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From: [ R. ] <ra...@gm...> - 2006-09-06 04:58:10
|
how to avoid the imediat logon response. i have used the messgge cracker and override the onMessage(Logon&,SessionID) now here i cannt raise the logonReject Exception imediatly. and neither i want to drop the session. so what should i do? thanks in advance |
|
From: Alex <al...@ec...> - 2006-09-05 20:25:06
|
OK, probably the error was reintroduced by some other change. You remember what you have done to correct this problem? -- Banif Banco de Investimento Av. Presidente Juscelino Kubitschek n=BA 1.700 - 15=BA andar - S=E3o = Paulo, SP - CEP 04552-080 Tel.: (55) (11) 3074-8046 - Fax: (55) (11) 3074-8140 Email: al...@ec... =20 -----Mensagem original----- De: Oren Miller [mailto:or...@qu...]=20 Enviada em: Tuesday, September 05, 2006 10:07 AM Para: Alex Cc: qui...@li...; qui...@li... Assunto: Re: [Quickfix-users] .NET Can not open body file ... unreleased resources This was fixed a long time ago. What version of QuickFIX are you using? --oren > Oren, months ago Francis Gingras send you a project demonstrating a=20 > release resource problem in QuickFix. Have you seen what's causing=20 > this? |
|
From: VP M. IT A. E. T. <ass...@gm...> - 2006-09-05 19:43:29
|
We have been using Quickfix/J (in production 2 counter parties) for well over 1 year now. We had used Quickfix Classic with JNI and moved over to pure Java. No major side effect or performance degradtion. The env. is linux/jboss/jmx. You can search to get some preliminary distribution posted to this newsgroup. cheers -- rk On 9/5/06, Eranga Samararathna <pe...@ri...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > Hi, > > > > Is any one bench mark the QuickFix vs QuickFix/j? How is the performance > difference of these two systems? > > Are there any organizations use QuickFix/ j for their production systems? > > > > > > BR, > > > > Eranga > > ------------------------------------------------------------------------- > Using Tomcat but need to do more? Need to support web services, security? > Get stuff done quickly with pre-integrated technology to make your job > easier > Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo > http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
|
From: Andrew C. <And...@Tw...> - 2006-09-05 17:44:05
|
I've written a small C# console app to implement FIX initiator. I've noticed that the QuickFix engine itself output various messages to stdout while it is running. I'd like to be able to turn this output on/off - can you do that somehow? Thanks in advance. Andrew Culross TwoFour Systems (914) 220-8849 www.TwoFour.Com The views and opinions expressed in this e-mail message are the sender's own and do not necessarily represent the views and opinions of {TwoFour Systems, LLC or F-O-R Software, LLC} |
|
From: Alex <al...@ec...> - 2006-09-05 16:13:22
|
Unfortunately, I can't simple use Logon/Logoff. We are developing an Initiator application that must allow, at any time, reconnection to the Fix Acceptor using a new dynamic generated senderCompID and without restarting the whole thing. To be exact, the senderCompID is negotiate between the client and the server before starting any Fix session between then. When the client receive the negotiate senderCompID, it then create the SessionSettings on the fly and finally start the Fix session. So at the moment, the only solution we've found consists in reinitialize the SocketInitiator... OK, to be honest isn't the only solution. We are working in a new approach consisting in a) the separation of the Initiator engine layer from the main application layer and b) the establishment of a communication channel between then (IPC, TCP or something like that). This will allow us to shut down the Initiator layer (to avoid the "Cannot open body file" exception) without shut downing the application layer. That is, a lot of hard work to only bypass the resource exception. -- Alex Araujo Banif Banco de Investimento -----Mensagem original----- De: Francis Gingras [mailto:fr...@at...] Enviada em: Tuesday, September 05, 2006 12:31 PM Para: 'Alex' Cc: qui...@li... Assunto: RE: [Quickfix-users] RES: .NET Can not open body file ... unreleasedresources Alex, It isn't perfect. That code works for about an hour of continuous start/stop cycles, then QF crashes. I tried other permutations, including socket.Dispose(), but I get the same thing. I have not run any tests yet but I'm now using logon/logoff and never stop the socket in another project. Hopefully it will help. Francis -----Original Message----- From: Alex [mailto:al...@ec...] Sent: Monday, September 04, 2006 18:52 To: qui...@li... Cc: qui...@li... Subject: [Quickfix-users] RES: .NET Can not open body file ... unreleasedresources Francis, I've tried your solution but it seems to not work. Please, can you send me the piece of code where you release/reutilize the SocketInitiator? Thank you! -- Alex Araujo Banif Banco de Investimento -----Original Message----- Greg, This is what I use and it works fine with .NET 1.1 but with 2.0 you'll need the latest sources from CVS. socket.stop(); socket = null; GC.Collect(); GC.WaitForPendingFinalizers(); Francis -----Original Message----- From: Greg Chase [mailto:greg@...] Sent: Saturday, May 06, 2006 14:14 To: Francis Gingras Cc: quickfix-users@... Subject: Re: [Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources I too am having trouble releasing resources. I'm using VS 2005, C# and .Net 2.0. How should one properly close down an initiator in .Net? The flow of my application is: -------------------------------------- settings = new SessionSettings(configFile); storeFactory = new FileStoreFactory(settings); logFactory = new FileLogFactory(settings); messageFactory = new DefaultMessageFactory(); initiator = new ThreadedSocketInitiator(this, storeFactory, settings, logFactory, messageFactory); ... initiator.start(); ... initiator.stop(); initiator = null; settings = null; storeFactory = null; logFactory = null; messageFactory = null; ---------------------------------------- At this point all of the four storage files are still locked (can't be opened in notepad). Forcing garbage collection doesn't help. Is anyone able to successfully release ThreadedSocketInitiator resources in .Net? Greg On 5/2/06, Francis Gingras <francis@...> wrote: > > > Tom, > > Just so you know, I sent a project to Oren that demonstrates the problem. > > > Francis -- Gregory Chase Managing Partner Chase Capital Management, LLC -- Alex Araujo Banif Banco de Investimento |
|
From: Francis G. <fr...@at...> - 2006-09-05 15:31:00
|
Alex, It isn't perfect. That code works for about an hour of continuous start/stop cycles, then QF crashes. I tried other permutations, including socket.Dispose(), but I get the same thing. I have not run any tests yet but I'm now using logon/logoff and never stop the socket in another project. Hopefully it will help. Francis -----Original Message----- From: Alex [mailto:al...@ec...] Sent: Monday, September 04, 2006 18:52 To: qui...@li... Cc: qui...@li... Subject: [Quickfix-users] RES: .NET Can not open body file ... unreleasedresources Francis, I've tried your solution but it seems to not work. Please, can you send me the piece of code where you release/reutilize the SocketInitiator? Thank you! -- Alex Araujo Banif Banco de Investimento -----Original Message----- Greg, This is what I use and it works fine with .NET 1.1 but with 2.0 you'll need the latest sources from CVS. socket.stop(); socket = null; GC.Collect(); GC.WaitForPendingFinalizers(); Francis -----Original Message----- From: Greg Chase [mailto:greg@...] Sent: Saturday, May 06, 2006 14:14 To: Francis Gingras Cc: quickfix-users@... Subject: Re: [Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources I too am having trouble releasing resources. I'm using VS 2005, C# and .Net 2.0. How should one properly close down an initiator in .Net? The flow of my application is: -------------------------------------- settings = new SessionSettings(configFile); storeFactory = new FileStoreFactory(settings); logFactory = new FileLogFactory(settings); messageFactory = new DefaultMessageFactory(); initiator = new ThreadedSocketInitiator(this, storeFactory, settings, logFactory, messageFactory); ... initiator.start(); ... initiator.stop(); initiator = null; settings = null; storeFactory = null; logFactory = null; messageFactory = null; ---------------------------------------- At this point all of the four storage files are still locked (can't be opened in notepad). Forcing garbage collection doesn't help. Is anyone able to successfully release ThreadedSocketInitiator resources in .Net? Greg On 5/2/06, Francis Gingras <francis@...> wrote: > > > Tom, > > Just so you know, I sent a project to Oren that demonstrates the problem. > > > Francis -- Gregory Chase Managing Partner Chase Capital Management, LLC -- Alex Araujo Banif Banco de Investimento |
|
From: <San...@ub...> - 2006-09-05 15:01:54
|
Hi,
As suggested by Oren, I am using DD while creating a message.
Code is like
------------------------------------------------------------------------
----------
dataDictionary =3D new FIX::DataDictionary::DataDictionary("FIX42.xml");
FIX::Message fixMsgPolling (strFixMsg,dataDictionary);
Where
strFixMsg is string.
FIX42.xml is DD file
------------------------------------------------------------------------
-----------
but still I am getting the same problem. Tag orders are not proper. Tag
11 is before tag 66. Please let me know if I am doing anything wrong.
Regards,
Sangram=20
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Oren Miller
Sent: Friday, September 01, 2006 11:17 AM
To: Shinde, Sangram
Cc: Qui...@li...
Subject: Re: [Quickfix-developers] repeating groups
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Ok, you should be using FIX::Message( string, DataDictionary ) in order
to parse the message correctly with repeating groups.
--oren
> I get the message in the text file. I create a fix message out of that
> using the FIX::Message (string);
------------------------------------------------------------------------
-
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security?
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easier Download IBM WebSphere Application Server v.1.0.1 based on Apache
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121642
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|
From: Alex <al...@ec...> - 2006-09-05 13:54:44
|
The latest: 1.12.2. -- Alex Araujo Banif Banco de Investimento -----Mensagem original----- De: Oren Miller [mailto:or...@qu...] Enviada em: Tuesday, September 05, 2006 10:07 AM Para: Alex Cc: qui...@li...; qui...@li... Assunto: Re: [Quickfix-users] .NET Can not open body file ... unreleased resources This was fixed a long time ago. What version of QuickFIX are you using? --oren > Oren, months ago Francis Gingras send you a project demonstrating a > release resource problem in QuickFix. Have you seen what's causing > this? |
|
From: Oren M. <or...@qu...> - 2006-09-05 13:11:21
|
And what version of QF are you using? > The exception comes when instantiating ThreadedSocketInitiator > > ThreadedSocketInitiator initiator = new > ThreadedSocketInitiator(application, storeFactory, settings, > logFactory, > messageFactory); |
|
From: Oren M. <or...@qu...> - 2006-09-05 13:07:09
|
This was fixed a long time ago. What version of QuickFIX are you using? --oren > Oren, months ago Francis Gingras send you a project demonstrating a > release resource problem in QuickFix. Have you seen what's causing > this? |
|
From: [ R. ] <ra...@gm...> - 2006-09-05 12:39:25
|
Oh. Sorry.. there wasnt such memory leaks. in quickfix lib. its working fine On 9/1/06, Oren Miller <or...@qu...> wrote: > > You have not shown exactly what you are doing and there is no way to > diagnose this based on the information given. > > --oren > > On Sep 1, 2006, at 4:34 AM, [ RaShiQ ] wrote: > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > > html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi, > > > > Another thing is Memory Leaks in the QuickFix Library. > > > > i am using quickfix 1.12.2 , compiling MFC Project on XP with vc6 > > > > Detected memory leaks! > > Dumping objects -> > > First-chance exception in FixEngine.exe: 0xC0000005: Access Violation. > > {1325} First-chance exception in FixEngine.exe: 0xC0000005: Access > > Violation. > > normal block at 0x00E25728, 48 bytes long. > > Data: < \2 V \2 > 90 5C 32 00 B0 56 E2 00 90 5C 32 00 17 CD > > CD CD > > {1324} normal block at 0x00E256B0, 48 bytes long. > > Data: < \2 T (W > 90 5C 32 00 D0 54 E2 00 28 57 E2 00 17 CD > > CD CD > > {1323} normal block at 0x00E25638, 48 bytes long. > > Data: < \2 HU \2 > 90 5C 32 00 48 55 E2 00 90 5C 32 00 17 CD > > CD CD > > {1322} normal block at 0x00E255C0, 48 bytes long. > > Data: < \2 HU \2 > 90 5C 32 00 48 55 E2 00 90 5C 32 00 17 CD > > CD CD > > {1321} normal block at 0x00E25548, 48 bytes long. > > Data: <8V T U > 38 56 E2 00 D0 54 E2 00 C0 55 E2 00 17 CD > > CD CD > > {1320} normal block at 0x00E254D0, 48 bytes long. > > Data: < V P HU > B0 56 E2 00 E8 50 E2 00 48 55 E2 00 17 CD > > CD CD > > {1319} normal block at 0x00E25458, 48 bytes long. > > Data: < \2 `Q \2 > 90 5C 32 00 60 51 E2 00 90 5C 32 00 17 CD > > CD CD > > {1318} normal block at 0x00E253E0, 48 bytes long. > > Data: < \2 hS \2 > 90 5C 32 00 68 53 E2 00 90 5C 32 00 17 CD > > CD CD > > {1317} normal block at 0x00E25368, 48 bytes long. > > Data: < S `Q \2 > E0 53 E2 00 60 51 E2 00 90 5C 32 00 17 CD > > CD CD > > {1316} normal block at 0x00E25160, 48 bytes long. > > Data: <XT P hS > 58 54 E2 00 E8 50 E2 00 68 53 E2 00 17 CD > > CD CD > > {1315} normal block at 0x00E250E8, 48 bytes long. > > Data: < T R `Q > D0 54 E2 00 F0 52 E2 00 60 51 E2 00 17 CD > > CD CD > > {1314} normal block at 0x00E252F0, 48 bytes long. > > Data: < V P hS > B0 56 E2 00 E8 50 E2 00 68 53 E2 00 CD CD > > CD CD > > {1312} normal block at 0x00E251D8, 212 bytes long. > > Data: <`Z2 K `Z2 > 60 5A 32 00 20 4B E2 00 60 5A 32 00 08 00 > > 00 00 > > {1275} normal block at 0x00E25070, 48 bytes long. > > Data: < \2 O \2 > 90 5C 32 00 F8 4F E2 00 90 5C 32 00 17 CD > > CD CD > > {1274} normal block at 0x00E24FF8, 48 bytes long. > > Data: < \2 N pP > 90 5C 32 00 18 4E E2 00 70 50 E2 00 17 CD > > CD CD > > {1273} normal block at 0x00E24F80, 48 bytes long. > > Data: < \2 N \2 > 90 5C 32 00 90 4E E2 00 90 5C 32 00 17 CD > > CD CD > > {1272} normal block at 0x00E24F08, 48 bytes long. > > Data: < \2 N \2 > 90 5C 32 00 90 4E E2 00 90 5C 32 00 17 CD > > CD CD > > {1271} normal block at 0x00E24E90, 48 bytes long. > > Data: < O N O > 80 4F E2 00 18 4E E2 00 08 4F E2 00 17 CD > > CD CD > > {1270} normal block at 0x00E24E18, 48 bytes long. > > Data: < O 0J N > F8 4F E2 00 30 4A E2 00 90 4E E2 00 17 CD > > CD CD > > {1269} normal block at 0x00E24DA0, 48 bytes long. > > Data: < \2 J \2 > 90 5C 32 00 A8 4A E2 00 90 5C 32 00 17 CD > > CD CD > > {1268} normal block at 0x00E24D28, 48 bytes long. > > Data: < \2 L \2 > 90 5C 32 00 B0 4C E2 00 90 5C 32 00 17 CD > > CD CD > > {1267} normal block at 0x00E24CB0, 48 bytes long. > > Data: <(M J \2 > 28 4D E2 00 A8 4A E2 00 90 5C 32 00 17 CD > > CD CD > > {1266} normal block at 0x00E24AA8, 48 bytes long. > > Data: < M 0J L > A0 4D E2 00 30 4A E2 00 B0 4C E2 00 17 CD > > CD CD > > {1265} normal block at 0x00E24A30, 48 bytes long. > > Data: < N 8L J > 18 4E E2 00 38 4C E2 00 A8 4A E2 00 17 CD > > CD CD > > {1264} normal block at 0x00E24C38, 48 bytes long. > > Data: < O 0J L > F8 4F E2 00 30 4A E2 00 B0 4C E2 00 CD CD > > CD CD > > {1262} normal block at 0x00E24B20, 212 bytes long. > > Data: <`Z2 hD Q > 60 5A 32 00 68 44 E2 00 D8 51 E2 00 08 00 > > 00 00 > > {1225} normal block at 0x00E249B8, 48 bytes long. > > Data: < \2 @I \2 > 90 5C 32 00 40 49 E2 00 90 5C 32 00 17 CD > > CD CD > > {1224} normal block at 0x00E24940, 48 bytes long. > > Data: < \2 `G I > 90 5C 32 00 60 47 E2 00 B8 49 E2 00 17 CD > > CD CD > > {1223} normal block at 0x00E248C8, 48 bytes long. > > Data: < \2 G \2 > 90 5C 32 00 D8 47 E2 00 90 5C 32 00 17 CD > > CD CD > > {1222} normal block at 0x00E24850, 48 bytes long. > > Data: < \2 G \2 > 90 5C 32 00 D8 47 E2 00 90 5C 32 00 17 CD > > CD CD > > {1221} normal block at 0x00E247D8, 48 bytes long. > > Data: < H `G PH > C8 48 E2 00 60 47 E2 00 50 48 E2 00 17 CD > > CD CD > > {1220} normal block at 0x00E24760, 48 bytes long. > > Data: <@I xC G > 40 49 E2 00 78 43 E2 00 D8 47 E2 00 17 CD > > CD CD > > {1219} normal block at 0x00E246E8, 48 bytes long. > > Data: < \2 C \2 > 90 5C 32 00 F0 43 E2 00 90 5C 32 00 17 CD > > CD CD > > {1218} normal block at 0x00E24670, 48 bytes long. > > Data: < \2 E \2 > 90 5C 32 00 F8 45 E2 00 90 5C 32 00 17 CD > > CD CD > > {1217} normal block at 0x00E245F8, 48 bytes long. > > Data: <pF C \2 > 70 46 E2 00 F0 43 E2 00 90 5C 32 00 17 CD > > CD CD > > {1216} normal block at 0x00E243F0, 48 bytes long. > > Data: < F xC E > E8 46 E2 00 78 43 E2 00 F8 45 E2 00 17 CD > > CD CD > > {1215} normal block at 0x00E24378, 48 bytes long. > > Data: <`G E C > 60 47 E2 00 80 45 E2 00 F0 43 E2 00 17 CD > > CD CD > > {1214} normal block at 0x00E24580, 48 bytes long. > > Data: <@I xC E > 40 49 E2 00 78 43 E2 00 F8 45 E2 00 CD CD > > CD CD > > {1212} normal block at 0x00E24468, 212 bytes long. > > Data: < 2 6 K > F8 82 32 00 A8 36 E2 00 20 4B E2 00 08 00 > > 00 00 > > {1175} normal block at 0x00E24300, 48 bytes long. > > Data: < \2 B \2 > 90 5C 32 00 88 42 E2 00 90 5C 32 00 17 CD > > CD CD > > {1174} normal block at 0x00E24288, 48 bytes long. > > Data: < \2 @ C > 90 5C 32 00 A8 40 E2 00 00 43 E2 00 17 CD > > CD CD > > {1173} normal block at 0x00E24210, 48 bytes long. > > Data: < \2 A \2 > 90 5C 32 00 20 41 E2 00 90 5C 32 00 17 CD > > CD CD > > {1172} normal block at 0x00E24198, 48 bytes long. > > Data: < \2 A \2 > 90 5C 32 00 20 41 E2 00 90 5C 32 00 17 CD > > CD CD > > {1171} normal block at 0x00E24120, 48 bytes long. > > Data: < B @ A > 10 42 E2 00 A8 40 E2 00 98 41 E2 00 17 CD > > CD CD > > {1170} normal block at 0x00E240A8, 48 bytes long. > > Data: < B 2 A > 88 42 E2 00 88 84 32 00 20 41 E2 00 17 CD > > CD CD > > {1169} normal block at 0x00E24030, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 08 82 32 00 90 5C 32 00 17 CD > > CD CD > > {1168} normal block at 0x00E23FB8, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 80 82 32 00 90 5C 32 00 17 CD > > CD CD > > {1167} normal block at 0x00328280, 48 bytes long. > > Data: < ? 2 \2 > B8 3F E2 00 08 82 32 00 90 5C 32 00 17 CD > > CD CD > > {1166} normal block at 0x00328208, 48 bytes long. > > Data: <0@ 2 2 > 30 40 E2 00 88 84 32 00 80 82 32 00 17 CD > > CD CD > > {1165} normal block at 0x00328488, 48 bytes long. > > Data: < @ 2 2 > A8 40 E2 00 10 84 32 00 08 82 32 00 17 CD > > CD CD > > {1164} normal block at 0x00328410, 48 bytes long. > > Data: < B 2 2 > 88 42 E2 00 88 84 32 00 80 82 32 00 CD CD > > CD CD > > {1162} normal block at 0x003282F8, 212 bytes long. > > Data: <`Z2 hD `Z2 > 60 5A 32 00 68 44 E2 00 60 5A 32 00 08 00 > > 00 00 > > {1125} normal block at 0x00E23BF8, 48 bytes long. > > Data: < \2 ; \2 > 90 5C 32 00 80 3B E2 00 90 5C 32 00 17 CD > > CD CD > > {1124} normal block at 0x00E23B80, 48 bytes long. > > Data: < \2 9 ; > 90 5C 32 00 A0 39 E2 00 F8 3B E2 00 17 CD > > CD CD > > {1123} normal block at 0x00E23B08, 48 bytes long. > > Data: < \2 : \2 > 90 5C 32 00 18 3A E2 00 90 5C 32 00 17 CD > > CD CD > > {1122} normal block at 0x00E23A90, 48 bytes long. > > Data: < \2 : \2 > 90 5C 32 00 18 3A E2 00 90 5C 32 00 17 CD > > CD CD > > {1121} normal block at 0x00E23A18, 48 bytes long. > > Data: < ; 9 : > 08 3B E2 00 A0 39 E2 00 90 3A E2 00 17 CD > > CD CD > > {1120} normal block at 0x00E239A0, 48 bytes long. > > Data: < ; 5 : > 80 3B E2 00 B8 35 E2 00 18 3A E2 00 17 CD > > CD CD > > {1119} normal block at 0x00E23928, 48 bytes long. > > Data: < \2 06 \2 > 90 5C 32 00 30 36 E2 00 90 5C 32 00 17 CD > > CD CD > > {1118} normal block at 0x00E238B0, 48 bytes long. > > Data: < \2 88 \2 > 90 5C 32 00 38 38 E2 00 90 5C 32 00 17 CD > > CD CD > > {1117} normal block at 0x00E23838, 48 bytes long. > > Data: < 8 06 \2 > B0 38 E2 00 30 36 E2 00 90 5C 32 00 17 CD > > CD CD > > {1116} normal block at 0x00E23630, 48 bytes long. > > Data: <(9 5 88 > 28 39 E2 00 B8 35 E2 00 38 38 E2 00 17 CD > > CD CD > > {1115} normal block at 0x00E235B8, 48 bytes long. > > Data: < 9 7 06 > A0 39 E2 00 C0 37 E2 00 30 36 E2 00 17 CD > > CD CD > > {1114} normal block at 0x00E237C0, 48 bytes long. > > Data: < ; 5 88 > 80 3B E2 00 B8 35 E2 00 38 38 E2 00 CD CD > > CD CD > > {1112} normal block at 0x00E236A8, 212 bytes long. > > Data: < / 2 hD > F0 2F E2 00 10 B4 32 00 68 44 E2 00 08 00 > > 00 00 > > {1075} normal block at 0x00E23540, 48 bytes long. > > Data: < \2 4 \2 > 90 5C 32 00 C8 34 E2 00 90 5C 32 00 17 CD > > CD CD > > {1074} normal block at 0x00E234C8, 48 bytes long. > > Data: < \2 2 @5 > 90 5C 32 00 E8 32 E2 00 40 35 E2 00 17 CD > > CD CD > > {1073} normal block at 0x00E23450, 48 bytes long. > > Data: < \2 `3 \2 > 90 5C 32 00 60 33 E2 00 90 5C 32 00 17 CD > > CD CD > > {1072} normal block at 0x00E233D8, 48 bytes long. > > Data: < \2 `3 \2 > 90 5C 32 00 60 33 E2 00 90 5C 32 00 17 CD > > CD CD > > {1071} normal block at 0x00E23360, 48 bytes long. > > Data: <P4 2 3 > 50 34 E2 00 E8 32 E2 00 D8 33 E2 00 17 CD > > CD CD > > {1070} normal block at 0x00E232E8, 48 bytes long. > > Data: < 4 P 2 `3 > C8 34 E2 00 50 85 32 00 60 33 E2 00 17 CD > > CD CD > > {1069} normal block at 0x00E23270, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 C8 85 32 00 90 5C 32 00 17 CD > > CD CD > > {1068} normal block at 0x00E231F8, 48 bytes long. > > Data: < \2 1 \2 > 90 5C 32 00 80 31 E2 00 90 5C 32 00 17 CD > > CD CD > > {1067} normal block at 0x00E23180, 48 bytes long. > > Data: < 1 2 \2 > F8 31 E2 00 C8 85 32 00 90 5C 32 00 17 CD > > CD CD > > {1066} normal block at 0x003285C8, 48 bytes long. > > Data: <p2 P 2 1 > 70 32 E2 00 50 85 32 00 80 31 E2 00 17 CD > > CD CD > > {1065} normal block at 0x00328550, 48 bytes long. > > Data: < 2 1 2 > E8 32 E2 00 08 31 E2 00 C8 85 32 00 17 CD > > CD CD > > {1064} normal block at 0x00E23108, 48 bytes long. > > Data: < 4 P 2 1 > C8 34 E2 00 50 85 32 00 80 31 E2 00 CD CD > > CD CD > > {1062} normal block at 0x00E22FF0, 212 bytes long. > > Data: <`Z2 6 `Z2 > 60 5A 32 00 A8 36 E2 00 60 5A 32 00 08 00 > > 00 00 > > {1025} normal block at 0x0032B960, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 E8 B8 32 00 90 5C 32 00 17 CD > > CD CD > > {1024} normal block at 0x0032B8E8, 48 bytes long. > > Data: < \2 2 ` 2 > 90 5C 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Data: < 2 2 2 > 90 B6 32 00 20 B3 32 00 A0 B5 32 00 17 CD > > CD CD > > {1015} normal block at 0x0032B320, 48 bytes long. > > Data: < 2 ( 2 2 > 08 B7 32 00 28 B5 32 00 98 B3 32 00 17 CD > > CD CD > > {1014} normal block at 0x0032B528, 48 bytes long. > > Data: < 2 2 2 > E8 B8 32 00 20 B3 32 00 A0 B5 32 00 CD CD > > CD CD > > {1012} normal block at 0x0032B410, 212 bytes long. > > Data: <0 2 x[2 6 > 30 87 32 00 78 5B 32 00 A8 36 E2 00 08 00 > > 00 00 > > {975} normal block at 0x0032B2A8, 48 bytes long. > > Data: < \2 0 2 \2 > 90 5C 32 00 30 B2 32 00 90 5C 32 00 17 CD > > CD CD > > {974} normal block at 0x0032B230, 48 bytes long. > > Data: < \2 P 2 2 > 90 5C 32 00 50 B0 32 00 A8 B2 32 00 17 CD > > CD CD > > {973} normal block at 0x0032B1B8, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 C8 B0 32 00 90 5C 32 00 17 CD > > CD CD > > {972} normal block at 0x0032B140, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 C8 B0 32 00 90 5C 32 00 17 CD > > CD CD > > {971} normal block at 0x0032B0C8, 48 bytes long. > > Data: < 2 P 2 @ 2 > B8 B1 32 00 50 B0 32 00 40 B1 32 00 17 CD > > CD CD > > {970} normal block at 0x0032B050, 48 bytes long. > > Data: <0 2 h 2 2 > 30 B2 32 00 68 AC 32 00 C8 B0 32 00 17 CD > > CD CD > > {969} normal block at 0x0032AFD8, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 E0 AC 32 00 90 5C 32 00 17 CD > > CD CD > > {968} normal block at 0x0032AF60, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 E8 AE 32 00 90 5C 32 00 17 CD > > CD CD > > {967} normal block at 0x0032AEE8, 48 bytes long. > > Data: <` 2 2 \2 > 60 AF 32 00 E0 AC 32 00 90 5C 32 00 17 CD > > CD CD > > {966} normal block at 0x0032ACE0, 48 bytes long. > > Data: < 2 h 2 2 > D8 AF 32 00 68 AC 32 00 E8 AE 32 00 17 CD > > CD CD > > {965} normal block at 0x0032AC68, 48 bytes long. > > Data: <P 2 p 2 2 > 50 B0 32 00 70 AE 32 00 E0 AC 32 00 17 CD > > CD CD > > {964} normal block at 0x0032AE70, 48 bytes long. > > Data: <0 2 h 2 2 > 30 B2 32 00 68 AC 32 00 E8 AE 32 00 CD CD > > CD CD > > {962} normal block at 0x0032AD58, 212 bytes long. > > Data: <`Z2 0 2 `Z2 > 60 5A 32 00 30 87 32 00 60 5A 32 00 08 00 > > 00 00 > > {925} normal block at 0x0032ABF0, 48 bytes long. > > Data: < \2 x 2 \2 > 90 5C 32 00 78 AB 32 00 90 5C 32 00 17 CD > > CD CD > > {924} normal block at 0x0032AB78, 48 bytes long. > > Data: < \2 2 2 > 90 5C 32 00 98 A9 32 00 F0 AB 32 00 17 CD > > CD CD > > {923} normal block at 0x0032AB00, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 10 AA 32 00 90 5C 32 00 17 CD > > CD CD > > {922} normal block at 0x0032AA88, 48 bytes long. > > Data: < \2 2 \2 > 90 5C 32 00 10 AA 32 00 90 5C 32 00 17 CD > > CD CD > > {921} normal block at 0x0032AA10, 48 bytes long. > > Data: < 2 2 2 > 00 AB 32 00 98 A9 32 00 88 AA 32 00 17 CD > > CD CD > > {920} normal block at 0x0032A998, 48 bytes long. > > Data: <x 2 2 2 > 78 AB 32 00 C0 88 32 00 10 AA 32 00 17 CD > > CD CD > > {919} normal block at 0x0032A920, 48 bytes long. > > Data: < \2 @ 2 \2 > 90 5C 32 00 40 86 32 00 90 5C 32 00 17 CD > > CD 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32 00 17 CD > > CD CD > > {873} normal block at 0x00329440, 48 bytes long. > > Data: < \2 P 2 \2 > 90 5C 32 00 50 93 32 00 90 5C 32 00 17 CD > > CD CD > > {872} normal block at 0x003293C8, 48 bytes long. > > Data: < \2 P 2 \2 > 90 5C 32 00 50 93 32 00 90 5C 32 00 17 CD > > CD CD > > {871} normal block at 0x00329350, 48 bytes long. > > Data: <@ 2 2 2 > 40 94 32 00 D8 92 32 00 C8 93 32 00 17 CD > > CD CD > > {870} normal block at 0x003292D8, 48 bytes long. > > Data: < 2 2 P 2 > B8 94 32 00 F0 8E 32 00 50 93 32 00 17 CD > > CD CD > > {869} normal block at 0x00329260, 48 bytes long. > > Data: < \2 h 2 \2 > 90 5C 32 00 68 8F 32 00 90 5C 32 00 17 CD > > CD CD > > {868} normal block at 0x003291E8, 48 bytes long. > > Data: < \2 p 2 \2 > 90 5C 32 00 70 91 32 00 90 5C 32 00 17 CD > > CD CD > > {867} normal block at 0x00329170, 48 bytes long. > > Data: < 2 h 2 \2 > E8 91 32 00 68 8F 32 00 90 5C 32 00 17 CD > > CD CD > > {866} normal block at 0x00328F68, 48 bytes long. > > Data: <` 2 2 p 2 > 60 92 32 00 F0 8E 32 00 70 91 32 00 17 CD > > CD CD > > {865} normal block at 0x00328EF0, 48 bytes long. > > Data: < 2 2 h 2 > D8 92 32 00 F8 90 32 00 68 8F 32 00 17 CD > > CD CD > > {864} normal block at 0x003290F8, 48 bytes long. > > Data: < 2 2 p 2 > B8 94 32 00 F0 8E 32 00 70 91 32 00 CD CD > > CD CD > > {862} normal block at 0x00328FE0, 212 bytes long. > > Data: <`Z2 0 2 `Z2 > 60 5A 32 00 30 87 32 00 60 5A 32 00 08 00 > > 00 00 > > {536} > > ---------------------------------------------------------------------- > > --- > > Using Tomcat but need to do more? Need to support web services, > > security? > > Get stuff done quickly with pre-integrated technology to make your > > job easier > > Download IBM WebSphere Application Server v.1.0.1 based on Apache > > Geronimo > > http://sel.as-us.falkag.net/sel? > > cmd=lnk&kid=120709&bid=263057&dat=121642______________________________ > > _________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
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From: Eranga S. <pe...@ri...> - 2006-09-05 07:05:00
|
Thanks Toby. We are going to use QuickFix or QuckFix on some performance critical application. Currently we use Quickfix via JNI wrapper. BR, Eranga _____ From: Shepheard, Toby (London) [mailto:Tob...@ml...] Sent: Tuesday, September 05, 2006 12:23 PM To: Eranga Samararathna; qui...@li... Subject: RE: [Quickfix-developers] QuickFix vs QuickFix/j ....... I can't help you with the benchmarking as I've not done this, but you'd need to consider whether you're comparing the straight C++ version of QuickFix, or QuickFix via one of the wrappers (eg JNI). I'd also take ease of development/support into consideration as well as performance. We do use QFJ in a production environment, and I've had no problems with it at all. I should caveat that, as it's not running in a performance-critical environment and it's under a very light load, but for our purposes it's been ideal and I've not heard any suggestions that it can't handle much higher loads. As always you should of course test for yourself as everybody's environment differs. Rgds, Toby -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Eranga Samararathna Sent: 05 September 2006 05:05 To: qui...@li...; qui...@li... Subject: [Quickfix-developers] QuickFix vs QuickFix/j ....... Hi, Is any one bench mark the QuickFix vs QuickFix/j? How is the performance difference of these two systems? Are there any organizations use QuickFix/ j for their production systems? BR, Eranga _____ If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here <http://www.ml.com/email_terms/> for important additional terms relating to this e-mail. http://www.ml.com/email_terms/ _____ |
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From: Lin L. <le...@gm...> - 2006-09-05 07:04:18
|
The code in my project:
Parties parties = order.getParties();
the order has the right value of Parties,but the variable "parties" is empty
when it gets value by invoking order.getParties().
I trace into the code of QFJ,I found this method maybe something wrong:
The red color code maybe:fileds.isSetField(groupFields[i]))
Is it?
//MessageComponent
public void copyFrom(FieldMap fields) {
try {
int[] componentFields = getFields();
for (int i = 0; i < componentFields.length; i++) {
if (fields.isSetField(componentFields[i])) {
setField(componentFields[i], fields.getField
(componentFields[i]));
}
}
int[] groupFields = getGroupFields();
for (int i = 0; i < groupFields.length; i++) {
if (isSetField(groupFields[i])) {
setGroups(groupFields[i], fields.getGroups
(groupFields[i]));
}
}
} catch (FieldNotFound e) {
// should not happen
}
}
--
Lin Lejiang
|
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From: Eranga S. <pe...@ri...> - 2006-09-05 04:04:42
|
Hi, Is any one bench mark the QuickFix vs QuickFix/j? How is the performance difference of these two systems? Are there any organizations use QuickFix/ j for their production systems? BR, Eranga |
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From: Alex <al...@ec...> - 2006-09-04 22:55:26
|
Greg, Have you found a solution for this problem? -- Alex Araujo Banif Banco de Investimento -----Original Message----- From: Greg Chase [mailto:greg@...] Sent: Saturday, May 06, 2006 14:14 To: Francis Gingras Cc: quickfix-users@... Subject: Re: [Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources I too am having trouble releasing resources. I'm using VS 2005, C# and .Net 2.0. How should one properly close down an initiator in .Net? The flow of my application is: -------------------------------------- settings = new SessionSettings(configFile); storeFactory = new FileStoreFactory(settings); logFactory = new FileLogFactory(settings); messageFactory = new DefaultMessageFactory(); initiator = new ThreadedSocketInitiator(this, storeFactory, settings, logFactory, messageFactory); ... initiator.start(); ... initiator.stop(); initiator = null; settings = null; storeFactory = null; logFactory = null; messageFactory = null; ---------------------------------------- At this point all of the four storage files are still locked (can't be opened in notepad). Forcing garbage collection doesn't help. Is anyone able to successfully release ThreadedSocketInitiator resources in .Net? Greg -- Gregory Chase Managing Partner Chase Capital Management, LLC |
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From: Alex <al...@ec...> - 2006-09-04 22:54:08
|
Francis, I've tried your solution but it seems to not work. Please, can you send me the piece of code where you release/reutilize the SocketInitiator? Thank you! -- Alex Araujo Banif Banco de Investimento -----Original Message----- Greg, This is what I use and it works fine with .NET 1.1 but with 2.0 you'll need the latest sources from CVS. socket.stop(); socket = null; GC.Collect(); GC.WaitForPendingFinalizers(); Francis -----Original Message----- From: Greg Chase [mailto:greg@...] Sent: Saturday, May 06, 2006 14:14 To: Francis Gingras Cc: quickfix-users@... Subject: Re: [Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources I too am having trouble releasing resources. I'm using VS 2005, C# and .Net 2.0. How should one properly close down an initiator in .Net? The flow of my application is: -------------------------------------- settings = new SessionSettings(configFile); storeFactory = new FileStoreFactory(settings); logFactory = new FileLogFactory(settings); messageFactory = new DefaultMessageFactory(); initiator = new ThreadedSocketInitiator(this, storeFactory, settings, logFactory, messageFactory); ... initiator.start(); ... initiator.stop(); initiator = null; settings = null; storeFactory = null; logFactory = null; messageFactory = null; ---------------------------------------- At this point all of the four storage files are still locked (can't be opened in notepad). Forcing garbage collection doesn't help. Is anyone able to successfully release ThreadedSocketInitiator resources in .Net? Greg On 5/2/06, Francis Gingras <francis@...> wrote: > > > Tom, > > Just so you know, I sent a project to Oren that demonstrates the problem. > > > Francis -- Gregory Chase Managing Partner Chase Capital Management, LLC -- Alex Araujo Banif Banco de Investimento |
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From: Alex <al...@ec...> - 2006-09-04 22:50:42
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Oren, months ago Francis Gingras send you a project demonstrating a release resource problem in QuickFix. Have you seen what's causing this? Alex -----Original Message----- Greg, This is what I use and it works fine with .NET 1.1 but with 2.0 you'll need the latest sources from CVS. socket.stop(); socket = null; GC.Collect(); GC.WaitForPendingFinalizers(); Francis -----Original Message----- From: Greg Chase [mailto:greg@...] Sent: Saturday, May 06, 2006 14:14 To: Francis Gingras Cc: quickfix-users@... Subject: Re: [Quickfix-users] Re: Re: .NET Can not open bpdy file ... unreleased resources I too am having trouble releasing resources. I'm using VS 2005, C# and .Net 2.0. How should one properly close down an initiator in .Net? The flow of my application is: -------------------------------------- settings = new SessionSettings(configFile); storeFactory = new FileStoreFactory(settings); logFactory = new FileLogFactory(settings); messageFactory = new DefaultMessageFactory(); initiator = new ThreadedSocketInitiator(this, storeFactory, settings, logFactory, messageFactory); ... initiator.start(); ... initiator.stop(); initiator = null; settings = null; storeFactory = null; logFactory = null; messageFactory = null; ---------------------------------------- At this point all of the four storage files are still locked (can't be opened in notepad). Forcing garbage collection doesn't help. Is anyone able to successfully release ThreadedSocketInitiator resources in .Net? Greg On 5/2/06, Francis Gingras <francis@...> wrote: > > > Tom, > > Just so you know, I sent a project to Oren that demonstrates the problem. > > > Francis -- Gregory Chase Managing Partner Chase Capital Management, LLC -- Alex Araujo Banif Banco de Investimento |
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From: Guy M. <gu...@ea...> - 2006-09-04 08:41:20
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Hi, I'm having the same problem in the same place in C# code. I did not have this problem when i used Console App. only when i use a Win App it happens Any suggestions? Can it be related to some conflicts between managed/umanaged code? Guy Mugrabi Mike Smith-14 wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > The exception comes when instantiating ThreadedSocketInitiator > > ThreadedSocketInitiator initiator = new > ThreadedSocketInitiator(application, storeFactory, settings, logFactory, > messageFactory); > > -----Original Message----- > From: Oren Miller [mailto:or...@qu...] > Sent: Friday, August 25, 2006 2:21 PM > To: Mike Smith > Cc: qui...@li... > Subject: Re: [Quickfix-developers] QuickFix.SessionNotFound > > Where exactly are you getting the exception? Are you trying to send > a message? How are you doing it? > > --oren > > On Aug 25, 2006, at 1:43 PM, Mike Smith wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ >> html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> I know this is a very beginner level question, but I am going >> absolutely >> nuts trying to figure out why I'm getting a QuickFix.SessionNotFound >> exception. > > > ------------------------------------------------------------------------- > Using Tomcat but need to do more? Need to support web services, security? > Get stuff done quickly with pre-integrated technology to make your job > easier > Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo > http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- View this message in context: http://www.nabble.com/QuickFix.SessionNotFound-tf2166375.html#a6131816 Sent from the QuickFIX - Dev forum at Nabble.com. |
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From: John G. <joh...@wa...> - 2006-09-01 17:21:51
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Hi, > Please, could anyone help me with some field values meaning? I am afraid this is not directly related to QF but depends on the market place you are trading at. > - 0: Too late to cancel, why is too late? Because order has been executed already, because order has expired already, because... it's too late. It's not your job as a developper to say whether it is true or not, the *market* said it is too late, EOT. 2: Exchange option (No idea) > - 0: exchange option I don't know this one. > - 1: unknown or non tradable Self explanatory. The "thing" (shares, bonds, options, futures, whatever) you are trying to buy/sell is either unknown (bad ISIN code for example) or not opened on this market place. > - 2: Exchange closed Again, self explanatory. What you are trying to buy/sell on this place is not tradeable because this place is closed (for all assets or only this one) > - 3: Order exceeds limit (price or volume) For example, it is forbidden to have a single order higher than 15K euros on Paris market place for "SRD". You must split it into several orders if above this limit price. It's just a market place rule. > - 4: Too late to enter I guess this is related to subscriptions of new assets but I am not sure. > - 11: Unsupported order characteristic I guess this is quite rare and happens on "special" assets, on which you cannot have anything else than a day order. Basically, these questions are related to the way the stock exchange works, not the way QF or even Fix protocole works, and there is nothing you can do about them except relay the reject reason back to the trader (who *is* supposed to understand them because it is *his* job to know). I don't mean that a developper should not understand the way the stock exchange works, just that for a non-technical reject, there is no action to be taken except get them to a human being in charge (whereas a technical reject such as a missing field should also be forwarded to the IT staff for immediate analysis). Sincerely, JG |
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From: Lidix <li...@ho...> - 2006-09-01 15:59:51
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Hi all, Please, could anyone help me with some field values meaning? I need to know the meaning for some of the possible values for the field CxlRejReason for OrderCancellReject. I need to know in which situation is done. - 0: Too late to cancel, why is too late? - 2: Exchange option I have the same problem with field OrdRejReason for ExecutionReport message for values when a new order is rejected: - 0: exchange option - 1: unknown or non tradable - 2: Exchange closed - 3: Order exceeds limit (price or volume) - 4: Too late to enter - 11: Unsupported order characteristic Regards, Lidia |
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From: <San...@ub...> - 2006-09-01 15:20:02
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I am not creating message by adding fields. I am creating message using the FIX::Message (String) constructor of the Fix::Message class. So I am not handling the creation of groups. I think that will be handled by the Data Dictionary. I am using the standard Data Dictionary that comes with the QuickFix. It has repeating groups included. Thanks & Regards, Sangram -----Original Message----- From: Scott Riopelle [mailto:sri...@fo...]=20 Sent: Friday, September 01, 2006 11:04 AM To: Shinde, Sangram; Qui...@li... Subject: RE: [Quickfix-developers] repeating groups If the field is contained in a group (Tag 11), it must be added to an object of the group, and then the group is added to the message after it is completely built. -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of San...@ub... Sent: Friday, September 01, 2006 10:58 AM To: Qui...@li... Subject: [Quickfix-developers] repeating groups QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I am new to QuickFix. I am developing application using C++ and Fix. =20 I get fix message in text format. I construct a fix message using FIX::Message (string); method. Data dictionary is used for validation. My application then sends the fix messages to the fix engine. Problem I am facing is ordering of the tag is not correct. Tag 11 comes before tag 68. Because of this fix engine is rejecting the message. How to handle this case? How to maintain the tag ordering. Any suggestions are welcome. Thanks & Regards, Sangram 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 notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers 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 notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
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From: Oren M. <or...@qu...> - 2006-09-01 15:17:01
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Ok, you should be using FIX::Message( string, DataDictionary ) in order to parse the message correctly with repeating groups. --oren > I get the message in the text file. I create a fix message out of that > using the FIX::Message (string); |
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From: Oren M. <or...@qu...> - 2006-09-01 15:10:01
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Can you show the actual code you use to parse the incoming message? Could you also include the incoming message string and the result of calling getString on the message you create? --oren On Sep 1, 2006, at 9:58 AM, San...@ub... wrote: > I get fix message in text format. I construct a fix message using > FIX::Message (string); method. Data dictionary is used for validation. > My application then sends the fix messages to the fix engine. > > Problem I am facing is ordering of the tag is not correct. Tag 11 > comes > before tag 68. Because of this fix engine is rejecting the message. > > How to handle this case? How to maintain the tag ordering. Any > suggestions are welcome. |
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From: <San...@ub...> - 2006-09-01 15:09:35
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I get the message in the text file. I create a fix message out of that using the FIX::Message (string);=20 Message from text file Orignal message is : 8=3DFIX.4.2;9=3D154;35=3DE;49=3DSSCON;56=3DUBS;34=3D991;52=3D20060825-14:= 28:44;21=3D3;50 =3DBNP;66=3DDREJECT;394=3D1;68=3D1;73=3D1;11=3D1232013_6;67=3D1;55=3DGSK;= 54=3D1;38=3D1;22=3D5; 48=3DGSK.L;40=3D2;44=3D1;10=3D047; After construction Fix Message to send is : 8=3DFIX.4.2=019=3D147=0135=3DE=0134=3D991=0149=3DSSCON=0150=3DBNP=0152=3D= 20060901-14:25:29=0156=3DUBS=01 11=3D1232013_6=0121=3D3=0122=3D5=0138=3D1=0140=3D2=0144=3D1=0148=3DGSK.L=01= 54=3D1=0155=3DGSK=0166=3DDREJECT=0167 =3D1=0168=3D1=0173=3D1=01394=3D1=0110=3D054=01 Thanks & Regards, Sangram=20 -----Original Message----- From: Oren Miller [mailto:or...@qu...]=20 Sent: Friday, September 01, 2006 11:03 AM To: Shinde, Sangram Cc: Qui...@li... Subject: Re: [Quickfix-developers] repeating groups Can you show the actual code you use to parse the incoming message? =20 Could you also include the incoming message string and the result of calling getString on the message you create? --oren On Sep 1, 2006, at 9:58 AM, San...@ub... wrote: > I get fix message in text format. I construct a fix message using=20 > FIX::Message (string); method. Data dictionary is used for validation. > My application then sends the fix messages to the fix engine. > > Problem I am facing is ordering of the tag is not correct. Tag 11=20 > comes before tag 68. Because of this fix engine is rejecting the=20 > message. > > How to handle this case? How to maintain the tag ordering. Any=20 > suggestions are welcome. 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 notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
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From: Scott R. <sri...@fo...> - 2006-09-01 15:04:20
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If the field is contained in a group (Tag 11), it must be added to an object of the group, and then the group is added to the message after it is completely built. -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of San...@ub... Sent: Friday, September 01, 2006 10:58 AM To: Qui...@li... Subject: [Quickfix-developers] repeating groups QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I am new to QuickFix. I am developing application using C++ and Fix. =20 I get fix message in text format. I construct a fix message using FIX::Message (string); method. Data dictionary is used for validation. My application then sends the fix messages to the fix engine. Problem I am facing is ordering of the tag is not correct. Tag 11 comes before tag 68. Because of this fix engine is rejecting the message. How to handle this case? How to maintain the tag ordering. Any suggestions are welcome. Thanks & Regards, Sangram Visit our website at http://www.ubs.com This message contains confidential information and is intended only=20 for the individual named. If you are not the named addressee you=20 should not disseminate, distribute or copy this e-mail. Please=20 notify the sender immediately by e-mail if you have received this=20 e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free=20 as information could be intercepted, corrupted, lost, destroyed,=20 arrive late or incomplete, or contain viruses. The sender therefore=20 does not accept liability for any errors or omissions in the contents=20 of this message which arise as a result of e-mail transmission. If=20 verification is required please request a hard-copy version. This=20 message is provided for informational purposes and should not be=20 construed as a solicitation or offer to buy or sell any securities or=20 related financial instruments. ------------------------------------------------------------------------ - Using Tomcat but need to do more? Need to support web services, security? Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D= 121642 _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |