quickfix-developers — QuickFIX developers forum

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

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

Great points Nick.  If anyone wants a real fix engine, contact  
ni...@de....

On Oct 25, 2006, at 9:37 AM, Nick Evgeniev wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> don't know about fix 5.0
> quickfix obviously needs architecture changes in it's current state  
> it suited well only for fix sandboxes, as it has no explicit  
> transaction management, hence it has no batching operations. it has  
> brokenly designed synchronization and as a bonus has numerous  
> errors in reset sequence handling and unexpected crashes in native  
> code in connection handling.
> The last two issues are implementation details, but the first two  
> are crucial for high volume transaction processing.
> We'd been evaluating quickfix for about half year, but finally  
> decided to drop it in favor of homegrown engine because of issues  
> I've written above.
> Just wonder that nowadays, after all the litrechure regarding  
> highspeed message parsing available for $30 bucks at amazon, we  
> have such brokenly designed product :(

Re: [Quickfix-developers] Error message: Logon state is not valid for this message

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

It means it failed one of the tests in Session::validLogonState.  It  
most likely means that you received a some message before the Logon  
message was received.

--oren

On Oct 25, 2006, at 9:52 AM, Andrei Goldchleger wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi there,
>
> Sometimes the message "Logon state is not valid for this message" pops
> at the session event logs. What does it mean?
>
> Thanks,
>
> Andrei Goldchleger

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

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

Great points Nick.  If anyone wants a real fix engine, contact  
ni...@de....

--oren

On Oct 25, 2006, at 9:37 AM, Nick Evgeniev wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> don't know about fix 5.0
> quickfix obviously needs architecture changes in it's current state  
> it suited well only for fix sandboxes, as it has no explicit  
> transaction management, hence it has no batching operations. it has  
> brokenly designed synchronization and as a bonus has numerous  
> errors in reset sequence handling and unexpected crashes in native  
> code in connection handling.
> The last two issues are implementation details, but the first two  
> are crucial for high volume transaction processing.
> We'd been evaluating quickfix for about half year, but finally  
> decided to drop it in favor of homegrown engine because of issues  
> I've written above.
> Just wonder that nowadays, after all the litrechure regarding  
> highspeed message parsing available for $30 bucks at amazon, we  
> have such brokenly designed product :(
>

[Quickfix-developers] Error message: Logon state is not valid for this message

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

Hi there,

Sometimes the message "Logon state is not valid for this message" pops
at the session event logs. What does it mean?

Thanks,

Andrei Goldchleger

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

[Nick E. <ni...@de...>]

Hi,

don't know about fix 5.0
quickfix obviously needs architecture changes in it's current state it =
suited well only for fix sandboxes, as it has no explicit transaction =
management, hence it has no batching operations. it has brokenly =
designed synchronization and as a bonus has numerous errors in reset =
sequence handling and unexpected crashes in native code in connection =
handling.
The last two issues are implementation details, but the first two are =
crucial for high volume transaction processing.
We'd been evaluating quickfix for about half year, but finally decided =
to drop it in favor of homegrown engine because of issues I've written =
above.
Just wonder that nowadays, after all the litrechure regarding highspeed =
message parsing available for $30 bucks at amazon, we have such brokenly =
designed product :(


  ----- Original Message -----=20
  From: Eranga Samararathna=20
  To: qui...@li... ; =
qui...@li...=20
  Sent: Wednesday, October 25, 2006 9:50 AM
  Subject: [Quickfix-users] Quickfix for FIX 5.0.....


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




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


  Hi,

  =20

  How is the quickfix / quickfixj preparation for FIX 5.0? Is quickfix =
need architecture change to address the new loosely coupled FIX =
application layer and FIX session layer?

  =20

  BR,

  =20

  Eranga



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


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

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

Well the first cut will be likely to use the Session Protocol as the  
first supported transport for application messages.  This can be  
implemented with relatively little change to the architecture as it  
is pretty similar to how the previous versions work already.  This  
will require supporting the new versioning constructs while  
maintaining backwards compatibility with the old ones.  There will  
probably have to be some changes to how data dictionaries work, since  
I guess we will need two of them.

The first release of QF with 5.0 support will probably only implement  
transporting application messages over the session protocol.  After  
that I suppose it will come down to the first viable use case of  
sending application messages over a different transport.

--oren

On Oct 25, 2006, at 12:50 AM, Eranga Samararathna wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> How is the quickfix / quickfixj preparation for FIX 5.0? Is  
> quickfix need architecture change to address the new loosely  
> coupled FIX application layer and FIX session layer?
>
> BR,
>
> Eranga
>

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

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

Hi,

 

How is the quickfix / quickfixj preparation for FIX 5.0? Is quickfix need
architecture change to address the new loosely coupled FIX application layer
and FIX session layer?

 

BR,

 

Eranga

Re: [Quickfix-developers] vb.net 2005 query

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

Could you post your code?

Francis 

-----Original Message-----
From: cstrader [mailto:cst...@cs...] 
Sent: Tuesday, October 24, 2006 11:45
To: qui...@li...
Subject: [Quickfix-developers] vb.net 2005 query

Is anyone using vb.net 2005?  I'm having trouble getting the initiator.start
command to work.
 
ty
 
 

Re: [Quickfix-developers] How to stop quickfix validation?

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

Do you have an example of this?  Does this problem still exist in 1.12?

--oren

> 2) The validation logic for nested repeating groups and components
> doesn't always work correctly in QF 1.11.1. I had submitted a patch to
> fix the validation logic a couple of months back, but I don't  
> believe it
> got picked up. Once you get past #1, chances are you might run  
> problems
> with QF's validation logic for nested repeating groups and components.
>
> HTH,
>
> - Ajay

Re: [Quickfix-developers] How to stop quickfix validation?

[Ajay K. <Aja...@tr...>]

A couple of things:

1) It looks like you have extended the QF 1.11.1 FIX4.2 data dictionary
to include the "AB" message from FIX 4.3/FIX4.4. Assuming you copied
over the xml for the message definition as-is and did not rearrange the
fields, your example message doesn't appear to be have tags in the
correct order. Tag 555 in your message is followed by tag 654
(LegRefID), when it should instead be followed by tag 600 (LegSymbol)
which is the first field in the NoLegs repeating group in a
NewOrderMultileg. It looks like whatever is generating the
NewOrderMultileg message coming into Quickfix is not following the rules
for formatting repeating groups.

2) The validation logic for nested repeating groups and components
doesn't always work correctly in QF 1.11.1. I had submitted a patch to
fix the validation logic a couple of months back, but I don't believe it
got picked up. Once you get past #1, chances are you might run problems
with QF's validation logic for nested repeating groups and components.

HTH,

- Ajay

-----Original Message-----
From: San...@ub... [mailto:San...@ub...]=20
Sent: Tuesday, October 24, 2006 11:15 AM
To: Ajay Kamdar; qui...@li...
Subject: RE: [Quickfix-developers] How to stop quickfix validation?


Yes, but since the message is having repeating groups, have to use Data
Dictionary. If DD is not used Quick Fix rejects the message saying=20
(Message 26 Rejected: Tag appears more than once:564)

And if Data Dictionary is used QuickFix rejects with following message=20
(Message 31 Rejected: Incorrect NumInGroup count for repeating
group:555)

Message sent to Quick fix is=20

8=3DFIX.4.2;9=3D316;35=3DAB;34=3D2294;52=3D20061011-23:16:19;43=3DN;49=3D=
a4Q5;50=3DKS;56
=3DOxtT1;11=3D24-9575_105;38=3D2;54=3D2;21=3D1;40=3D2;44=3D1.2500;59=3D0;=
47=3DA;81=3D00;60=3D2
0061011-21:00:00;167=3DMLEG;76=3D642;211=3D0;555=3D2;654=3D24-9676;600=3D=
WIB;608=3DOC;
610=3D200801;612=3D100.0000;564=3DO;624=3D1;623=3D1;654=3D24-9677;600=3DW=
JN;608=3DOP;610
=3D200801;612=3D50.0000;564=3DO;624=3D1;623=3D1;9848=3D1003;10=3D097

Any clues how to solve this problem.=20

Regards,
Sangram


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ajay Kamdar
Sent: Tuesday, October 24, 2006 11:01 AM
To: Shinde, Sangram; qui...@li...
Subject: Re: [Quickfix-developers] How to stop quickfix validation?

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

Quickfix will not do any message content validation if you set
UseDataDictionary session configuration attribute to "N" and leave out
the DataDictionary.

-----Original Message-----
From: San...@ub... [mailto:San...@ub...]
Sent: Tuesday, October 24, 2006 10:44 AM
To: qui...@li...
Subject: [Quickfix-developers] How to stop quickfix validation?


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

Hello,

I am using QuickFix 1.11.1 for C++ on Linux OS. I want to turn of all
validations done by quickfix engine for incoming messages. I checked the
fix configuration but could not find any parameter which will stop the
validation on the incoming messages.

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Re: [Quickfix-developers] How to stop quickfix validation?

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

However doing this will also make it impossible to parse any messages  
with repeating groups.  For this reason commenting out the  
m_dataDictionary.validate( message ); line would be a better approach  
if you plan on receiving messages with repeating groups.  If not,  
then yes, turning off the data dictionary is sufficient.

-oren

On Oct 24, 2006, at 10:00 AM, Ajay Kamdar wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Quickfix will not do any message content validation if you set
> UseDataDictionary session configuration attribute to "N" and leave out
> the DataDictionary.

Re: [Quickfix-developers] Quickfix Repeating Groups problem

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

We would have to add a setting for this.  For now you can turn off  
all validation with a simple code change.  In session.cpp, just  
comment out the line:

  m_dataDictionary.validate( message );

--oren

On Oct 24, 2006, at 9:27 AM, Kel...@ub... wrote:

> Other than the below config settings, are there other ways to turn off
> ALL validations?  I've tried the below settings, and messages are  
> still
> being checked before being passed off.
>
> Thanks.
> Kelvin

[Quickfix-developers] vb.net 2005 query

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

Is anyone using vb.net 2005?  I'm having trouble getting the =
initiator.start command to work.

ty

Re: [Quickfix-developers] How to stop quickfix validation?

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

Yes, but since the message is having repeating groups, have to use Data
Dictionary. If DD is not used Quick Fix rejects the message saying=20
(Message 26 Rejected: Tag appears more than once:564)

And if Data Dictionary is used QuickFix rejects with following message=20
(Message 31 Rejected: Incorrect NumInGroup count for repeating
group:555)

Message sent to Quick fix is=20

8=3DFIX.4.2;9=3D316;35=3DAB;34=3D2294;52=3D20061011-23:16:19;43=3DN;49=3D=
a4Q5;50=3DKS;56
=3DOxtT1;11=3D24-9575_105;38=3D2;54=3D2;21=3D1;40=3D2;44=3D1.2500;59=3D0;=
47=3DA;81=3D00;60=3D2
0061011-21:00:00;167=3DMLEG;76=3D642;211=3D0;555=3D2;654=3D24-9676;600=3D=
WIB;608=3DOC;
610=3D200801;612=3D100.0000;564=3DO;624=3D1;623=3D1;654=3D24-9677;600=3DW=
JN;608=3DOP;610
=3D200801;612=3D50.0000;564=3DO;624=3D1;623=3D1;9848=3D1003;10=3D097

Any clues how to solve this problem.=20

Regards,
Sangram


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ajay Kamdar
Sent: Tuesday, October 24, 2006 11:01 AM
To: Shinde, Sangram; qui...@li...
Subject: Re: [Quickfix-developers] How to stop quickfix validation?

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

Quickfix will not do any message content validation if you set
UseDataDictionary session configuration attribute to "N" and leave out
the DataDictionary.

-----Original Message-----
From: San...@ub... [mailto:San...@ub...]
Sent: Tuesday, October 24, 2006 10:44 AM
To: qui...@li...
Subject: [Quickfix-developers] How to stop quickfix validation?


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

Hello,

I am using QuickFix 1.11.1 for C++ on Linux OS. I want to turn of all
validations done by quickfix engine for incoming messages. I checked the
fix configuration but could not find any parameter which will stop the
validation on the incoming messages.

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

The information in this email is confidential and may be legally
privileged.
It is intended solely for the addressee. Access to this email by anyone
else
is unauthorized. If you are not the intended recipient, any disclosure,
copying,
distribution or any action taken or omitted to be taken in reliance on
it, is
prohibited and may be unlawful.

TradeWeb reserves the right to monitor and review the content of all
messages sent
to or from this e-mail address. Messages sent to or from this e-mail
address may
be stored on the TradeWeb e-mail system.


------------------------------------------------------------------------
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Using Tomcat but need to do more? Need to support web services,
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Get stuff done quickly with pre-integrated technology to make your job
easier
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Geronimo
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construed as a solicitation or offer to buy or sell any securities or 
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Re: [Quickfix-developers] How to stop quickfix validation?

[Ajay K. <Aja...@tr...>]

Quickfix will not do any message content validation if you set
UseDataDictionary session configuration attribute to "N" and leave out
the DataDictionary.

-----Original Message-----
From: San...@ub... [mailto:San...@ub...]=20
Sent: Tuesday, October 24, 2006 10:44 AM
To: qui...@li...
Subject: [Quickfix-developers] How to stop quickfix validation?


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

Hello,

I am using QuickFix 1.11.1 for C++ on Linux OS. I want to turn of all
validations done by quickfix engine for incoming messages. I checked the
fix configuration but could not find any parameter which will stop the
validation on the incoming messages.

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The information in this email is confidential and may be legally =
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It is intended solely for the addressee. Access to this email by anyone =
else
is unauthorized. If you are not the intended recipient, any disclosure, =
copying,
distribution or any action taken or omitted to be taken in reliance on =
it, is
prohibited and may be unlawful.

TradeWeb reserves the right to monitor and review the content of all =
messages sent
to or from this e-mail address. Messages sent to or from this e-mail =
address may
be stored on the TradeWeb e-mail system.

[Quickfix-developers] How to stop quickfix validation?

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

Hello,

I am using QuickFix 1.11.1 for C++ on Linux OS. I want to turn of all
validations done by quickfix engine for incoming messages. I checked the
fix configuration but could not find any parameter which will stop the
validation on the incoming messages.

I found only following configurations

DataDictionary =20
ValidateFieldsOutOfOrder =20
ValidateFieldsHaveValues =20
ValidateUserDefinedFields=20

But none of them stop the QuickFix engine from validating the incoming
messages.=20

Regards,
Sangram

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

This message contains confidential information and is intended only 
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should not disseminate, distribute or copy this e-mail.  Please 
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E-mail transmission cannot be guaranteed to be secure or error-free 
as information could be intercepted, corrupted, lost, destroyed, 
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Re: [Quickfix-developers] Quickfix Repeating Groups problem

[<Kel...@ub...>]

Other than the below config settings, are there other ways to turn off
ALL validations?  I've tried the below settings, and messages are still
being checked before being passed off.

Thanks.
Kelvin

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Friday, October 20, 2006 4:40 PM
To: Shek, Kelvin
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Quickfix Repeating Groups problem

See the validation section of the configuration settings:

http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Valid
ation

On Oct 20, 2006, at 3:08 PM, Kel...@ub... wrote:

> Also, where are the configurable options to turn off validations on=20
> incoming fix messages coming into quickfix?
>
> Kel.


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

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should not disseminate, distribute or copy this e-mail.  Please 
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E-mail transmission cannot be guaranteed to be secure or error-free 
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Re: [Quickfix-developers] Quickfix Repeating Groups problem

[<Kel...@ub...>]

I've tried these configs, but I still receive session rejects. are there
any other places we can turn them off?=20

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Friday, October 20, 2006 4:40 PM
To: Shek, Kelvin
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Quickfix Repeating Groups problem

See the validation section of the configuration settings:

http://www.quickfixengine.org/quickfix/doc/html/
configuration.html#Validation

On Oct 20, 2006, at 3:08 PM, Kel...@ub... wrote:

> Also, where are the configurable options to turn off validations on=20
> incoming fix messages coming into quickfix?
>
> Kel.


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

This message contains confidential information and is intended only 
for the individual named.  If you are not the named addressee you 
should not disseminate, distribute or copy this e-mail.  Please 
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E-mail transmission cannot be guaranteed to be secure or error-free 
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Re: [Quickfix-developers] Quickfix Repeating Groups problem

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

See the validation section of the configuration settings:

http://www.quickfixengine.org/quickfix/doc/html/ 
configuration.html#Validation

On Oct 20, 2006, at 3:08 PM, Kel...@ub... wrote:

> Also, where are the configurable options to turn off validations on
> incoming fix messages coming into quickfix?
>
> Kel.

Re: [Quickfix-developers] Quickfix Repeating Groups problem

[<Kel...@ub...>]

Also, where are the configurable options to turn off validations on
incoming fix messages coming into quickfix?=20

Kel.

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Friday, October 20, 2006 3:38 PM
To: Shek, Kelvin
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Quickfix Repeating Groups problem

Could you post the code on how you are creating this message?

We have several configuration settings for turning off carious types of
validation.  There currently isn't one to turn off group count checking,
but it could be added.

--oren

On Oct 20, 2006, at 2:30 PM, Kel...@ub... wrote:

> During my testing, I have noticed that QuickFix populates the 555
> (NoLegs) tag with the value 3 on New MultilegOrders (35=3DAB), even=20
> though there are only 2 legs in the order.
>
> Also, QuickFix is validating incoming messages, and i frequently get a

> session reject stating that the number of legs on the order, does not=20
> match the actual number of legs.  Because of this, we would like to=20
> turn off session level validation.  Is this possible?
>
> We're using the c++ over linux, quickfix version 1.11.1
>
> Thanks.
>
> Kel.


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Re: [Quickfix-developers] Quickfix Repeating Groups problem

[<Kel...@ub...>]

Here is the code.

FIX::Message fixMsgPolling (strFixMsg,dataDictionary,false); =20

Where strFixMsg is fix message in string format dataDictionary is Data
Dictionary object

Kel.


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Friday, October 20, 2006 3:38 PM
To: Shek, Kelvin
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Quickfix Repeating Groups problem

Could you post the code on how you are creating this message?

We have several configuration settings for turning off carious types of
validation.  There currently isn't one to turn off group count checking,
but it could be added.

--oren

On Oct 20, 2006, at 2:30 PM, Kel...@ub... wrote:

> During my testing, I have noticed that QuickFix populates the 555
> (NoLegs) tag with the value 3 on New MultilegOrders (35=3DAB), even=20
> though there are only 2 legs in the order.
>
> Also, QuickFix is validating incoming messages, and i frequently get a

> session reject stating that the number of legs on the order, does not=20
> match the actual number of legs.  Because of this, we would like to=20
> turn off session level validation.  Is this possible?
>
> We're using the c++ over linux, quickfix version 1.11.1
>
> Thanks.
>
> Kel.


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

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should not disseminate, distribute or copy this e-mail.  Please 
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[Quickfix-developers] QuickFIX/J question

[Alvin W. <AW...@FF...>]

Hi, we are considering to migrate from QuickFIX to QuickFIX/J, and we have
some basic questions before we act.

1. Does QuickFIX/J share the same API with QuickFIX's java version?
2. Does QuickFIX/J evolve in parallel with QuickFIX? How closely are they
correlated in development / bug fixing? From the function and bug fixing
point view, what is the QuickFIX/J's corresponding QuickFIX's version?
3. How do you like QuickFIX/J vs. QuickFIX? How is QuickFIX/J's
performance? How stable is QuickFIX/J? What things does QuickFIX/J have but
QuickFIX does not have? What things does QuickFIX have but QuickFIX/J does
not have?

Could anyone provide his/her opnions?
Many thanks,
Alvin



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Re: [Quickfix-developers] How do you determine valid tags for a message?

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

Warren,

You can use the DataDictionary to do this.  It has a method called =20
isMsgField where you pass in a message type and a field tag and it =20
will tell you if that field exists in the message or not.

--oren

On Oct 20, 2006, at 2:22 PM, Warren Sze wrote:
> Hi,
>
> I=92m using QuickFIX/J 1.0.0-beta1.  Are there any helper methods =20
> that can determine if a particular tag is valid for a message?  For =20=

> example is tag 17 valid (valid, not is the field set for this =20
> particular usage of the message) for a FIX 4.2 New Order Message.  =20
> I would of assumed such a method would be at =20
> quickfixj.fix42.NewOrderSingle.isValidTag().

Re: [Quickfix-developers] Quickfix Repeating Groups problem

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

Could you post the code on how you are creating this message?

We have several configuration settings for turning off carious types  
of validation.  There currently isn't one to turn off group count  
checking, but it could be added.

--oren

On Oct 20, 2006, at 2:30 PM, Kel...@ub... wrote:

> During my testing, I have noticed that QuickFix populates the 555
> (NoLegs) tag with the value 3 on New MultilegOrders (35=AB), even  
> though
> there are only 2 legs in the order.
>
> Also, QuickFix is validating incoming messages, and i frequently get a
> session reject stating that the number of legs on the order, does not
> match the actual number of legs.  Because of this, we would like to  
> turn
> off session level validation.  Is this possible?
>
> We're using the c++ over linux, quickfix version 1.11.1
>
> Thanks.
>
> Kel.

[Quickfix-developers] Quickfix Repeating Groups problem

[<Kel...@ub...>]

During my testing, I have noticed that QuickFix populates the 555
(NoLegs) tag with the value 3 on New MultilegOrders (35=3DAB), even =
though
there are only 2 legs in the order.=20

Also, QuickFix is validating incoming messages, and i frequently get a
session reject stating that the number of legs on the order, does not
match the actual number of legs.  Because of this, we would like to turn
off session level validation.  Is this possible?

We're using the c++ over linux, quickfix version 1.11.1

Thanks.

Kel.

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

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