quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Setting

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

Hi all,

Anyone knows if there is someway to read settings from SessionSettings 
class, because I need to know some parameters read from settings file and I 
would like not to reading and parsing manually the file

Lidia

[Quickfix-developers] help

[swapnesh k. <sw...@re...>]

Hi,=0A=0AI am new to this group and also for Quickfix/j.=0AI know something=
 about logon and logout but I want to know how to place the order to quickf=
ix??????=0AI have already created the "newOrder". Where to write the code f=
or sending the order, can i place that code in onLogon method?=0APlease hel=
p me.=0A=0AThanks in advance.=0A=0ASwapnesh=0A

Re: [Quickfix-developers] Quickfix-developers Digest, Vol 2, Issue 12

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

thank you, I will test the logout in the way you have sent to me.

Lidia


>From: qui...@li...
>Reply-To: qui...@li...
>To: qui...@li...
>Subject: Quickfix-developers Digest, Vol 2, Issue 12
>Date: Fri, 14 Jul 2006 12:13:37 -0700
>
>Send Quickfix-developers mailing list submissions to
>	qui...@li...
>
>To subscribe or unsubscribe via the World Wide Web, visit
>	https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>or, via email, send a message with subject or body 'help' to
>	qui...@li...
>
>You can reach the person managing the list at
>	qui...@li...
>
>When replying, please edit your Subject line so it is more specific
>than "Re: Contents of Quickfix-developers digest..."
>
>
>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Today's Topics:
>
>    1. Message sequence number greater than expected (Lidia L?pez Cuesta)
>    2. Re: Message sequence number greater than	expected (Dave Linaker)
>
>
>----------------------------------------------------------------------
>
>Message: 1
>Date: Fri, 14 Jul 2006 12:13:04 +0200
>From: Lidia L?pez Cuesta <li...@ho...>
>Subject: [Quickfix-developers] Message sequence number greater than
>	expected
>To: qui...@li...
>Message-ID: <BAY...@ph...>
>Content-Type: text/plain; charset="iso-8859-1"
>
>Hi all,
>
>I have a client application using a SocketInitiator. This application only
>sends the logon a datamarketrequest and when the application is closed a
>logout is sent. But is seems that when the socketinitiatior is disposed a
>logout message is sent automatically (34=5).
>
>When I open the application again, a resend message is received asking for
>the second logout (7=5), then the application resend this message
>automatically with 34=5 again and then the message 34=7, I don't know why
>the 34=6(logon message) is not resend. When receive the 34=7 fails because
>meff is expecting 34=6.
>
>I have 2 questions:
>1. Anyone knows why is send a logout when the socket is closed? the problem
>is that if the socket is closed MEFF can't send its confirmation and I
>supposed that this is the reason why ask for the resend
>2. Why when the resend is asked, the logon message(34=6) is not resend?
>
>I have attached the messages.log.
>
>Lidia.
>
>-------------- next part --------------
>A non-text attachment was scrubbed...
>Name: FIX.4.4-A880-MEFF.messages.log
>Type: application/octet-stream
>Size: 3676 bytes
>Desc: not available
>Url : 
>http://sourceforge.net/mailarchive/forum.php?forum=quickfix-developers/attachments/20060714/e28de860/attachment.obj
>
>------------------------------
>
>Message: 2
>Date: Fri, 14 Jul 2006 15:58:20 +0100
>From: "Dave Linaker" <dav...@ma...>
>Subject: Re: [Quickfix-developers] Message sequence number greater
>	than	expected
>To: <qui...@li...>
>Message-ID: <003301c6a755$f21b1e00$0800000a@macdLaptop>
>Content-Type: text/plain;	charset="us-ascii"
>
> > I have a client application using a SocketInitiator. This
> > application only sends the logon a datamarketrequest and when
> > the application is closed a logout is sent. But is seems that
> > when the socketinitiatior is disposed a logout message is sent
> > automatically (34=5).
> >
>
>How are you sending the Logout? Are you calling Logout, e.g.:
>
>QuickFix.Session.lookupSession(sessionID).logout();
>
>You can also just stop the initiator and it will automatically complete
>the logout before disconnecting.
>
>If you send a logout using sendToTarget() then quickfix won't be aware
>that it has initiated the logout, so when it receives the Logout
>response it treats it like a logout request and responds with a Logout,
>but the otherside will have disconnected before it receives this
>additional logout message, hence the resend behaviour. Avoid doing this.
>
> > When I open the application again, a resend message is
> > received asking for the second logout (7=5), then the
> > application resend this message automatically with 34=5 again
> > and then the message 34=7, I don't know why the
> > 34=6(logon message) is not resend. When receive the 34=7
> > fails because meff is expecting 34=6.
> >
>
>The resend behaviour looks ok to me. First you get a resend request
>asking for messages from SeqNum 5 onwards (i.e. 7=5 and 16=0):
>
>8=FIX.4.4
9=70
35=2
34=14
52=20060714-10:06:53
49=MEFF
50=M3
56=A880
57=
>351
7=5
16=0
10=034

>
>Your engine responds by sending a gapfill message with SeqNum 5 (i.e.
>34=5) saying the next expected SeqNum should be 7 (i.e. 36=7):
>
>8=FIX.4.4
9=106
35=4
34=5
43=Y
49=A880
50=351
52=20060714-10:03:25.250
5
>6=MEFF
57=M3
122=20060714-10:03:25.250
36=7
123=Y
10=103

>
>...and the next message sent is with SeqNum 7 (i.e. 34=7):
>
>8=FIX.4.4
9=174
35=V
34=7
43=Y
49=A880
50=351
52=20060714-10:03:24.609
5
>6=MEFF
57=M3
122=20060714-10:03:22.906
22=8
48=21
55=[N/A]
146=1
262=000
>0001
263=1
264=0
265=0
267=1
269=6
461=FXXXSX
10=221

>
>Basically a SequenceReset message was sent in place of messages 5 and 6,
>which is correct because these messages were originally a logout and a
>logon and should not be resent.
>
>I don't really see why the counterparty ended the session.
>
>cheers
>Dave
>
>
>
>
>
>------------------------------
>
>
>-------------------------------------------------------------------------
>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
>
>
>End of Quickfix-developers Digest, Vol 2, Issue 12
>**************************************************

Re: [Quickfix-developers] Message sequence number greater than expected

[Dave L. <dav...@ma...>]

> I have a client application using a SocketInitiator. This=20
> application only sends the logon a datamarketrequest and when
> the application is closed a logout is sent. But is seems that
> when the socketinitiatior is disposed a logout message is sent
> automatically (34=3D5).
>

How are you sending the Logout? Are you calling Logout, e.g.:

QuickFix.Session.lookupSession(sessionID).logout();

You can also just stop the initiator and it will automatically complete
the logout before disconnecting.

If you send a logout using sendToTarget() then quickfix won't be aware
that it has initiated the logout, so when it receives the Logout
response it treats it like a logout request and responds with a Logout,
but the otherside will have disconnected before it receives this
additional logout message, hence the resend behaviour. Avoid doing this.

> When I open the application again, a resend message is=20
> received asking for the second logout (7=3D5), then the=20
> application resend this message automatically with 34=3D5 again
> and then the message 34=3D7, I don't know why the=20
> 34=3D6(logon message) is not resend. When receive the 34=3D7=20
> fails because meff is expecting 34=3D6.
>

The resend behaviour looks ok to me. First you get a resend request
asking for messages from SeqNum 5 onwards (i.e. 7=3D5 and 16=3D0):

8=3DFIX.4.4=019=3D70=0135=3D2=0134=3D14=0152=3D20060714-10:06:53=0149=3DM=
EFF=0150=3DM3=0156=3DA880=0157=3D
351=017=3D5=0116=3D0=0110=3D034=01

Your engine responds by sending a gapfill message with SeqNum 5 (i.e.
34=3D5) saying the next expected SeqNum should be 7 (i.e. 36=3D7):

8=3DFIX.4.4=019=3D106=0135=3D4=0134=3D5=0143=3DY=0149=3DA880=0150=3D351=01=
52=3D20060714-10:03:25.250=015
6=3DMEFF=0157=3DM3=01122=3D20060714-10:03:25.250=0136=3D7=01123=3DY=0110=3D=
103=01

...and the next message sent is with SeqNum 7 (i.e. 34=3D7):

8=3DFIX.4.4=019=3D174=0135=3DV=0134=3D7=0143=3DY=0149=3DA880=0150=3D351=01=
52=3D20060714-10:03:24.609=015
6=3DMEFF=0157=3DM3=01122=3D20060714-10:03:22.906=0122=3D8=0148=3D21=0155=3D=
[N/A]=01146=3D1=01262=3D000
0001=01263=3D1=01264=3D0=01265=3D0=01267=3D1=01269=3D6=01461=3DFXXXSX=011=
0=3D221=01

Basically a SequenceReset message was sent in place of messages 5 and 6,
which is correct because these messages were originally a logout and a
logon and should not be resent.

I don't really see why the counterparty ended the session.

cheers
Dave

[Quickfix-developers] Message sequence number greater than expected

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

Hi all,

I have a client application using a SocketInitiator. This application only 
sends the logon a datamarketrequest and when the application is closed a 
logout is sent. But is seems that when the socketinitiatior is disposed a 
logout message is sent automatically (34=5).

When I open the application again, a resend message is received asking for 
the second logout (7=5), then the application resend this message 
automatically with 34=5 again and then the message 34=7, I don't know why 
the 34=6(logon message) is not resend. When receive the 34=7 fails because 
meff is expecting 34=6.

I have 2 questions:
1. Anyone knows why is send a logout when the socket is closed? the problem 
is that if the socket is closed MEFF can't send its confirmation and I 
supposed that this is the reason why ask for the resend
2. Why when the resend is asked, the logon message(34=6) is not resend?

I have attached the messages.log.

Lidia.

Re: [Quickfix-developers] Problems with field 48

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

In the Market Data Request message you are sending, SecurityID (field =
48) is part of the NoRelatedSym group.  This means that the field must =
be added to the group, not just to the message.  You need to set the =
fields in the group and then add it to the message as a whole for each =
instance of the group you want to send.

You should be constructing the group with something similar to
	FIX42::MarketDataRequest::NoRelatedSym oNoRelatedSymGroup;

	oNoRelatedSymGroup.set(FIX::Symbol("SYMBOL");
	oNoRelatedSymGroup.set(FIX::SecurityID("SecID");
	    //whatever else needs to be set for the group
	message.addGroup(oNoRelatedSymGroup);

Then, just construct the next group you want to add.

The specific problem with your message is that field 48 is coming before =
field 146 (which tells their app how many groups to read)


-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Lidia L=F3pez Cuesta
Sent: Thursday, July 13, 2006 1:44 PM
To: qui...@li...
Subject: [Quickfix-developers] Problems with field 48

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

Thank you,

I have changed my code by
        If message.isSetField(50) =3D False Then
            message.getHeader().setField(New=20
QuickFix.SenderSubID(sSenderSubId))
        End If
and now the field 50 is at the beginning of the message. But I still =
have=20
the same problem, so I suppose that the order is not the problem.

message:
8=3DFIX.4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DA880=B750=3D351=B752=3D200=
60713-17:02:19.385=B756=3DMEFF=B757=3DM3=B748=3D21=B755=3D[N/A]=B7146=3D1=
=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B7267=3D1=B7269=3D0=B7461=3D=
FXXXSX=B710=3D007=B7

answer:
8=3DFIX.4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060713-17:05:53=B749=3DM=
EFF=B750=3DM3=B756=3DA880=B757=3D351=B745=3D2=B7373=3D99=B758=3D%MFEMC1FN=
S-Field=20
not supported or misplaced [48=3D21]=B710=3D095=B7


Anyone knows if the field 48 has any special consideration.

Lidia


>From: Oren Miller <or...@qu...>
>To: Scott Riopelle <sri...@fo...>
>CC: Lidia L=F3pez Cuesta <li...@ho...>, =20
><qui...@li...>
>Subject: Re: [Quickfix-developers] Field order
>Date: Thu, 13 Jul 2006 12:28:41 -0500
>
>Yeah, if you want to guarantee that a field comes before any body  =
fields,=20
>you must place it in the header with message.getHeader ().setField.  If =
you=20
>do not do this it may come before any body  fields, but you are just=20
>getting lucky, and that my change if you add  additional fields.  To be =

>sure, always specifically add to the header.
>
>--oren
>
>On Jul 13, 2006, at 11:24 AM, Scott Riopelle wrote:
>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>How are you generating the message?  I also have had to add field  50 =
to=20
>>my outgoing messages, and just included
>>
>>a_oMessage.setField(FIX::SenderSubID(GetVendorParameter=20
>>(PARAMETER_SENDERCOMPID).GetBuffer()));
>>
>>in my toApp() and toAdmin() functions.
>>
>>It adds to the header just fine.  You may be able to force it with =20
>>something like
>>
>>a_oMessage.getHeader().setField(50, "VALUE");
>>
>>but, I haven't tried this.
>>
>>(Note: I am assuming header automatically gets placed at the front  of =
the=20
>>message, someone correct me if this isn't the case)
>>
>>									-Scott
>>
>>-----Original Message-----
>>From: qui...@li... =20
>>[mailto:qui...@li...] On  Behalf =
Of=20
>>Lidia L=F3pez Cuesta
>>Sent: Thursday, July 13, 2006 11:58 AM
>>To: qui...@li...
>>Subject: [Quickfix-developers] Field order
>>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Hi all,
>>
>>I am trying to send a DataMarketRequest message, I only want to  read =
the
>>futures for IBEX, so I need to use the fiels 50 and 48 to filter the
>>information received.
>>
>>I generated following message:
>>8=3DFIX.=20
>>4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DXXXX=B752=3D20060712-10:12:21.93=
7=B756=3DMEFF=B748=3D21=B750=3D=20
>>XXX=B755=3D[N/A]=20
>>=B757=3DM3=B7146=3D1=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B726=
7=3D1=B7269=3D0=B7461=3DFXXXSX=B710=3D2 52=B7
>>
>>and the answer is:
>>8=3DFIX.=20
>>4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060712-10:15:01=B749=3DMEFF=B7=
50=3DM3=B756=3DA880=B757=3D351=B7=20
>>45=3D2=B7373=3D99=B758=3D%MFEMC1FNS-Field
>>not supported or misplaced [48=3D21]=B710=3D081=B7
>>
>>I have asked to MEFF (which provides the connection to market using  =
fix)=20
>>and
>>the technical service told me that the problem is the field order.  He =

>>said
>>that I must generate the field 50 before the 48 because 50 is a  =
header=20
>>field
>>and It must be before.
>>
>>The problem is that I am using a QuickFix44.   message and I can't  =
(or I
>>don't know how) control the field order.
>>
>>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=20
>>easier
>>Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>>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
>>
>>
>>---------------------------------------------------------------------- =
---
>>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=20
>>easier
>>Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>>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
>>
>




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

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] Problems with field 48

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

Thank you,

I have changed my code by
        If message.isSetField(50) = False Then
            message.getHeader().setField(New 
QuickFix.SenderSubID(sSenderSubId))
        End If
and now the field 50 is at the beginning of the message. But I still have 
the same problem, so I suppose that the order is not the problem.

message:
8=FIX.4.4·9=138·35=V·34=2·49=A880·50=351·52=20060713-17:02:19.385·56=MEFF·57=M3·48=21·55=[N/A]·146=1·262=0000001·263=1·264=0·265=0·267=1·269=0·461=FXXXSX·10=007·

answer:
8=FIX.4.4·9=127·35=3·34=3·52=20060713-17:05:53·49=MEFF·50=M3·56=A880·57=351·45=2·373=99·58=%MFEMC1FNS-Field 
not supported or misplaced [48=21]·10=095·


Anyone knows if the field 48 has any special consideration.

Lidia


>From: Oren Miller <or...@qu...>
>To: Scott Riopelle <sri...@fo...>
>CC: Lidia López Cuesta <li...@ho...>,  
><qui...@li...>
>Subject: Re: [Quickfix-developers] Field order
>Date: Thu, 13 Jul 2006 12:28:41 -0500
>
>Yeah, if you want to guarantee that a field comes before any body  fields, 
>you must place it in the header with message.getHeader ().setField.  If you 
>do not do this it may come before any body  fields, but you are just 
>getting lucky, and that my change if you add  additional fields.  To be 
>sure, always specifically add to the header.
>
>--oren
>
>On Jul 13, 2006, at 11:24 AM, Scott Riopelle wrote:
>
>>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
>>html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>How are you generating the message?  I also have had to add field  50 to 
>>my outgoing messages, and just included
>>
>>a_oMessage.setField(FIX::SenderSubID(GetVendorParameter 
>>(PARAMETER_SENDERCOMPID).GetBuffer()));
>>
>>in my toApp() and toAdmin() functions.
>>
>>It adds to the header just fine.  You may be able to force it with  
>>something like
>>
>>a_oMessage.getHeader().setField(50, "VALUE");
>>
>>but, I haven't tried this.
>>
>>(Note: I am assuming header automatically gets placed at the front  of the 
>>message, someone correct me if this isn't the case)
>>
>>									-Scott
>>
>>-----Original Message-----
>>From: qui...@li...  
>>[mailto:qui...@li...] On  Behalf Of 
>>Lidia López Cuesta
>>Sent: Thursday, July 13, 2006 11:58 AM
>>To: qui...@li...
>>Subject: [Quickfix-developers] Field order
>>
>>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 send a DataMarketRequest message, I only want to  read the
>>futures for IBEX, so I need to use the fiels 50 and 48 to filter the
>>information received.
>>
>>I generated following message:
>>8=FIX. 
>>4.4·9=138·35=V·34=2·49=XXXX·52=20060712-10:12:21.937·56=MEFF·48=21·50= 
>>XXX·55=[N/A] 
>>·57=M3·146=1·262=0000001·263=1·264=0·265=0·267=1·269=0·461=FXXXSX·10=2 52·
>>
>>and the answer is:
>>8=FIX. 
>>4.4·9=127·35=3·34=3·52=20060712-10:15:01·49=MEFF·50=M3·56=A880·57=351· 
>>45=2·373=99·58=%MFEMC1FNS-Field
>>not supported or misplaced [48=21]·10=081·
>>
>>I have asked to MEFF (which provides the connection to market using  fix) 
>>and
>>the technical service told me that the problem is the field order.  He 
>>said
>>that I must generate the field 50 before the 48 because 50 is a  header 
>>field
>>and It must be before.
>>
>>The problem is that I am using a QuickFix44.   message and I can't  (or I
>>don't know how) control the field order.
>>
>>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] Field order

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

Noted and changed.  It's always a plus to head off potential issues =
before they occur. Thanks.
									-Scott

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, July 13, 2006 1:29 PM
To: Scott Riopelle
Cc: Lidia L=F3pez Cuesta; qui...@li...
Subject: Re: [Quickfix-developers] Field order

Yeah, if you want to guarantee that a field comes before any body =20
fields, you must place it in the header with message.getHeader=20
().setField.  If you do not do this it may come before any body =20
fields, but you are just getting lucky, and that my change if you add =20
additional fields.  To be sure, always specifically add to the header.

--oren

On Jul 13, 2006, at 11:24 AM, Scott Riopelle wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> How are you generating the message?  I also have had to add field =20
> 50 to my outgoing messages, and just included
>
> a_oMessage.setField(FIX::SenderSubID(GetVendorParameter=20
> (PARAMETER_SENDERCOMPID).GetBuffer()));
>
> in my toApp() and toAdmin() functions.
>
> It adds to the header just fine.  You may be able to force it with =20
> something like
>
> a_oMessage.getHeader().setField(50, "VALUE");
>
> but, I haven't tried this.
>
> (Note: I am assuming header automatically gets placed at the front =20
> of the message, someone correct me if this isn't the case)
>
> 									-Scott
>
> -----Original Message-----
> From: qui...@li... =20
> [mailto:qui...@li...] On =20
> Behalf Of Lidia L=F3pez Cuesta
> Sent: Thursday, July 13, 2006 11:58 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Field order
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> I am trying to send a DataMarketRequest message, I only want to =20
> read the
> futures for IBEX, so I need to use the fiels 50 and 48 to filter the
> information received.
>
> I generated following message:
> 8=3DFIX.=20
> =
4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DXXXX=B752=3D20060712-10:12:21.937=B7=
56=3DMEFF=B748=3D21=B750=3D=20
> XXX=B755=3D[N/A]=20
> =
=B757=3DM3=B7146=3D1=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B7267=3D=
1=B7269=3D0=B7461=3DFXXXSX=B710=3D2=20
> 52=B7
>
> and the answer is:
> 8=3DFIX.=20
> =
4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060712-10:15:01=B749=3DMEFF=B750=
=3DM3=B756=3DA880=B757=3D351=B7=20
> 45=3D2=B7373=3D99=B758=3D%MFEMC1FNS-Field
> not supported or misplaced [48=3D21]=B710=3D081=B7
>
> I have asked to MEFF (which provides the connection to market using =20
> fix) and
> the technical service told me that the problem is the field order. =20
> He said
> that I must generate the field 50 before the 48 because 50 is a =20
> header field
> and It must be before.
>
> The problem is that I am using a QuickFix44.   message and I can't =20
> (or I
> don't know how) control the field order.
>
> Lidia
>
>
>
>
> ---------------------------------------------------------------------- =

> ---
> 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
>
>
> ---------------------------------------------------------------------- =

> ---
> 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] Field order

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

Yeah, if you want to guarantee that a field comes before any body =20
fields, you must place it in the header with message.getHeader=20
().setField.  If you do not do this it may come before any body =20
fields, but you are just getting lucky, and that my change if you add =20=

additional fields.  To be sure, always specifically add to the header.

--oren

On Jul 13, 2006, at 11:24 AM, Scott Riopelle wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> How are you generating the message?  I also have had to add field =20
> 50 to my outgoing messages, and just included
>
> a_oMessage.setField(FIX::SenderSubID(GetVendorParameter=20
> (PARAMETER_SENDERCOMPID).GetBuffer()));
>
> in my toApp() and toAdmin() functions.
>
> It adds to the header just fine.  You may be able to force it with =20
> something like
>
> a_oMessage.getHeader().setField(50, "VALUE");
>
> but, I haven't tried this.
>
> (Note: I am assuming header automatically gets placed at the front =20
> of the message, someone correct me if this isn't the case)
>
> 									=
-Scott
>
> -----Original Message-----
> From: qui...@li... =20
> [mailto:qui...@li...] On =20
> Behalf Of Lidia L=F3pez Cuesta
> Sent: Thursday, July 13, 2006 11:58 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Field order
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> I am trying to send a DataMarketRequest message, I only want to =20
> read the
> futures for IBEX, so I need to use the fiels 50 and 48 to filter the
> information received.
>
> I generated following message:
> 8=3DFIX.=20
> 4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DXXXX=B752=3D20060712-10:12:21.937=
=B756=3DMEFF=B748=3D21=B750=3D=20
> XXX=B755=3D[N/A]=20
> =B757=3DM3=B7146=3D1=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B7267=
=3D1=B7269=3D0=B7461=3DFXXXSX=B710=3D2=20
> 52=B7
>
> and the answer is:
> 8=3DFIX.=20
> 4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060712-10:15:01=B749=3DMEFF=B75=
0=3DM3=B756=3DA880=B757=3D351=B7=20
> 45=3D2=B7373=3D99=B758=3D%MFEMC1FNS-Field
> not supported or misplaced [48=3D21]=B710=3D081=B7
>
> I have asked to MEFF (which provides the connection to market using =20=

> fix) and
> the technical service told me that the problem is the field order. =20
> He said
> that I must generate the field 50 before the 48 because 50 is a =20
> header field
> and It must be before.
>
> The problem is that I am using a QuickFix44.   message and I can't =20
> (or I
> don't know how) control the field order.
>
> 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] Unexpected resend request behavior

[Sean K. <sea...@pi...>]

I believe the issue is the order of execution in the =
Session::verify(const Message&,bool,bool) function.  Shouldn't the =
conditional that resets the resendRange be invoked before calling =
doTargetTooHigh?


> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of
> Sean Kirkpatrick
> Sent: Thursday, July 13, 2006 12:10 PM
> To: qui...@li...
> Subject: [Quickfix-developers] Unexpected resend request behavior
>=20
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hi Everybody,
>=20
> We had an issue that I've never seen before involving=20
> sequence numbers with a session in production this morning. =20
> A session failed to respond to a test request and was=20
> disconnected, as expected. =20
>=20
> When they logged back in, each side sent a resend request to=20
> sync up the sequence numbers.  We requested from 40 up, while=20
> they requested from 41 up.  We sent a reset seq num to 45=20
> message and followed up with a heartbeat with seq number 45. =20
> They sent us a reset seq num to 45 message, but followed up=20
> with a heartbeat with seq number 46.
>=20
> After this, every subsequent message from the client resulted=20
> in an error to the event_log like this:
>=20
> Already sent ResendRequest FROM: 40 TO: 43.  Not sending another.
>=20
> No messages made it through to our FIX server, but no=20
> messages were sent to the client either.  I've included the=20
> messages below.  Can someone let me know what causes this? =20
> How to catch a situation like this in the calling app? etc...
>=20
> Thanks,
> Sean
>=20
>=20
> The following is the sequence of messages:
>=20
> incoming_log
> =
8=3DFIX.4.0=019=3D69=0135=3DA=0134=3D1=0149=3DCLIENT=0152=3D20060713-11:3=
0:16=0156=3DSER
> VER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D214=01
> =
8=3DFIX.4.0=019=3D68=0135=3D1=0134=3D2=0149=3DCLIENT=0152=3D20060713-11:3=
0:16=0156=3DSER
> VER=0157=3DADMIN=01112=3D073016=0110=3D174=01
> =
8=3DFIX.4.0=019=3D58=0135=3D0=0134=3D39=0149=3DCLIENT=0152=3D20060713-12:=
02:26=0156=3DSE
> RVER=0157=3DADMIN=0110=3D228=01
> =
8=3DFIX.4.0=019=3D70=0135=3DA=0134=3D44=0149=3DCLIENT=0152=3D20060713-12:=
06:44=0156=3DSE
> RVER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D010=01
> =
8=3DFIX.4.0=019=3D73=0135=3D2=0134=3D45=0149=3DCLIENT=0152=3D20060713-12:=
06:44=0156=3DSE
> RVER=0157=3DADMIN=017=3D41=0116=3D999999=0110=3D185=01
> =
8=3DFIX.4.0=019=3D88=0135=3D4=0134=3D40=0143=3DY=0149=3DCLIENT=0152=3D200=
60713-12:06:44=01
> =
56=3DSERVER=01122=3D20060713-12:06:44=0136=3D45=01123=3DY=0110=3D071=01
> =
8=3DFIX.4.0=019=3D58=0135=3D0=0134=3D46=0149=3DCLIENT=0152=3D20060713-12:=
07:38=0156=3DSE
> RVER=0157=3DADMIN=0110=3D234=01
> =
8=3DFIX.4.0=019=3D71=0135=3DA=0134=3D823=0149=3DCLIENT=0152=3D20060713-14=
:49:49=0156=3DS
> ERVER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D078=01
> =
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D824=0149=3DCLIENT=0152=3D20060713-14=
:49:49=0156=3DS
> ERVER=0157=3DADMIN=01112=3D104949=0110=3D048=01
> =
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D828=0149=3DCLIENT=0152=3D20060713-14=
:50:50=0156=3DS
> ERVER=0157=3DADMIN=01112=3D105050=0110=3D020=01
> =
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D829=0149=3DCLIENT=0152=3D20060713-14=
:51:01=0156=3DS
> ERVER=0157=3DADMIN=01112=3D105101=0110=3D015=01
>=20
> outgoing_log
> =
8=3DFIX.4.0=019=3D60=0135=3DA=0134=3D1=0149=3DSERVER=0152=3D20060713-11:3=
0:16=0156=3DCLI
> ENT=0198=3D0=01108=3D50=0110=3D186=01
> =
8=3DFIX.4.0=019=3D59=0135=3D0=0134=3D2=0149=3DSERVER=0152=3D20060713-11:3=
0:16=0156=3DCLI
> ENT=01112=3D073016=0110=3D154=01
> =
8=3DFIX.4.0=019=3D49=0135=3D0=0134=3D41=0149=3DSERVER=0152=3D20060713-12:=
02:47=0156=3DCL
> IENT=0110=3D205=01
> =
8=3DFIX.4.0=019=3D58=0135=3D1=0134=3D42=0149=3DSERVER=0152=3D20060713-12:=
03:26=0156=3DCL
> IENT=01112=3DTEST=0110=3D223=01
> =
8=3DFIX.4.0=019=3D61=0135=3DA=0134=3D43=0149=3DSERVER=0152=3D20060713-12:=
06:44=0156=3DCL
> IENT=0198=3D0=01108=3D50=0110=3D246=01
> =
8=3DFIX.4.0=019=3D64=0135=3D2=0134=3D44=0149=3DSERVER=0152=3D20060713-12:=
06:44=0156=3DCL
> IENT=017=3D40=0116=3D999999=0110=3D164=01
> =
8=3DFIX.4.0=019=3D88=0135=3D4=0134=3D41=0143=3DY=0149=3DSERVER=0152=3D200=
60713-12:06:44=01
> =
56=3DCLIENT=01122=3D20060713-12:06:44=0136=3D45=01123=3DY=0110=3D072=01
> =
8=3DFIX.4.0=019=3D49=0135=3D0=0134=3D45=0149=3DSERVER=0152=3D20060713-12:=
07:34=0156=3DCL
> IENT=0110=3D210=01
> =
8=3DFIX.4.0=019=3D62=0135=3DA=0134=3D238=0149=3DSERVER=0152=3D20060713-14=
:49:49=0156=3DC
> LIENT=0198=3D0=01108=3D50=0110=3D059=01
> =
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D239=0149=3DSERVER=0152=3D20060713-14=
:49:49=0156=3DC
> LIENT=01112=3D104949=0110=3D028=01
> =
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D241=0149=3DSERVER=0152=3D20060713-14=
:50:50=0156=3DC
> LIENT=01112=3D105050=0110=3D245=01
> =
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D242=0149=3DSERVER=0152=3D20060713-14=
:51:02=0156=3DC
> LIENT=01112=3D105101=0110=3D241=01
>=20
> event_log
> 2006-07-13 11:30:05 | Created session
> 2006-07-13 11:30:16 | Received logon request
> 2006-07-13 11:30:16 | Responding to logon request
> 2006-07-13 12:03:26 | Sent test request TEST
> 2006-07-13 12:04:26 | Timed out waiting for heartbeat
> 2006-07-13 12:04:26 | Disconnecting
> 2006-07-13 12:06:44 | Received logon request
> 2006-07-13 12:06:44 | Responding to logon request
> 2006-07-13 12:06:44 | MsgSeqNum too high, expecting 40 but received 44
> 2006-07-13 12:06:44 | Sent ResendRequest FROM: 40 TO: 999999
> 2006-07-13 12:06:44 | Received ResendRequest FROM: 41 TO: 999999
> 2006-07-13 12:06:44 | Sent SequenceReset TO: 45
> 2006-07-13 12:06:44 | Received SequenceReset FROM: 40 TO: 45
> 2006-07-13 12:07:38 | MsgSeqNum too high, expecting 45 but received 46
> 2006-07-13 12:07:38 | Already sent ResendRequest FROM: 40 TO:=20
> 43.  Not sending another.
> 2006-07-13 12:08:29 | MsgSeqNum too high, expecting 45 but received 47
> 2006-07-13 12:08:29 | Already sent ResendRequest FROM: 40 TO:=20
> 43.  Not sending another.
>=20
>=20
> --------------------------------------------------------------
> -----------
> Using Tomcat but need to do more? Need to support web=20
> services, security?
> Get stuff done quickly with pre-integrated technology to make=20
> 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

Re: [Quickfix-developers] Field order

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

How are you generating the message?  I also have had to add field 50 to =
my outgoing messages, and just included=20

a_oMessage.setField(FIX::SenderSubID(GetVendorParameter(PARAMETER_SENDERC=
OMPID).GetBuffer()));

in my toApp() and toAdmin() functions.

It adds to the header just fine.  You may be able to force it with =
something like

a_oMessage.getHeader().setField(50, "VALUE");

but, I haven't tried this.

(Note: I am assuming header automatically gets placed at the front of =
the message, someone correct me if this isn't the case)

									-Scott

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Lidia L=F3pez Cuesta
Sent: Thursday, July 13, 2006 11:58 AM
To: qui...@li...
Subject: [Quickfix-developers] Field order

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 send a DataMarketRequest message, I only want to read the =

futures for IBEX, so I need to use the fiels 50 and 48 to filter the=20
information received.

I generated following message:
8=3DFIX.4.4=B79=3D138=B735=3DV=B734=3D2=B749=3DXXXX=B752=3D20060712-10:12=
:21.937=B756=3DMEFF=B748=3D21=B750=3DXXX=B755=3D[N/A]=B757=3DM3=B7146=3D1=
=B7262=3D0000001=B7263=3D1=B7264=3D0=B7265=3D0=B7267=3D1=B7269=3D0=B7461=3D=
FXXXSX=B710=3D252=B7

and the answer is:
8=3DFIX.4.4=B79=3D127=B735=3D3=B734=3D3=B752=3D20060712-10:15:01=B749=3DM=
EFF=B750=3DM3=B756=3DA880=B757=3D351=B745=3D2=B7373=3D99=B758=3D%MFEMC1FN=
S-Field=20
not supported or misplaced [48=3D21]=B710=3D081=B7

I have asked to MEFF (which provides the connection to market using fix) =
and=20
the technical service told me that the problem is the field order. He =
said=20
that I must generate the field 50 before the 48 because 50 is a header =
field=20
and It must be before.

The problem is that I am using a QuickFix44.   message and I can't (or I =

don't know how) control the field order.

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] Unexpected resend request behavior

[Sean K. <sea...@pi...>]

Hi Everybody,

We had an issue that I've never seen before involving sequence numbers =
with a session in production this morning.  A session failed to respond =
to a test request and was disconnected, as expected. =20

When they logged back in, each side sent a resend request to sync up the =
sequence numbers.  We requested from 40 up, while they requested from 41 =
up.  We sent a reset seq num to 45 message and followed up with a =
heartbeat with seq number 45.  They sent us a reset seq num to 45 =
message, but followed up with a heartbeat with seq number 46.

After this, every subsequent message from the client resulted in an =
error to the event_log like this:

Already sent ResendRequest FROM: 40 TO: 43.  Not sending another.

No messages made it through to our FIX server, but no messages were sent =
to the client either.  I've included the messages below.  Can someone =
let me know what causes this?  How to catch a situation like this in the =
calling app? etc...

Thanks,
Sean


The following is the sequence of messages:

incoming_log
8=3DFIX.4.0=019=3D69=0135=3DA=0134=3D1=0149=3DCLIENT=0152=3D20060713-11:3=
0:16=0156=3DSERVER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D214=01
8=3DFIX.4.0=019=3D68=0135=3D1=0134=3D2=0149=3DCLIENT=0152=3D20060713-11:3=
0:16=0156=3DSERVER=0157=3DADMIN=01112=3D073016=0110=3D174=01
8=3DFIX.4.0=019=3D58=0135=3D0=0134=3D39=0149=3DCLIENT=0152=3D20060713-12:=
02:26=0156=3DSERVER=0157=3DADMIN=0110=3D228=01
8=3DFIX.4.0=019=3D70=0135=3DA=0134=3D44=0149=3DCLIENT=0152=3D20060713-12:=
06:44=0156=3DSERVER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D010=01
8=3DFIX.4.0=019=3D73=0135=3D2=0134=3D45=0149=3DCLIENT=0152=3D20060713-12:=
06:44=0156=3DSERVER=0157=3DADMIN=017=3D41=0116=3D999999=0110=3D185=01
8=3DFIX.4.0=019=3D88=0135=3D4=0134=3D40=0143=3DY=0149=3DCLIENT=0152=3D200=
60713-12:06:44=0156=3DSERVER=01122=3D20060713-12:06:44=0136=3D45=01123=3D=
Y=0110=3D071=01
8=3DFIX.4.0=019=3D58=0135=3D0=0134=3D46=0149=3DCLIENT=0152=3D20060713-12:=
07:38=0156=3DSERVER=0157=3DADMIN=0110=3D234=01
8=3DFIX.4.0=019=3D71=0135=3DA=0134=3D823=0149=3DCLIENT=0152=3D20060713-14=
:49:49=0156=3DSERVER=0157=3DADMIN=0198=3D0=01108=3D50=0110=3D078=01
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D824=0149=3DCLIENT=0152=3D20060713-14=
:49:49=0156=3DSERVER=0157=3DADMIN=01112=3D104949=0110=3D048=01
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D828=0149=3DCLIENT=0152=3D20060713-14=
:50:50=0156=3DSERVER=0157=3DADMIN=01112=3D105050=0110=3D020=01
8=3DFIX.4.0=019=3D70=0135=3D1=0134=3D829=0149=3DCLIENT=0152=3D20060713-14=
:51:01=0156=3DSERVER=0157=3DADMIN=01112=3D105101=0110=3D015=01

outgoing_log
8=3DFIX.4.0=019=3D60=0135=3DA=0134=3D1=0149=3DSERVER=0152=3D20060713-11:3=
0:16=0156=3DCLIENT=0198=3D0=01108=3D50=0110=3D186=01
8=3DFIX.4.0=019=3D59=0135=3D0=0134=3D2=0149=3DSERVER=0152=3D20060713-11:3=
0:16=0156=3DCLIENT=01112=3D073016=0110=3D154=01
8=3DFIX.4.0=019=3D49=0135=3D0=0134=3D41=0149=3DSERVER=0152=3D20060713-12:=
02:47=0156=3DCLIENT=0110=3D205=01
8=3DFIX.4.0=019=3D58=0135=3D1=0134=3D42=0149=3DSERVER=0152=3D20060713-12:=
03:26=0156=3DCLIENT=01112=3DTEST=0110=3D223=01
8=3DFIX.4.0=019=3D61=0135=3DA=0134=3D43=0149=3DSERVER=0152=3D20060713-12:=
06:44=0156=3DCLIENT=0198=3D0=01108=3D50=0110=3D246=01
8=3DFIX.4.0=019=3D64=0135=3D2=0134=3D44=0149=3DSERVER=0152=3D20060713-12:=
06:44=0156=3DCLIENT=017=3D40=0116=3D999999=0110=3D164=01
8=3DFIX.4.0=019=3D88=0135=3D4=0134=3D41=0143=3DY=0149=3DSERVER=0152=3D200=
60713-12:06:44=0156=3DCLIENT=01122=3D20060713-12:06:44=0136=3D45=01123=3D=
Y=0110=3D072=01
8=3DFIX.4.0=019=3D49=0135=3D0=0134=3D45=0149=3DSERVER=0152=3D20060713-12:=
07:34=0156=3DCLIENT=0110=3D210=01
8=3DFIX.4.0=019=3D62=0135=3DA=0134=3D238=0149=3DSERVER=0152=3D20060713-14=
:49:49=0156=3DCLIENT=0198=3D0=01108=3D50=0110=3D059=01
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D239=0149=3DSERVER=0152=3D20060713-14=
:49:49=0156=3DCLIENT=01112=3D104949=0110=3D028=01
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D241=0149=3DSERVER=0152=3D20060713-14=
:50:50=0156=3DCLIENT=01112=3D105050=0110=3D245=01
8=3DFIX.4.0=019=3D61=0135=3D0=0134=3D242=0149=3DSERVER=0152=3D20060713-14=
:51:02=0156=3DCLIENT=01112=3D105101=0110=3D241=01

event_log
2006-07-13 11:30:05 | Created session
2006-07-13 11:30:16 | Received logon request
2006-07-13 11:30:16 | Responding to logon request
2006-07-13 12:03:26 | Sent test request TEST
2006-07-13 12:04:26 | Timed out waiting for heartbeat
2006-07-13 12:04:26 | Disconnecting
2006-07-13 12:06:44 | Received logon request
2006-07-13 12:06:44 | Responding to logon request
2006-07-13 12:06:44 | MsgSeqNum too high, expecting 40 but received 44
2006-07-13 12:06:44 | Sent ResendRequest FROM: 40 TO: 999999
2006-07-13 12:06:44 | Received ResendRequest FROM: 41 TO: 999999
2006-07-13 12:06:44 | Sent SequenceReset TO: 45
2006-07-13 12:06:44 | Received SequenceReset FROM: 40 TO: 45
2006-07-13 12:07:38 | MsgSeqNum too high, expecting 45 but received 46
2006-07-13 12:07:38 | Already sent ResendRequest FROM: 40 TO: 43.  Not =
sending another.
2006-07-13 12:08:29 | MsgSeqNum too high, expecting 45 but received 47
2006-07-13 12:08:29 | Already sent ResendRequest FROM: 40 TO: 43.  Not =
sending another.

[Quickfix-developers] Field order

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

Hi all,

I am trying to send a DataMarketRequest message, I only want to read the 
futures for IBEX, so I need to use the fiels 50 and 48 to filter the 
information received.

I generated following message:
8=FIX.4.4·9=138·35=V·34=2·49=XXXX·52=20060712-10:12:21.937·56=MEFF·48=21·50=XXX·55=[N/A]·57=M3·146=1·262=0000001·263=1·264=0·265=0·267=1·269=0·461=FXXXSX·10=252·

and the answer is:
8=FIX.4.4·9=127·35=3·34=3·52=20060712-10:15:01·49=MEFF·50=M3·56=A880·57=351·45=2·373=99·58=%MFEMC1FNS-Field 
not supported or misplaced [48=21]·10=081·

I have asked to MEFF (which provides the connection to market using fix) and 
the technical service told me that the problem is the field order. He said 
that I must generate the field 50 before the 48 because 50 is a header field 
and It must be before.

The problem is that I am using a QuickFix44.   message and I can't (or I 
don't know how) control the field order.

Lidia

[Quickfix-developers] Unexpected core

[Abel M. <am...@bo...>]

Hi everyone,

We've been using quickfix for some months, and we've found a weird and=20
unexpected core while using it. We're not able to reproduce it always.=20
The info into the code file is:

#0  0x00c15b50 in pthread_detach () from /lib/tls/libpthread.so.0
#1  0x001dcb97 in FIX::thread_detach (thread=3D0) at Utility.cpp:344
#2  0x001894c8 in FIX::ThreadedSocketAcceptor::removeThread=20
(this=3D0x8529398, s=3D79) at stl_map.h:221
#3  0x001895e7 in FIX::ThreadedSocketAcceptor::socketThread=20
(p=3D0x29f7a00) at ThreadedSocketConnection.h:51
#4  0x00c14de8 in start_thread () from /lib/tls/libpthread.so.0
#5  0x008e193a in clone () from /lib/tls/libc.so.6

We have some clues about it but we're kind of lost with it. This error=20
happens when we connect and disconnect sessions very fast, on the same=20
second we disconnect and inmediatly we connect again. Then, sometimes=20
the exception arises and sometimes doesn't.

Maybe it's needed to wait some time (eg 1 second) when a FIX session is=20
disconnected to let it to connect again? If we'd like to do that, there=20
would be some method in Session class or somewhere else to force it? Any =

other ideas about this core?
Thanks in advance

Abel Monroy


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Re: [Quickfix-developers] SendingTime accuracy problem -> Computer Time

[Shepheard, T. \(London\) <Tob...@ml...>]

There is a CheckLatency and MaxLatency config option, see =
http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Valida=
tion

Try setting CheckLatency to N, or MaxLatency to something greater than =
the time difference you're seeing (default is 120s which isn't enough in =
your case)

Regards
Toby

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Lidia L=F3pez Cuesta
Sent: 11 July 2006 17:48
To: qui...@li...
Subject: [Quickfix-developers] SendingTime accuracy problem -> Computer =
Time


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

I have figured out that the problem was my computer time. When I sent =
the=20
logon message the sending time on my computer 15:27:48, and the sending =
time=20
confirmation is 15:31:21. I would like to know where is checked and how =
can=20
I manage this diference of computer time.

Lidia

>>>>>>>>Previous message >>>>>>

Hi all,

I'm trying to use quickfix.dll and I have an extrange problem. I have=20
created a class which inherits from MessageCracker and implements=20
Application Interface. When I create the SocketInitiator, a logon =
message is=20
sent automatically, and few seconds after I receieve a onLogout message =
and=20
I don't know why.

I have tried to connect directly to the market using a telnet and the =
same=20
logon message works. So, I think that there is a problem in dll when the =

logon confirmation is received, I think this because in messages log the =

confirmation appears.

Here are the messages and events log.

messages.log (I have used , to separate field in this mail)
8=3DFIX.4.4,9=3D119,35=3DA,34=3D1,49=3DA880,52=3D20060711-15:27:48,56=3DM=
EFF,50=3D351,57=3DM3,98=3D0,108=3D30,464=3DY,553=3DA880351,554=3Dtest.mef=
f,789=3D1,5680=3D1.0,10=3D125,
8=3DFIX.4.4,9=3D94,35=3DA,34=3D1,52=3D20060711-15:31:21,49=3DMEFF,50=3DM3=
,56=3DA880,57=3D351,98=3D0,108=3D30,5680=3DT1.0,464=3DY,789=3D2,10=3D217,=


event.log:
20060711-15:27:41 : Created session
20060711-15:27:41 : Connecting to 10.90.128.7 on port 8301
20060711-15:27:42 : Connection succeeded
20060711-15:27:49 : Initiated logon request
20060711-15:27:51 : Message 1 Rejected: SendingTime accuracy problem
20060711-15:27:51 : Tried to send a reject while not logged on
20060711-15:27:51 : Disconnecting

I appreciate any help,

Lidia




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[Quickfix-developers] SendingTime accuracy problem -> Computer Time

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

I have figured out that the problem was my computer time. When I sent the 
logon message the sending time on my computer 15:27:48, and the sending time 
confirmation is 15:31:21. I would like to know where is checked and how can 
I manage this diference of computer time.

Lidia

>>>>>>>>Previous message >>>>>>

Hi all,

I'm trying to use quickfix.dll and I have an extrange problem. I have 
created a class which inherits from MessageCracker and implements 
Application Interface. When I create the SocketInitiator, a logon message is 
sent automatically, and few seconds after I receieve a onLogout message and 
I don't know why.

I have tried to connect directly to the market using a telnet and the same 
logon message works. So, I think that there is a problem in dll when the 
logon confirmation is received, I think this because in messages log the 
confirmation appears.

Here are the messages and events log.

messages.log (I have used , to separate field in this mail)
8=FIX.4.4,9=119,35=A,34=1,49=A880,52=20060711-15:27:48,56=MEFF,50=351,57=M3,98=0,108=30,464=Y,553=A880351,554=test.meff,789=1,5680=1.0,10=125,
8=FIX.4.4,9=94,35=A,34=1,52=20060711-15:31:21,49=MEFF,50=M3,56=A880,57=351,98=0,108=30,5680=T1.0,464=Y,789=2,10=217,

event.log:
20060711-15:27:41 : Created session
20060711-15:27:41 : Connecting to 10.90.128.7 on port 8301
20060711-15:27:42 : Connection succeeded
20060711-15:27:49 : Initiated logon request
20060711-15:27:51 : Message 1 Rejected: SendingTime accuracy problem
20060711-15:27:51 : Tried to send a reject while not logged on
20060711-15:27:51 : Disconnecting

I appreciate any help,

Lidia

[Quickfix-developers] SendingTime accuracy problem

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

Hi all,

I'm trying to use quickfix.dll and I have an extrange problem. I have 
created a class which inherits from MessageCracker and implements 
Application Interface. When I create the SocketInitiator, a logon message is 
sent automatically, and few seconds after I receieve a onLogout message and 
I don't know why.

I have tried to connect directly to the market using a telnet and the same 
logon message works. So, I think that there is a problem in dll when the 
logon confirmation is received, I think this because in messages log the 
confirmation appears.

Here are the messages and events log.

messages.log (I have used , to separate field in this mail)
8=FIX.4.4,9=119,35=A,34=1,49=A880,52=20060711-15:27:48,56=MEFF,50=351,57=M3,98=0,108=30,464=Y,553=A880351,554=test.meff,789=1,5680=1.0,10=125,
8=FIX.4.4,9=94,35=A,34=1,52=20060711-15:31:21,49=MEFF,50=M3,56=A880,57=351,98=0,108=30,5680=T1.0,464=Y,789=2,10=217,

event.log:
20060711-15:27:41 : Created session
20060711-15:27:41 : Connecting to 10.90.128.7 on port 8301
20060711-15:27:42 : Connection succeeded
20060711-15:27:49 : Initiated logon request
20060711-15:27:51 : Message 1 Rejected: SendingTime accuracy problem
20060711-15:27:51 : Tried to send a reject while not logged on
20060711-15:27:51 : Disconnecting

I appreciate any help,

Lidia

Re: [Quickfix-developers] Socket Error

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

Oh, the operating system we run quickfix engine on is XP professional version
2002 Service Pack 2. 
-- 
View this message in context: http://www.nabble.com/Socket-Error-tf1921104.html#a5268495
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] Socket Error

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

oren,
I use ThreadedSocketInitiator. The fix version is 1.11.0. I heard from CME
that several other Quickfix users experienced similiar problem.
Thanks for looking into it.
Tim
-- 
View this message in context: http://www.nabble.com/Socket-Error-tf1921104.html#a5268047
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] Socket Error

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

After calling Stop(), the engine should attempt a normal logoff, =20
followed by a forced disconnect if that is not successful.  It should =20=

definitely not try to reconnect.

First off, can we establish which operating system and version of =20
QuickFIX you are using, and whether you are using the SocketInitiator =20=

or ThreadedSocketInitiator.

--oren

On Jul 10, 2006, at 4:52 PM, rho wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Each time I call Initiator.stop(), a Socket error is logged. =46rom =20=

> the fix
> message log, it seems that the logout is successful:
>
> 8=3DFIX.=20
> 4.2=019=3D75=0135=3D5=0134=3D242=0149=3DJ00000P=0150=3D002=0152=3D200607=
10-16:25:23.359=0156=3DCME=20
> =0157=3DG=01142=3D003=0110=3D064=01
>
> 8=3DFIX.=20
> 4.2=019=3D104=0135=3D5=0134=3D245=01369=3D242=0152=3D20060710-16:25:24.7=
66=0149=3DCME=0150=3DG=0156=3D=20
> J00000P=0157=3D002=0158=3DLogout
> confirmed.=01789=3D243=0110=3D040=01
>
> Does stop call disconnect me from the fix server? But it seems that =20=

> quickfix
> reconnect and relogon right after the logout.
>
>
> The following are from the event log:
> 20060710-16:25:23 : Disconnecting
> 20060710-16:25:23 : Socket Error
> 20060710-19:41:00 : Created session
> 20060710-19:41:00 : Connecting to xx.xx.xx.xxx on port xxxxx
> 20060710-19:41:00 : Connection succeeded
> 20060710-19:41:02 : Initiated logon request
> 20060710-19:41:02 : Received logon response
>
>
> Is there a way that I can disable the reconnect/relogon after a
> Initiator.stop() call?
> Your help is appreciated!
>
> Tim
> --=20
> View this message in context: http://www.nabble.com/Socket-Error-=20
> tf1921104.html#a5259923
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
>
> ----------------------------------------------------------------------=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
>

[Quickfix-developers] Socket Error

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

Each time I call Initiator.stop(), a Socket error is logged. From the fix
message log, it seems that the logout is successful:

8=3DFIX.4.2=019=3D75=0135=3D5=0134=3D242=0149=3DJ00000P=0150=3D002=0152=3D2=
0060710-16:25:23.359=0156=3DCME=0157=3DG=01142=3D003=0110=3D064=01

8=3DFIX.4.2=019=3D104=0135=3D5=0134=3D245=01369=3D242=0152=3D20060710-16:25=
:24.766=0149=3DCME=0150=3DG=0156=3DJ00000P=0157=3D002=0158=3DLogout
confirmed.=01789=3D243=0110=3D040=01

Does stop call disconnect me from the fix server? But it seems that quickfi=
x
reconnect and relogon right after the logout.


The following are from the event log:
20060710-16:25:23 : Disconnecting
20060710-16:25:23 : Socket Error
20060710-19:41:00 : Created session
20060710-19:41:00 : Connecting to xx.xx.xx.xxx on port xxxxx
20060710-19:41:00 : Connection succeeded
20060710-19:41:02 : Initiated logon request
20060710-19:41:02 : Received logon response


Is there a way that I can disable the reconnect/relogon after a=20
Initiator.stop() call?
Your help is appreciated!

Tim
--=20
View this message in context: http://www.nabble.com/Socket-Error-tf1921104.=
html#a5259923
Sent from the QuickFIX - Dev forum at Nabble.com.

[Quickfix-developers] Checksum / Charset encoding problem

[Lalonde, F. <fra...@cg...>]

I haven't found references to this problem in the wiki or elsewhere, so
I just wanted to share my thoughts.=20
=20
I've been having checksum problems when trying to send FIX messages
having an XML payload. The FIX server I was communicating with (an
instance of the Cameron FIX engine) would report bad checksums ont those
messages containing XML, but not on other messages (Logon, Heartbeat,
etc)
=20
I wrote a parallel program to double-check the checksums of the messages
waiting in the QuickFIX queue (by parsing the .body file) just to make
sure that the problem was really on my side, and it was.=20
=20
I traced the problem down to QuickFIX way of handling the charset
encoding of the String fields. I fixed the problem by changing the
Field.getTotal() method from =20
=20
int getTotal() {

    calculate();

    int sum =3D 0;

    for (int i =3D 0; i < data.length(); i++) {

        sum +=3D data.charAt(i);

    }

    return sum + 1;

}

to

int getTotal() {

    calculate();

    int sum =3D 1;

    byte[] bytes =3D data.getBytes();

    for (int i =3D 0; i < bytes.length; i++) {

        sum +=3D bytes[i];

    }

    return sum;

}=20

=20
It seems that charAt(i) and getBytes()[i] dont always return the same
byte value, and since the MINA message encoder uses getBytes() to
prepare the wire data, this method should also be used when computing
the checksum to ensure accurate results. Also, I think the checksumming
operation should probably moved to the encoding stage, to eliminate the
redundancy of the relatively expensive getByte() which gets actually get
called twice for each character in the message, but this required more
extensive modifications so I left at this for now.
=20
Francis Lalonde
Treasury Services
CGI
<blocked::mailto:fra...@cg...> =20
=20

[Quickfix-developers] request vc++ version of Banzai tradeclientgui.

[Anupam G. <1pq...@sn...>]

Hello,
I am getting started and I am unfamiliar with Java. I request you to 
provide me with a copy of Banzai or anything similar in vc++. Thank you 
for your help in advance.

Anupam.

[Quickfix-developers] QuickFIX on AIX, HPUX

[Mahesh K. <ma...@op...>]

Hello

Is QuickFIX 1.11.1 compatible with AIX and HP_UX OS?

Regds
Mahesh Kulkarni

[Quickfix-developers] throw ConfigError( "Could not open body file" );

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

I could logon and logout successfully. But when I try to re-login after a
successful logout, a "Could not open body file" exception is thrown.
The thrown occured in the area in FileStore.cpp:
 m_msgFile = file_fopen( m_msgFileName.c_str(), "r+" );
  if ( !m_msgFile ) m_msgFile = file_fopen( m_msgFileName.c_str(), "w+" );
  if ( !m_msgFile ) throw ConfigError( "Could not open body file" );

I found the session body file under the store sub directory. When quick fix
is logged in, I couldn't open the file as it should be. But I still couldn't
open the file even after I logged out the session.
Any idea how to fix the problem? 
By the way, I use ThreadedSocketInitiator.



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