>From: "K. Frank" <kfr...@gm...> </div><div>Date:03/22/2014  2:07 PM  (GMT-06:00) </div><div>To: Quickfix Developers List <qui...@li...> </div><div>Subject: Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port) </div><div>
</div>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Maz!

On Sat, Mar 22, 2014 at 12:58 PM, Maz Saeed <ma...@ec...> wrote:
> Hey Frank,
> Getting started on the modifying the quickFix with Windows GCC. As you pointed out to use the UNIX version as a starting point,

As an aside, you can also work off the windows version.  The windows
and unix versions are almost the same, and the core code, I believe,
is identical.  (Windows / unix differences are packaged in ifdef's.)

> my question is how do you extract the
> quickfix-logviewer-1.1.1.tar.gz in Windows environment?

I never downloaded (or used) quickfix-logviewer.  (I only downloaded
quickfix-1.13.3.zip and quickfix-1.13.3.tar.gz.)

> I don't have UNIX at the moment to uncompress it there and port it
> over to Windows...unless there's a gzip utility for Windows. Let me know.

I believe that the third-party windows programs 7-zip and winrar will both
handle tar.gz.  (I think you can also get windows versions of tar and gzip,
but I haven't done that.)

> Thanks,
> --Maz

Again, you don't need quickfix-logviewer to build and run the core QuickFIX
code, but it could be a nice utility to have.


Good luck.


K. Frank


> ------- Original Message -------
> From    : K. Frank[mailto:]
>
> Hi Maz!
>
> On Tue, Mar 18, 2014 at 9:11 PM, Maz Saeed <ma...@of...> wrote:
>> Hi Frank,
>> Thanks for the quick response! I've made couple of half hearted
>> attempts...kinda replicating creation of static library using the source
>> files ...
>
> Yes, that is what I did.  I compiled the source files, and put them
> into a static library using ar.
> ...

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/13534_NeoTech
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Non-MSVC build (was Re: quickfixjmultiplesessions only diff Port)

[K. F. <kfr...@gm...>]

Hello Maz!

On Sat, Mar 22, 2014 at 12:58 PM, Maz Saeed <ma...@ec...> wrote:
> Hey Frank,
> Getting started on the modifying the quickFix with Windows GCC. As you pointed out to use the UNIX version as a starting point,

As an aside, you can also work off the windows version.  The windows
and unix versions are almost the same, and the core code, I believe,
is identical.  (Windows / unix differences are packaged in ifdef's.)

> my question is how do you extract the
> quickfix-logviewer-1.1.1.tar.gz in Windows environment?

I never downloaded (or used) quickfix-logviewer.  (I only downloaded
quickfix-1.13.3.zip and quickfix-1.13.3.tar.gz.)

> I don't have UNIX at the moment to uncompress it there and port it
> over to Windows...unless there's a gzip utility for Windows. Let me know.

I believe that the third-party windows programs 7-zip and winrar will both
handle tar.gz.  (I think you can also get windows versions of tar and gzip,
but I haven't done that.)

> Thanks,
> --Maz

Again, you don't need quickfix-logviewer to build and run the core QuickFIX
code, but it could be a nice utility to have.


Good luck.


K. Frank


> ------- Original Message -------
> From    : K. Frank[mailto:]
>
> Hi Maz!
>
> On Tue, Mar 18, 2014 at 9:11 PM, Maz Saeed <ma...@of...> wrote:
>> Hi Frank,
>> Thanks for the quick response! I've made couple of half hearted
>> attempts...kinda replicating creation of static library using the source
>> files ...
>
> Yes, that is what I did.  I compiled the source files, and put them
> into a static library using ar.
> ...

Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port)

[Maz S. <ma...@ey...>]

Hi Frank,
Using gcc with code blocks and have both 32 and 64 bit versions. I can use the make file as you pointed out. Thanks! 

--Maz



<div>-------- Original message --------</div><div>From: "K. Frank" <kfr...@gm...> </div><div>Date:03/19/2014  12:00 PM  (GMT-06:00) </div><div>To: Quickfix Developers List <qui...@li...> </div><div>Subject: Re: [Quickfix-developers] Non-MSVC build (was Re:quickfixjmultiplesessions only diff Port) </div><div>
</div>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Maz!

On Wed, Mar 19, 2014 at 11:37 AM, Maz Saeed <ma...@er...> wrote:
> Great, thanks for handy tips! Should I start with the Unix version of the library instead of Windows and modify it as I go along?

I don't think the version matters -- the code is the same (at least
for the 1.13.3 version I had downloaded).  There may have been
some different batch files or shell scripts in the .zip vs. the tar.gz,
but the code itself was the same.

Which specific compiler are you using?  You had mentioned
CodeBlocks.  I think people often use it with gcc, but that it works
with a number of compilers.

I just used (64-bit) mingw-w64 with command-line (no IDE)
mingw32-make (Yes, the version of make that comes with the
mingw-w64 toolchain is call mingw32-make.) to drive mingw-w64's
g++ and ar.

I would say just start compiling, and with the exception of the two
issues I mentioned before, just make the obvious one-line patches
as they come up.

> --Maz


Happy QuickFIX Hacking!


K. Frank


> ------- Original Message -------
> From    : K. Frank
>
> Hi Maz!
>
> On Tue, Mar 18, 2014 at 9:11 PM, Maz Saeed <ma...@of...> wrote:
>> Hi Frank,
>> Thanks for the quick response! I've made couple of half hearted
>> attempts...kinda replicating creation of static library using the source
>> files ...
>
> Yes, that is what I did.  I compiled the source files, and put them
> into a static library using ar.
> ...

------------------------------------------------------------------------------
Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/13534_NeoTech
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers