quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Invalid FIX messages

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

I've got sort of a messed up situation.  I've written a QF acceptor
which was built to replace a legacy VB6 home-grown FIX application.
I've found an issue where the legacy app accepts invalid FIX messages
(tags repeated with different values).  I am trying to get our existing
clients to correct this and send valid FIX messages, but wanted to know
if there was any way I could trap these invalid messages and somehow
process them in my QF Acceptor?  Fyi...the acceptor is written in .NET.

Many thanks for your help.

-Mike

Re: [Quickfix-developers] Acceptor App issues

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

Dave,

You pointed me in the right direction.  I apologize for not doing this
before sending an email out, but hooking up the MSSQL LogFactory and
then sending the message has shown me what the errors are in the message
and that they are indeed being received by the Acceptor app.

Thanks.

-----Original Message-----
From: Dave Linaker [mailto:dav...@ma...]=20
Sent: Tuesday, December 19, 2006 10:25 AM
To: Mike Smith; 'Oren Miller'
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Acceptor App issues

> If a message was sent to an acceptor with an invalid checksum, would
it
> just ignore it?  Which fields need to be absolutely correct to ensure
> that the Acceptor does not ignore a message?
>=20

Are you using the LogFactory?

If it was only an invalid checksum value then I think you would see an
entry
in the logs; something like:

Invalid message: Expected CheckSum=3D242, Recieved CheckSum=3D175

For it to be a valid FIX message it must have a correctly formatted
BeginString as the first field, a BodyLength as the second Field and a
Checksum as the last field. The BodyLength should be the number of bytes
from the end of the BodyLength field to the beginning of the Checksum
field.

Is it possible to see the message you are attempting to send?

Cheers,
Dave

Re: [Quickfix-developers] Acceptor App issues

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

> If a message was sent to an acceptor with an invalid checksum, would it
> just ignore it?  Which fields need to be absolutely correct to ensure
> that the Acceptor does not ignore a message?
> 

Are you using the LogFactory?

If it was only an invalid checksum value then I think you would see an entry
in the logs; something like:

Invalid message: Expected CheckSum=242, Recieved CheckSum=175

For it to be a valid FIX message it must have a correctly formatted
BeginString as the first field, a BodyLength as the second Field and a
Checksum as the last field. The BodyLength should be the number of bytes
from the end of the BodyLength field to the beginning of the Checksum field.

Is it possible to see the message you are attempting to send?

Cheers,
Dave

Re: [Quickfix-developers] Acceptor App issues

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

The socket app is sending FIX messages.  I believe the trouble is that
these FIX messages are coming from an internal legacy FIX app, which
might not be calculating the checksum correctly.  Because of this it
seems that the acceptor is ignoring the messages, which is what led me
to initially believe it just wasn't receiving the message.

If a message was sent to an acceptor with an invalid checksum, would it
just ignore it?  Which fields need to be absolutely correct to ensure
that the Acceptor does not ignore a message?

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Monday, December 18, 2006 4:11 PM
To: Mike Smith
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Acceptor App issues

I guess I'm not really sure what you mean by a plain old socket app.  =20
What is the socket app sending?  You can't really expect QuickFIX to =20
do anything if you aren't sending FIX messages.  What exactly do you =20
expect QuickFIX to do in this situation?

--oren

On Dec 18, 2006, at 10:09 PM, Mike Smith wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Nobody has had any issues with an Acceptor application talking with a
> plain ole socket app?  Again, both are written in .NET.  The socket =20
> app
> doesn't do anything fancy, just connects to the IP and port that the
> acceptor is listening to.  Both are running on the same machine.
> Everything works great if I have a QuickFIX Initiator app talking to a
> QuickFIX Acceptor app, but nothing happens if it's a socket app =20
> talking
> to a QuickFIX Acceptor.
>
> Any help would be greatly appreciated.
>
> -Mike
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On =20
> Behalf Of
> Mike Smith
> Sent: Thursday, December 14, 2006 1:41 PM
> To: qui...@li...
> Subject: [Quickfix-developers] Acceptor App issues
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm running into a weird issue with an acceptor application I =20
> have.  I'm
> using .NET and have an acceptor with the following configuration...
>
> # default settings for sessions
> [DEFAULT]
> ConnectionType=3Dacceptor
> SocketAcceptPort=3D3003
> #SocketReuseAddress=3DY
> #SocketAcceptAddress=3D10.20.36.98
> StartTime=3D01:00:00
> EndTime=3D23:59:59
> SenderCompID=3DINBOUND
> MSSQLStoreDatabase=3Dxxx
> MSSQLStoreUser=3Dxxx
> MSSQLStorePassword=3Dxxx
> MSSQLStoreHost=3Dxxx
>
> [SESSION]
> BeginString=3DFIX.4.2
> DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX42_inbound.xml
> TargetCompID=3DCLIENT1
> [SESSION]
> BeginString=3DFIX.4.4
> DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX44_inbound.xml
> TargetCompID=3DCLIENT2
>
> When I run an intiator app using .NET everything works great.  But I
> tried testing a generic socket app which does not use quickfix, but
> instead just creates a socket connection and sends/receives text =20
> and it
> doesn't work.  I don't see anything being received by the acceptor =20
> app,
> but the generic socket app connects and sends the text without =20
> error.  I
> even see the port in use when I run netstat.
>
> Has anybody run into this before or have any idea on how I might fix
> this?
>
> Regards,
>
> Mike
>
> ----------------------------------------------------------------------

> --
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Re: [Quickfix-developers] Acceptor App issues

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

I guess I'm not really sure what you mean by a plain old socket app.   
What is the socket app sending?  You can't really expect QuickFIX to  
do anything if you aren't sending FIX messages.  What exactly do you  
expect QuickFIX to do in this situation?

--oren

On Dec 18, 2006, at 10:09 PM, Mike Smith wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Nobody has had any issues with an Acceptor application talking with a
> plain ole socket app?  Again, both are written in .NET.  The socket  
> app
> doesn't do anything fancy, just connects to the IP and port that the
> acceptor is listening to.  Both are running on the same machine.
> Everything works great if I have a QuickFIX Initiator app talking to a
> QuickFIX Acceptor app, but nothing happens if it's a socket app  
> talking
> to a QuickFIX Acceptor.
>
> Any help would be greatly appreciated.
>
> -Mike
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On  
> Behalf Of
> Mike Smith
> Sent: Thursday, December 14, 2006 1:41 PM
> To: qui...@li...
> Subject: [Quickfix-developers] Acceptor App issues
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm running into a weird issue with an acceptor application I  
> have.  I'm
> using .NET and have an acceptor with the following configuration...
>
> # default settings for sessions
> [DEFAULT]
> ConnectionType=acceptor
> SocketAcceptPort=3003
> #SocketReuseAddress=Y
> #SocketAcceptAddress=10.20.36.98
> StartTime=01:00:00
> EndTime=23:59:59
> SenderCompID=INBOUND
> MSSQLStoreDatabase=xxx
> MSSQLStoreUser=xxx
> MSSQLStorePassword=xxx
> MSSQLStoreHost=xxx
>
> [SESSION]
> BeginString=FIX.4.2
> DataDictionary=C:\\Projects\\Exchange APIs\\FIX42_inbound.xml
> TargetCompID=CLIENT1
> [SESSION]
> BeginString=FIX.4.4
> DataDictionary=C:\\Projects\\Exchange APIs\\FIX44_inbound.xml
> TargetCompID=CLIENT2
>
> When I run an intiator app using .NET everything works great.  But I
> tried testing a generic socket app which does not use quickfix, but
> instead just creates a socket connection and sends/receives text  
> and it
> doesn't work.  I don't see anything being received by the acceptor  
> app,
> but the generic socket app connects and sends the text without  
> error.  I
> even see the port in use when I run netstat.
>
> Has anybody run into this before or have any idea on how I might fix
> this?
>
> Regards,
>
> Mike
>
> ---------------------------------------------------------------------- 
> --
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> Take Surveys. Earn Cash. Influence the Future of IT
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> Qui...@li...
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>
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> ---
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>

Re: [Quickfix-developers] Acceptor App issues

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

Nobody has had any issues with an Acceptor application talking with a
plain ole socket app?  Again, both are written in .NET.  The socket app
doesn't do anything fancy, just connects to the IP and port that the
acceptor is listening to.  Both are running on the same machine.
Everything works great if I have a QuickFIX Initiator app talking to a
QuickFIX Acceptor app, but nothing happens if it's a socket app talking
to a QuickFIX Acceptor.

Any help would be greatly appreciated.

-Mike

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mike Smith
Sent: Thursday, December 14, 2006 1:41 PM
To: qui...@li...
Subject: [Quickfix-developers] Acceptor App issues

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

I'm running into a weird issue with an acceptor application I have.  I'm
using .NET and have an acceptor with the following configuration...

# default settings for sessions
[DEFAULT]
ConnectionType=3Dacceptor
SocketAcceptPort=3D3003
#SocketReuseAddress=3DY
#SocketAcceptAddress=3D10.20.36.98
StartTime=3D01:00:00
EndTime=3D23:59:59
SenderCompID=3DINBOUND
MSSQLStoreDatabase=3Dxxx
MSSQLStoreUser=3Dxxx
MSSQLStorePassword=3Dxxx
MSSQLStoreHost=3Dxxx

[SESSION]
BeginString=3DFIX.4.2
DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX42_inbound.xml
TargetCompID=3DCLIENT1
[SESSION]
BeginString=3DFIX.4.4
DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX44_inbound.xml
TargetCompID=3DCLIENT2

When I run an intiator app using .NET everything works great.  But I
tried testing a generic socket app which does not use quickfix, but
instead just creates a socket connection and sends/receives text and it
doesn't work.  I don't see anything being received by the acceptor app,
but the generic socket app connects and sends the text without error.  I
even see the port in use when I run netstat.

Has anybody run into this before or have any idea on how I might fix
this?

Regards,

Mike

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

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

I will be out of the office starting  18/12/2006 and will not return until
02/01/2007.

I will have limited access to email so will respond to your message when I
return.  For urgent matters, please call +971 50 592 8047.

Thanks.


Thanks.


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Although ADIA has taken reasonable precautions to ensure that no
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[Quickfix-developers] fromApp() and onMessage() newbie query

[Naveen R. <wri...@re...>]

 =A0=0AHi All. =0A=0AI am new to quickfix. I am using the FIX44-specified q=
uickfix(1.12.4) executor and tradeclient samples for knowing how messages g=
ets communicated from one end to another. =0AThe tradeclient sample uses a =
'NewOrderSingle' request that gets filled at the executor end and returned =
back. I have some queries regarding this behaviour. =0A=0A=0A        - Firs=
tly, when I replaced NewOrderSingle with my one of my own customized messag=
e, the executor's fromApp() never gets called. I want to trace the message =
from within fromapp(). =0A=0A        - Secondly, as soon as the executor re=
ceives a message (like NewOrderSingle), it immediately responds to the clie=
nt with a filling message. From where this response gets generated and more=
over sent back to the client. I have even commented the sendToTarget() in m=
y executor's onMessage(). To my WONDER even if I dont use onMessage() at al=
l still the request received is echoed on the client screen. What is the me=
chanism here I am unable to understand. =0A=0APlease help I can provide mor=
e details on how I am doing. =0A=0A=0AThanks and Regards, =0ANavin =0A=0A

Re: [Quickfix-developers] Quickfix and SunPro Compiler / Solution

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

Hello together,

We faced the same problem with the CC compiler under SunSolaris and we =
have found a solution.

In quickfix 1.12.2/1.12.4 there is a bug in the configure file.=20

The variable SHAREDFLAGS contains gcc specific compiler options that are =
passed to the SunPro CC Compiler which does not understand it.

This causes to the following compiler warnings:
-------------
CC: Warning: Option -Wall passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -ansi passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -Wpointer-arith passed to ld, if ld is invoked, =
ignored otherwise
CC: Warning: Option -Wwrite-strings passed to ld, if ld is invoked, =
ignored otherwise
-----------

The CC Compiler passes these unrecognized options to the linker ld which =
also does not understand these options:

-----------
CC: Warning: Option -Wall passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -ansi passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -Wpointer-arith passed to ld, if ld is invoked, =
ignored otherwise
CC: Warning: Option -Wwrite-strings passed to ld, if ld is invoked, =
ignored otherwise
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- n
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- w
-----------


Solution:

Modify the following line in the 'configure' file:

original:
SHAREDFLAGS=3D"-Wall -ansi -Wpointer-arith -Wwrite-strings $BOOST_CFLAGS =
$STLPORT_CFLAGS $MYSQL_CFLAGS $POSTGRESQL_CFLAGS $XML_CPPFLAGS =
$XML_CFLAGS $JAV
A_CFLAGS $PYTHON_CFLAGS $RUBY_CFLAGS"

modified:
SHAREDFLAGS=3D"$BOOST_CFLAGS $STLPORT_CFLAGS $MYSQL_CFLAGS =
$POSTGRESQL_CFLAGS $XML_CPPFLAGS $XML_CFLAGS $JAVA_CFLAGS $PYTHON_CFLAGS =
$RUBY_CFLAGS"


-----------
Off topic hint:=20
the original unpatched CC Sun Studio 11 contains fatal bugs, bad code is =
generated ( in debug and release builds ) and this causes application =
crashes.
We currently use this patch level and the stability problems are fixed: =
'CC: Sun C++ 5.8 Patch 121017-03 2006/07/19'
-----------


Bye
 Alex
=20

-----Urspr=FCngliche Nachricht-----
Von: qui...@li... =
[mailto:qui...@li...] Im Auftrag =
von Sheetal Chainraj
Gesendet: Dienstag, 12. Dezember 2006 19:32
An: qui...@li...
Betreff: Re: [Quickfix-developers] Quickfix and SunPro Compiler

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


I am getting the same error also. I also noticed these warning whens the =
various .cpp files were being compiled:
-------------
CC: Warning: Option -Wall passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -ansi passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -Wpointer-arith passed to ld, if ld is invoked, =
ignored otherwise
CC: Warning: Option -Wwrite-strings passed to ld, if ld is invoked, =
ignored otherwise
-----------

Stefan - can you please let me know if you are able to fix this? thanks


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


Hi all,
I try to build Quickfix 1.12.4  with the SunPro compiler . . .

.........................................................................=
.........................................................................=
...................
Envrionment:

OS: SunOS 5.9
CC: SunC++ 5.8

.........................................................................=
.........................................................................=
...................
Doing:

Setting the environment vars CC=3D .... CFLAGS=3D .... etc.=20
(http://www.quickfixengine.org/quickfix/doc/html/install.html)
calling ./configure
calling make clean
calling make

.........................................................................=
.........................................................................=
...................
Error Message:

CC: Warning: Option -Wall passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -ansi passed to ld, if ld is invoked, ignored =
otherwise
CC: Warning: Option -Wpointer-arith passed to ld, if ld is invoked, =
ignored otherwise
CC: Warning: Option -Wwrite-strings passed to ld, if ld is invoked, =
ignored otherwise
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- n
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- W
/usr/ccs/bin/ld: illegal option -- w
usage: ld [-6:abc:d:e:f:h:il:mo:p:rstu:z:B:CD:F:GI:L:M:N:P:Q:R:S:VY:?]
file(s)
*** Error code 1
make: Fatal error: Command failed for target `at'
Current working directory /export/home/hoelste/dev/quickfix/src
*** Error code 1
make: Fatal error: Command failed for target `all-recursive'

.........................................................................=
.........................................................................=
...................

Has anyone a description, whats going wrong?=20
I think configure creates an incorrect Makefile.=20
Has anyone a solution for this issue?


If I use g++ 4.02 on the same maschine, all will be fine.
However, I  m u s t  use the sun compiler.

Many Thanks
Stefan=20

--
View this message in context: =
http://www.nabble.com/Quickfix-and-SunPro-Compiler-tf2805901.html#a783886=
8
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


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[Quickfix-developers] Session stops at midnight

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

I have an issue with QuickFIX 1.11.0 (Java).  Even though my session start 
and end times are both set to 22:35, the session is reset at 00:00.  Can 
anyone shed any light on this for me??

Thanks
Nik
 
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This email and any files transmitted with it are confidential and
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in this email or its attachments is prohibited.  If this email is received in
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computer systems. Do not use, copy, or disclose the contents of this
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statements and opinions made which are the senders own and not
made on behalf of ADIA.  Nor does ADIA accept any liability for any
errors or omissions in the content of this email caused by electronic
and technical failures.
Although ADIA has taken reasonable precautions to ensure that no
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any loss or damage arising from the use of this email or its
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Re: [Quickfix-developers] Odd disconnect error message

[Kyle C. <kco...@co...>]

For the record, I've determined that the logout was actually initiated 
elsewhere in our system by a particularly unlikely and nefarious 
combination of circumstances.
The ENOSOCK error was being thrown after a call to Session.reset() sent 
logout and read -1 bytes from the socket while looking for the logout 
response.
I've not tested extensively, but the error message (although fairly 
harmless) seems unrelated to the issue I was having and could possibly 
be a bug in quickfix.

- Kyle

Oren Miller wrote:
> Perhaps QuickFIX tried to operate on a socket that is not longer 
> valid?  Was there a session associated with the event?
>
> --oren
>
> On Dec 13, 2006, at 11:19 AM, Kyle Consalus wrote:
>
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> We're running quickfix (using .NET wrappers) on win32 and just today saw
>> all of the open sessions disconnect rather suddenly with the message,
>> "An operation was attempted on something that is not a socket" in the
>> event log.
>> Anyone seen this this issue before or have any suggestions regarding
>> what might be causing it?
>> The only data I've seen indicates that it could be a DHCP issue, but
>> we're not using DHCP so I wonder if it may be something quickfix is
>> doing with winsock.
>>
>> Thanks,
>>
>> Kyle Consalus
>>
>> ------------------------------------------------------------------------- 
>>
>> 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
>>
>
>

[Quickfix-developers] Acceptor App issues

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

I'm running into a weird issue with an acceptor application I have.  I'm
using .NET and have an acceptor with the following configuration...

# default settings for sessions
[DEFAULT]
ConnectionType=3Dacceptor
SocketAcceptPort=3D3003
#SocketReuseAddress=3DY
#SocketAcceptAddress=3D10.20.36.98
StartTime=3D01:00:00
EndTime=3D23:59:59
SenderCompID=3DINBOUND
MSSQLStoreDatabase=3Dxxx
MSSQLStoreUser=3Dxxx
MSSQLStorePassword=3Dxxx
MSSQLStoreHost=3Dxxx

[SESSION]
BeginString=3DFIX.4.2
DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX42_inbound.xml
TargetCompID=3DCLIENT1
[SESSION]
BeginString=3DFIX.4.4
DataDictionary=3DC:\\Projects\\Exchange APIs\\FIX44_inbound.xml
TargetCompID=3DCLIENT2

When I run an intiator app using .NET everything works great.  But I
tried testing a generic socket app which does not use quickfix, but
instead just creates a socket connection and sends/receives text and it
doesn't work.  I don't see anything being received by the acceptor app,
but the generic socket app connects and sends the text without error.  I
even see the port in use when I run netstat.

Has anybody run into this before or have any idea on how I might fix
this?

Regards,

Mike

Re: [Quickfix-developers] Problems creating Quickfix.Message from string

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

On 12/13/06, Andrei Goldchleger <an...@gm...> wrote:
> Hi there,
>
> I may be missing something obvious, but when building a
> QuickFix.Message from a string, I am getting a QuickFix.InvalidMessage
> thrown. The following snippet depicts the problem:

Ok, got the problem. MsgLength was incorrect, and the caused the
creation to fail.

Re: [Quickfix-developers] Unexpected Logout Problem

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

Nick,
This isn't really the issue.  My point is that I get a successful logon,=20
but less than 30 seconds later, QuickFIX sends a logout request to my=20
counterparty and then exits.  It is this issue that I'm trying to resolve=20
and I suspect it might have something to do with the session start and end =

times.  As an aside, when we try to re-establish the connection, we find=20
that QuickFIX has reset the sequence numbers to 1:1 and I only mentioned=20
this to see if it helped anyone diagnose my original problem of QuickFIX=20
sending the logout message.  Hope this helps.
Thanks.
=20



"Nick Bilak" <be...@gm...>=20
13/12/2006 17:17

To
Nick Volpe/Treasury/ADIA/ae@ADIA
cc

Subject
Re: [Quickfix-developers] Unexpected Logout Problem






Nick,
=20
check your quickfix config for sessions store
try sending logons with ResetSequence=3DY (if counterparty suports this).

=20
On 12/13/06, Nick Volpe <ni...@ad...> wrote:=20
QuickFIX Documentation:=20
http://www.quickfixengine.org/quickfix/doc/html/index.html=20
QuickFIX Support: http://www.quickfixengine.org/services.html


=20

An additional thing I've noticed regarding this issue is that when our=20
support guys try to re-establish the connection, the session sequence=20
numbers have been reset to 1 for QuickFix.  This causes the logon request=20
sent by QuickFIX to be rejected by our counterparty since they are=20
expecting a different sequence number.  Not sure if this helps anyone=20
identify what is causing this problem.  This is part of the message log=20
from today, but shows exactly the same issue.  Any help would be greatly=20
appreciated.=20

8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
202=0152=3D20061212-22:30:00=01112=3D!@SF@!=5FLogout=20
20061212-22:30:00:330=0110=3D021=01=20
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2202=0149=3DQUICKFIX=0152=3D20061212-=
22:30:00.426=0156=3DCOUNTERPARTY=01112=3D!@SF=20
@!=5FLogout 20061212-22:30:00:330=0110=3D226=01=20
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D22=
03=0152=3D20061212-22:30:00=0110=3D163=01=20

8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2203=0149=3DQUICKFIX=0152=3D20061212-2=
2:30:00.442=0156=3DCOUNTERPARTY=0110=3D111=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061212-22:4=
5:45.481=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D016=01=20

8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061212-22:45:45=0198=3D0=01108=3D30=0110=3D074=01=20

8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061212-22:4=
6:08.638=0156=3DCOUNTERPARTY=0110=3D237=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:26.744=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D014=01=20

8=3DFIX.4.2=019=3D135=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D3=
=0152=3D20061213-04:05:26=0158=3DLogon=20
rejected: Sequence number less than expected, received 1 expecting=20
3=0110=3D203=01=20
8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:27.025=0156=3DCOUNTERPARTY=0110=3D224=01=20


Thanks.=20
 =20


Nick Volpe/Treasury/ADIA/ae=20
07/12/2006 09:59=20


To
qui...@li...=20
cc

Subject
Unexpected Logout Problem








I'm using QF 1.11.0 for Java. and have a problem related to QuickFIX=20
sending an unexpected logout request.=20

As you can see, in my configuration file for QuickFIX, I have a session=20
that starts at 22:40 and end as 22:35 (almost 24hrs).=20

ConnectionType=3Dinitiator=20
StartTime=3D22:40:00=20
EndTime=3D22:35:00=20

The counterparty that I'm connected to will send a logout message at=20
22:30.  From the event log, you can see that QuickFIX receives this logout =

request and disconnects at 22:30, as expected.  Then at 22:45, it tries to =

establish a connection with my counterparty, which it seems to do=20
successfully.  But after 30 seconds or so, it disconnects.=20

20061205-22:30:00 : Received logout request=20
20061205-22:30:00 : Sending logout response=20
20061205-22:30:00 : Disconnecting=20
20061205-22:45:55 : Created session=20
20061205-22:45:55 : Connecting to xxx.xxx.xxx.xxx on port xxxx=20
20061205-22:45:55 : Connection succeeded=20
20061205-22:45:56 : Initiated logon request=20
20061205-22:45:56 : Received logon response=20
20061205-22:46:29 : Disconnecting=20

For completeness, I've attached the message log.  You can see that at=20
22:30, my counterparty sends a test request followed by a logout request,=20
which QuickFIX correctly responds to.  Then at 22:46, QuickFIX sends a=20
logon message to my counterparty, which is accepted.  Then around 20=20
seconds later. QuickFIX sends a logout message and the connection is lost. =



8=3DFIX.4.2=019=3D64=0135=3D0=0134=3D2175=0149=3DQUICKFIX=0152=3D20061206-2=
2:29:54.223=0156=3DCOUNTERPARTY=0110=3D131=01=20

8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
183=0152=3D20061206-22:30:00=01112=3D!@SF=20
@!=5FLogout 20061206-22:30:00:223=0110=3D036=01=20
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2176=0149=3DQUICKFIX=0152=3D20061206-=
22:30:00.536=0156=3DCOUNTERPARTY=01112=3D!@SF@!=5FLogout=20
20061206-22:30:00:223=0110=3D245=01=20
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D21=
84=0152=3D20061206-22:30:00=0110=3D174=01=20

8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2177=0149=3DQUICKFIX=0152=3D20061206-2=
2:30:00.551=0156=3DCOUNTERPARTY=0110=3D125=01=20

8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:10.592=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D015=01=20

8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061206-22:46:10=0198=3D0=01108=3D30=0110=3D070=01=20

8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:30.749=0156=3DCOUNTERPARTY=0110=3D238=01=20


Can anyone see where the problem is??  Could QuickFIX be confused by the=20
session start and end times?  Any help would be greatly appreciated.=20

Thanks.=20

Nik=20

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Regards,
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[Quickfix-developers] Problems creating Quickfix.Message from string

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

Hi there,

I may be missing something obvious, but when building a
QuickFix.Message from a string, I am getting a QuickFix.InvalidMessage
thrown. The following snippet depicts the problem:

-----------------------------------

            string message =3D

"8=3DFIX.4.2=019=3D183=0135=3DD=01115=3DPBRO_BMF_USR01=01128=3DPBRO_ROFEX_C=
LN=01116=3DBMFACCOUNT01=0111=3D4E7AF5928B1948A79415CA02867D6E37=011=3DBMFAC=
COUNT01=0121=3D1=0155=3DSMar7=0154=3D1=0160=3D20061201-16:26:11=0138=3D30=
=0140=3D2=0144=3D30=0110=3D103=01";

            QuickFix.DataDictionary dic =3D
                new DataDictionary("FIX42.xml");

            try
            {
                Message quickFixMessage =3D
                    new QuickFix.Message(
                        message, dic);
            }

            catch(Exception e)
            {
                Console.WriteLine(e.Message);
                Console.WriteLine(e.StackTrace);
            }

-----------------------------------

I routinely do this kind of stuff, so it must be something specific to
this message.

Any help will be much appreciated.

Regards,

Andrei Goldchleger

Re: [Quickfix-developers] Newbie set up question

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

There is a configuration file for setting it up.  You can get =20
information on the basics of QuickFIX from the online documentation: =20
http://www.quickfixengine.org/documentation.html

--oren

On Dec 13, 2006, at 12:00 PM, McAndrew, Paige wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Thanks for getting back to me so quickly.
>
>
>
> On the Logon message item, where would I put my socket, IP info for =20=

> QuickFix to know who to connect with?  Sorry if this is very basic =20
> but I usually don=92t deal with that aspect of the programming.

Re: [Quickfix-developers] Newbie set up question

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

Thanks for getting back to me so quickly. =20

=20

On the Logon message item, where would I put my socket, IP info for
QuickFix to know who to connect with?  Sorry if this is very basic but I
usually don't deal with that aspect of the programming.

=20

________________________________

From: Oren Miller [mailto:or...@qu...]=20
Sent: Wednesday, December 13, 2006 11:52 AM
To: McAndrew, Paige
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Newbie set up question

=20

QuickFIX is a library.  You would need to link it into a service that
you write.

=20

By connection string are you referring to the FIX Logon Message?
QuickFIX will take care of sending it, so no specific action on your
part is required.

=20

Initiator and Acceptor does not refer to direction of message.  It
refers to who initiates and who accepts the initial logon message.  You
only need one, but it needs to be the opposite of the counterparty.  One
of you needs to initiate while the other accepts.  Once connectivity is
establishes, messages can flow both ways.

=20

--oren

=20

On Dec 13, 2006, at 10:47 AM, McAndrew, Paige wrote:





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

QuickFIX Support: http://www.quickfixengine.org/services.html

=20

I'm new to FIX and QuickFix.  We have a current application using MSMQ
to receive messages and send them to a client in FIX Protocol format.
They want to add CancelReplace and my project is to see if QuickFix
would be a good way to rewrite the application.  Currently the
application needs to be started manually every morning.  They would like
to use a service in its place.  My questions:

=20

1.	Is QuickFix a service or would I need to write an application to
initiate it?
2.	How do I send the connection strings?
3.	If I need to receive messages and send them do I need both an
initiator and acceptor applications?

=20

Thanks for all your help.

------------------------------------------------------------------------
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=20

Re: [Quickfix-developers] Newbie set up question

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

QuickFIX is a library.  You would need to link it into a service that =20=

you write.

By connection string are you referring to the FIX Logon Message?  =20
QuickFIX will take care of sending it, so no specific action on your =20
part is required.

Initiator and Acceptor does not refer to direction of message.  It =20
refers to who initiates and who accepts the initial logon message.  =20
You only need one, but it needs to be the opposite of the =20
counterparty.  One of you needs to initiate while the other accepts.  =20=

Once connectivity is establishes, messages can flow both ways.

--oren

On Dec 13, 2006, at 10:47 AM, McAndrew, Paige wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I=92m new to FIX and QuickFix.  We have a current application using =20=

> MSMQ to receive messages and send them to a client in FIX Protocol =20
> format.  They want to add CancelReplace and my project is to see if =20=

> QuickFix would be a good way to rewrite the application.  Currently =20=

> the application needs to be started manually every morning.  They =20
> would like to use a service in its place.  My questions:
>
>
>
> Is QuickFix a service or would I need to write an application to =20
> initiate it?
> How do I send the connection strings?
> If I need to receive messages and send them do I need both an =20
> initiator and acceptor applications?
>
>
> Thanks for all your help.
>
> ----------------------------------------------------------------------=20=

> ---
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to =20
> share your
> opinions on IT & business topics through brief surveys - and earn cash
> http://www.techsay.com/default.php?=20
> page=3Djoin.php&p=3Dsourceforge&CID=3DDEVDEV____________________________=
____=20
> _______________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Odd disconnect error message

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

Perhaps QuickFIX tried to operate on a socket that is not longer  
valid?  Was there a session associated with the event?

--oren

On Dec 13, 2006, at 11:19 AM, Kyle Consalus wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> We're running quickfix (using .NET wrappers) on win32 and just  
> today saw
> all of the open sessions disconnect rather suddenly with the message,
> "An operation was attempted on something that is not a socket" in the
> event log.
> Anyone seen this this issue before or have any suggestions regarding
> what might be causing it?
> The only data I've seen indicates that it could be a DHCP issue, but
> we're not using DHCP so I wonder if it may be something quickfix is
> doing with winsock.
>
> Thanks,
>
> Kyle Consalus
>
> ---------------------------------------------------------------------- 
> ---
> 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
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>

Re: [Quickfix-developers] Upgrading to quickfix 1.12.4: C++/MySQLConnection.h:98: warning: suggest parentheses around assignment used, as truth value

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

I would not recommend 1.12.3 over 1.12.4.  We just haven't yet added =20
a tag for 1.12.4.  What exists in the repository is newer than both =20
those versions.  The warning isn't that troubling, what I'm wondering =20=

is if their is still a crash with the latest from svn.  Is there?
If so can you put together a sample application and config that we =20
could use to replicate it?  I put together a basic acceptor that uses =20=

the MySQLStore and was not able to duplicate the crash with the svn =20
version.

--oren

On Dec 13, 2006, at 5:08 AM, Abel Monroy wrote:

> Hi all,
>
> I just check in svn, and there this code is just the same. The last =20=

> revision is 1641, Fri Jul 28 12:41:00 2006.
>
>
> 92  char* getValue( int row, int column )
> 93   {
> 94          if( m_rows.empty() )
> 95                {
> 96                  MYSQL_ROW row =3D 0;
> 97                  while( row =3D mysql_fetch_row( m_result ) )
> 98                    m_rows.push_back(row);
> 99                }
> 100                return m_rows[row][column];
> 101  }
>
> We just change line 97 by:
>
> while (( row =3D mysql_fetch_row( m_result ) ) !=3D 0)
>
> Our compiler is g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-52), =20
> but we suppose that this warning would
> raise with other versions.
>
> By the way, I saw in svn that the last version tagged is =20
> release_1_12_3. We are just going to upgrade
> our quickfix version in our production environment. I wonder if it =20
> would be better to upgrade to 1.12.3,
> or there are some critical bug that it's fixed in 1.12.4.
>
> Regards,
> Abel Monroy
>
>
> Oren Miller wrote:
>> I believe this has been resolved in svn.  Could you try checking =20
>> out the latest and trying it out?
>>
>> --oren
>>
>> On Dec 12, 2006, at 5:11 AM, Abel Monroy wrote:
>>
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/=20
>>> doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi everyone,
>>>
>>> we're upgrading our quickfix applications to last version, =20
>>> 1.12.4, and
>>> we found some problems, so maybe someone could give us a hand.
>>> Compiling the version, we've seen this warning:
>>>
>>> C++/MySQLConnection.h:98: warning: suggest parentheses around =20
>>> assignment
>>> used,   as truth value
>>>
>>> which is this line:
>>> while ( row =3D mysql_fetch_row( m_result ) )
>>>
>>> We put the parentheses in order to avoid the warning, but now, we
>>> compile the application and it crashs with a core.
>>>
>>> #0  0x00c7fcdf in raise () from /lib/tls/libc.so.6
>>> #1  0x00c814e5 in abort () from /lib/tls/libc.so.6
>>> #2  0x08061b6b in Unexpected () at src/vtfix.cpp:25
>>> #3  0x00711567 in std::terminate () from /usr/lib/libstdc++.so.5
>>> #4  0x007113f5 in __cxa_call_unexpected () from /usr/lib/libstdc+=20
>>> +.so.5
>>> #5  0x00e7e928 in Session (this=3D0x96ec7e0, application=3D@0x0,
>>> messageStoreFactory=3D@0x0, sessionID=3D@0x96f6198, =20
>>> dataDictionary=3D@0x118a2f0,
>>>     sessionTime=3D@0x118a290, pLogFactory=3D0x0) at Mutex.h:76
>>> #6  0x00ea8067 in FIX::SessionFactory::create (this=3D0x118a560,
>>> sessionID=3D@0x96b90a0, settings=3D@0x96e1474) at Field.h:308
>>> #7  0x00eb9e23 in FIX::Acceptor::initialize (this=3D0x96cc3b0) at
>>> stl_tree.h:199
>>> #8  0x00eb98a0 in FIX::Acceptor::Acceptor$base () at =20
>>> stl_function.h:197
>>> #9  0x00ecf0fe in =20
>>> FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor ()
>>> at new:89
>>>
>>> It happens when we are making the new to a ThreadadSocketAcceptor =20=

>>> object.
>>>
>>>   _store_factory =3D new FIX::MySQLStoreFactory( *_settings );
>>>   _log_factory =3D new FIX::MySQLLogFactory( *_settings );
>>>
>>>   try {
>>>     _acceptor =3D new FIX::ThreadedSocketAcceptor (*_application,
>>> *_store_factory,
>>>                          *_settings, *_log_factory);
>>>   }
>>>
>>> quickfix is compile with ./configure --with-mysql=3D/usr in order =20=

>>> to have
>>> mysql support. It seems that we're missing something, but we are =20
>>> stuck
>>> with this problem, so we'd appreciate your comments.
>>>
>>> Regards,
>>> Abel Monroy Ferrero
>>>
>>>
>>>
>>>
>>> ****************************** AVISO LEGAL =20
>>> ******************************
>>> La informaci=F3n contenida en este mensaje es para uso exclusivo de =20=

>>> su destinatario. No debe copiarse, transmitirse a terceros ni =20
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>>> cuyo r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho =
=20
>>> de que haya sido enviada por correo electr=F3nico.
>>> Su env=EDo por error a una persona distinta de su destinatario real =20=

>>> no implica que se haya modificado tal destinatario ni supone =20
>>> renuncia a su eventual car=E1cter confidencial o al r=E9gimen legal =20=

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>>> exclusivamente a la persona que lo haya remitido, excepto cuando =20
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>>> cualquier soporte y nos informen inmediatamente llamando al =20
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>>> third parties or stored by the latter, except if authorised by =20
>>> the sender.
>>> It may contain confidential or legally privileged information =20
>>> whose legal regime is not affected by the fact that this =20
>>> information has been sent by e-mail.
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>>> person neither implies any modification of this named person nor =20
>>> a renunciation of the eventual confidentiality or legal regime =20
>>> affecting the use of concerned message.
>>> Any views expressed in this message are binding exclusively upon =20
>>> the individual sender, except where the message states otherwise =20
>>> and the sender is authorised to bind this entity.
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>>>
>>> --------------------------------------------------------------------=20=

>>> -----
>>> Take Surveys. Earn Cash. Influence the Future of IT
>>> Join SourceForge.net's Techsay panel and you'll get the chance to =20=

>>> share your
>>> opinions on IT & business topics through brief surveys - and earn =20=

>>> cash
>>> http://www.techsay.com/default.php?=20
>>> page=3Djoin.php&p=3Dsourceforge&CID=3DDEVDEV
>>> _______________________________________________
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>>> Qui...@li...
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>>
>>
>
>
>
> ****************************** AVISO LEGAL =20
> ******************************
> La informaci=F3n contenida en este mensaje es para uso exclusivo de =20=

> su destinatario. No debe copiarse, transmitirse a terceros ni =20
> guardarse por estos =FAltimos, salvo autorizaci=F3n del remitente.
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> r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho de que =
=20
> haya sido enviada por correo electr=F3nico.
> Su env=EDo por error a una persona distinta de su destinatario real =20=

> no implica que se haya modificado tal destinatario ni supone =20
> renuncia a su eventual car=E1cter confidencial o al r=E9gimen legal =
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> rija su utilizaci=F3n.
> Cualquier opini=F3n expresada en este mensaje vincular=E1 =20
> exclusivamente a la persona que lo haya remitido, excepto cuando el =20=

> mensaje establezca lo contrario y el remitente est=E9 autorizado para =20=

> establecer que dichas opiniones vincular=E1n a esta entidad.
> En el supuesto de que este correo se recibiera por error, rogamos =20
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> ****************************** DISCLAIMER =20
> ******************************
> The information contained in this message is for the exclusive use =20
> of the named person. It can not be copied, transmitted to third =20
> parties or stored by the latter, except if authorised by the sender.
> It may contain confidential or legally privileged information whose =20=

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> either by phone (34 91 7095401) or using the e- mail address of the =20=

> sender. Thank You.
>

[Quickfix-developers] Odd disconnect error message

[Kyle C. <kco...@co...>]

We're running quickfix (using .NET wrappers) on win32 and just today saw 
all of the open sessions disconnect rather suddenly with the message, 
"An operation was attempted on something that is not a socket" in the 
event log.
Anyone seen this this issue before or have any suggestions regarding 
what might be causing it?
The only data I've seen indicates that it could be a DHCP issue, but 
we're not using DHCP so I wonder if it may be something quickfix is 
doing with winsock.

Thanks,

Kyle Consalus

[Quickfix-developers] Newbie set up question

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

I'm new to FIX and QuickFix.  We have a current application using MSMQ
to receive messages and send them to a client in FIX Protocol format.
They want to add CancelReplace and my project is to see if QuickFix
would be a good way to rewrite the application.  Currently the
application needs to be started manually every morning.  They would like
to use a service in its place.  My questions:

=20

1.	Is QuickFix a service or would I need to write an application to
initiate it?
2.	How do I send the connection strings?
3.	If I need to receive messages and send them do I need both an
initiator and acceptor applications?

=20

Thanks for all your help.

Re: [Quickfix-developers] Unexpected Logout Problem

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

An additional thing I've noticed regarding this issue is that when our=20
support guys try to re-establish the connection, the session sequence=20
numbers have been reset to 1 for QuickFix.  This causes the logon request=20
sent by QuickFIX to be rejected by our counterparty since they are=20
expecting a different sequence number.  Not sure if this helps anyone=20
identify what is causing this problem.  This is part of the message log=20
from today, but shows exactly the same issue.  Any help would be greatly=20
appreciated.=20

8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
202=0152=3D20061212-22:30:00=01112=3D!@SF@!_Logout=20
20061212-22:30:00:330=0110=3D021=01
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2202=0149=3DQUICKFIX=0152=3D20061212-=
22:30:00.426=0156=3DCOUNTERPARTY=01112=3D!@SF@!_Logout=20
20061212-22:30:00:330=0110=3D226=01
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D22=
03=0152=3D20061212-22:30:00=0110=3D163=01
8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2203=0149=3DQUICKFIX=0152=3D20061212-2=
2:30:00.442=0156=3DCOUNTERPARTY=0110=3D111=01
8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061212-22:4=
5:45.481=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D016=01
8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061212-22:45:45=0198=3D0=01108=3D30=0110=3D074=01
8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061212-22:4=
6:08.638=0156=3DCOUNTERPARTY=0110=3D237=01
8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:26.744=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D014=01
8=3DFIX.4.2=019=3D135=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D3=
=0152=3D20061213-04:05:26=0158=3DLogon=20
rejected: Sequence number less than expected, received 1 expecting=20
3=0110=3D203=01
8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061213-04:0=
5:27.025=0156=3DCOUNTERPARTY=0110=3D224=01

Thanks.
=20



Nick Volpe/Treasury/ADIA/ae=20
07/12/2006 09:59

To
qui...@li...
cc

Subject
Unexpected Logout Problem





I'm using QF 1.11.0 for Java. and have a problem related to QuickFIX=20
sending an unexpected logout request.

As you can see, in my configuration file for QuickFIX, I have a session=20
that starts at 22:40 and end as 22:35 (almost 24hrs).

ConnectionType=3Dinitiator
StartTime=3D22:40:00
EndTime=3D22:35:00

The counterparty that I'm connected to will send a logout message at=20
22:30.  From the event log, you can see that QuickFIX receives this logout=
=20
request and disconnects at 22:30, as expected.  Then at 22:45, it tries to=
=20
establish a connection with my counterparty, which it seems to do=20
successfully.  But after 30 seconds or so, it disconnects.

20061205-22:30:00 : Received logout request
20061205-22:30:00 : Sending logout response
20061205-22:30:00 : Disconnecting
20061205-22:45:55 : Created session
20061205-22:45:55 : Connecting to xxx.xxx.xxx.xxx on port xxxx
20061205-22:45:55 : Connection succeeded
20061205-22:45:56 : Initiated logon request
20061205-22:45:56 : Received logon response
20061205-22:46:29 : Disconnecting

For completeness, I've attached the message log.  You can see that at=20
22:30, my counterparty sends a test request followed by a logout request,=20
which QuickFIX correctly responds to.  Then at 22:46, QuickFIX sends a=20
logon message to my counterparty, which is accepted.  Then around 20=20
seconds later. QuickFIX sends a logout message and the connection is lost.

8=3DFIX.4.2=019=3D64=0135=3D0=0134=3D2175=0149=3DQUICKFIX=0152=3D20061206-2=
2:29:54.223=0156=3DCOUNTERPARTY=0110=3D131=01
8=3DFIX.4.2=019=3D100=0135=3D1=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D2=
183=0152=3D20061206-22:30:00=01112=3D!@SF@!_Logout=20
20061206-22:30:00:223=0110=3D036=01
8=3DFIX.4.2=019=3D104=0135=3D0=0134=3D2176=0149=3DQUICKFIX=0152=3D20061206-=
22:30:00.536=0156=3DCOUNTERPARTY=01112=3D!@SF@!_Logout=20
20061206-22:30:00:223=0110=3D245=01
8=3DFIX.4.2=019=3D60=0135=3D5=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D21=
84=0152=3D20061206-22:30:00=0110=3D174=01
8=3DFIX.4.2=019=3D64=0135=3D5=0134=3D2177=0149=3DQUICKFIX=0152=3D20061206-2=
2:30:00.551=0156=3DCOUNTERPARTY=0110=3D125=01
8=3DFIX.4.2=019=3D73=0135=3DA=0134=3D1=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:10.592=0156=3DCOUNTERPARTY=0198=3D0=01108=3D30=0110=3D015=01
8=3DFIX.4.2=019=3D69=0135=3DA=0149=3DCOUNTERPARTY=0156=3DQUICKFIX=0134=3D1=
=0152=3D20061206-22:46:10=0198=3D0=01108=3D30=0110=3D070=01
8=3DFIX.4.2=019=3D61=0135=3D5=0134=3D2=0149=3DQUICKFIX=0152=3D20061206-22:4=
6:30.749=0156=3DCOUNTERPARTY=0110=3D238=01

Can anyone see where the problem is??  Could QuickFIX be confused by the=20
session start and end times?  Any help would be greatly appreciated.

Thanks.

Nik


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Re: [Quickfix-developers] Upgrading to quickfix 1.12.4: C++/MySQLConnection.h:98: warning: suggest parentheses around assignment used, as truth value

[Abel M. <am...@bo...>]

Hi all,

I just check in svn, and there this code is just the same. The last=20
revision is 1641, Fri Jul 28 12:41:00 2006.


92  char* getValue( int row, int column )
93   {
94          if( m_rows.empty() )
95                {
96                  MYSQL_ROW row =3D 0;
97                  while( row =3D mysql_fetch_row( m_result ) )
98                    m_rows.push_back(row);
99                }
100                return m_rows[row][column];
101  }

We just change line 97 by:

while (( row =3D mysql_fetch_row( m_result ) ) !=3D 0)

Our compiler is g++ (GCC) 3.2.3 20030502 (Red Hat Linux 3.2.3-52), but=20
we suppose that this warning would
raise with other versions.

By the way, I saw in svn that the last version tagged is release_1_12_3. =

We are just going to upgrade
our quickfix version in our production environment. I wonder if it would =

be better to upgrade to 1.12.3,
or there are some critical bug that it's fixed in 1.12.4.

Regards,
Abel Monroy


Oren Miller wrote:
> I believe this has been resolved in svn.  Could you try checking out=20
> the latest and trying it out?
>
> --oren
>
> On Dec 12, 2006, at 5:11 AM, Abel Monroy wrote:
>
>> QuickFIX Documentation:=20
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi everyone,
>>
>> we're upgrading our quickfix applications to last version, 1.12.4, =
and
>> we found some problems, so maybe someone could give us a hand.
>> Compiling the version, we've seen this warning:
>>
>> C++/MySQLConnection.h:98: warning: suggest parentheses around =
assignment
>> used,   as truth value
>>
>> which is this line:
>> while ( row =3D mysql_fetch_row( m_result ) )
>>
>> We put the parentheses in order to avoid the warning, but now, we
>> compile the application and it crashs with a core.
>>
>> #0  0x00c7fcdf in raise () from /lib/tls/libc.so.6
>> #1  0x00c814e5 in abort () from /lib/tls/libc.so.6
>> #2  0x08061b6b in Unexpected () at src/vtfix.cpp:25
>> #3  0x00711567 in std::terminate () from /usr/lib/libstdc++.so.5
>> #4  0x007113f5 in __cxa_call_unexpected () from =
/usr/lib/libstdc++.so.5
>> #5  0x00e7e928 in Session (this=3D0x96ec7e0, application=3D@0x0,
>> messageStoreFactory=3D@0x0, sessionID=3D@0x96f6198,=20
>> dataDictionary=3D@0x118a2f0,
>>     sessionTime=3D@0x118a290, pLogFactory=3D0x0) at Mutex.h:76
>> #6  0x00ea8067 in FIX::SessionFactory::create (this=3D0x118a560,
>> sessionID=3D@0x96b90a0, settings=3D@0x96e1474) at Field.h:308
>> #7  0x00eb9e23 in FIX::Acceptor::initialize (this=3D0x96cc3b0) at
>> stl_tree.h:199
>> #8  0x00eb98a0 in FIX::Acceptor::Acceptor$base () at =
stl_function.h:197
>> #9  0x00ecf0fe in FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor =
()
>> at new:89
>>
>> It happens when we are making the new to a ThreadadSocketAcceptor=20
>> object.
>>
>>   _store_factory =3D new FIX::MySQLStoreFactory( *_settings );
>>   _log_factory =3D new FIX::MySQLLogFactory( *_settings );
>>
>>   try {
>>     _acceptor =3D new FIX::ThreadedSocketAcceptor (*_application,
>> *_store_factory,
>>                          *_settings, *_log_factory);
>>   }
>>
>> quickfix is compile with ./configure --with-mysql=3D/usr in order to =
have
>> mysql support. It seems that we're missing something, but we are =
stuck
>> with this problem, so we'd appreciate your comments.
>>
>> Regards,
>> Abel Monroy Ferrero
>>
>>
>>
>>
>> ****************************** AVISO LEGAL=20
>> ******************************
>> La informaci=F3n contenida en este mensaje es para uso exclusivo de =
su=20
>> destinatario. No debe copiarse, transmitirse a terceros ni guardarse=20
>> por estos =FAltimos, salvo autorizaci=F3n del remitente.
>> Puede contener informaci=F3n confidencial o legalmente protegida cuyo =

>> r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho de =
que=20
>> haya sido enviada por correo electr=F3nico.
>> Su env=EDo por error a una persona distinta de su destinatario real =
no=20
>> implica que se haya modificado tal destinatario ni supone renuncia a=20
>> su eventual car=E1cter confidencial o al r=E9gimen legal que rija su=20
>> utilizaci=F3n.
>> Cualquier opini=F3n expresada en este mensaje vincular=E1 =
exclusivamente=20
>> a la persona que lo haya remitido, excepto cuando el mensaje=20
>> establezca lo contrario y el remitente est=E9 autorizado para=20
>> establecer que dichas opiniones vincular=E1n a esta entidad.
>> En el supuesto de que este correo se recibiera por error, rogamos=20
>> procedan a borrarlo, sin reenviarlo a terceros ni conservarlo en=20
>> cualquier soporte y nos informen inmediatamente llamando al =
tel=E9fono=20
>> 34 91 7095401 o a la direcci=F3n de correo electr=F3nico remitente. =
Gracias.
>> ****************************** DISCLAIMER =
******************************
>> The information contained in this message is for the exclusive use of =

>> the named person. It can not be copied, transmitted to third parties=20
>> or stored by the latter, except if authorised by the sender.
>> It may contain confidential or legally privileged information whose=20
>> legal regime is not affected by the fact that this information has=20
>> been sent by e-mail.
>> Its erroneous transmission to a person other than the real named=20
>> person neither implies any modification of this named person nor a=20
>> renunciation of the eventual confidentiality or legal regime=20
>> affecting the use of concerned message.
>> Any views expressed in this message are binding exclusively upon the=20
>> individual sender, except where the message states otherwise and the=20
>> sender is authorised to bind this entity.
>> If you receive this message in error, please delete it without=20
>> transmitting it to any third party or keeping it in any form and=20
>> notify us immediately either by phone (34 91 7095401) or using the e- =

>> mail address of the sender. Thank You.
>>
>> =
-------------------------------------------------------------------------=
=20
>>
>> Take Surveys. Earn Cash. Influence the Future of IT
>> Join SourceForge.net's Techsay panel and you'll get the chance to=20
>> share your
>> opinions on IT & business topics through brief surveys - and earn =
cash
>> =
http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D=
DEVDEV=20
>>
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>



****************************** AVISO LEGAL =
******************************
La informaci=F3n contenida en este mensaje es para uso exclusivo de su =
destinatario. No debe copiarse, transmitirse a terceros ni guardarse por =
estos =FAltimos, salvo autorizaci=F3n del remitente.
Puede contener informaci=F3n confidencial o legalmente protegida cuyo =
r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho de que =
haya sido enviada por correo electr=F3nico.
Su env=EDo por error a una persona distinta de su destinatario real no =
implica que se haya modificado tal destinatario ni supone renuncia a su =
eventual car=E1cter confidencial o al r=E9gimen legal que rija su =
utilizaci=F3n.
Cualquier opini=F3n expresada en este mensaje vincular=E1 exclusivamente =
a la persona que lo haya remitido, excepto cuando el mensaje establezca =
lo contrario y el remitente est=E9 autorizado para establecer que dichas =
opiniones vincular=E1n a esta entidad.
En el supuesto de que este correo se recibiera por error, rogamos =
procedan a borrarlo, sin reenviarlo a terceros ni conservarlo en =
cualquier soporte y nos informen inmediatamente llamando al tel=E9fono =
34 91 7095401 o a la direcci=F3n de correo electr=F3nico remitente. =
Gracias.
****************************** DISCLAIMER ******************************
The information contained in this message is for the exclusive use of =
the named person. It can not be copied, transmitted to third parties or =
stored by the latter, except if authorised by the sender.
It may contain confidential or legally privileged information whose =
legal regime is not affected by the fact that this information has been =
sent by e-mail.=20
Its erroneous transmission to a person other than the real named person =
neither implies any modification of this named person nor a renunciation =
of the eventual confidentiality or legal regime affecting the use of =
concerned message.
Any views expressed in this message are binding exclusively upon the =
individual sender, except where the message states otherwise and the =
sender is authorised to bind this entity.=20
If you receive this message in error, please delete it without =
transmitting it to any third party or keeping it in any form and notify =
us immediately either by phone (34 91 7095401) or using the e- mail =
address of the sender. Thank You.

Re: [Quickfix-developers] Upgrading to quickfix 1.12.4: C++/MySQLConnection.h:98: warning: suggest parentheses around assignment used, as truth value

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

I believe this has been resolved in svn.  Could you try checking out =20
the latest and trying it out?

--oren

On Dec 12, 2006, at 5:11 AM, Abel Monroy wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi everyone,
>
> we're upgrading our quickfix applications to last version, 1.12.4, and
> we found some problems, so maybe someone could give us a hand.
> Compiling the version, we've seen this warning:
>
> C++/MySQLConnection.h:98: warning: suggest parentheses around =20
> assignment
> used,   as truth value
>
> which is this line:
> while ( row =3D mysql_fetch_row( m_result ) )
>
> We put the parentheses in order to avoid the warning, but now, we
> compile the application and it crashs with a core.
>
> #0  0x00c7fcdf in raise () from /lib/tls/libc.so.6
> #1  0x00c814e5 in abort () from /lib/tls/libc.so.6
> #2  0x08061b6b in Unexpected () at src/vtfix.cpp:25
> #3  0x00711567 in std::terminate () from /usr/lib/libstdc++.so.5
> #4  0x007113f5 in __cxa_call_unexpected () from /usr/lib/libstdc+=20
> +.so.5
> #5  0x00e7e928 in Session (this=3D0x96ec7e0, application=3D@0x0,
> messageStoreFactory=3D@0x0, sessionID=3D@0x96f6198, =20
> dataDictionary=3D@0x118a2f0,
>     sessionTime=3D@0x118a290, pLogFactory=3D0x0) at Mutex.h:76
> #6  0x00ea8067 in FIX::SessionFactory::create (this=3D0x118a560,
> sessionID=3D@0x96b90a0, settings=3D@0x96e1474) at Field.h:308
> #7  0x00eb9e23 in FIX::Acceptor::initialize (this=3D0x96cc3b0) at
> stl_tree.h:199
> #8  0x00eb98a0 in FIX::Acceptor::Acceptor$base () at stl_function.h:=20=

> 197
> #9  0x00ecf0fe in =20
> FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor ()
> at new:89
>
> It happens when we are making the new to a ThreadadSocketAcceptor =20
> object.
>
>   _store_factory =3D new FIX::MySQLStoreFactory( *_settings );
>   _log_factory =3D new FIX::MySQLLogFactory( *_settings );
>
>   try {
>     _acceptor =3D new FIX::ThreadedSocketAcceptor (*_application,
> *_store_factory,
>                          *_settings, *_log_factory);
>   }
>
> quickfix is compile with ./configure --with-mysql=3D/usr in order to =20=

> have
> mysql support. It seems that we're missing something, but we are stuck
> with this problem, so we'd appreciate your comments.
>
> Regards,
> Abel Monroy Ferrero
>
>
>
>
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