quickfix-developers — QuickFIX developers forum

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

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

Hi Maz!

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

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

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

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

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

> --Maz


Happy QuickFIX Hacking!


K. Frank


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

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

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

Hi Maz!

On Tue, Mar 18, 2014 at 9:11 PM, Maz Saeed <ma...@of...> wrote:
> Hi Frank,
> Thanks for the quick response! I've made couple of half hearted
> attempts...kinda replicating creation of static library using the source
> files ...

Yes, that is what I did.  I compiled the source files, and put them
into a static library using ar.

> but keep running into errors due to MS specific references to
> libraries (other than windows.h or ws_32.lib...I've already linked those
> into my project) and compiler specific macros. Any instructions you can
> provide would be greatly appreciated!

Some general comments:

I worked with version 1.13.3.  I downloaded both the unix and
windows versions, quickfix-1.13.3.tar.gz and  quickfix-1.13.3.zip,
but that didn't matter because the source is identical -- the actual
unix / windows differences are in various ifdef's.

I did not try to use autotools (all that "configure" stuff).  I did not
try to run the test suite.  (Unfortunately, autotools and UnitTest++
add a bunch of dependencies that then have to be ported / dealt
with.)

I built this with a 64-bit version of the mingw-w64 port of gcc on
64-bit windows 7, specifically, 4.8.1.

Again, as I said in my previous message, there were a lot of random
but straightforward errors.  They were basically little msvc vs. gcc
issues, and a couple of 64-bit issues.  I mostly just knocked them
off one by one.

But there were two things that were more of an issue:

The first was also pretty trivial:  It appears that there is simply an
error in the windows part of Utility.cpp:

   result = _beginthreadex( NULL, 0, &func, var, 0, &id );

func is already a pointer, so &func is a pointer to a pointer.  I don't
see how this code could have compiled with msvc (but I don't have
msvc, so I didn't try it).  (The analogous unix version of this code
looks correct.)  Anyway, I just removed the "&" from "&func", and
that fixed the problem.

The second issue was getting the DOMDocument stuff to work.
It looks like QuickFIX is set up to use either LIBXML or MSXML.
The version of mingw-w64 that I used appears to support msxml,
but, as far as I could tell, its msxml support is broken.  However,
mingw-w64 didn't come with libxml.  Rather than try to port and
build libxml myself, I found a pre-built 64-bit-gcc windows version of
libxml.  (libxml is in c, not c++, so it's more likely to be compatible
across compiler versions.)  I did have to define HAVE_LIBXML and
decouple HAVE_LIBXML from _MSC_VER in order to get the
various ifdef's to actually use the libxml code paths.  I also had
to build QuickFIX with -DLIBXML_STATIC to get my application
to link properly with QuickFIX and libxml.

As I mentioned above, I did not run the test suite.  But I did use the
core QuickFIX functionality, and everything seemed to work.

> --Maz


Good luck.


K. Frank.


> -------- Original message --------
> From: "K. Frank"
>
> Hello Maz!
>
> On Tue, Mar 18, 2014 at 4:05 PM, Maz Saeed <...> wrote:
>> ...
>> Hi guys,
>> Since we're on the subject,  wondering if anyone knows how to compile the
>> libraries with a non Microsoft Windows C++ compiler like CodeBlocks for
>> example running on Windows 7. Any advice would be greatly appreciated.
>
> This was a little while ago now, but I have built and run QuickFIX
> (C++ version, of course) on 64-bit windows 7 using mingw-w64
> (a windows port of gcc).
> ...

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

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

Hi Frank,
Thanks for the quick response! I've made couple of half hearted attempts...kinda replicating creation of static library using the source files but keep running into errors due to MS specific references to libraries (other than windows.h or ws_32.lib...I've already linked those into my project) and compiler specific macros. Any instructions you can provide would be greatly appreciated! 

--Maz




<div>-------- Original message --------</div><div>From: "K. Frank" <kfr...@gm...> </div><div>Date:03/18/2014  6:43 PM  (GMT-06:00) </div><div>To: qui...@li... </div><div>Subject: [Quickfix-developers] Non-MSVC build (was Re: quickfixj multiplesessions only diff Port) </div><div>
</div>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hello Maz!

On Tue, Mar 18, 2014 at 4:05 PM, Maz Saeed <...> wrote:
> ...
> Hi guys,
> Since we're on the subject,  wondering if anyone knows how to compile the libraries with a non Microsoft Windows C++ compiler like CodeBlocks for example running on Windows 7. Any advice would be greatly appreciated.

This was a little while ago now, but I have built and run QuickFIX
(C++ version, of course) on 64-bit windows 7 using mingw-w64
(a windows port of gcc).

It was, all in all, pretty straightforward.  There was the expected
amount of random annoyances, but no show-stoppers.

If you decide to give it a try, I could probably help you over any
rough spots you might hit.

> Thanks,
> --Maz


Good luck.


K. Frank

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

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

Hello Maz!

On Tue, Mar 18, 2014 at 4:05 PM, Maz Saeed <...> wrote:
> ...
> Hi guys,
> Since we're on the subject,  wondering if anyone knows how to compile the libraries with a non Microsoft Windows C++ compiler like CodeBlocks for example running on Windows 7. Any advice would be greatly appreciated.

This was a little while ago now, but I have built and run QuickFIX
(C++ version, of course) on 64-bit windows 7 using mingw-w64
(a windows port of gcc).

It was, all in all, pretty straightforward.  There was the expected
amount of random annoyances, but no show-stoppers.

If you decide to give it a try, I could probably help you over any
rough spots you might hit.

> Thanks,
> --Maz


Good luck.


K. Frank

Re: [Quickfix-developers] quickfixj multiple sessions only diff Port

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

Hi guys, 
Since we're on the subject,  wondering if anyone knows how to compile the libraries with a non Microsoft Windows C++ compiler like CodeBlocks for example running on Windows 7. Any advice would be greatly appreciated.

Thanks, 
--Maz


Maz Saeed
Senior Architect
Mobile: (952) 250-6004

<div>-------- Original message --------</div><div>From: Grant Birchmeier <gbi...@co...> </div><div>Date:03/18/2014  2:23 PM  (GMT-06:00) </div><div>To: manuel saraiva <man...@gm...> </div><div>Cc: Sreemannarayana Mannamu <Sre...@ne...>,qui...@li... </div><div>Subject: Re: [Quickfix-developers] quickfixj multiple sessions only diff Port </div><div>
</div>This is the C++ QF list.  You should send this to the QF/j (for java) list.  See quickfixj.org.


On Tue, Mar 18, 2014 at 2:12 PM, manuel saraiva <man...@gm...> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Did you get your answer?

This is Manuel from NEWEDGE... forgot to tell you that I saw your email ;-)


On 6 March 2014 03:01, Sreemannarayana Mannamu <Sre...@ne...> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi Team,
Could you please let me know is it possible to implement two sessions with only diff  Port in QucikfixJ.

Thanks a lot in advance.

Kind regards - Sreeman.

This electronic communication and its contents are intended for the recipient only and may contain confidential, non-public and/or privileged information. If you are not the intended recipient and/or have received this electronic communication in error, do not read, duplicate or distribute. Please immediately advise the sender and delete this electronic communication and its contents from your system (if permitted by law). No waiver of confidentiality or privilege is made by transmission in error. Newedge makes no representation or warranty that the information contained herein is accurate, complete, fair or correct or that any transaction is appropriate for any person and it should not be relied on as such. All information is subject to change without notice. The information herein is subject to change without notice and is not to be construed as an offer to buy or sell any financial instruments or securities. If this content is generated by or on behalf of Newedge USA, LLC and includes an analysis of the price or market for any derivatives, it should be construed as a solicitation for the purpose of the relevant CFTC Rules. This communication is for information purposes only. Any market or other views expressed herein are those of the sender only as of the date indicated and not necessarily those of Newedge. E-mails may not be secure or error free and information could be lost, destroyed, incomplete, delayed, altered, intercepted, corrupted or fail to be delivered. Newedge makes no representation that this e-mail or any attachments are free of computer virus or other defects or inherent risks and accepts no responsibility for any loss or damage or liability of any kind arising therefrom. Newedge reserves the right to retain all messages. "Newedge" refers to Newedge Group SA and all of its worldwide branches and subsidiaries. Newedge Group SA and its branches are lead regulated by the Autoritée Contrôle de Prudentiel. Newedge Group SA is also regulated by the Autoritées MarchéFi des Financiers in France. Newedge UK Financial Limited is authorized and regulated by the Financial Conduct Authority (FCA). Newedge Group (Dubai Branch) is regulated by the Dubai Financial Services Authority. Newedge Group (Zurich and Dubai branches) and Newedge UK Financial Limited do not deal with, or for, Retail Clients (as defined under MiFID, FCA rules and Dubai Financial Services Authority). Only Newedge USA, LLC is a member of FINRA and SIPC (SIPC only pertains to securities-related transactions and positions). Only Newedge Canada Inc. is a member of the Canadian Investor Protection Fund. Not all products or services are available from all Newedge organizations or personnel. If necessary, please consult our local office for details. For further information about Newedge and our services, please see our website at www.newedge.com.


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

Re: [Quickfix-developers] quickfixj multiple sessions only diff Port

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

This is the C++ QF list.  You should send this to the QF/j (for java) list.
 See quickfixj.org.


On Tue, Mar 18, 2014 at 2:12 PM, manuel saraiva <man...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Did you get your answer?
>
> This is Manuel from NEWEDGE... forgot to tell you that I saw your email ;-)
>
>
> On 6 March 2014 03:01, Sreemannarayana Mannamu <
> Sre...@ne...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi Team,
>>
>> Could you please let me know is it possible to implement *two sessions *with
>> *only diff  Port* in *QucikfixJ.*
>>
>> Thanks a lot in advance.
>>
>> Kind regards - Sreeman.
>>
>> This electronic communication and its contents are intended for the
>> recipient only and may contain confidential, non-public and/or privileged
>> information. If you are not the intended recipient and/or have received
>> this electronic communication in error, do not read, duplicate or
>> distribute. Please immediately advise the sender and delete this electronic
>> communication and its contents from your system (if permitted by law). No
>> waiver of confidentiality or privilege is made by transmission in error.
>> Newedge makes no representation or warranty that the information contained
>> herein is accurate, complete, fair or correct or that any transaction is
>> appropriate for any person and it should not be relied on as such. All
>> information is subject to change without notice. The information herein is
>> subject to change without notice and is not to be construed as an offer to
>> buy or sell any financial instruments or securities. If this content is
>> generated by or on behalf of Newedge USA, LLC and includes an analysis of
>> the price or market for any derivatives, it should be construed as a
>> solicitation for the purpose of the relevant CFTC Rules. This communication
>> is for information purposes only. Any market or other views expressed
>> herein are those of the sender only as of the date indicated and not
>> necessarily those of Newedge. E-mails may not be secure or error free and
>> information could be lost, destroyed, incomplete, delayed, altered,
>> intercepted, corrupted or fail to be delivered. Newedge makes no
>> representation that this e-mail or any attachments are free of computer
>> virus or other defects or inherent risks and accepts no responsibility for
>> any loss or damage or liability of any kind arising therefrom. Newedge
>> reserves the right to retain all messages. "Newedge" refers to Newedge
>> Group SA and all of its worldwide branches and subsidiaries. Newedge Group
>> SA and its branches are lead regulated by the Autoritée Contrôle de
>> Prudentiel. Newedge Group SA is also regulated by the Autoritées MarchéFi
>> des Financiers in France. Newedge UK Financial Limited is authorized and
>> regulated by the Financial Conduct Authority (FCA). Newedge Group (Dubai
>> Branch) is regulated by the Dubai Financial Services Authority. Newedge
>> Group (Zurich and Dubai branches) and Newedge UK Financial Limited do not
>> deal with, or for, Retail Clients (as defined under MiFID, FCA rules and
>> Dubai Financial Services Authority). Only Newedge USA, LLC is a member of
>> FINRA and SIPC (SIPC only pertains to securities-related transactions and
>> positions). Only Newedge Canada Inc. is a member of the Canadian Investor
>> Protection Fund. Not all products or services are available from all
>> Newedge organizations or personnel. If necessary, please consult our local
>> office for details. For further information about Newedge and our services,
>> please see our website at www.newedge.com.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Subversion Kills Productivity. Get off Subversion & Make the Move to
>> Perforce.
>> With Perforce, you get hassle-free workflows. Merge that actually works.
>> Faster operations. Version large binaries.  Built-in WAN optimization and
>> the
>> freedom to use Git, Perforce or both. Make the move to Perforce.
>>
>> http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> ------------------------------------------------------------------------------
> Learn Graph Databases - Download FREE O'Reilly Book
> "Graph Databases" is the definitive new guide to graph databases and their
> applications. Written by three acclaimed leaders in the field,
> this first edition is now available. Download your free book today!
> http://p.sf.net/sfu/13534_NeoTech
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

Re: [Quickfix-developers] quickfixj multiple sessions only diff Port

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

Fyi, this is the QF developer list, not the QF/j users list :)   But the
answer is the same, anyway:  you can have identical Sessions running on
different ports, but you'll need to use two Initiators (or two Acceptors).
On Mar 5, 2014 9:28 PM, "Sreemannarayana Mannamu" <
Sre...@ne...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Team,
>
> Could you please let me know is it possible to implement *two sessions *with
> *only diff  Port* in *QucikfixJ.*
>
> Thanks a lot in advance.
>
> Kind regards - Sreeman.
>
> This electronic communication and its contents are intended for the
> recipient only and may contain confidential, non-public and/or privileged
> information. If you are not the intended recipient and/or have received
> this electronic communication in error, do not read, duplicate or
> distribute. Please immediately advise the sender and delete this electronic
> communication and its contents from your system (if permitted by law). No
> waiver of confidentiality or privilege is made by transmission in error.
> Newedge makes no representation or warranty that the information contained
> herein is accurate, complete, fair or correct or that any transaction is
> appropriate for any person and it should not be relied on as such. All
> information is subject to change without notice. The information herein is
> subject to change without notice and is not to be construed as an offer to
> buy or sell any financial instruments or securities. If this content is
> generated by or on behalf of Newedge USA, LLC and includes an analysis of
> the price or market for any derivatives, it should be construed as a
> solicitation for the purpose of the relevant CFTC Rules. This communication
> is for information purposes only. Any market or other views expressed
> herein are those of the sender only as of the date indicated and not
> necessarily those of Newedge. E-mails may not be secure or error free and
> information could be lost, destroyed, incomplete, delayed, altered,
> intercepted, corrupted or fail to be delivered. Newedge makes no
> representation that this e-mail or any attachments are free of computer
> virus or other defects or inherent risks and accepts no responsibility for
> any loss or damage or liability of any kind arising therefrom. Newedge
> reserves the right to retain all messages. "Newedge" refers to Newedge
> Group SA and all of its worldwide branches and subsidiaries. Newedge Group
> SA and its branches are lead regulated by the Autoritée Contrôle de
> Prudentiel. Newedge Group SA is also regulated by the Autoritées MarchéFi
> des Financiers in France. Newedge UK Financial Limited is authorized and
> regulated by the Financial Conduct Authority (FCA). Newedge Group (Dubai
> Branch) is regulated by the Dubai Financial Services Authority. Newedge
> Group (Zurich and Dubai branches) and Newedge UK Financial Limited do not
> deal with, or for, Retail Clients (as defined under MiFID, FCA rules and
> Dubai Financial Services Authority). Only Newedge USA, LLC is a member of
> FINRA and SIPC (SIPC only pertains to securities-related transactions and
> positions). Only Newedge Canada Inc. is a member of the Canadian Investor
> Protection Fund. Not all products or services are available from all
> Newedge organizations or personnel. If necessary, please consult our local
> office for details. For further information about Newedge and our services,
> please see our website at www.newedge.com.
>
>
> ------------------------------------------------------------------------------
> Subversion Kills Productivity. Get off Subversion & Make the Move to
> Perforce.
> With Perforce, you get hassle-free workflows. Merge that actually works.
> Faster operations. Version large binaries.  Built-in WAN optimization and
> the
> freedom to use Git, Perforce or both. Make the move to Perforce.
>
> http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
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>

Re: [Quickfix-developers] quickfixj multiple sessions only diff Port

[manuel s. <man...@gm...>]

Did you get your answer?

This is Manuel from NEWEDGE... forgot to tell you that I saw your email ;-)


On 6 March 2014 03:01, Sreemannarayana Mannamu <
Sre...@ne...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Team,
>
> Could you please let me know is it possible to implement *two sessions *with
> *only diff  Port* in *QucikfixJ.*
>
> Thanks a lot in advance.
>
> Kind regards - Sreeman.
>
> This electronic communication and its contents are intended for the
> recipient only and may contain confidential, non-public and/or privileged
> information. If you are not the intended recipient and/or have received
> this electronic communication in error, do not read, duplicate or
> distribute. Please immediately advise the sender and delete this electronic
> communication and its contents from your system (if permitted by law). No
> waiver of confidentiality or privilege is made by transmission in error.
> Newedge makes no representation or warranty that the information contained
> herein is accurate, complete, fair or correct or that any transaction is
> appropriate for any person and it should not be relied on as such. All
> information is subject to change without notice. The information herein is
> subject to change without notice and is not to be construed as an offer to
> buy or sell any financial instruments or securities. If this content is
> generated by or on behalf of Newedge USA, LLC and includes an analysis of
> the price or market for any derivatives, it should be construed as a
> solicitation for the purpose of the relevant CFTC Rules. This communication
> is for information purposes only. Any market or other views expressed
> herein are those of the sender only as of the date indicated and not
> necessarily those of Newedge. E-mails may not be secure or error free and
> information could be lost, destroyed, incomplete, delayed, altered,
> intercepted, corrupted or fail to be delivered. Newedge makes no
> representation that this e-mail or any attachments are free of computer
> virus or other defects or inherent risks and accepts no responsibility for
> any loss or damage or liability of any kind arising therefrom. Newedge
> reserves the right to retain all messages. "Newedge" refers to Newedge
> Group SA and all of its worldwide branches and subsidiaries. Newedge Group
> SA and its branches are lead regulated by the Autoritée Contrôle de
> Prudentiel. Newedge Group SA is also regulated by the Autoritées MarchéFi
> des Financiers in France. Newedge UK Financial Limited is authorized and
> regulated by the Financial Conduct Authority (FCA). Newedge Group (Dubai
> Branch) is regulated by the Dubai Financial Services Authority. Newedge
> Group (Zurich and Dubai branches) and Newedge UK Financial Limited do not
> deal with, or for, Retail Clients (as defined under MiFID, FCA rules and
> Dubai Financial Services Authority). Only Newedge USA, LLC is a member of
> FINRA and SIPC (SIPC only pertains to securities-related transactions and
> positions). Only Newedge Canada Inc. is a member of the Canadian Investor
> Protection Fund. Not all products or services are available from all
> Newedge organizations or personnel. If necessary, please consult our local
> office for details. For further information about Newedge and our services,
> please see our website at www.newedge.com.
>
>
>
> ------------------------------------------------------------------------------
> Subversion Kills Productivity. Get off Subversion & Make the Move to
> Perforce.
> With Perforce, you get hassle-free workflows. Merge that actually works.
> Faster operations. Version large binaries.  Built-in WAN optimization and
> the
> freedom to use Git, Perforce or both. Make the move to Perforce.
>
> http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] About QuickFIX examples

[刘琛 <cli...@gm...>]

Hi guys,

I am starting to learn quickfix. After building the quickfix on the linux,
I try the examples in the quickfix.  I can run the executor and trade
client on my laptop and it works well. Now I try to run them on two
laptops, I changed the IP address in the configuration file but the session
cannot be connected. Can anyone help me?


Sincerely,
Chen

[Quickfix-developers] quickfixj multiple sessions only diff Port

[Sreemannarayana M. <Sre...@ne...>]

Hi Team,
Could you please let me know is it possible to implement two sessions with 
only diff  Port in QucikfixJ.
Thanks a lot in advance.
Kind regards - Sreeman.

This electronic communication and its contents are intended for the recipient
only and may contain confidential, non-public and/or privileged information.
If you are not the intended recipient and/or have received this electronic
communication in error, do not read, duplicate or distribute. Please
immediately advise the sender and delete this electronic communication and its
contents from your system (if permitted by law). No waiver of confidentiality
or privilege is made by transmission in error.
Newedge makes no representation or warranty that the information contained
herein is accurate, complete, fair or correct or that any transaction is
appropriate for any person and it should not be relied on as such. All
information is subject to change without notice. The information herein is
subject to change without notice and is not to be construed as an offer to buy
or sell any financial instruments or securities. If this content is generated
by or on behalf of Newedge USA, LLC and includes an analysis of the price or
market for any derivatives, it should be construed as a solicitation for the
purpose of the relevant CFTC Rules. This communication is for information
purposes only. Any market or other views expressed herein are those of the
sender only as of the date indicated and not necessarily those of Newedge.
E-mails may not be secure or error free and information could be lost,
destroyed, incomplete, delayed, altered, intercepted, corrupted or fail to be
delivered. Newedge makes no representation that this e-mail or any attachments
are free of computer virus or other defects or inherent risks and accepts no
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Re: [Quickfix-developers] Bug in processing resend requests?

[BRIDGETT J. <or...@op...>]

Hi all,


I getting the following error when building quickfix;


[oran@localhost quickfix]$ ./bootstrap
[oran@localhost quickfix]$ ./configure --with-allocator=pool
.
.
.
checking for __gnu_cxx::__pool_alloc... configure: error: no


My development environment is as follows;


[oran@localhost quickfix]$ g++ -v
Using built-in specs.
COLLECT_GCC=g++
COLLECT_LTO_WRAPPER=/usr/libexec/gcc/x86_64-redhat-linux/4.8.2/lto-wrapper
Target: x86_64-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man 
--infodir=/usr/share/info 
--with-bugurl=http://bugzilla.redhat.com/bugzilla --enable-bootstrap 
--enable-shared --enable-threads=posix --enable-checking=release 
--with-system-zlib --enable-__cxa_atexit --disable-libunwind-exceptions 
--enable-gnu-unique-object --enable-linker-build-id 
--with-linker-hash-style=gnu 
--enable-languages=c,c++,objc,obj-c++,java,fortran,ada,go,lto 
--enable-plugin --enable-initfini-array --enable-java-awt=gtk 
--disable-dssi --with-java-home=/usr/lib/jvm/java-1.5.0-gcj-1.5.0.0/jre 
--enable-libgcj-multifile --enable-java-maintainer-mode 
--with-ecj-jar=/usr/share/java/eclipse-ecj.jar 
--disable-libjava-multilib 
--with-isl=/builddir/build/BUILD/gcc-4.8.2-20131212/obj-x86_64-redhat-linux/isl-install 
--with-cloog=/builddir/build/BUILD/gcc-4.8.2-20131212/obj-x86_64-redhat-linux/cloog-install 
--with-tune=generic --with-arch_32=i686 --build=x86_64-redhat-linux
Thread model: posix
gcc version 4.8.2 20131212 (Red Hat 4.8.2-7) (GCC) 



Any ideas as to the cause?


Thanks,
Oran

[Quickfix-developers] Bug in processing resend requests?

[Gunnar H. <gh...@hi...>]

Hello all,

We wrote an acceptor type application with QF. Sometimes it accepts a resend request but many times it rejects them, saying that the message is invalid. All are received from the same client and the rejected resend requests are constructed exactly the same way as are the accepted ones. Below are some examples. It looks QF is wrong to reject the first one?

Invalid ResendRequest (according to QuickFIX) examples:

20140121-06:33:31.239 : 8=FIX.4.2^A9=64^A35=2^A49=HIQ4^A56=HIQFIX^A52=20140121-06:33:31^A34=1209^A7=1^A16=2915^A10=153^A
20140121-06:33:31.239 : Received ResendRequest FROM: 1 TO: 2915
20140121-06:33:31.244 : Invalid message: SOH not found at end of field


Accepted ResendRequest example:

20140121-07:07:09.617 : 8=FIX.4.2^A9=64^A35=2^A49=HIQ4^A56=HIQFIX^A52=20140121-07:07:09^A34=1357^A7=1^A16=4143^A10=159^A
20140121-07:07:09.617 : Received ResendRequest FROM: 1 TO: 4143
20140121-07:07:09.624 : Sent SequenceReset TO: 13
20140121-07:07:09.624 : Resending Message: 13
20140121-07:07:09.625 : Resending Message: 14
etc.          


Thank you for your time,

Gunnar


On May 29, 2013, at 12:30 PM, Gunnar Harms wrote:

> Hi All,
> 
> I want to suppress the 35=X messages in the FIX.4.2-<X>-<Y>.messages.current.log files and log all other messages (administrative, marketdatarequestrejects, etc.).
> 
> It would be easy if i could derive my own Session class from FIX::Session and override the sendRaw/send methods to not make the m_state.onOutgoing( string ) call for these message types but this ssems not possible (because in acceptor class the sessions are created from calls to a locally defined SessionFactory variable).
> 
> 
> What i could try is  deriving from ScreenLogFactory (say MyScreenLogFactory), override in that class some create() method(s) to create not a ScreenLog but a derivation (say MyScreenLog) of it and in that derived class override onOutgoing(). But then I must search in the message string for subsstrings like 35=X which is a waste of time since in FIX::Session send methods is available the MsgType.
> 
> Also some periodically running script to truncate the log files is far from optimal for obvious reasons.
> 
> 
> I am perhaps missing something simple because I cannot imagine that writing each 35=X to log file is acceptable for other users of QF (for us it is really a show stopper, log files get toooo big).
> 
> 
> Thanks for reading and for any help,
> Gunnar
> 
> 
> 
> 

[Quickfix-developers] mysqlclient?

[Hei C. <str...@ya...>]

Hi,

I just pulled the latest from the master branch in github.

When I built, it expected libmysqlclient.so.  I don't recall quickfix C++ required it before quickfix was moved to github.

Is it possible to disable all sql support at compile time?

Thanks in advance.

[Quickfix-developers] Performance improvements

[Alexander K. <ale...@gm...>]

Hi,

I created a Quickfix branch on Github which introduces a large number of
performance improvements and adds a few API features to build messages more
efficiently.

https://github.com/akorobka/quickfix/tree/quickerfix

Main modifications

  Optional use of non-standard containers from Boost, Google Sparsehash
  Custom allocator for FieldMap entries
  Rewritten type convertors
  Bitmap filters for validation checks on common fields
  Streamlined tx/rx pipelines to avoid object copying
  Optional short string optimization for glibc builds
  Partial field checksum calculation at compile time
  Optimized field sorting functions
  Non-rescanning parser
  File IO via direct OS calls

  ... and a lot of other miscellaneous tweaks including those from pending
patches on sourceforge by Viktor Pogrebnyak and others.

API changes

  FieldMap::setField gets a template overload
  addGroup returns a reference to the added FieldMap
  Virtual destructor has been removed from DateTime class
  Removal/replacement of low-level interfaces here and there

API extensions

   FieldMap::addField
   Field types get a nested Pack type for faster field construction
   Floating point type serialization can be performed with explicit rounding
   Logging and message store callbacks invoked with data in scatter-gather
buffers. If not overloaded these call original callbacks with data copied
to a string object.

Overall effect is 2-10 times improvement in the components of the
performance test benchmark with corresponding overall latency reduction and
throughput increase.

Some of these changes can possibly end up in the mainline over time however
long and arduous may be the wait.

This has been tested to some extent on CentOS 6 and Windows 8, however
there could be serious bugs not detected by the unit testing framework, so
usual caveats apply.

Cheers,
Alexander

Re: [Quickfix-developers] specify order of fields in a FIX message using QuickFIX

[Viktor P. <pohrebnyak@i.ua>]

Hi, vantheo.

Fields outside repeating groups are sorted by tag IDs in the ascending
order. The situation like you describe might happen if you, for example, add
field not to the body of the message, but to the trailer or header.

Best regards,
Viktor



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[Quickfix-developers] SocketInitiator VS ThreadedSocketInitiator

[olamide o. <kra...@gm...>]

Hi All,

I'm using the QuickFix C++ library in my application, connecting as an
Initiator.
Initially, I was starting up using ThreadedSocketInitiator but i realized
that when i'm cleaning up i occassionally get Exceptions, then I switched
to the normal SocketInitiator since i was connecting to only one counter
party, but now after session reset i usually get this error '*Socket Error:
A non-blocking socket operation could not be completed immediately'*

Please I would like to know what could cause this error.

Thank in advance for you help.

Ola


'

[Quickfix-developers] Program disappear without error message or exception

[John Y. <JY...@pa...>]

Hi All,

I built a trading program using Visual Studio 2008 and QuickFix 1.12.4 and runs on a Windows Server 2003 machine.
>From yesterday, the trading program would crash and disappear without exception or error messages every 40 minutes. Attaching Visual Studio 2008 to it doesn't capture anything. But Windbg catches something so I made a core dump.

Here is the call stack analyzed from the dump file.

ntdll!KiFastSystemCallRet
ntdll!ZwTerminateProcess+0xc
KERNEL32!_ExitProcess+0x63
KERNEL32!ExitProcess+0x14
MSVCR90D!__crtExitProcess+0x1b [f:\dd\vctools\crt_bld\self_x86\crt\src\crt0dat.c @ 732]
MSVCR90D!doexit+0x1d1 [f:\dd\vctools\crt_bld\self_x86\crt\src\crt0dat.c @ 644]
MSVCR90D!exit+0x12 [f:\dd\vctools\crt_bld\self_x86\crt\src\crt0dat.c @ 412]
tradingserver!FIX::FileStore::FileStore+0x9f9
MSVCR90D!_callthreadstartex+0x53 [f:\dd\vctools\crt_bld\self_x86\crt\src\threadex.c @ 348]
MSVCR90D!_threadstartex+0x89 [f:\dd\vctools\crt_bld\self_x86\crt\src\threadex.c @ 331]
KERNEL32!BaseThreadStart+0x34

By the looking of it, FileStore constructor encountered some error and called exit() so the program immediatly terminated.
This problem started from yesterday so I searched what might have changed to cause it but came up empty.
The 40 minutes break down interval feels very odd as well.

Any pointer or suggestion is appreciated.

Thanks!

John

________________________________
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[Quickfix-developers] Robustness of Implementation

[mambadas <mup...@ya...>]

Hi,

I am newbie learning FIX and developing the FIX application for the first
time...

I am trying to integrate order management system using SQL with C++ based
quick fix. My Orders are generated/populated into SQL server data base on
timely fashion and now 
I am trying to figure out the better ways to update populated orders in
database once they are STAGED  properly. I am implementing logic this way
....

Once a new Order is populated to database then Send the Msg Type = "D".

In the Ack back from broker in Execution Report, if OrdStatus is '0' then
set an update of order status in database based on ClOrdID.
In the Ack back from broker in Execution Report, if OrdStatus is '1' then
capture the partial fills to database.
In the Ack back from broker in Execution Report, if OrdStatus is '2' then
Order is filled completely send the Allocation Recaps to broker via Msg Type
'8'.
In the Ack back from broker in Execution Report, if OrdStatus is 'Rejected'
then Order is pushed to Rejected Table in database.
In the Ack back from broker in Execution Report, if OrdStatus is
'Cancel/Replace' then Order is pushed to Cancel/ Replace table in database.

All these Ack's are captured in onMessage(Execution Report, session) event
function.

In case of, possDup issue I am not resending the order to the broker, by
sending DoNotSend() in the toApp().

Since I am sending only Msg Type "D" to STAGE Order and Msg Type "8" to send
the trade recap allocation back to broker after complete execution of an
Order. We may cancel or replace the STAGED order on discretionary basis by a
Trader (NOT by sending the FIX Message). So I am listening for Acks from
broker in Execution Reports based on OrdStatus rather than using
"onMessage(const FIX42::OrderCancelReject&, const FIX::SessionID& ) {}"
function.

My question is, Is my system robust enough ? Am I approaching the right
direction of capturing all the events like fills, cancel/replace/ reject via
Execution Reports just based on OrdStatus ? Is it good way to capture events
via Acks in Execution Reports or Do I need to use onMessage() for both
cancel replace and reject even though I am not sending any message via FIX
for order cancel/replace.
 
Any suggestion or information on implementation is highly appreciated.

Thanks,
mambadas.



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[Quickfix-developers] How to cast the FIX fields

[mambadas <mup...@ya...>]

Hi,

I am newbie to FIX and based on your sample examples, I am trying to write a
Trading Application that integrates with SQL Server that generates the new
Orders. In the application I get the newly generated orders from SQL Server
and store it in a array using STL vectors.

However, the problem is some of the fields of Msg Type "D" is not converting
into correct FIX field format and not showing it in the order or message and
this led to not able to STAGE the orders. Below is my piece of code 

// declaration....
FIX::ClOrdID aClOrdID;

aClOrdID = FIX::ClOrdID(Table[ii][0]);					  
aSymbol =  FIX::Symbol(Table[ii][1]);					  
aMaturityMonthYear =  FIX::MaturityMonthYear(Table[ii][2]);					  
aMaturityDay = FIX::MaturityDay(Table[ii][3]);					  
aContractMultiplier =  FIX::ContractMultiplier(atof(Table[ii][4].c_str()));					  
aSide = FIX::Side(Table[ii][4].c_str());					  
aOrderQty = FIX::OrderQty(atoi(Table[ii][6].c_str()));
aOrdType =  FIX::OrdType(Table[ii][7].c_str()); 					  
aPrice = FIX::Price(atof(Table[ii][8].c_str()));

The problem I found is in Tags "Side" and "OrderType".  A sample example of
fieldconverters into FIX format is highly appreciated. Also, let me know if
I am using accessing variables in wrong way.

Thanks,
mambadas.





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[Quickfix-developers] Open Source quickfix-jruby and testing tools

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

Hi there!

We've just released a few open source JRuby gems that may be of interest to
the QuickFIX community.

*quickfix-jruby* (https://github.com/connamara/quickfix-jruby)

Easily import QuickFIX/J into your JRuby Application.

*fix_spec* (https://github.com/connamara/fix_spec)

RSpec matchers and Cucumber step definitions for testing FIX Messages

*agent_fix* (https://github.com/connamara/agent_fix)

Agent framework designed for FIX applications

The latter two gems allow you to create rich, self describing Cucumber
scenarios. See
https://github.com/connamara/agent_fix/blob/master/features/scope.featurefor
an example of what you can do with these libraries.

Our company, Connamara Systems, is positioned in the Financial Technology
space to deliver made-to-measure software using agile and test driven
development methodologies. A lot of that software depends on the QuickFIX
apis, and we make heavy use of Cucumber for our acceptance testing.  These
libraries have been hardened by many development cycles that are now in
production.

If you use BDD and FIX, these gems could be for you. Contributions
encouraged!

-- 
Chris Busbey
Connamara Systems, LLC

Re: [Quickfix-developers] IO exception

[Balwinder S D. <bdh...@gm...>]

On 08/21/2013 11:06 AM, John Yue wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> I got a IO exception when the server is running so it shut down miserably.
>  
> The exception can be found in a file in the store directory. 
> \store\FIX4.2-xxxx.body.
>  
> 20130820-04:30:28 : IO Error: Unable to flush file
> .\store\FIX4.2-xxxx.body
> 20130820-04:30:28 : IO Error: Unable to write to file
> .\store\FIX4.2-xxxx.body
> 20130820-04:30:28 : IO Error: Unable to write to file
> .\store\FIX4.2-xxxx.body
>
> Could you help me understand what's going on here?
>
> Also, what does body, header and session file in this directory do?
>

The last 2 error messages suggest, you need to check
permissions/privileges for directory .\store\
and verify the same with the server running user effective uid.

BTW, you forget to tell us about your environment and many other
relevant things.

-- 
Balwinder S 'bdheeman' Dheeman
(http://werc.homelinux.net/contact/)

"GNU/Linux, developed by volunteers, is much better, but it's not
the best as yet. Do you too work on making a difference?"

[Quickfix-developers] IO exception

[John Y. <JY...@pa...>]

Hi Guys,

I got a IO exception when the server is running so it shut down miserably.

The exception can be found in a file in the store directory.  \store\FIX4.2-xxxx.body.

20130820-04:30:28 : IO Error: Unable to flush file .\store\FIX4.2-xxxx.body
20130820-04:30:28 : IO Error: Unable to write to file .\store\FIX4.2-xxxx.body
20130820-04:30:28 : IO Error: Unable to write to file .\store\FIX4.2-xxxx.body
Could you help me understand what's going on here?
Also, what does body, header and session file in this directory do?
Best,
John

________________________________
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Re: [Quickfix-developers] QuickFixN, Mono, OS X, fails

[Ben C. <ben...@gm...>]

Many thanks for the information.  I look forward to hearing what you find out with the mono, and I'll use the correct mailing list in future!

Ben

On 20 Aug 2013, at 15:21, Grant Birchmeier <gbi...@co...> wrote:

> This is the list for the C++-based version of QuickFIX.
> 
> QF/n has it's own mailing list:
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
> 
> The Mono port is still considered experimental, but it should still build.  I'll look into it.
> 
> 
> On Tue, Aug 20, 2013 at 1:18 AM, Ben Clewett <ben...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi Guys,
> 
> My first post, please forgive if asking obvious questions!
> 
> Trying to compile QuickFixN under Mono on my OS X.  (Xamarin Studio)  This compiles fine, accept for six lines of code in DefaultMessageFactory.cs:
> 
>             _factories[FixValues.BeginString.FIX40] = new QuickFix.FIX40.MessageFactory();
>             _factories[FixValues.BeginString.FIX41] = new QuickFix.FIX41.MessageFactory();
>             _factories[FixValues.BeginString.FIX42] = new QuickFix.FIX42.MessageFactory();
>             _factories[FixValues.BeginString.FIX43] = new QuickFix.FIX43.MessageFactory();
>             _factories[FixValues.BeginString.FIX44] = new QuickFix.FIX44.MessageFactory();
>             _factories[FixValues.BeginString.FIX50] = new QuickFix.FIX50.MessageFactory();
> 
> Giving the errors:
> 
> quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234: The type or namespace name `FIX40' does not exist in the namespace `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
> quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234: The type or namespace name `FIX41' does not exist in the namespace `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
> (etc)
> 
> Indeed, I can't find a FIX40 under the QuickFix namespace.
> 
> But perhaps I am doing something wrong.  Does this work for other members?
> 
> Many thanks,
> 
> Ben Clewett.
> 
> 
> 
> 
> ------------------------------------------------------------------------------
> Introducing Performance Central, a new site from SourceForge and
> AppDynamics. Performance Central is your source for news, insights,
> analysis and resources for efficient Application Performance Management.
> Visit us today!
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
> -- 
> Grant Birchmeier
> Connamara Systems, LLC
> Made-To-Measure Trading Solutions.
> Exactly what you need. No more. No less.
> http://connamara.com

Re: [Quickfix-developers] QuickFixN, Mono, OS X, fails

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

This is the list for the C++-based version of QuickFIX.

QF/n has it's own mailing list:
http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com

The Mono port is still considered experimental, but it should still build.
 I'll look into it.


On Tue, Aug 20, 2013 at 1:18 AM, Ben Clewett <ben...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Guys,
>
> My first post, please forgive if asking obvious questions!
>
> Trying to compile QuickFixN under Mono on my OS X.  (Xamarin Studio)  This
> compiles fine, accept for six lines of code in DefaultMessageFactory.cs:
>
>              _factories[FixValues.BeginString.FIX40] = new QuickFix.FIX40.
> MessageFactory();
>             _factories[FixValues.BeginString.FIX41] = new QuickFix.FIX41.
> MessageFactory();
>             _factories[FixValues.BeginString.FIX42] = new QuickFix.FIX42.
> MessageFactory();
>             _factories[FixValues.BeginString.FIX43] = new QuickFix.FIX43.
> MessageFactory();
>             _factories[FixValues.BeginString.FIX44] = new QuickFix.FIX44.
> MessageFactory();
>             _factories[FixValues.BeginString.FIX50] = new QuickFix.FIX50.
> MessageFactory();
>
> Giving the errors:
>
> quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234:
> The type or namespace name `FIX40' does not exist in the namespace
> `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
> quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234:
> The type or namespace name `FIX41' does not exist in the namespace
> `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
> (etc)
>
> Indeed, I can't find a FIX40 under the QuickFix namespace.
>
> But perhaps I am doing something wrong.  Does this work for other members?
>
> Many thanks,
>
> Ben Clewett.
>
>
>
>
>
> ------------------------------------------------------------------------------
> Introducing Performance Central, a new site from SourceForge and
> AppDynamics. Performance Central is your source for news, insights,
> analysis and resources for efficient Application Performance Management.
> Visit us today!
> http://pubads.g.doubleclick.net/gampad/clk?id=48897511&iu=/4140/ostg.clktrk
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

[Quickfix-developers] QuickFixN, Mono, OS X, fails

[Ben C. <ben...@gm...>]

Hi Guys,

My first post, please forgive if asking obvious questions!

Trying to compile QuickFixN under Mono on my OS X.  (Xamarin Studio)  This compiles fine, accept for six lines of code in DefaultMessageFactory.cs:

            _factories[FixValues.BeginString.FIX40] = new QuickFix.FIX40.MessageFactory();
            _factories[FixValues.BeginString.FIX41] = new QuickFix.FIX41.MessageFactory();
            _factories[FixValues.BeginString.FIX42] = new QuickFix.FIX42.MessageFactory();
            _factories[FixValues.BeginString.FIX43] = new QuickFix.FIX43.MessageFactory();
            _factories[FixValues.BeginString.FIX44] = new QuickFix.FIX44.MessageFactory();
            _factories[FixValues.BeginString.FIX50] = new QuickFix.FIX50.MessageFactory();

Giving the errors:

quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234: The type or namespace name `FIX40' does not exist in the namespace `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
quickfixn-master/QuickFIXn/DefaultMessageFactory.cs(68,68): Error CS0234: The type or namespace name `FIX41' does not exist in the namespace `QuickFix'. Are you missing an assembly reference? (CS0234) (QuickFix)
(etc)

Indeed, I can't find a FIX40 under the QuickFix namespace.

But perhaps I am doing something wrong.  Does this work for other members?

Many thanks,

Ben Clewett.