quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Timestamp in FileLog

[Edde <edd...@gm...>]

> Well, the presence of OrigSendingTime indicates that the message has
> been resent.  Is there any indication that the message was not
> successfully sent the first time?

Ooops, sorry. I thought Tag 52 was OrigSendingTime but it's called
SendingTime which is a required field and the one I'm using.

Cheers,
/Eddie

>
> --oren
>
> On Jul 5, 2006, at 5:35 AM, Edde wrote:
>
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/
> > html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Hi Guys,
> >
> > We've been experiencing some delay problems with our FIX application
> > and are currently investigating our FIX logs and comparing these with
> > our counterparty.
> >
> > I'm currently using QuickFIX/J but we had the same problems before
> > when using the _jni version and QuickFIX 1.11.1.
> >
> > To try and narrow down the problem I've been comparing the timestamp
> > added to the FileLogs (incl. millisecs) with the OrigSendTime (Tag 52)
> > added by our counterparty. Since our server (running QuickFIX) is
> > located within the same network as our counterparties FIX gateway I'd
> > expect these times to be almost identical (the clocks are synchronized
> > on the two servers).
> >
> > After comparing about 30 random messages from the FileLog I was
> > surprized to see that there was a mean time difference of about 0.750s
> > with a max diff reaching 1.8s. Since both servers are running on the
> > same network this seems a bit strange to me. However, I'm not really
> > sure what exact time in the pricessing chain the timestamp in the
> > FileLog represents?
> > Is this time created as soon as possible when the message arrives on
> > the socket or is there significant processing involved before the
> > message is written to the log?
> >
> > The same goes for the counterparty and Tag 52. Is this time added to
> > the message just before it's being sent or is there any processing
> > involved after Tag 52 has been added to the message?
> >
> > Any suggestions would be helpful and if anyone has other suggestions
> > on how to track down these delays feel free to share them with me.
> >
> > 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] Timestamp in FileLog

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

Well, the presence of OrigSendingTime indicates that the message has  
been resent.  Is there any indication that the message was not  
successfully sent the first time?

--oren

On Jul 5, 2006, at 5:35 AM, Edde wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Guys,
>
> We've been experiencing some delay problems with our FIX application
> and are currently investigating our FIX logs and comparing these with
> our counterparty.
>
> I'm currently using QuickFIX/J but we had the same problems before
> when using the _jni version and QuickFIX 1.11.1.
>
> To try and narrow down the problem I've been comparing the timestamp
> added to the FileLogs (incl. millisecs) with the OrigSendTime (Tag 52)
> added by our counterparty. Since our server (running QuickFIX) is
> located within the same network as our counterparties FIX gateway I'd
> expect these times to be almost identical (the clocks are synchronized
> on the two servers).
>
> After comparing about 30 random messages from the FileLog I was
> surprized to see that there was a mean time difference of about 0.750s
> with a max diff reaching 1.8s. Since both servers are running on the
> same network this seems a bit strange to me. However, I'm not really
> sure what exact time in the pricessing chain the timestamp in the
> FileLog represents?
> Is this time created as soon as possible when the message arrives on
> the socket or is there significant processing involved before the
> message is written to the log?
>
> The same goes for the counterparty and Tag 52. Is this time added to
> the message just before it's being sent or is there any processing
> involved after Tag 52 has been added to the message?
>
> Any suggestions would be helpful and if anyone has other suggestions
> on how to track down these delays feel free to share them with me.
>
> 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] Timestamp in FileLog

[Edde <edd...@gm...>]

Hi Guys,

We've been experiencing some delay problems with our FIX application
and are currently investigating our FIX logs and comparing these with
our counterparty.

I'm currently using QuickFIX/J but we had the same problems before
when using the _jni version and QuickFIX 1.11.1.

To try and narrow down the problem I've been comparing the timestamp
added to the FileLogs (incl. millisecs) with the OrigSendTime (Tag 52)
added by our counterparty. Since our server (running QuickFIX) is
located within the same network as our counterparties FIX gateway I'd
expect these times to be almost identical (the clocks are synchronized
on the two servers).

After comparing about 30 random messages from the FileLog I was
surprized to see that there was a mean time difference of about 0.750s
with a max diff reaching 1.8s. Since both servers are running on the
same network this seems a bit strange to me. However, I'm not really
sure what exact time in the pricessing chain the timestamp in the
FileLog represents?
Is this time created as soon as possible when the message arrives on
the socket or is there significant processing involved before the
message is written to the log?

The same goes for the counterparty and Tag 52. Is this time added to
the message just before it's being sent or is there any processing
involved after Tag 52 has been added to the message?

Any suggestions would be helpful and if anyone has other suggestions
on how to track down these delays feel free to share them with me.

Re: [Quickfix-developers] QFJ:The problems in definite a newprotocolof FIX subset.

[Brad H. <Bra...@gb...>]

Hi Lin,

Another approach might be to use a MINA IO Filter to "rewrite" the
messages after quickfix has sent outgoing and before it receives the
incoming.=20

This would mean you could use the standard fix 4.4 message classes with
a subset of the fix 4.4 data dictionary and leave most of quickfixj
untouched - you just need to figure out where to insert the filter and
how to "rewrite" the messages appropriately in the filter.  You may need
to recalculate some fields if they are impacted by the begin string
(checksum & message length?  Haven't checked).   =20

The main disadvantage that I can see is that all your logs are going to
say FIX 4.4 - could be confusing to counterparties if you're trying to
debug some problems.  Nothing would stop you from adding some logging to
the filter, of course.

Regards,
Brad.

On 7/4/06, Lin Lejiang <le...@gm... > wrote:
Chinese Standard Trading Exchange Protocol is a subset of FIX.4.4.It has
a special begin string "STEP.1.0.0".


=20
On 7/4/06, Caleb Epstein <cal...@gm...> wrote:=20
On 7/4/06, Lin Lejiang <le...@gm... > wrote:


Your solution is OK if I only change the data dictionary.But I need a
special begin string.=20

Why?
=20

--=20
=20
Caleb Epstein =20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Lin Lejiang
Sent: Tuesday, 4 July 2006 10:13 PM
To: Caleb Epstein
Cc: Steve Bate; qui...@li...
Subject: Re: [Quickfix-developers] QFJ:The problems in definite a
newprotocolof FIX subset.

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

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

Chinese Standard Trading Exchange Protocol is a subset of FIX.4.4.It has a
special begin string "STEP.1.0.0".



On 7/4/06, Caleb Epstein <cal...@gm...> wrote:
>
> On 7/4/06, Lin Lejiang <le...@gm...> wrote:
>
>    Your solution is OK if I only change the data dictionary.But I need a
> > special begin string.
> >
>
> Why?
>
>
> --
>
> Caleb Epstein
>



-- 
Lin Lejiang

Re: [Quickfix-developers] TradeCaptureReport - Parties

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

Hi,

You should use the class TradeCaptureReport.NoSides.NoPartyIDs in message
TradeCaptureReport.


On 7/4/06, SPG <ste...@bl...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks again Lin,
>
> I was looking at the quickfix.NoPartyIDs which is an int field, not the
> Group type in TradeCaptureReport.NoSides.NoPartyIDs!!
>
> The documentation is very sparse on quickfix/j, not very helpful for
> beginners, thank god for you guys here on the forums!
>
> Steve
> --
> View this message in context:
> http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5166103
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
> 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
>



-- 
Lin Lejiang

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

On 7/4/06, Lin Lejiang <le...@gm...> wrote:

Your solution is OK if I only change the data dictionary.But I need a
> special begin string.
>

Why?

-- 
Caleb Epstein

Re: [Quickfix-developers] TradeCaptureReport - Parties

[Jochen M. de L. <jm...@bm...>]

You can use the following code. It's applied to the Order Mass Status
Request in C# but I think it should be fairly straightforward to port =
it to
Java ("message" is the QuickFix Message object).

NoPartyIDs noPartyId =3D new NoPartyIDs(2);	// in your case it's 2
message.set(noPartyId);

OrderMassStatusRequest.NoPartyIDs group =3D new
OrderMassStatusRequest.NoPartyIDs();

PartyID partyId =3D new PartyID("whatever");
group.set(partyId);
PartyIDSource partyIdSource =3D new PartyIDSource(whatever);
group.set(partyIdSource);
PartyRole partyRole =3D new PartyRole(whatever);
group.set(partyRole);

message.addGroup(group);

// reuse the stuff above for the 2nd instance of the group.

For future reference, please refer to the following link for QuickFix
repeating group usage:
http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html

or in the case of Quickfix/J
http://www.quickfixj.org/quickfixj/usermanual/usage/repeating_groups.htm=
l


Cheers,

Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
+55 11 3119-2524


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of =
SPG
Sent: ter=E7a-feira, 4 de julho de 2006 08:16
To: qui...@li...
Subject: Re: [Quickfix-developers] TradeCaptureReport - Parties

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


Hi Lin,

Thanks for the reply.
I understand the structure of a Party from the FIX spec, but I cannot =
find a
way of implementing a PArty in the QuickFix API (Using the java
implementation).

I see that TradeCaptutreReport.NoSides has a "NoPartyIDs" integer =
field, so
I guess I set that to 2, but how to I add the relevan PartyID, =
PartyRole
fields etc..?

Regards,

Steve

--=20
View this message in context:
http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a51657=
27
Sent from the QuickFIX - Dev forum at Nabble.com.


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


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Re: [Quickfix-developers] TradeCaptureReport - Parties

[SPG <ste...@bl...>]

Thanks again Lin,

I was looking at the quickfix.NoPartyIDs which is an int field, not the
Group type in TradeCaptureReport.NoSides.NoPartyIDs!!

The documentation is very sparse on quickfix/j, not very helpful for
beginners, thank god for you guys here on the forums!

Steve
-- 
View this message in context: http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5166103
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] TradeCaptureReport - Parties

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

Hi,

For your referrence:

      ExecutionReport.NoPartyIDs partyIDs = new ExecutionReport.NoPartyIDs
();
      partyIDs.set(new PartyID("MyID"));
      partyIDs.set(new PartyRole(PartyRole.CLEARING_FIRM));
      ExecutionReport exec = ......;
      exec.addGroup(partyIDs);



On 7/4/06, SPG <ste...@bl...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Lin,
>
> Thanks for the reply.
> I understand the structure of a Party from the FIX spec, but I cannot find
> a
> way of implementing a PArty in the QuickFix API (Using the java
> implementation).
>
> I see that TradeCaptutreReport.NoSides has a "NoPartyIDs" integer field,
> so
> I guess I set that to 2, but how to I add the relevan PartyID, PartyRole
> fields etc..?
>
> Regards,
>
> Steve
>
> --
> View this message in context:
> http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5165727
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
> 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
>



-- 
Lin Lejiang

Re: [Quickfix-developers] TradeCaptureReport - Parties

[SPG <ste...@bl...>]

Hi Lin,

Thanks for the reply.
I understand the structure of a Party from the FIX spec, but I cannot find a
way of implementing a PArty in the QuickFix API (Using the java
implementation).

I see that TradeCaptutreReport.NoSides has a "NoPartyIDs" integer field, so
I guess I set that to 2, but how to I add the relevan PartyID, PartyRole
fields etc..?

Regards,

Steve

-- 
View this message in context: http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5165727
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

The Sybase TradeForce GlobalFIX 6.0 will be released in somedays later.
GlobalFIX 6.0 will support Session Level behavior change:
A FIX 4.4 derivative (subset)
Session Level Change Support



On 7/4/06, Lin Lejiang <le...@gm...> wrote:
>
>  Hi Caleb,
>
> Thanks for your response.
> My special FIX like protocol is compatible with FIX.4.4 in behavior but
> the begin string.
> My protocol begin string must be "MYFIX..1.0.0".
> The QFJ implementation has several java code arithmetic using beging
> string "FIX.?.?". So these java code cann't handle my protocol correctly.
>
> Your solution is OK if I only change the data dictionary.But I need a
> special begin string.
>
>
>  On 7/3/06, Caleb Epstein <cal...@gm...> wrote:
> >
> > On 7/3/06, Lin Lejiang <le...@gm...> wrote:
> >
> > > Do you think it make sense?
> > >
> >
> > No.  Just call the protocol FIX.4.4 and use your custom fields/messages
> > "inside" it.  You're not changing the FIX protocol, you're changing the data
> > dictionary.  You'll save yourself a lot of time and headaches this way.
> >
> >
> > --
> >
> > Caleb Epstein
> >
>
>
>
> --
>
> Lin Lejiang
>



-- 
Lin Lejiang

Re: [Quickfix-developers] TradeCaptureReport - Parties

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

Hi,

The definition of Parties component is:
    <component name="Parties">
      <group name="NoPartyIDs" required="N">
        <field name="PartyID" required="N" />
        <field name="PartyIDSource" required="N" />
        <field name="PartyRole" required="N" />
        <group name="NoPartySubIDs" required="N">
          <field name="PartySubID" required="N" />
          <field name="PartySubIDType" required="N" />
        </group>
      </group>
    </component>

So,you can add more then one "Party" object into parties.It's a group
component.

Does it help you?

Lejiang


On 7/4/06, SPG <ste...@bl...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi, I need to add 2xParties component blocks (one for Taker and one for
> Maker), but cannot seem to find any QuickFix implementation classes that
> will let me do this to a TradeCaptureReport message.
>
> Can someone point me to the right directionplease?
>
> Regards,
>
> Steve
> --
> View this message in context:
> http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5165513
> Sent from the QuickFIX - Dev forum at Nabble.com.
>
>
> 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
>



-- 
Lin Lejiang

[Quickfix-developers] TradeCaptureReport - Parties

[SPG <ste...@bl...>]

Hi, I need to add 2xParties component blocks (one for Taker and one for
Maker), but cannot seem to find any QuickFix implementation classes that
will let me do this to a TradeCaptureReport message.

Can someone point me to the right directionplease?

Regards,

Steve
-- 
View this message in context: http://www.nabble.com/TradeCaptureReport---Parties-tf1889281.html#a5165513
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] MySQL

[Bill R. <rob...@ra...>]

That's right. With R 5.0 the default behaviour changed. We need to add
something like

    if( !mysql_real_connect
      ( m_pConnection, m_connectionID.getHost().c_str(),
m_connectionID.getUser().c_str(),=20
        m_connectionID.getPassword().c_str(),
m_connectionID.getDatabase().c_str(), port, 0, 0 ) )
    {
        if( !connected() )
          throw ConfigError( "Unable to connect to database" );
    }
#if ( MYSQL_VERSION_ID > 50000)
    my_bool reconnect =3D 1;
    mysql_options(dbms, MYSQL_OPT_RECONNECT,
static_cast<char*>(&reconnect));
#endif


to the MySQLConnection class in the private function connect(). With
that reconnection works again.

Regards,
Robert


=20

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Alexey Zubko
> Sent: Monday, July 03, 2006 9:17 PM
> To: qui...@li...
> Subject: [Quickfix-developers] MySQL
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hello,
>=20
> I want to use MySQL as a message store and expected that QF=20
> automatically reconnect in case of error (there is code at least).
>=20
> I found out that for MySQL 5.0 I use it's necessary to set=20
> this parameters explicitly (see the Users comments):
> http://dev.mysql.com/doc/refman/5.0/en/mysql-ping.html
>=20
> Am I understand correct, is it necessary to fix the=20
> MySQLConnection class or there is another way?
>=20
> Thank you in advance.
>=20
> --
> Regards,
> 		Alexey Zubko
>=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
>=20

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

Hi Caleb,

Thanks for your response.
My special FIX like protocol is compatible with FIX.4.4 in behavior but the
begin string.
My protocol begin string must be "MYFIX..1.0.0".
The QFJ implementation has several java code arithmetic using beging string
"FIX.?.?". So these java code cann't handle my protocol correctly.

Your solution is OK if I only change the data dictionary.But I need a
special begin string.


On 7/3/06, Caleb Epstein <cal...@gm...> wrote:
>
> On 7/3/06, Lin Lejiang <le...@gm...> wrote:
>
> > Do you think it make sense?
> >
>
> No.  Just call the protocol FIX.4.4 and use your custom fields/messages
> "inside" it.  You're not changing the FIX protocol, you're changing the data
> dictionary.  You'll save yourself a lot of time and headaches this way.
>
>
> --
>
> Caleb Epstein
>



-- 
Lin Lejiang

[Quickfix-developers] MySQL

[Alexey Z. <ale...@gm...>]

Hello,

I want to use MySQL as a message store and expected that QF 
automatically reconnect in case of error (there is code at least).

I found out that for MySQL 5.0 I use it's necessary to set this 
parameters explicitly (see the Users comments):
http://dev.mysql.com/doc/refman/5.0/en/mysql-ping.html

Am I understand correct, is it necessary to fix the MySQLConnection 
class or there is another way?

Thank you in advance.

-- 
Regards,
		Alexey Zubko

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

On 7/3/06, Lin Lejiang <le...@gm...> wrote:
>
> Do you think it make sense?
>

No.  Just call the protocol FIX.4.4 and use your custom fields/messages
"inside" it.  You're not changing the FIX protocol, you're changing the data
dictionary.  You'll save yourself a lot of time and headaches this way.

-- 
Caleb Epstein

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

Hi Steve,

Appreciate!

I looked the session implementation of QFJ and found some codes depend on
ther FIX vesion.e.g.Session.java,Message.java,DataDictionary.java.
Most of the FIX version codes are in the private methods.If the Session is a
abstract class,the class extends from Session class will overload the
methods related to FIX version.
Then I can definite "MYFIX" protocol special behavior.Actually,"MYFIX"
protocol has same behavior with FIX4.4,except for specail begin string
"MYFIX" .But also "MYFIX" protocol has new field types and message types.

Do you think it make sense?

Regards,

Lejiang


On 7/3/06, Steve Bate <sb...@sm...> wrote:
>
> Hello Lejiang,
>
> The other issue to consider is that the Session protocol
> implementation has some behavior which varies according
> to the FIX version. Using a nonstandard begin string might
> lead to some unexpected behavior. Look for reerences to
> the FIX version constants to see where the behavior is
> customized.
>
> Regards,
>
> Steve
>



-- 
Lin Lejiang

Re: [Quickfix-developers] QFJ:The problems in definite a new protocolof FIX subset.

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

 Hello Lejiang,

The other issue to consider is that the Session protocol
implementation has some behavior which varies according
to the FIX version. Using a nonstandard begin string might
lead to some unexpected behavior. Look for reerences to
the FIX version constants to see where the behavior is
customized.

Regards,

Steve

[Quickfix-developers] QFJ:The problems in definite a new protocol of FIX subset.

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

RklYLjQuMD1xdWlja2ZpeC5maXg0MC5NZXNzYWdlRmFjdG9yeQ0KRklYLjQuMT1xdWlja2ZpeC5m
aXg0MS5NZXNzYWdlRmFjdG9yeQ0KRklYLjQuMj1xdWlja2ZpeC5maXg0Mi5NZXNzYWdlRmFjdG9y
eQ0KRklYLjQuMz1xdWlja2ZpeC5maXg0My5NZXNzYWdlRmFjdG9yeQ0KRklYLjQuND1xdWlja2Zp
eC5maXg0NC5NZXNzYWdlRmFjdG9yeQ0KU1RFUC4xLjAuMD1xdWlja2ZpeC5zdGVwMTAwLk1lc3Nh
Z2VGYWN0b3J5

Re: [Quickfix-developers] I need help

[Douglas L. <do...@tr...>]

Thank you so much. It worked

 

  _____  

From: Ajay Kamdar [mailto:Aja...@tr...] 
Sent: Wednesday, June 28, 2006 3:31 PM
To: Douglas Lewis; qui...@li...
Subject: RE: [Quickfix-developers] I need help

 

A couple of things stand out:

 

1) You have a a SocketConnectPort and SocketConnectHost in the session on
the Executor side. Since the executor is the acceptor, you shouldn't have
those attributes in the [SESSION]  block on the executor side. At best they
are redundant; at worst the presence of these attributes could be causing
some problem.

 

2) You have exactly the same SenderCompID and TargetCompID on both sides,
which is wrong. The SenderCompID on the executor side should be the
TargetCompID on the tradeclient side, and TargetCompID on the executor side
whould be the SenderCompID on the tradeclient side.

 

 

-----Original Message-----
From: Douglas Lewis [mailto:do...@tr...] 
Sent: Wednesday, June 28, 2006 5:11 PM
To: qui...@li...
Subject: [Quickfix-developers] I need help

I've played and played. Now I'm just fustrated.

 

I'm totally new to both FIX & QuickFIX. I also can find my way around C (and
its variants). But there are enough layers that I'm having difficulty
learning the process.

 

For starters I'm trying to get executor and tradeclient to talk and am not
having very much luck.

 

I get this message every 60 seconds in tradeclient (I'm sure because
tradeclient is trying to login)

Logout - FIX.4.2:TEST_SENDER->TEST_TARGET

 

And I never get any kind of response from executor. I'm sure that I have
them configured so they should talk.

 

Here is my config information:

EXECUTOR

[DEFAULT]

ConnectionType=acceptor

SocketAcceptPort=1322

StartTime=00:00:00

EndTime=00:00:00

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=TEST_SENDER

TargetCompID=TEST_TARGET

FileStorePath=store

SocketConnectPort=1322

SocketConnectHost=127.0.0.1

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

 

TRADECLIENT

[DEFAULT]

ConnectionType=initiator

StartTime=00:00:00

EndTime=00:00:00

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=TEST_SENDER

TargetCompID=TEST_TARGET

FileStorePath=F:\Sessions\

SocketConnectPort=1322

SocketConnectHost=127.0.0.1

 

 

 Does anyone have any suggestions?


________________________________________________________________________

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Re: [Quickfix-developers] I need help

[Ajay K. <Aja...@tr...>]

A couple of things stand out:
=20
1) You have a a SocketConnectPort and SocketConnectHost in the session
on the Executor side. Since the executor is the acceptor, you shouldn't
have those attributes in the [SESSION]  block on the executor side. At
best they are redundant; at worst the presence of these attributes could
be causing some problem.
=20
2) You have exactly the same SenderCompID and TargetCompID on both
sides, which is wrong. The SenderCompID on the executor side should be
the TargetCompID on the tradeclient side, and TargetCompID on the
executor side whould be the SenderCompID on the tradeclient side.
=20
=20

	-----Original Message-----
	From: Douglas Lewis [mailto:do...@tr...]=20
	Sent: Wednesday, June 28, 2006 5:11 PM
	To: qui...@li...
	Subject: [Quickfix-developers] I need help
=09
=09

	I've played and played. Now I'm just fustrated.

	=20

	I'm totally new to both FIX & QuickFIX. I also can find my way
around C (and its variants). But there are enough layers that I'm having
difficulty learning the process.

	=20

	For starters I'm trying to get executor and tradeclient to talk
and am not having very much luck.

	=20

	I get this message every 60 seconds in tradeclient (I'm sure
because tradeclient is trying to login)

	Logout - FIX.4.2:TEST_SENDER->TEST_TARGET

	=20

	And I never get any kind of response from executor. I'm sure
that I have them configured so they should talk.

	=20

	Here is my config information:

	EXECUTOR

	[DEFAULT]

	ConnectionType=3Dacceptor

	SocketAcceptPort=3D1322

	StartTime=3D00:00:00

	EndTime=3D00:00:00

=09
DataDictionary=3DF:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX4=
2
.xml

	HeartBtInt=3D30

	=20

	[SESSION]

	BeginString=3DFIX.4.2

	SenderCompID=3DTEST_SENDER

	TargetCompID=3DTEST_TARGET

	FileStorePath=3Dstore

	SocketConnectPort=3D1322

	SocketConnectHost=3D127.0.0.1

=09
DataDictionary=3DF:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX4=
2
.xml

	HeartBtInt=3D30

	=20

	=20

	TRADECLIENT

	[DEFAULT]

	ConnectionType=3Dinitiator

	StartTime=3D00:00:00

	EndTime=3D00:00:00

=09
DataDictionary=3DF:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX4=
2
.xml

	HeartBtInt=3D30

	=20

	[SESSION]

	BeginString=3DFIX.4.2

	SenderCompID=3DTEST_SENDER

	TargetCompID=3DTEST_TARGET

	FileStorePath=3DF:\Sessions\

	SocketConnectPort=3D1322

	SocketConnectHost=3D127.0.0.1

	=20

	=20

	 Does anyone have any suggestions?

-------------------------------------------------------------------------=
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The information in this email is confidential and may be legally =
privileged.
It is intended solely for the addressee. Access to this email by anyone =
else
is unauthorized. If you are not the intended recipient, any disclosure, =
copying,
distribution or any action taken or omitted to be taken in reliance on =
it, is
prohibited and may be unlawful.

TradeWeb reserves the right to monitor and review the content of all =
messages sent
to or from this e-mail address. Messages sent to or from this e-mail =
address may
be stored on the TradeWeb e-mail system.

Re: [Quickfix-developers] I need help

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

Try swapping the SenderCompID and TargetCompID for the TRADECLIENT (i.e.
these should be in opposition to the EXECUTOR), e.g.:

EXECUTOR:
SenderCompID=EXECUTOR
TargetCompID=TRADECLIENT

TRADECLIENT:
SenderCompID=TRADECLIENT
TargetCompID=EXECUTOR

...at the moment they are both the same.

Cheers
Dave

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Douglas Lewis
Sent: 28 June 2006 22:11
To: qui...@li...
Subject: [Quickfix-developers] I need help


I've played and played. Now I'm just fustrated.
 
I'm totally new to both FIX & QuickFIX. I also can find my way around C
(and its variants). But there are enough layers that I'm having
difficulty learning the process.
 
For starters I'm trying to get executor and tradeclient to talk and am
not having very much luck.
 
I get this message every 60 seconds in tradeclient (I'm sure because
tradeclient is trying to login)
Logout - FIX.4.2:TEST_SENDER->TEST_TARGET
 
And I never get any kind of response from executor. I'm sure that I have
them configured so they should talk.
 
Here is my config information:
EXECUTOR
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=1322
StartTime=00:00:00
EndTime=00:00:00
DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42
.xml
HeartBtInt=30
 
[SESSION]
BeginString=FIX.4.2
SenderCompID=TEST_SENDER
TargetCompID=TEST_TARGET
FileStorePath=store
SocketConnectPort=1322
SocketConnectHost=127.0.0.1
DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42
.xml
HeartBtInt=30
 
 
TRADECLIENT
[DEFAULT]
ConnectionType=initiator
StartTime=00:00:00
EndTime=00:00:00
DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42
.xml
HeartBtInt=30
 
[SESSION]
BeginString=FIX.4.2
SenderCompID=TEST_SENDER
TargetCompID=TEST_TARGET
FileStorePath=F:\Sessions\
SocketConnectPort=1322
SocketConnectHost=127.0.0.1
 
 
 Does anyone have any suggestions?

[Quickfix-developers] I need help

[Douglas L. <do...@tr...>]

I've played and played. Now I'm just fustrated.

 

I'm totally new to both FIX & QuickFIX. I also can find my way around C (and
its variants). But there are enough layers that I'm having difficulty
learning the process.

 

For starters I'm trying to get executor and tradeclient to talk and am not
having very much luck.

 

I get this message every 60 seconds in tradeclient (I'm sure because
tradeclient is trying to login)

Logout - FIX.4.2:TEST_SENDER->TEST_TARGET

 

And I never get any kind of response from executor. I'm sure that I have
them configured so they should talk.

 

Here is my config information:

EXECUTOR

[DEFAULT]

ConnectionType=acceptor

SocketAcceptPort=1322

StartTime=00:00:00

EndTime=00:00:00

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=TEST_SENDER

TargetCompID=TEST_TARGET

FileStorePath=store

SocketConnectPort=1322

SocketConnectHost=127.0.0.1

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

 

TRADECLIENT

[DEFAULT]

ConnectionType=initiator

StartTime=00:00:00

EndTime=00:00:00

DataDictionary=F:\Data_RJOBRIEN\Current\FIX\QuickFIX\quickfix\spec\FIX42.xml

HeartBtInt=30

 

[SESSION]

BeginString=FIX.4.2

SenderCompID=TEST_SENDER

TargetCompID=TEST_TARGET

FileStorePath=F:\Sessions\

SocketConnectPort=1322

SocketConnectHost=127.0.0.1

 

 

 Does anyone have any suggestions?