quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Using DataDictionary.getFieldName from Ruby

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

In addition to the previous fixes, I also added support for output  
input arguments such as getFieldTag.  Works the same way (i.e.)  
getFieldTag( "Side" ), will return 54.

--oren

On Oct 11, 2006, at 4:26 PM, Toli Kuznets wrote:

> I'm now seeing another problem when i try using the
> Quickfix::DataDictionary.getValueName function.

Re: [Quickfix-developers] Using DataDictionary.getFieldName from Ruby

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

Blech.  That wasn't automatic at all.  I definitely wouldn't describe  
it as magical.  That pass-by-ref bliss only works for input  
arguments.  Output arguments are another story.  I slogged through it  
though and checked in something that will do the trick, at least for  
strings.  In particular with getFieldName and getValueName, they now  
take two parameters and will return a string.  nil is returned if the  
name is not found.

--oren

On Oct 11, 2006, at 4:26 PM, Toli Kuznets wrote:

> when i pas another string (or a var pointing to a string) as the 3rd
> param, i get this error:
>>> name = "future name"
> => "future name"
>>> d.getValueName(Quickfix::Side.new.getField, Quickfix::Side_BUY(),  
>>> name)
> TypeError: in method 'getValueName', argument 4 of type  
> 'std::string &'
>         from (irb):21:in `getValueName'
>         from (irb):21
>
> I'm somewhat at a loss as to what i need to pass into this function.
> The SWIG code (QuickfixRuby.cpp:line 53138-53184) shows that the last
> arg is being converted to a pass-by-reference parameter to a C++ call.
> Reading up on SWIG indicates that pass-by-ref stuff should just work
> "magically" from Ruby
> (http://www.goto.info.waseda.ac.jp/~fukusima/ruby/swig-examples/ 
> reference/index.html)

[Quickfix-developers] Using DataDictionary.getFieldName from Ruby

[Toli K. <to...@ma...>]

Oren,

the fixed you checked works for me - I can now compile/install the
latest (HEAD) version on Quickfix (thanks!)
(the OS/X problem miraculously disappeared with the new code as well).

I'm now seeing another problem when i try using the
Quickfix::DataDictionary.getValueName function.

the Java API show that it takes 2 args:  getValueName(int field, String value)
and the C++ takes 3:
  bool getValueName( int field, const std::string& value, std::string&
name ) const

Ruby interface clearly wants three args passed in:
>> d  = Quickfix::DataDictionary.new("/usr/local/share/quickfix/FIX42.xml")
=> #<Quickfix::DataDictionary:0x23ff4b4>
>> d.getValueName(Quickfix::Side.new.getField, Quickfix::Side_BUY())
ArgumentError: wrong # of arguments(2 for 3)
        from (irb):19:in `getValueName'
        from (irb):19

when i pas another string (or a var pointing to a string) as the 3rd
param, i get this error:
>> name = "future name"
=> "future name"
>> d.getValueName(Quickfix::Side.new.getField, Quickfix::Side_BUY(), name)
TypeError: in method 'getValueName', argument 4 of type 'std::string &'
        from (irb):21:in `getValueName'
        from (irb):21

I'm somewhat at a loss as to what i need to pass into this function.
The SWIG code (QuickfixRuby.cpp:line 53138-53184) shows that the last
arg is being converted to a pass-by-reference parameter to a C++ call.
Reading up on SWIG indicates that pass-by-ref stuff should just work
"magically" from Ruby
(http://www.goto.info.waseda.ac.jp/~fukusima/ruby/swig-examples/reference/index.html)

any idea what i may be doing wrong? Or is some SWIG magic not working
correctly with respect to DataDictionary code generated?
I'm seeing the same problem with other methods that expect a C++
pass-by-ref parameter, such as DataDictionary.getFieldName as well

thanks!

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

[Quickfix-developers] Architecture Question

[Patrick S. <pj...@ya...>]

I am implementing an order manager c# wrapper around QuickFix which will 1.=
) Convert my order messages->FIX messages and vice versa and 2.) Pass on ev=
ents that my trading applications need.  I imagine that most people are doi=
ng this.  As is shown in all of the examples and seems necessay due to the =
architecture, I will have an OrderManager class and it will contain an Appl=
ication class( the class that derives from MessageCracker and QuickFix.Appl=
ication).  So in order to pass on events to the class implementing the Orde=
rManager I have to either 1.) Handle the Event from the Application class b=
y firing another event which is handled by the client app or 2.) Expose the=
 Application class as a public member and have the Client app implement dir=
ectly, ie OrderManager.Application.OnExecution +=3D OrderManager.Applicatio=
n.Execution(application__ExecutionEvent).=0A=0AMy questions are: 1. Why is =
QuickFIX implemented this way? 2. What method are people using to create wr=
apper classes and 3.) Have I missed something that makes my question either=
 irrelevant or just plain naive?=0A=0AThanks,=0APatrick=0A=0A

Re: [Quickfix-developers] Error building Quickfix from HEAD

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

Not sure what the OS/X error is.  I cannot duplicate it.  I suspect  
you have some sort of permissioning problem preventing you from  
writing the output files.

I checked in a fix for the compilation error.

--oren

On Oct 10, 2006, at 7:52 PM, Toli Kuznets wrote:

> \Hi,
>
> I'm trying to build Quickfix from the HEAD of the SVN tree (Oren
> thanks for adding the DataDictionary support for Ruby).
>
> I'm getting 2 separate errors, one on Linux and a different one on  
> a Mac.
> Btw, i can build quickfix-1.12.4 from source just fine on both of  
> these.
>
> The Linux failure looks like a straight compilation problem in
> QuickfixRuby.cpp. Unfortunatley, i don't know SWIG well enough to
> figure out what's not setup correctly:

[Quickfix-developers] Error building Quickfix from HEAD

[Toli K. <to...@ma...>]

Hi,

I'm trying to build Quickfix from the HEAD of the SVN tree (Oren
thanks for adding the DataDictionary support for Ruby).

I'm getting 2 separate errors, one on Linux and a different one on a Mac.
Btw, i can build quickfix-1.12.4 from source just fine on both of these.

The Linux failure looks like a straight compilation problem in
QuickfixRuby.cpp. Unfortunatley, i don't know SWIG well enough to
figure out what's not setup correctly:

<snip>
Making install in ruby
make[2]: Entering directory
`/home/toli/dev/ossProjects/quickfix-latest/src/ruby'
bash ./make_ruby.sh g++ -g -O2 -Wall -ansi -Wpointer-arith
-Wwrite-strings     -I/usr/include/libxml2
-I/usr/lib/ruby/1.8/i486-linux -lpthread   -L/usr/lib -lxml2 -lz -lm
~/dev/ossProjects/quickfix-latest/src/temp
~/dev/ossProjects/quickfix-latest/src/ruby
checking for main() in -lquickfix... yes
creating Makefile
~/dev/ossProjects/quickfix-latest/src/ruby
make[3]: Entering directory
`/home/toli/dev/ossProjects/quickfix-latest/src/ruby'
g++ -fPIC -Wall -g -O2  -fPIC  -g -I. -I/usr/lib/ruby/1.8/i486-linux
-I/usr/lib/ruby/1.8/i486-linux -I.  -I../../include  -c
QuickfixRuby.cpp
QuickfixRuby.cpp: In function 'VALUE _wrap_new_FieldBase__SWIG_0(int,
VALUE*, VALUE)':
QuickfixRuby.cpp:7530: error: no matching function for call to
'FIX::FieldBase::FieldBase(int&, const std::basic_string<char,
std::char_traits<char>, std::allocator<char> >&, bool&)'
../C++/Field.h:49: note: candidates are:
FIX::FieldBase::FieldBase(int, const std::string&)
../C++/Field.h:46: note:
FIX::FieldBase::FieldBase(const FIX::FieldBase&)
make[3]: *** [QuickfixRuby.o] Error 1
make[3]: Leaving directory `/home/toli/dev/ossProjects/quickfix-latest/src/ruby'
make[2]: *** [all-local] Error 2
make[2]: Leaving directory `/home/toli/dev/ossProjects/quickfix-latest/src/ruby'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/home/toli/dev/ossProjects/quickfix-latest/src'
make: *** [install-recursive] Error 1

The MacOSX failure is a lot stranger, and seems more like an environment issue:
toli@tolimac:~/dev/ossProjects/quickfix-latest$ make install
Making install in src
Making install in C++
Making install in test
source='FieldBaseTestCase.cpp' object='FieldBaseTestCase.lo' libtool=yes \
depfile='.deps/FieldBaseTestCase.Plo'
tmpdepfile='.deps/FieldBaseTestCase.TPlo' \
depmode=gcc3 /bin/sh ../../../config/depcomp \
/bin/sh ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. -I.
-I../../.. -I..    -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings
   -I/usr/include/libxml2
-I/usr/local/lib/ruby/1.8/i686-darwin8.7.1 -O0 -g -c -o
FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' || echo
'./'`FieldBaseTestCase.cpp
 g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -Wall -ansi
-Wpointer-arith -Wwrite-strings -I/usr/include/libxml2
-I/usr/local/lib/ruby/1.8/i686-darwin8.7.1 -O0 -g -c
FieldBaseTestCase.cpp -MT FieldBaseTestCase.lo -MD -MP -MF
.deps/FieldBaseTestCase.TPlo  -fno-common -DPIC -o
.libs/FieldBaseTestCase.o
/var/tmp//ccbxFFM0.s:unknown:FATAL:can't create output file:
.libs/FieldBaseTestCase.o
make[3]: *** [FieldBaseTestCase.lo] Error 1
make[2]: *** [install-recursive] Error 1
make[1]: *** [install-recursive] Error 1
make: *** [install-recursive] Error 1

Again, both platforms compile the released 1.12.4 just fine.
I've run ./bootstrap and ./configure --with-ruby on both prior to
running 'make install'.

Any thoughts?

thanks!

-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfix-developers] Tradeclient pushing gibberish

[briancurtin <bri...@gm...>]

Take a look at the FIX::ScreenLogFactory line in tradeclient.cpp of the
tradeclient example (in the try block). logFactory(true, true, true) is
going to give you all incoming, outgoing, and event messages to the console,
which is all of the gibberish you are seeing.

Also take a look at fromApp and toApp, which are also outputting the
incoming and outgoing messages to the console.


EclipseCap wrote:
> 
> I have been trying to execute the tradeclient against executor.  I am not
> sure if it is running correctly because whenever I run the trade client I
> get gibberish across the screen.  Note how I get the start of the menu 1)
> Enter Order <  Then all of the suddent messages start flying across the
> screen.
> 

-- 
View this message in context: http://www.nabble.com/Tradeclient-pushing-gibberish-tf2412707.html#a6738042
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Tradeclient pushing gibberish

[EclipseCap <tob...@ec...>]

I have been trying to execute the tradeclient against executor.  I am not
sure if it is running correctly because whenever I run the trade client I
get gibberish across the screen.  Note how I get the start of the menu 1)
Enter Order <  Then all of the suddent messages start flying across the
screen.

Should I post a config file that went along with the trade client.  This was
all compiled with VS 2005.

Thanks!


<20061009-20:28:14, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Created session)

1) Enter Order<
20061009-20:28:152) Cancel Order,
FIX.4.0:CLIENT1->EXECUTOR3) Replace Order,
event>4) Market data test

  (5) QuitConnecting to localhost on port 5001
)Action:
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, outgoing>
 
(8=FIX.4.0?9=67?35=A?34=46?49=CLIENT1?52=20061009-20:28:15?56=EXECUTOR?98=0?10
8=30?10=205?)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Initiated logon request)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, incoming>
 
(8=FIX.4.0?9=67?35=A?34=55?49=EXECUTOR?52=20061009-20:28:15?56=CLIENT1?98=0?10
8=30?10=205?)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (Received logon response)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, event>
  (MsgSeqNum too high, expecting 53 but received 55)
<20061009-20:28:15, FIX.4.0:CLIENT1->EXECUTOR, outgoing>
 
(8=FIX.4.0?9=70?35=2?34=47?49=CLIENT1?52=20061009-20:28:15?56=EXECUTOR?7=53?16
=999999?10=120?)
-- 
View this message in context: http://www.nabble.com/Tradeclient-pushing-gibberish-tf2412653.html#a6725060
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Delay processing of FIX messages

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

On 10/6/06, Nick Volpe <ni...@ad...> wrote:

> But as soon
> as database connectivity is back, I'd like to start processing all of the
> FIX messages that have not yet been processed.  What is the best way to do
> this?

Well, since you seem to have enough control over the database
connection to know when it is up/down, you might want to keep a queue
of FIX messages yet-to-be-processed.  Your Application callback
methods can put messages in that queue when the DB connection is down,
and when the connection has come back up you can drain it.

The only problem with this scenario is what happens if your app
crashes while the DB connection is down and messages are in your
queue.  They will be lost, since QuickFIX will think you have already
processed them because the callback has already returned.  To do it
right, you'd need to make this queue persistent or you'd need to keep
track of the last message you successfully wrote to the DB and reset
the QuickFIX incoming sequence number to match when your app starts
up.

-- 
Caleb Epstein

[Quickfix-developers] Delay processing of FIX messages

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

I'm using QF 1.11.0 for Java and have a question regarding managing 
incoming FIX messages when I'm not able to process them.  To elaborate, my 
application very occasionally loses connectivity with a database that it 
needs to access when processing incoming FIX messages.  The application 
continues running and will periodically attempt to re-establish the 
database connection.  However, if a FIX message is received during this 
period (could be several minutes in some cases), I am not able to process 
it.  But as soon as database connectivity is back, I'd like to start 
processing all of the FIX messages that have not yet been processed.  What 
is the best way to do this?
Thanks.
**************************************************************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. Any  unauthorized use of the information contained
in this email or its attachments is prohibited.  If this email is received in
error, please contact the sender and delete the material from your
computer systems. Do not use, copy, or disclose the contents of this
email or any attachments.
Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
the content of this email to the extent that the same consists of
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
viruses are present in this email, ADIA accepts no responsibility for
any loss or damage arising from the use of this email or its
attachments.
**************************************************************************************************************

Re: [Quickfix-developers] QuickFIX Engine Web Interface

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

You should set RefreshOnLogon to Y to get this behavior.

--oren

On Oct 5, 2006, at 11:26 AM, Andrew Munn wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> If you toggle a session to OFF, then change the sequence #s in your
> sessions table, then toggle it back ON, shouldn't it re-read that  
> table
> and start with the new sequence #s?  I think the current behavior  
> is that
> it uses the previous #s.
>
> Thanks,
> Andrew

[Quickfix-developers] QuickFIX Engine Web Interface

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

If you toggle a session to OFF, then change the sequence #s in your 
sessions table, then toggle it back ON, shouldn't it re-read that table 
and start with the new sequence #s?  I think the current behavior is that 
it uses the previous #s.

Thanks,
Andrew

[Quickfix-developers] Memory leak at Initiator class

[Clebson D. <cde...@bm...>]

Hi fellows,

I found a small memory leak in Initiator.cpp, the patch below fixes it.

Cheers,
Clebson

---------------------------------------- cut here
-----------------------------------------------
*** C:\Projects\FIX\source-latest\quickfix\src\C++\Initiator.cpp
Wed Oct 04 11:33:10 2006
--- Initiator.cpp       Wed Oct 04 15:53:45 2006
***************
*** 94,99 ****
--- 94,102 ----
    for ( i =3D m_sessions.begin(); i !=3D m_sessions.end(); ++i )
      delete i->second;

+   if( m_pLogFactory && m_pLog )
+     m_pLogFactory->destroy( m_pLog );
+
    QF_STACK_IGNORE_END
  }

---------------------------------------- cut here
-----------------------------------------------

[Quickfix-developers] Whats Wrong With it?

[[ R. ] <ra...@gm...>]
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Re: [Quickfix-developers] Problem with reset() because of generateLogout() if logon short before StartTime

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

Subert,

I believe this is a bug that was fixed in a later release.  Have you  
tried 1.12.4 with this scenario?  I believe that now when there is  
activity outside of the session time, the sequence numbers do not get  
incremented.

--oren

> We have a problem with QuickFix 1.11.2 (compared with 1.9.4 version
> where it was ok) as during reset() the generateLogout() is called too.
>
> If partner tries to connect/logon short before StartTime ( i.e.  
> outside
> the session times) then on our side
> 1) session is reseted
> 2) logout is sent (incrementing seq num)
> 3) session is reseted (reseting seq num)
> 4) session is reseted
>
> It seams that
> 1) the partner is suprised with our Logout and/or
> 2) by later connect/logon (after) StartTime the partner expects  
> SeqNum=2
> inside our next Logon message but we will send SeqNum=1 as we have
> reseted the session and the partner does not knows that (message too
> low).
>
> Questions:
> Is  Logout response (new in 1.11.2) allowed after Logon attempt short
> before StartTime (outside the session times), or would be better to  
> only
> disconnect (as in 1.9.4) ?
> Should generateLogout() be skipped (not sent) as consuming seqnum, if
> Logon is not accepted/responded and session is reseted because of
> checkSessionTimes ?
>
> Thank for help.

[Quickfix-developers] Problem with reset() because of generateLogout() if logon short before StartTime

[Subert M. <Mla...@sw...>]

We have a problem with QuickFix 1.11.2 (compared with 1.9.4 version
where it was ok) as during reset() the generateLogout() is called too.

If partner tries to connect/logon short before StartTime ( i.e. outside
the session times) then on our side
1) session is reseted
2) logout is sent (incrementing seq num)
3) session is reseted (reseting seq num)
4) session is reseted

It seams that=20
1) the partner is suprised with our Logout and/or=20
2) by later connect/logon (after) StartTime the partner expects =
SeqNum=3D2
inside our next Logon message but we will send SeqNum=3D1 as we have
reseted the session and the partner does not knows that (message too
low).

Questions:
Is  Logout response (new in 1.11.2) allowed after Logon attempt short
before StartTime (outside the session times), or would be better to only
disconnect (as in 1.9.4) ?=20
Should generateLogout() be skipped (not sent) as consuming seqnum, if
Logon is not accepted/responded and session is reseted because of
checkSessionTimes ?=20

Thank for help.

(303)20.09 06:55:00.360|BBHNE     |Event 	FIX.4.2:P01->BBHNE
RESET
(303)20.09 06:55:00.485|BBHNE     |In
8=3DFIX.4.2=019=3D0065=0135=3DA=0134=3D1=0152=3D20060920-04:55:00=01369=3D=
0=0156=3DP01=0149=3DBBHNE=0198
=3D0=01108=3D30=0110=3D178=01
(303)20.09 06:55:00.485|BBHNE     |Out
8=3DFIX.4.2=019=3D47=0135=3D5=0134=3D1=0149=3DP01=0152=3D20060920-04:55:0=
0=0156=3DBBHNE=0110=3D029=01
(303)20.09 06:55:00.485|BBHNE     |Event 	FIX.4.2:P01->BBHNE
Disconnecting
(303)20.09 06:55:00.485|BBHNE     |Event	FIX.4.2:P01->BBHNE
RESET
(303)20.09 06:55:00.485|BBHNE     |Event 	FIX.4.2:P01->BBHNE
Socket Error
(303)20.09 06:55:00.485|BBHNE     |Event	FIX.4.2:P01->BBHNE
RESET
=20
=20
This message is for the named person's use only. It may contain =
confidential, proprietary or legally privileged information. No =
confidentiality or privilege is waived or lost by any mistransmission. =
If you receive this message in error, please notify the sender urgently =
and then immediately delete the message and any copies of it from your =
system. Please also immediately destroy any hardcopies of the message. =
You must not, directly or indirectly, use, disclose, distribute, print, =
or copy any part of this message if you are not the intended recipient. =
The sender's company reserves the right to monitor all e-mail =
communications through their networks. Any views expressed in this =
message are those of the individual sender, except where the message =
states otherwise and the sender is authorised to state them to be the =
views of the sender's company.

Re: [Quickfix-developers] CME Specific SendRequest

[Mike G. <mg...@co...>]

Are you referring to the CME AutoCert test entitled "Handle Message Gaps 
of More than 2500 Messages"?

--
Mike Gatny
Connamara Systems, LLC

Re: [Quickfix-developers] CME Specific SendRequest

[Jain, A. <Ani...@rb...>]

> Specifically I need to implement functionality to allow me to request exa=
ctly N (where N <=3D 2500) messages.

I've implemented CME resend request, but we do not have any need to request=
 such a large number ourselves - maybe your need is different. We simply do=
 trade executions and use MsgType=3DD(Order - Single), F(Order Cancel Reque=
st) and G( Order Cancel/Replace Request).

> If this is not implemented has anybody done this before? Can anyone point=
 me in the correct direction?

When required, we first sync our processing systems' requirement from incom=
ing logs, then we do resend request to CME with BeginSeqNo as one plus last=
 incoming record in the log, and EndSeqNo as 0 to get all of any remaining =
records.

Disconnect will happen, if CME misses couple of heartbeats, and our rate of=
 receiving messages is much less than 2500 for that duration, so the need f=
or such volume management does not arise for us.

Hope, this was helpful.

Regards,

Anil Jain
_______________________________________________________________________

This E-Mail (including any attachments) may contain privileged or confident=
ial information.  It is intended only for the addressee(s) indicated above.
The sender does not waive any of its rights, privileges or other protection=
s respecting this information. =20
Any distribution, copying or other use of this E-Mail or the information it=
 contains, by other than an intended recipient, is not sanctioned and is pr=
ohibited.
If you received this E-Mail in error, please delete it and advise the sende=
r (by return E-Mail or otherwise) immediately.

This E-Mail (including any attachments) has been scanned for viruses.=20
It is believed to be free of any virus or other defect that might affect an=
y computer system into which it is received and opened.=20
However, it is the responsibility of the recipient to ensure that it is vir=
us free.=20
The sender accepts no responsibility for any loss or damage arising in any =
way from its use.

E-Mail received by or sent from RBC Capital Markets is subject to review by=
 Supervisory personnel.=20
Such communications are retained and may be produced to regulatory authorit=
ies or others with legal rights to the information.

[Quickfix-developers] CME Specific SendRequest

[Shane R. <SR...@Ty...>]

I've trolled through the archives but I can't see if the latest version
of the QF engine has implemented the CME (non FIX protocol compliant)
Send Request mechanism.

=20

Specifically I need to implement functionality to allow me to request
exactly N (where N <=3D 2500) messages.

=20

If this is not implemented has anybody done this before? Can anyone
point me in the correct direction?

=20

Thank you in advance,

=20

Shane Ryan

T: +44(0) 207 151 0056

F: +44(0) 207 151 0048

=20

Tyler Capital
4Th Floor
40 Lime St

London
EC3M 7AW

England

=20

[Quickfix-developers] QuickFix for beginners

[Noha A. <bun...@ho...>]

<html><div style='background-color:'><DIV class=RTE>hello everyone,</DIV>
<DIV class=RTE>&nbsp;</DIV>
<DIV class=RTE>i have a couple of questions:</DIV>
<DIV class=RTE>&nbsp;</DIV>
<DIV class=RTE>1- i want to simulate the FIX messaging on my local area network with me being the client &amp; a server for the DB,can i do so or is it&nbsp;necessary to connect to a stock market to see the fix messagaing's work?</DIV>
<DIV class=RTE>&nbsp;</DIV>
<DIV class=RTE>2- i want to know also what are the steps to do a Sell / Buy order, i mean the client will send first a logon msg, then a new order single msg, then a logout msg or not?</DIV>
<DIV class=RTE>&nbsp;</DIV>
<DIV class=RTE>Thanks in advance</DIV>
<DIV class=RTE>&nbsp;</DIV>
<DIV class=RTE>noha</DIV></div><br clear=all><hr>Express yourself instantly with MSN Messenger! <a href="http://g.msn.com/8HMBEN/2740??PS=47575" target="_top">MSN Messenger</a> Download today it's FREE!</html>

Re: [Quickfix-developers] disable reconnection

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

In your onLogout, if you call the logout method on the session, this  
should give you the desired behavior.

--oren

> Can I turn off QuickFix's reconnection and relogon attempts after a
> disconnection? I don't see any configuration parameter that would  
> enable us
> to do that.
> We don't want Quickfix to reconnect since our control program  
> already does
> that.

Re: [Quickfix-developers] Is there a DataDictionary in Ruby API?

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

Toli,

The best place to look is in the SWIG script.  This is located in  
quickfix/src/quickfix.i.  You will notice several lines that start  
with %include.  Those are the classes that are being wrapped.   
DataDictionary was not one of them.  I went ahead and added it and  
checked it into svn, so if you checkout the latest version you should  
be able to access the data dictionary from ruby.

--oren

On Sep 29, 2006, at 4:09 PM, Toli Kuznets wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> Is there documentation somewhere on what's included in the Ruby  
> Quickfix API?
> In general, i've been looking at the src/ruby/QuickfixRuby.cpp file to
> try to guess field and constant names, but i was hoping there may be a
> more comprehensive place to find this (or a different file to look
> at).
>
> For example, i'm trying to use the DataDictionary class - and I can
> see that's it's there in the Ruby interpreter, but i can't figure out
> a good way to instantiate it (Quickfix::DataDictionary.new throws
> exceptions).
>
> So does that class exist in Ruby? And how can i get to it (or create a
> default one)?
> I don't have access to the Quickfix session, i'm just using
> Quickfix::Message to parse the fields of a stored message text from
> the database in a webapp.
>
> thanks, and thanks for the Ruby port!
>
>
> -- 
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> ---------------------------------------------------------------------- 
> ---
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to  
> share your
> opinions on IT & business topics through brief surveys -- and earn  
> cash
> http://www.techsay.com/default.php? 
> page=join.php&p=sourceforge&CID=DEVDEV
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Is there a DataDictionary in Ruby API?

[Toli K. <to...@ma...>]

Hi,

Is there documentation somewhere on what's included in the Ruby Quickfix API?
In general, i've been looking at the src/ruby/QuickfixRuby.cpp file to
try to guess field and constant names, but i was hoping there may be a
more comprehensive place to find this (or a different file to look
at).

For example, i'm trying to use the DataDictionary class - and I can
see that's it's there in the Ruby interpreter, but i can't figure out
a good way to instantiate it (Quickfix::DataDictionary.new throws
exceptions).

So does that class exist in Ruby? And how can i get to it (or create a
default one)?
I don't have access to the Quickfix session, i'm just using
Quickfix::Message to parse the fields of a stored message text from
the database in a webapp.

thanks, and thanks for the Ruby port!


-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

[Quickfix-developers] disable reconnection

[rho <tia...@ya...>]

Can I turn off QuickFix's reconnection and relogon attempts after a
disconnection? I don't see any configuration parameter that would enable us
to do that.
We don't want Quickfix to reconnect since our control program already does
that.

-- 
View this message in context: http://www.nabble.com/disable-reconnection-tf2356528.html#a6563766
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Repeating group help - field tags ordered?

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

You need to pass the field order into the constructor of the group, =20
like so.

FIX::Group group( 6971, 6985, FIX::message_order(6986, 6972, 6988, =20
6989, 6987, 6973, 0) );

It's easiest if you make your own group class and have your default =20
constructor do this.  See the standard repeating group classes that =20
come with QuickFIX for an example.

--oren

On Sep 28, 2006, at 5:40 PM, Andrew Culross wrote:

> It appears to me no matter what order I put field tags into a =20
> repeating group, when I add the group to the message the field tags =20=

> get sorted in numerical order. I believe this is causing my =20
> execution report to be rejected. Is there any way to specify that =20
> the group should not be reordered but processed in the way that I =20
> added the fields?
>
> 6971=3D2=01
>
> 6972=3D10=016973=3D20060918=016985=3D1=016986=3DEUR=016987=3D1.2739=0169=
88=3DUSD=016989=3D12.74=01
> 6972=3D10=016973=3D20060925=016985=3D2=016986=3DEUR=016987=3D1.27382=016=
988=3DUSD=016989=3D12.74
>
> I need (and put the fields into the group in this order)
>
> 6971=3D2=01
>
> 6985=3D1=016986=3DEUR=016972=3D10=016988=3DUSD=016989=3D12.74=016987=3D1=
.2739=016973=3D20060918=01
> 6985=3D2=016986=3DEUR=016972=3D10=016988=3DUSD=016989=3D12.74=016987=3D1=
.27382=016973=3D20060925