quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Datestamp in Log File names

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

David,

I checked into source control support for the PersistMessages  
configuration setting.  If this is set to 'N', the session will not  
store or retrieve messages from the message store.  Instead it will  
respond to all ResendRequests with a single gap fill message.  Try  
this out and see if it works for you.

--oren

On Aug 17, 2006, at 3:41 AM, David Stewart wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Thanks Oren. I have also noticed that our resend file (.body) is  
> getting
> very large also.
> Is there a way I can tell quickfix to just gap-fill any resend  
> requests
> and thereby avoid the overhead of cacheing all the messages?
> As the fix engine is used for a price feed we don't particularly  
> want to
> resend stale prices anyway.
>
> Thanks
> Dave
>
>
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
> Sent: 17 August 2006 06:05
> To: David Stewart
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Datestamp in Log File names
>
> Passing a LogStoreFactory is optional.  If you do not pass one in, no
> log files will be created.
>
> --oren
>
> On Aug 16, 2006, at 2:18 AM, David Stewart wrote:
>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Unfortunately our processes don't restart daily. Is there a quick and
>> easy way to configure quickfix to not log at all? By means of a  
>> config
>
>> flag or something?
>>
>> Thanks
>> Dave
>>
>>
>>
>> The information contained in this email is strictly confidential and
>> for the use of the addressee only, unless otherwise indicated.
>> If you are not the intended recipient, please do not read, copy, use
>> or disclose to others this message or any attachment. Please also
>> notify the sender by replying to this email or by telephone
>> +44 (0)20 7896 0011 and then delete the email and any copies of it.
>> Opinions, conclusions (etc.) that do not relate to the official
>> business of this company shall be understood as neither given nor
>> endorsed by it. IG Markets Limited and IG Index Plc are authorised  
>> and
>
>> regulated by the Financial Services Authority and, in Australia, by
>> the Australian Securities and Investments Commission.
>>
>>
>> --------------------------------------------------------------------- 
>> -
>> ---
>> 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
>>
>
>
>
>
> The information contained in this email is strictly confidential  
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> If you are not the intended recipient, please do not read, copy,  
> use or disclose to others this message or any attachment. Please  
> also notify the sender by replying to this email or by telephone  
> +44 (0)20 7896 0011 and then delete the email and any copies of it.  
> Opinions, conclusions (etc.) that do not relate to the official  
> business of this company shall be understood as neither given nor  
> endorsed by it. IG Markets Limited and IG Index Plc are authorised  
> and regulated by the Financial Services Authority and, in  
> Australia, by the Australian Securities and Investments Commission.
>
>
> ---------------------------------------------------------------------- 
> ---
> 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Datestamp in Log File names

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

David,

There is something that can be done about this.  One question though,  
it is important for you to maintain sequence numbers when reloading  
your application or do you always start at 1?

--oren

On Aug 17, 2006, at 3:41 AM, David Stewart wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Thanks Oren. I have also noticed that our resend file (.body) is  
> getting
> very large also.
> Is there a way I can tell quickfix to just gap-fill any resend  
> requests
> and thereby avoid the overhead of cacheing all the messages?
> As the fix engine is used for a price feed we don't particularly  
> want to
> resend stale prices anyway.
>
> Thanks
> Dave
>
>
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
> Sent: 17 August 2006 06:05
> To: David Stewart
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Datestamp in Log File names
>
> Passing a LogStoreFactory is optional.  If you do not pass one in, no
> log files will be created.
>
> --oren
>
> On Aug 16, 2006, at 2:18 AM, David Stewart wrote:
>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
>> html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Unfortunately our processes don't restart daily. Is there a quick and
>> easy way to configure quickfix to not log at all? By means of a  
>> config
>
>> flag or something?
>>
>> Thanks
>> Dave
>>
>>
>>
>> The information contained in this email is strictly confidential and
>> for the use of the addressee only, unless otherwise indicated.
>> If you are not the intended recipient, please do not read, copy, use
>> or disclose to others this message or any attachment. Please also
>> notify the sender by replying to this email or by telephone
>> +44 (0)20 7896 0011 and then delete the email and any copies of it.
>> Opinions, conclusions (etc.) that do not relate to the official
>> business of this company shall be understood as neither given nor
>> endorsed by it. IG Markets Limited and IG Index Plc are authorised  
>> and
>
>> regulated by the Financial Services Authority and, in Australia, by
>> the Australian Securities and Investments Commission.
>>
>>
>> --------------------------------------------------------------------- 
>> -
>> ---
>> 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
>>
>
>
>
>
> The information contained in this email is strictly confidential  
> and for the use of the addressee only, unless otherwise indicated.  
> If you are not the intended recipient, please do not read, copy,  
> use or disclose to others this message or any attachment. Please  
> also notify the sender by replying to this email or by telephone  
> +44 (0)20 7896 0011 and then delete the email and any copies of it.  
> Opinions, conclusions (etc.) that do not relate to the official  
> business of this company shall be understood as neither given nor  
> endorsed by it. IG Markets Limited and IG Index Plc are authorised  
> and regulated by the Financial Services Authority and, in  
> Australia, by the Australian Securities and Investments Commission.
>
>
> ---------------------------------------------------------------------- 
> ---
> 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
>

[Quickfix-developers] Currenex reset settings

[Nick F. <Nic...@ve...>]

Sorry for a broker specific question, but is anyone out there using
Quickfix/J or quickfix with Currenex? If you are, could you tell me the
correct settings for the reset settings if you've worked them out:

ResetOnLogon =20
ResetOnLogout=20
ResetOnDisconnect=20
SendResetSeqNumFlag=20
ContinueInitializationOnError=20

I've read the docs and had a play, but cannot seem to get a set that
works reliably without giving me error messages.

Thanks,

Nick

Re: [Quickfix-developers] Datestamp in Log File names

[David S. <Dav...@ig...>]

Thanks Oren. I have also noticed that our resend file (.body) is getting
very large also.
Is there a way I can tell quickfix to just gap-fill any resend requests
and thereby avoid the overhead of cacheing all the messages?
As the fix engine is used for a price feed we don't particularly want to
resend stale prices anyway.

Thanks
Dave
=20

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: 17 August 2006 06:05
To: David Stewart
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Datestamp in Log File names

Passing a LogStoreFactory is optional.  If you do not pass one in, no
log files will be created.

--oren

On Aug 16, 2006, at 2:18 AM, David Stewart wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Unfortunately our processes don't restart daily. Is there a quick and=20=

> easy way to configure quickfix to not log at all? By means of a config

> flag or something?
>
> Thanks
> Dave
>
>
>
> The information contained in this email is strictly confidential and=20=

> for the use of the addressee only, unless otherwise indicated.
> If you are not the intended recipient, please do not read, copy, use=20=

> or disclose to others this message or any attachment. Please also=20
> notify the sender by replying to this email or by telephone
> +44 (0)20 7896 0011 and then delete the email and any copies of it. =20=

> Opinions, conclusions (etc.) that do not relate to the official=20
> business of this company shall be understood as neither given nor=20
> endorsed by it. IG Markets Limited and IG Index Plc are authorised and

> regulated by the Financial Services Authority and, in Australia, by=20
> the Australian Securities and Investments Commission.
>
>
> ----------------------------------------------------------------------
> ---
> Using Tomcat but need to do more? Need to support web services,=20
> 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=20
> Apache Geronimo http://sel.as-us.falkag.net/sel?
> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>




The information contained in this email is strictly confidential and for =
the use of the addressee only, unless otherwise indicated. If you are not=
 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
late to the official business of this company shall be understood as neit=
her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

Re: [Quickfix-developers] Datestamp in Log File names

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

Passing a LogStoreFactory is optional.  If you do not pass one in, no  
log files will be created.

--oren

On Aug 16, 2006, at 2:18 AM, David Stewart wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Unfortunately our processes don't restart daily. Is there a quick and
> easy way to configure quickfix to not log at all? By means of a config
> flag or something?
>
> Thanks
> Dave
>
>
>
> The information contained in this email is strictly confidential  
> and for the use of the addressee only, unless otherwise indicated.  
> If you are not the intended recipient, please do not read, copy,  
> use or disclose to others this message or any attachment. Please  
> also notify the sender by replying to this email or by telephone  
> +44 (0)20 7896 0011 and then delete the email and any copies of it.  
> Opinions, conclusions (etc.) that do not relate to the official  
> business of this company shall be understood as neither given nor  
> endorsed by it. IG Markets Limited and IG Index Plc are authorised  
> and regulated by the Financial Services Authority and, in  
> Australia, by the Australian Securities and Investments Commission.
>
>
> ---------------------------------------------------------------------- 
> ---
> 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
>

[Quickfix-developers] QuickFIX 1.12.2 is now available

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

QuickFIX 1.12.2 is now available at http://www.quickfixengine.org

You can get the release notes for all versions here: http:// 
www.quickfixengine.org/NEWS

This is primarily a fix for a bug in non-blocking sockets under  
windows where failed connection attempts were not always being  
recognized, causing the engine to stop retrying to connect.  There  
are also some fixes for the python api and some other minor things.

There are some additional changes too.  There are performance  
enhancements and they are very significant, particularly under unix.   
This amounts to about 25-40% overall engine performance (round trip)  
over 1.12.0.

We also have new functionality in this release.  There is a new  
configuration setting for the DEFAULT section called HttpAcceptPort.   
When set, QuickFIX will accept HTTP requests on this port and provide  
a live control panel for all managed sessions.  It's that simple.  No  
servlet container or apache or anything required.  The http server is  
embedded right into QuickFIX.  Just set the port and point your  
browser to it.

For instance, if you set the port to 8080, start the engine and open  
up your browser to http://localhost:8080 and that's it.  Here you can  
get reports on the state of all the sessions and it even gives you  
the ability to modify many session settings while the engine is running.

Note this functionality is only present if you start up at least one  
of your acceptors or initiators with the start() method (as opposed  
to block() or poll()).  It is also currently unavailable when using  
ruby and python bindings as the start method is simulated.

Re: [Quickfix-developers] Datestamp in Log File names

[David S. <Dav...@ig...>]

Unfortunately our processes don't restart daily. Is there a quick and
easy way to configure quickfix to not log at all? By means of a config
flag or something?

Thanks
Dave



The information contained in this email is strictly confidential and for =
the use of the addressee only, unless otherwise indicated. If you are not=
 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
late to the official business of this company shall be understood as neit=
her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

[Quickfix-developers] Cancelling and modifiying orders

[<li...@ho...>]

Hi All,

I am cancelling and modifying orders and I have a problem with field 
ClOrdID(11). In both messages (order cancel request - F- and order 
modification request - G), there is the field 11, this will be the new order 
id when the cancellation or modification is made.

But I don't know how to manage this field, I would like that the order Id 
will be the same after the cancellation or modification, but I don't know if 
this is possible. I am tried to put this field with a number by code but the 
message doesn't have the number that I have put in the code, the first 
cancellation or modification has a 1, the problem is that there already 
exist an order identified by 1 and then there is an error because the 
ClOrdId is duplicated.

Anyone knows if I can decide this number? Can I use the same number that the 
order Id? I will have a problem if order changes the id only because of a 
modification or a cancellation is done.

I have been using version 1.12.1 with vb .net

Thanks in advance

Lidia

Re: [Quickfix-developers] Datestamp in Log File names

[Joerg T. <Joe...@ma...>]

Hi Dave,

> Is there any way to have the log files date stamped? The log files for
> our Price feed can get in excess of 100MB per day. We would like to hav=
e
> separate log files for each day so that we can clean up on a regular
> basis.

If you were using Java, I would say: take Log4J and use the DailyRollingF=
ileAppender.

Maybe you can check something like log4c/log4cpp:

	http://log4c.sourceforge.net
	http://log4cpp.sourceforge.net

and implement your own LogFactory delegating to log4c/cpp?

I did not check which appenders are available, though.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] Datestamp in Log File names

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

>Is there any way to have the log files date stamped? The log files
>for our Price feed can get in excess of 100MB per day. We would like
>to have separate log files for each day so that we can clean up on a
>regular basis.

Does your application stop each night?  I'm doing something like this in 
the batch file that starts my app daily... You could do something similar 
in fewer lines if you're not running windows...



REM assign d to date without time
for /f "tokens=1,2" %%u in ('date /t') do set d=%%v
REM strip off century from year
set timestr=%d:~6,4%%d:~3,2%%d:~0,2%

for %%F in (store_prod) do (
     for /F %%D in ("%%~tF") do (
         set mdate=%%D
     )
)

for /F "tokens=2" %%D in ('date/t') do set cdate=%%D

REM ---THIS IS NEEDED ON WIN2K TO STRIP 2003 DOWN TO 03.
for /f "tokens=3" %%q in ('ver') do set x=%%q
rem if "%x%"=="XP" GOTO XP
rem set cdate=%cdate:~0,6%%cdate:~8,2%

:XP

for /F "tokens=1,2,3 delims=: " %%i in ('time /t') do set q=%%i%%j%%k
set datetime=%timestr%_%q%

ren c:\oms\oms.log oms_log.%datetime%

if "%cdate%"=="%mdate%" GOTO OK

echo "OMS being run for first time today - resetting store"
mkdir c:\oms\store_prod_%timestr%
move c:\oms\store_prod\*.* c:\oms\store_prod_%timestr%
del /Q c:\oms\store_prod

:OK

..start your application

[Quickfix-developers] Datestamp in Log File names

[David S. <Dav...@ig...>]

Is there any way to have the log files date stamped? The log files for
our Price feed can get in excess of 100MB per day. We would like to have
separate log files for each day so that we can clean up on a regular
basis.
=20
Thanks
Dave



The information contained in this email is strictly confidential and for =
the use of the addressee only, unless otherwise indicated. If you are not=
 the intended recipient, please do not read, copy, use or disclose to oth=
ers this message or any attachment. Please also notify the sender by repl=
ying to this email or by telephone +44 (0)20 7896 0011 and then delete th=
e email and any copies of it. Opinions, conclusions (etc.) that do not re=
late to the official business of this company shall be understood as neit=
her given nor endorsed by it. IG Markets Limited and IG Index Plc are aut=
horised and regulated by the Financial Services Authority and, in Austral=
ia, by the Australian Securities and Investments Commission.

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

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

I will be out of the office starting  14/08/2006 and will not return until
04/09/2006.

I will have limited access to email so will respond to your message when I
return.  For urgent matters, please call +44 79 80 03 56 94

Thanks.


Thanks.


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[Quickfix-developers] [ANN] QuickFIX/J 1.0.2 Released

[Steve B. <st...@te...>]

This is primarily a maintenance release with several
bug fixes and a few a few minor improvements. Thanks to
Brad Harvey, Nick Fortescue, Eddie Robertsson, Matyas Barakonyi,
Scott Harrington, Christian Braeuner and Lin Lejiang for
their 1.0.1 problem reports and assistance.

File can be downloaded from SourceForge at:

https://sourceforge.net/project/showfiles.php?group_id=163099

Release Notes - QuickFIX/J - Version 1.0.2

** Bug
    * [QFJ-30] - Weekly session does not work 
    * [QFJ-32] - SessionSchedule race condition causes disconnect at
midnight UTC
    * [QFJ-34] - Thread leak in socket connector
    * [QFJ-36] - Missing enums for SecurityTradingStatus (Tag #326)
    * [QFJ-39] - ClassCastException in MessageCracker
    * [QFJ-40] - MarketDepth enum status inconsistent
    * [QFJ-51] - QuickFIX/J Initiator failover multi-address has a wrong
rolling sequence

** Improvement
    * [QFJ-37] - Make executor in examples handle Forex limit orders too
    * [QFJ-41] - AllocLinkType has different descriptions for enum in
FIX42.xml and FIX44.xml

--
Steve Bate

Re: [Quickfix-developers] QuickFIX/J Initiator failover multi-addresshas a wrong rolling sequence.

[Steve B. <sb...@sm...>]

Lin,

That looks like a problem to me. Will you please enter a bug
report on the QFJ Jira and attach your description? Thanks.

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Lin Lejiang
> Sent: Monday, August 14, 2006 2:17 PM
> To: qui...@li...
> Subject: [Quickfix-developers] QuickFIX/J Initiator failover=20
> multi-addresshas a wrong rolling sequence.
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
>=20

[Quickfix-developers] QuickFIX/J Initiator failover multi-address has a wrong rolling sequence.

[Lin L. <le...@gm...>]

I use QFJ 1.0.1 for testing developement.
I found the  Initiator failover multi-address has a wrong rolling sequence.

My setting file like belown:

SocketConnectHost=10.17.198.207
SocketConnectPort=6001

SocketConnectHost1=10.17.198.206
SocketConnectPort1=6001

I expect that session will connect to SocketConnectHost in initializing. if
the SocketConnectHost failing in error then the SocketConnectHost1 will
replace with it.

But in fact,the session connected to SocketConnectHost1  in
initializing.When the SocketConnectHost1 failed in error,session try
reconnect to SocketConnectHost1 too.So QFJ could not connect to
the right FIX server.

I found belown code of QFJ in class IoSessionInitiator:

    public synchronized void connect() {
        lastReconnectAttemptTime = SystemTime.currentTimeMillis();
        try {
            IoConnector ioConnector = ProtocolFactory.
createIoConnector(getNextSocketAddress());
            ConnectFuture connectFuture = ioConnector.
connect(getNextSocketAddress(), ioHandler);
            connectFuture.join();
            ioSession = connectFuture.getSession();
        } catch (Throwable e) {
            quickfixSession.getLog().onEvent("Connection failed: " +
e.getMessage());
        }
    }

The method always  try connect with invoking getNextSocketAddress() twice.

So cause the getting error address problem descripted in the begining of
this mail.

Is it?

Regards,

-- 
Lin Lejiang

Re: [Quickfix-developers] QuickFIX Python binding and repeating groups

[Reggie D. <re...@me...>]

On Fri, 2006-08-11 at 10:42 -0700, or...@qu... wrote:
> > The quickfix44.py that is generated starts with a class NoHops which is
> > derived from fix.Group.  This class is indented, presumably because
> > groups are usually a part of a containing Message (which does not seem
> > to be the case here).  This is a syntax error in Python and for now I've
> > manually dedented that class definition to be able to import the file.
> > What would be the correct fix for this?
> 
> This was apparently the repeating group from the header that didn't have
> a home. I've updated the generator so it is not placed in this file
> anymore.  I have checked the fix into the svn repository.
> 
quickfix44.py imports fine now, thanks

> > I'm trying to create a MarketDataRequest message which contains
> > repeating groups.  I've attempted to follow the repeating group example
> > in the documentation, but I get the following traceback:
> [snip]
> > I've tried looking around in the source code, but I can't find any
> > definition of intArray.  Is this the correct way to set up a repeating
> > group?  Where is intArray defined?
> 
> This should be referencing IntArray instead of intArray.  This fix has
> also been checked into svn.
>  
Thanks, I can successfully make MarketDataRequests now.

> > I'm currently doing everything within the callbacks of a class derived
> > from fix.Application, and using the block method of SocketInitiator, but
> > when I've tried to use separate threads, I've gotten "Segmentation
> > Fault" both when using the start method or when trying to create the
> > threads myself using Python's threading module.  What is the correct way
> > to do this?
> 
> Can you provide more details?  Are you segfaulting immediately?  Does it
> happen over time?
> 
It segfaults almost immediately; seems to be just after the session is
created.  It seems to be trying to send the logon message according to
this gdb output:

GNU gdb Red Hat Linux (6.3.0.0-1.84rh)
Copyright 2004 Free Software Foundation, Inc.
GDB is free software, covered by the GNU General Public License, and you are
welcome to change it and/or distribute copies of it under certain conditions.
Type "show copying" to see the conditions.
There is absolutely no warranty for GDB.  Type "show warranty" for details.
This GDB was configured as "i386-redhat-linux-gnu"...(no debugging symbols found)
Using host libthread_db library "/lib/libthread_db.so.1".

Reading symbols from shared object read from target memory...(no debugging symbols found)...done.
Loaded system supplied DSO at 0x664000
Core was generated by `python fixplay.py'.
Program terminated with signal 11, Segmentation fault.

warning: svr4_current_sos: Can't read pathname for load map: Input/output error

Reading symbols from /usr/lib/libpython2.4.so.1.0...(no debugging symbols found)...done.

...

Reading symbols from /usr/lib/python2.4/lib-dynload/_weakref.so...done.
Loaded symbols for /usr/lib/python2.4/lib-dynload/_weakref.so
#0  0x00000269 in ?? ()
(gdb) where
#0  0x00000269 in ?? ()
#1  0x00139f9f in FIX::Session::sendRaw (this=0x97dae80, message=@0xb786d940, num=0) at Session.cpp:457
#2  0x0014481d in FIX::Session::generateLogon (this=0x97dae80) at Session.cpp:602
#3  0x00144fce in FIX::Session::next (this=0x97dae80) at Session.cpp:147
#4  0x0017bd8f in FIX::SocketConnection::onTimeout (this=0x96d72d0) at SocketConnection.cpp:239
#5  0x001738af in FIX::SocketInitiator::onTimeout (this=0x93bb888) at SocketInitiator.cpp:244
#6  0x00166b03 in FIX::ConnectorWrapper::onTimeout (this=0xb786dd3c) at SocketConnector.cpp:89
#7  0x0017a8f3 in FIX::SocketMonitor::block (this=0x93bb96c, strategy=@0x6cd44a, poll=false) at SocketMonitor.cpp:228
Previous frame inner to this frame (corrupt stack?)
(gdb)

Hopefully this will help, let me know if I can provide you with any other info.

> --oren
> 
-- 
-Reggie

Re: [Quickfix-developers] QuickFIX Python binding and repeating groups

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

> The quickfix44.py that is generated starts with a class NoHops which is
> derived from fix.Group.  This class is indented, presumably because
> groups are usually a part of a containing Message (which does not seem
> to be the case here).  This is a syntax error in Python and for now I've
> manually dedented that class definition to be able to import the file.
> What would be the correct fix for this?

This was apparently the repeating group from the header that didn't have
a home. I've updated the generator so it is not placed in this file
anymore.  I have checked the fix into the svn repository.

> I'm trying to create a MarketDataRequest message which contains
> repeating groups.  I've attempted to follow the repeating group example
> in the documentation, but I get the following traceback:
[snip]
> I've tried looking around in the source code, but I can't find any
> definition of intArray.  Is this the correct way to set up a repeating
> group?  Where is intArray defined?

This should be referencing IntArray instead of intArray.  This fix has
also been checked into svn.
 
> I'm currently doing everything within the callbacks of a class derived
> from fix.Application, and using the block method of SocketInitiator, but
> when I've tried to use separate threads, I've gotten "Segmentation
> Fault" both when using the start method or when trying to create the
> threads myself using Python's threading module.  What is the correct way
> to do this?

Can you provide more details?  Are you segfaulting immediately?  Does it
happen over time?

--oren

Re: [Quickfix-developers] New session when logon

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

Yeah, like I said in the message you are responding to, you need to =20
use ResetOnLogon.

--oren

On Aug 11, 2006, at 9:56 AM, Lidia L=F3pez Cuesta wrote:

> Hi,
>
> I have put in config file
> ResetOnLogout =3DY
> ResetOnDisconnect =3DY
>
> but the sequence is not reset.
>
> Lidia
>
>> That's what you should probably use.  That will reset the =20
>> sequence  numbers with every logon attempt.
>>
>> --oren
>>
>> On Aug 11, 2006, at 7:24 AM, Lidia L=F3pez Cuesta wrote:
>>
>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/=20
>>> doc/ html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi,
>>>
>>> The user can close the application when s/he wants. So, when the  =20=

>>> application
>>> is restarted, I would like to know all orders that I have done =20
>>> in  the market
>>> this day.
>>>
>>> I don't know what is daily restart.
>>>
>>> What does "ResetOnLogon=3DY" do?
>>>
>>> Lidia

Re: [Quickfix-developers] New session when logon

[<li...@ho...>]

Hi,

I have put in config file
ResetOnLogout =Y
ResetOnDisconnect =Y

but the sequence is not reset.

Lidia

>From: Oren Miller <or...@qu...>
>To: Lidia López Cuesta <li...@ho...>
>CC: sri...@fo..., qui...@li...
>Subject: Re: [Quickfix-developers] New session when logon
>Date: Fri, 11 Aug 2006 09:08:27 -0500
>
>That's what you should probably use.  That will reset the sequence  numbers 
>with every logon attempt.
>
>--oren
>
>On Aug 11, 2006, at 7:24 AM, Lidia López Cuesta wrote:
>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Hi,
>>
>>The user can close the application when s/he wants. So, when the  
>>application
>>is restarted, I would like to know all orders that I have done in  the 
>>market
>>this day.
>>
>>I don't know what is daily restart.
>>
>>What does "ResetOnLogon=Y" do?
>>
>>Lidia
>>
>>
>>>From: "Scott Riopelle" <sri...@fo...>
>>>To: Lidia López Cuesta <li...@ho...>
>>>CC: <qui...@li...>
>>>Subject: RE: [Quickfix-developers] New session when logon
>>>Date: Fri, 11 Aug 2006 08:19:54 -0400
>>>
>>>Do you have a daily restart at the same time?  You can set the  StartTime
>>>and EndTime fields in the SESSION section of the config file to  specify 
>>>the
>>>duration of a session.
>>>
>>>
>>>-----Original Message-----
>>>From: qui...@li...
>>>[mailto:qui...@li...] On  Behalf Of
>>>Lidia López Cuesta
>>>Sent: Friday, August 11, 2006 7:29 AM
>>>To: qui...@li...
>>>Subject: [Quickfix-developers] New session when logon
>>>
>>>QuickFIX Documentation:
>>>http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>Hi all,
>>>
>>>I am trying to create a new session every time my application  logon the
>>>market. I have put in config file following lines:
>>>ResetOnLogout =Y
>>>ResetOnDisconnect =Y
>>>
>>>I have tried putting in Default and Session sections, but when I  starts 
>>>the
>>>application the message number sequence isn't 1. Does anyone know  why?
>>>
>>>I want this because in MEFF documentation said that if a new  session is
>>>started, market will send information about all orders that you  had in
>>>previous session, all of them included the cancelled ones. If this  is 
>>>not
>>>correct, then I would like to know, as the today's topic 1, how to  
>>>obtain
>>>information about all my today orders at the beginning of the  connexion.
>>>Someone told me that I can use TradeCaptureReportRequest message,  but 
>>>I'm
>>>not sure.
>>>
>>>I am using version 1.12.1 and developing with VB .NET.
>>>Lidia
>>>
>>>
>>>
>>>--------------------------------------------------------------------- 
>>>----
>>>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
>>
>>
>>
>>---------------------------------------------------------------------- ---
>>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
>>
>

Re: [Quickfix-developers] New session when logon

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

That's what you should probably use.  That will reset the sequence =20
numbers with every logon attempt.

--oren

On Aug 11, 2006, at 7:24 AM, Lidia L=F3pez Cuesta wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> The user can close the application when s/he wants. So, when the =20
> application
> is restarted, I would like to know all orders that I have done in =20
> the market
> this day.
>
> I don't know what is daily restart.
>
> What does "ResetOnLogon=3DY" do?
>
> Lidia
>
>
>> From: "Scott Riopelle" <sri...@fo...>
>> To: Lidia L=F3pez Cuesta <li...@ho...>
>> CC: <qui...@li...>
>> Subject: RE: [Quickfix-developers] New session when logon
>> Date: Fri, 11 Aug 2006 08:19:54 -0400
>>
>> Do you have a daily restart at the same time?  You can set the =20
>> StartTime
>> and EndTime fields in the SESSION section of the config file to =20
>> specify the
>> duration of a session.
>>
>>
>> -----Original Message-----
>> From: qui...@li...
>> [mailto:qui...@li...] On =20
>> Behalf Of
>> Lidia L=F3pez Cuesta
>> Sent: Friday, August 11, 2006 7:29 AM
>> To: qui...@li...
>> Subject: [Quickfix-developers] New session when logon
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi all,
>>
>> I am trying to create a new session every time my application =20
>> logon the
>> market. I have put in config file following lines:
>> ResetOnLogout =3DY
>> ResetOnDisconnect =3DY
>>
>> I have tried putting in Default and Session sections, but when I =20
>> starts the
>> application the message number sequence isn't 1. Does anyone know =20
>> why?
>>
>> I want this because in MEFF documentation said that if a new =20
>> session is
>> started, market will send information about all orders that you =20
>> had in
>> previous session, all of them included the cancelled ones. If this =20=

>> is not
>> correct, then I would like to know, as the today's topic 1, how to =20=

>> obtain
>> information about all my today orders at the beginning of the =20
>> connexion.
>> Someone told me that I can use TradeCaptureReportRequest message, =20
>> but I'm
>> not sure.
>>
>> I am using version 1.12.1 and developing with VB .NET.
>> Lidia
>>
>>
>>
>> ---------------------------------------------------------------------=20=

>> ----
>> Using Tomcat but need to do more? Need to support web services, =20
>> security?
>> Get stuff done quickly with pre-integrated technology to make your =20=

>> job
>> easier
>> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>> Geronimo
>> http://sel.as-us.falkag.net/sel?=20
>> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> ----------------------------------------------------------------------=20=

> ---
> Using Tomcat but need to do more? Need to support web services, =20
> security?
> Get stuff done quickly with pre-integrated technology to make your =20
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
> Geronimo
> http://sel.as-us.falkag.net/sel?=20
> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] New session when logon

[<li...@ho...>]

Hi,

The user can close the application when s/he wants. So, when the application 
is restarted, I would like to know all orders that I have done in the market 
this day.

I don't know what is daily restart.

What does "ResetOnLogon=Y" do?

Lidia


>From: "Scott Riopelle" <sri...@fo...>
>To: Lidia López Cuesta <li...@ho...>
>CC: <qui...@li...>
>Subject: RE: [Quickfix-developers] New session when logon
>Date: Fri, 11 Aug 2006 08:19:54 -0400
>
>Do you have a daily restart at the same time?  You can set the StartTime 
>and EndTime fields in the SESSION section of the config file to specify the 
>duration of a session.
>
>
>-----Original Message-----
>From: qui...@li... 
>[mailto:qui...@li...] On Behalf Of 
>Lidia López Cuesta
>Sent: Friday, August 11, 2006 7:29 AM
>To: qui...@li...
>Subject: [Quickfix-developers] New session when logon
>
>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi all,
>
>I am trying to create a new session every time my application logon the
>market. I have put in config file following lines:
>ResetOnLogout =Y
>ResetOnDisconnect =Y
>
>I have tried putting in Default and Session sections, but when I starts the
>application the message number sequence isn't 1. Does anyone know why?
>
>I want this because in MEFF documentation said that if a new session is
>started, market will send information about all orders that you had in
>previous session, all of them included the cancelled ones. If this is not
>correct, then I would like to know, as the today's topic 1, how to obtain
>information about all my today orders at the beginning of the connexion.
>Someone told me that I can use TradeCaptureReportRequest message, but I'm
>not sure.
>
>I am using version 1.12.1 and developing with VB .NET.
>Lidia
>
>
>
>-------------------------------------------------------------------------
>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

Re: [Quickfix-developers] New session when logon

[Scott R. <sri...@fo...>]

Do you have a daily restart at the same time?  You can set the StartTime =
and EndTime fields in the SESSION section of the config file to specify =
the duration of a session.


-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Lidia L=F3pez Cuesta
Sent: Friday, August 11, 2006 7:29 AM
To: qui...@li...
Subject: [Quickfix-developers] New session when logon

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

Hi all,

I am trying to create a new session every time my application logon the=20
market. I have put in config file following lines:
ResetOnLogout =3DY
ResetOnDisconnect =3DY

I have tried putting in Default and Session sections, but when I starts =
the=20
application the message number sequence isn't 1. Does anyone know why?

I want this because in MEFF documentation said that if a new session is=20
started, market will send information about all orders that you had in=20
previous session, all of them included the cancelled ones. If this is =
not=20
correct, then I would like to know, as the today's topic 1, how to =
obtain=20
information about all my today orders at the beginning of the connexion. =

Someone told me that I can use TradeCaptureReportRequest message, but =
I'm=20
not sure.

I am using version 1.12.1 and developing with VB .NET.
Lidia



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

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

[Quickfix-developers] New session when logon

[<li...@ho...>]

Hi all,

I am trying to create a new session every time my application logon the 
market. I have put in config file following lines:
ResetOnLogout =Y
ResetOnDisconnect =Y

I have tried putting in Default and Session sections, but when I starts the 
application the message number sequence isn't 1. Does anyone know why?

I want this because in MEFF documentation said that if a new session is 
started, market will send information about all orders that you had in 
previous session, all of them included the cancelled ones. If this is not 
correct, then I would like to know, as the today's topic 1, how to obtain 
information about all my today orders at the beginning of the connexion. 
Someone told me that I can use TradeCaptureReportRequest message, but I'm 
not sure.

I am using version 1.12.1 and developing with VB .NET.
Lidia

[Quickfix-developers] QuickFIX Python binding and repeating groups

[Reggie D. <re...@me...>]

Hi,

I'm new to QuickFIX, so please forgive me if any of there were already
discussed, but I couldn't find any reference in the list archives.

I'm using the Python bindings of QuickFIX 1.12.1 on Fedora Core 4 to
initiate a connection using FIX 4.4 and I'm having a few problems.

1)
The quickfix44.py that is generated starts with a class NoHops which is
derived from fix.Group.  This class is indented, presumably because
groups are usually a part of a containing Message (which does not seem
to be the case here).  This is a syntax error in Python and for now I've
manually dedented that class definition to be able to import the file.
What would be the correct fix for this?

2)
I'm trying to create a MarketDataRequest message which contains
repeating groups.  I've attempted to follow the repeating group example
in the documentation, but I get the following traceback:

Traceback (most recent call last):
  File "fixplay.py", line 49, in fromApp
    ('0','1','2','3','4','5','6','7','8'))
  File "fixplay.py", line 105, in sendMarketDataRequest
    group = fix44.MarketDataRequest().NoRelatedSym()
  File "/home/reggie/tarballs/quickfix/lib/python/quickfix44.py", line
3064, in __init__
    order = fix.intArray(45)
AttributeError: 'module' object has no attribute 'intArray'

I've tried looking around in the source code, but I can't find any
definition of intArray.  Is this the correct way to set up a repeating
group?  Where is intArray defined?

3)
I'm currently doing everything within the callbacks of a class derived
from fix.Application, and using the block method of SocketInitiator, but
when I've tried to use separate threads, I've gotten "Segmentation
Fault" both when using the start method or when trying to create the
threads myself using Python's threading module.  What is the correct way
to do this?


Any help with any of these would be greatly appreciated as would any
pointers to further documentation on the QuickFIX Python bindings.
Please let me know if you need any further information.

-- 
Reggie Dugard <re...@me...>
Merfin, LLC

[Quickfix-developers] Re-reading received messages?

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

Hi there,

Is there a way for an application to inspect the messages which were
received in a given FIX session? For example, suppose that a message
reaches QuickFIX, but the application crashes before processing the
message. When failing-back, QuickFIX won't resend request this
message, however the message was never processed by the application. I
would like to programmatically inspect the received messages in order
to determine which messages weren't processed, for example, by
checking their sequence numbers.

I am currently using QF 1.11.0 via the .NET wrapper.