quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Expected response to second Logon reque st?

[Derek K. <DK...@li...>]

The FIX 4.2 spec says "if [Logon] authentication fails, the session acceptor
should shut down the connection," which is what QuickFIX does. The spec is
just not super clear on what an authentication failure is, though according
to the code -- Session::validLogonState() -- it seems QF won't accept a
second Logon without a preceeding Reset or Logout etc.
 
I'm not sure if our client wants us to ignore the second Logon or reply to
it. As they have explained it, their application (an order management
system) has a monitoring tool that watches all FIX sessions. If any session
goes down, it sends a Logon to all sessions. They say all the other FIX
engines they connect to have no problem with this second Logon (again, I'm
not sure if this means they ignore it or reply to it).
 
It seems very odd to me to send a Logon to all sessions when only one goes
down, so I'm still working on getting more clarification from my client.
However, in the meantime, I was hoping to better understand if how QuickFIX
handled the situation was defined by the FIX protocol. From what I have read
and what you said, it seems like a gray area.
 
Thanks.
 
Derek

  _____  

From: Oren Miller [mailto:or...@qu...] 
Sent: Friday, June 23, 2006 2:13 PM
To: Derek Kusiak
Cc: 'qui...@li...'
Subject: Re: [Quickfix-developers] Expected response to second Logon
request?


I can't find a really clear cut answer on this.  It does say that every
connection starts with a logon authentication, followed by message
processing, followed by logout.  Other than for resetting sequence numbers,
there is no mention anywhere of ever sending a logon in between.  Any idea
why they are doing this?  What is their intention?  Do they want you to send
another logon in response?  I'm wondering why exactly they want to do this. 

--oren

On Jun 23, 2006, at 12:26 PM, Derek Kusiak wrote:


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


I have a situation with QuickFIX 1.10.2 (FIX 4.2) where the initiator
sending two Logon (35=A) requests. The first (expected) Logon arrives and
the session begins normally. Then, later in the day, for reasons I have no
controller over, the acceptor sends a SECOND unexpected Logon request
without a preceding Logout. QuickFIX doesn't like this second Logon. It
replies by saying "Logon state is not valid for message" followed by
"Dropped Connection." It generates a Logout event and ends the session.

My client (the initiator) is saying other FIX engines she connects do not
behave this way when they get a second Logon -- they just output a warning
or ignore the second Logon altogether.

Can anyone tell me where in the FIX spec this behavior is defined? I'm
trying to figure out if this is a QuickFIX bug or the correct FIX response
to a second Logon.

Thanks. 

Derek 

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Re: [Quickfix-developers] Expected response to second Logon request?

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

I can't find a really clear cut answer on this.  It does say that  
every connection starts with a logon authentication, followed by  
message processing, followed by logout.  Other than for resetting  
sequence numbers, there is no mention anywhere of ever sending a  
logon in between.  Any idea why they are doing this?  What is their  
intention?  Do they want you to send another logon in response?  I'm  
wondering why exactly they want to do this.

--oren

On Jun 23, 2006, at 12:26 PM, Derek Kusiak wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I have a situation with QuickFIX 1.10.2 (FIX 4.2) where the  
> initiator sending two Logon (35=A) requests. The first (expected)  
> Logon arrives and the session begins normally. Then, later in the  
> day, for reasons I have no controller over, the acceptor sends a  
> SECOND unexpected Logon request without a preceding Logout.  
> QuickFIX doesn't like this second Logon. It replies by saying  
> "Logon state is not valid for message" followed by "Dropped  
> Connection." It generates a Logout event and ends the session.
>
> My client (the initiator) is saying other FIX engines she connects  
> do not behave this way when they get a second Logon -- they just  
> output a warning or ignore the second Logon altogether.
>
> Can anyone tell me where in the FIX spec this behavior is defined?  
> I'm trying to figure out if this is a QuickFIX bug or the correct  
> FIX response to a second Logon.
>
> Thanks.
>
> Derek
>
> 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] Expected response to second Logon request?

[Derek K. <DK...@li...>]

I have a situation with QuickFIX 1.10.2 (FIX 4.2) where the initiator
sending two Logon (35=A) requests. The first (expected) Logon arrives and
the session begins normally. Then, later in the day, for reasons I have no
controller over, the acceptor sends a SECOND unexpected Logon request
without a preceding Logout. QuickFIX doesn't like this second Logon. It
replies by saying "Logon state is not valid for message" followed by
"Dropped Connection." It generates a Logout event and ends the session.

My client (the initiator) is saying other FIX engines she connects do not
behave this way when they get a second Logon -- they just output a warning
or ignore the second Logon altogether.

Can anyone tell me where in the FIX spec this behavior is defined? I'm
trying to figure out if this is a QuickFIX bug or the correct FIX response
to a second Logon.

Thanks.

Derek

Re: [Quickfix-developers] HI

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

What do you mean when you say you can't see the JDBC connection?

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Miguel Peralta
> Sent: Friday, June 23, 2006 5:50 PM
> To: qui...@li...
> Subject: [Quickfix-developers] HI
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
>=20

[Quickfix-developers] HI

[Miguel P. <mpe...@ho...>]

<html><div style='background-color:'><P>I compile the build.xml&nbsp;and generate the archive "quickfixj.jar", but whend I run the banzai and the executor program I&nbsp;cannot see&nbsp;the the jdbc connecction established between the workstation and the DB2 server (this server is an I5) I want to know if I need change something about the configuration or I need do somthing more.&nbsp;&nbsp;</P>
<P>reggard </P>
<P><BR>&nbsp;</P>
<DIV>
<DIV style="PADDING-RIGHT: 10px; PADDING-LEFT: 10px; PADDING-BOTTOM: 10px; PADDING-TOP: 10px">And I thought that my president was stupid</DIV></DIV></div><br clear=all><hr>Tu horóscopo diario, semanal y gratuito.  <a href="http://g.msn.com/8HMAESES/2728??PS=47575" target="_top">Cartas, tarot y predicciones en MSN Horóscopo</a> </html>

Re: [Quickfix-developers] QuickFIX Developers Mail Archive Down?

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

Yeah, archives on sourceforge are down right now.  You can get  
archives going back some time from either gmane or nabble.

http://gmane.org/find.php?list=quickfix
http://www.nabble.com/QuickFIX-f1039.html

--oren
	
On Jun 23, 2006, at 8:59 AM, Parhami, Faraz wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I have tried to access this mailing list's archive at sourceforge
> yesterday and today but it seems like it is down.
> Anyone else having this problem?
>
> Thanks
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On  
> Behalf Of
> Ajay Kamdar
> Sent: Friday, June 23, 2006 9:54 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Getting the Responder
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> The FIX::Session class has a setResponder() method, but no accessor to
> get the responder. May I request someone with commit access to add the
> following public accessor to Session.h:
>
> 	 Responder* getResponder() const {return m_pResponder;}
>
> Thanks,
>
> - Ajay
>
> ---------------------------------------------------------------------- 
> --
> ---
>
> The information in this email is confidential and may be legally
> privileged.
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> anyone
> else
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> 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.
>
> 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFIX Developers Mail Archive Down?

[Parhami, F. <Far...@gs...>]

I have tried to access this mailing list's archive at sourceforge
yesterday and today but it seems like it is down.
Anyone else having this problem?

Thanks=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Ajay Kamdar
Sent: Friday, June 23, 2006 9:54 AM
To: qui...@li...
Subject: [Quickfix-developers] Getting the Responder

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

The FIX::Session class has a setResponder() method, but no accessor to
get the responder. May I request someone with commit access to add the
following public accessor to Session.h:

	 Responder* getResponder() const {return m_pResponder;}

Thanks,

- Ajay

------------------------------------------------------------------------
---

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.

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
_______________________________________________
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[Quickfix-developers] Getting the Responder

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

The FIX::Session class has a setResponder() method, but no accessor to
get the responder. May I request someone with commit access to add the
following public accessor to Session.h:

	 Responder* getResponder() const {return m_pResponder;}

Thanks,

- Ajay

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

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] Setting the logger timezone

[Parhami, F. <Far...@gs...>]

Thanks Steve. Will do.=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Friday, June 23, 2006 9:04 AM
To: qui...@li...
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Setting the logger timezone

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

Currently there is no way to change it but it wouldn't be
a difficult feature to add. Feel free to add a Jira feature
request at http://www.quickfixj.org/jira/secure/Dashboard.jspa
and I can try to get it into the next release. Alternately,
you could develop the feature and submit a patch. It  would
be good to be able to control both the time zone and the
date format.

Regards,

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Parhami, Faraz
> Sent: Friday, June 23, 2006 2:55 PM
> To: John Hensley; qui...@li...
> Subject: Re: [Quickfix-developers] Setting the logger timezone
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Thanks. Is there a way to change the logging TimeZone?=20
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On=20
> Behalf Of John Hensley
> Sent: Thursday, June 22, 2006 8:58 PM
> To: qui...@li...
> Subject: Re: [Quickfix-developers] Setting the logger timezone
>=20
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> The TimeZone setting just lets you specify the session=20
> schedule in something other than UTC. It doesn't affect the logging.
>=20
> John

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
_______________________________________________
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Re: [Quickfix-developers] Setting the logger timezone

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

Currently there is no way to change it but it wouldn't be
a difficult feature to add. Feel free to add a Jira feature
request at http://www.quickfixj.org/jira/secure/Dashboard.jspa
and I can try to get it into the next release. Alternately,
you could develop the feature and submit a patch. It  would
be good to be able to control both the time zone and the
date format.

Regards,

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Parhami, Faraz
> Sent: Friday, June 23, 2006 2:55 PM
> To: John Hensley; qui...@li...
> Subject: Re: [Quickfix-developers] Setting the logger timezone
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Thanks. Is there a way to change the logging TimeZone?=20
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On=20
> Behalf Of John Hensley
> Sent: Thursday, June 22, 2006 8:58 PM
> To: qui...@li...
> Subject: Re: [Quickfix-developers] Setting the logger timezone
>=20
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> The TimeZone setting just lets you specify the session=20
> schedule in something other than UTC. It doesn't affect the logging.
>=20
> John

Re: [Quickfix-developers] Setting the logger timezone

[Parhami, F. <Far...@gs...>]

Thanks. Is there a way to change the logging TimeZone?=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
John Hensley
Sent: Thursday, June 22, 2006 8:58 PM
To: qui...@li...
Subject: Re: [Quickfix-developers] Setting the logger timezone

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

The TimeZone setting just lets you specify the session schedule in
something other than UTC. It doesn't affect the logging.

John

On 6/22/06, Parhami, Faraz <Far...@gs...> wrote:
> QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am using QF/J version 1.0.1.
> Based on documentation, I can set the 'TimeZone' for a session. So I
> added the following line to my config file:
>
> TimeZone=3DEST
>
> But still my log timezone is UTC. Am I doing something wrong?
>
> Thanks
>
> 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
>

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

Re: [Quickfix-developers] Setting the logger timezone

[John H. <rec...@gm...>]

The TimeZone setting just lets you specify the session schedule in
something other than UTC. It doesn't affect the logging.

John

On 6/22/06, Parhami, Faraz <Far...@gs...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am using QF/J version 1.0.1.
> Based on documentation, I can set the 'TimeZone' for a session. So I
> added the following line to my config file:
>
> TimeZone=EST
>
> But still my log timezone is UTC. Am I doing something wrong?
>
> Thanks
>
> 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] Setting the logger timezone

[Parhami, F. <Far...@gs...>]

I am using QF/J version 1.0.1.
Based on documentation, I can set the 'TimeZone' for a session. So I
added the following line to my config file:

TimeZone=3DEST

But still my log timezone is UTC. Am I doing something wrong?

Thanks

Re: [Quickfix-developers] Integrate socket connections into application-wide async socket loop

[Sean L. <sea...@da...>]

On 16 Jun 2006, at 9:40 PM, or...@qu... wrote:
> I don't know if I relish making these methods public in C++.  Swig  
> does allow you to pass macros into its preprocessor however, so we  
> can probably take advantage of that to allow the header to change  
> the protection to public when swig is processing the file.

Actually even just making the methods public doesn't help. I  
discovered various other solvable issues but it came down to Swig  
needing to see the SocketConnector::Strategy declarations, and it  
doesn't support nested classes. At that point I gave up. I think I'll  
probably just make the FD available from SocketInitiator/ 
SocketAcceptor with an extra method and a custom patch.

Thanks anyway!

-- 
Sean Legassick
se...@da...

Re: [Quickfix-developers] SeqNum not incrementing

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

> I don't think there is any problem sending this whenever you want.   
> If their acceptor is always sending a reset on a sequence number of
> 1, than the initiator probably should as well.  Otherwise If it  
> doesn't, I think the behavior would have to work as follows.
> 
> Initiator: Sends Logon Without ResetSeqNumFlag
> Acceptor: Respond With Logon With ResetSeqNumFlag
> Initiator: Respond With Logon With ResetSeqNumFlag
> 
> But, that doesn't seem like it would even work in this case, because
> after they send an unsolicited reset, they are still expecting  
> sequence number 2, when I would expect it would be 1 and the reject  
> would be due to receiving another message when a logon is expected.   
> It is possible they would respond entirely differently to a logon  
> message however, so who knows.
> 

It looks like quickfix only generates a ResetSeqNum ack in response to
the "initiator" (i.e. the initiator of the connection). If the
"acceptor" (i.e. the acceptor of the connection) initiates the
ResetSeqNum process then the quickfix "initiator" handles this as though
it were a ResetSeqNum ack (see attached examples, using version 1.11.0).

I found the code in the Session.cpp that seems to handle this decision:

  if ( !m_state.initiate() 
       || (m_state.sentReset() && !m_state.receivedReset()) )
  {
    if( logon.isSetField(m_state.heartBtInt()) )
      logon.getField( m_state.heartBtInt() );
    m_state.onEvent( "Received logon request" );
    generateLogon( logon );
    m_state.onEvent( "Responding to logon request" );
  }
  else
    m_state.onEvent( "Received logon response" );

I was wondering if the condition should be more like:

  if ( !m_state.sentReset() 
       && (!m_state.initiate() || m_state.receivedReset()) )

...i.e. the reciever of the logon has not already sent a reset and is
either the "acceptor" or the receiver of a reset. 

Cheers
Dave

Re: [Quickfix-developers] start to buid an application - HELP

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

1) QuickFIX will get the settings from the settings file for you, and
uses them internally. You shouldn't have to worry about them from your
code. If you do want to use them for some reason, then use the public
accessor methods in SessionSettings (I don't know about the c# version,
but java has a getSessionProperties() method, and get<Type> methods
which take a key, such as getBool, getDouble etc and will return the
property with the given key (assuming its of the correct data type).
Take a look at the C# version of SessionSettings to see what you can
use.

2) QuickFIX will handle the connection and FIX initialisation
automatically, including sending the Logon message. If you wish to do
anything extra, you can use the onCreate / onLogon functions, see
http://www.quickfixengine.org/quickfix/doc/html/application.html - but
otherwise, just let QuickFIX handle this for you.

3) You need to use the Session's sendToTarget method. See
http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

4) See the examples folder and
http://www.quickfixengine.org/quickfix/doc/html/examples.html

Regards
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
roelad5
Sent: 22 June 2006 11:55
To: qui...@li...
Subject: [Quickfix-developers] start to buid an application - HELP


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


Hello every one,

I'm starting to build a c# .NET application based on the QuickFix
engine.
I have read the documentation and did not understand couple od issues:
1) How to get the details from the settings file (SessionSettings)
2) what are exactly the steps in order to initiate the connection
follwoing
by the logon message.
3) how to send messages (is it by the SocketInitiator - which does not
have
a send method??)
4)if someone can help me with c# code example in order to understand
more....

Thanks so much


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[Quickfix-developers] start to buid an application - HELP

[roelad5 <el...@ea...>]

Hello every one,

I'm starting to build a c# .NET application based on the QuickFix engine.
I have read the documentation and did not understand couple od issues:
1) How to get the details from the settings file (SessionSettings)
2) what are exactly the steps in order to initiate the connection follwoing
by the logon message.
3) how to send messages (is it by the SocketInitiator - which does not have
a send method??)
4)if someone can help me with c# code example in order to understand
more....

Thanks so much


--
View this message in context: http://www.nabble.com/start-to-buid-an-application---HELP-t1829461.html#a4990950
Sent from the QuickFIX - Dev forum at Nabble.com.

[Quickfix-developers] Market depth ..not a Quick fix question..but a general Fix question

[Victor <vis...@ya...>]

Hi All,

how does one knows that a price on a Market Data Snapshot Full Refresh Fix message is level one or 2 or depth or whatever?
By MDEntryType (tag 270) we know its  bid/ask or whatever.
Thanks

V



 


 		
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Re: [Quickfix-developers] SeqNum not incrementing

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

I don't think there is any problem sending this whenever you want.   
If their acceptor is always sending a reset on a sequence number of  
1, than the initiator probably should as well.  Otherwise If it  
doesn't, I think the behavior would have to work as follows.

Initiator: Sends Logon Without ResetSeqNumFlag
Acceptor: Respond With Logon With ResetSeqNumFlag
Initiator: Respond With Logon With ResetSeqNumFlag

But, that doesn't seem like it would even work in this case, because  
after they send an unsolicited reset, they are still expecting  
sequence number 2, when I would expect it would be 1 and the reject  
would be due to receiving another message when a logon is expected.   
It is possible they would respond entirely differently to a logon  
message however, so who knows.

Any information that the counter-party can provide about this  
behavior would be most helpful.

--oren

On Jun 21, 2006, at 10:58 AM, Dave Linaker wrote:

> It seems odd to me that they are responding to your normal logon  
> with a
> reset logon. Is this allowed?
>
> Perhaps someone else has a bit more experience with 24 hour sessions?
>
> cheers
> Dave
>
>
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] SeqNum not incrementing

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

If you always attach the ResetSeqNum flag to an outgoing message with  
a sequence number of 1, I imagine that would probably fix the problem  
as well.  This way when QuickFIX sends the reset, it will expect one  
in return and leave the sequence numbers alone.

--oren

On Jun 21, 2006, at 10:04 AM, Scott Riopelle wrote:
>
> As a test, I hacked out some code to detect the duplicate msgSeqNum  
> sent
> with the heartbeat, and automatically increment it as well as all
> subsequent messages.  This causes my application to work fine, despite
> still not having sent the logonRequest message with ResetSeqNum field
> set to Y.  This doesn't strike me as appropriate behavior, should they
> be persisting the connection without that message?

Re: [Quickfix-developers] SeqNum not incrementing

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

> As a test, I hacked out some code to detect the duplicate 
> msgSeqNum sent with the heartbeat, and automatically 
> increment it as well as all subsequent messages.  This causes 
> my application to work fine, despite still not having sent 
> the logonRequest message with ResetSeqNum field set to Y.  
> This doesn't strike me as appropriate behavior, should they 
> be persisting the connection without that message?
> 	

I've not really used the ResetSeqNumFlag but, as far as I understand,
it's intended for resetting seqnums within a continuous 24 hour session.
One side initiates the request by sending a reset Logon (with 141=Y and
34=1) and the other side responds by also sending a reset Logon (with
141=Y and 34=1); the parties thereby agreeing to the reset. If a reset
logon is sent and no reset logon is returned by the counterparty, then I
guess, yes, the connection should be terminated:

"The connection should be shutdown and manual intervention taken if this
process is initiated but not followed properly."

Is the counterparty attempting to reset seqnums in a continuous 24 hour
session?

It seems odd to me that they are responding to your normal logon with a
reset logon. Is this allowed?

Perhaps someone else has a bit more experience with 24 hour sessions?

cheers
Dave

Re: [Quickfix-developers] SeqNum not incrementing

[Jain, A. <Ani...@rb...>]

Let me hazard my guess:
When a logon is received and sent, and a heartbeat is sent, without an inte=
rvening test request, this bug will surface.

I base this on the following code:
It is clear the hearbeat is sent, and then msgSeqNum is incremented.
Yesterday, you must have received an intervening test request.

Regards,

Anil


QF code follows
---------------
  bool needHeartbeat() const	// In your case, this became true
  {
    UtcTimeStamp now;
    return ( ( now - lastSentTime() ) >=3D heartBtInt() ) && !testRequest();
  }

void Session::generateHeartbeat()
{ QF_STACK_PUSH(Session::generateHeartbeat)

  Message heartbeat;
  heartbeat.getHeader().setField( MsgType( "0" ) );
  fill( heartbeat.getHeader() );
  sendRaw( heartbeat );

bool Session::sendRaw( Message& message, int num )   // in this case, num=
=3D0
{=20
.=2E.
  try
  {
.=2E.
    if ( num )
      header.setField( MsgSeqNum( num ) );
    if ( Message::isAdminMsgType( msgType ) )
    {
      m_application.toAdmin( message, m_sessionID );

      if( msgType =3D=3D "A" && !m_state.receivedReset() )
      {
.=2E.
      }

      message.toString( messageString );
      if (
        msgType =3D=3D "A" || msgType =3D=3D "5"
        || msgType =3D=3D "2" || msgType =3D=3D "4"
        || isLoggedOn() )
      {
        result =3D send( messageString );	// your message is sent without i=
ncrmenting num!
      }
    }
    if ( !num )	// num is incremented too late!
    {
      MsgSeqNum msgSeqNum;
      header.getField( msgSeqNum );
      m_state.set( msgSeqNum, messageString );
      m_state.incrNextSenderMsgSeqNum();
    }
    return result;
  }
=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
Scott Riopelle
Sent: Wednesday, June 21, 2006 11:05 AM
To: dav...@ma...; qui...@li...
Subject: Re: [Quickfix-developers] SeqNum not incrementing


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

As a test, I hacked out some code to detect the duplicate msgSeqNum sent
with the heartbeat, and automatically increment it as well as all
subsequent messages.  This causes my application to work fine, despite
still not having sent the logonRequest message with ResetSeqNum field
set to Y.  This doesn't strike me as appropriate behavior, should they
be persisting the connection without that message?
=09
-Scott

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
Sent: Wednesday, June 21, 2006 10:58 AM
To: dav...@ma...; qui...@li...
Subject: Re: [Quickfix-developers] SeqNum not incrementing

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

I am using version 1.11.0
Is there a more recent one?

								-Scott

-----Original Message-----
From: Dave Linaker [mailto:dav...@ma...]=20
Sent: Wednesday, June 21, 2006 10:42 AM
To: Scott Riopelle; qui...@li...
Subject: RE: [Quickfix-developers] SeqNum not incrementing

> Everything worked fine yesterday and I haven't had this=20
> problem before, but this morning, after I send a logon=20
> message with msgSeqNum =3D 1, and receive one back, I send a=20
> heartbeat also with msgSeqNum =3D 1. =20
>=20
> 8=3DFIX.4.2=019=3D0068=0135=3DA=0149=3DTMATS=0156=3DFORTFIX=0134=3D1=0152=
=3D20060621-13:
> 31:11=0198=3D0=01108=3D5=01141=3DY=0110=3D057=01
>=20

The Logon message you are receiving from "TMATS" has ResetSeqNumFlag=3DY
(i.e. the counterparty is requesting a reset of the sequence numbers),
which might explain the behaviour.  Are you expecting this tag to be
set? Which version of quickfix are you using (I think there were some
fixes relating to ResetSeqNumFlag in 1.11.0)?

Cheers
Dave



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Re: [Quickfix-developers] SeqNum not incrementing

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

As a test, I hacked out some code to detect the duplicate msgSeqNum sent
with the heartbeat, and automatically increment it as well as all
subsequent messages.  This causes my application to work fine, despite
still not having sent the logonRequest message with ResetSeqNum field
set to Y.  This doesn't strike me as appropriate behavior, should they
be persisting the connection without that message?
=09
-Scott

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
Sent: Wednesday, June 21, 2006 10:58 AM
To: dav...@ma...; qui...@li...
Subject: Re: [Quickfix-developers] SeqNum not incrementing

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

I am using version 1.11.0
Is there a more recent one?

								-Scott

-----Original Message-----
From: Dave Linaker [mailto:dav...@ma...]=20
Sent: Wednesday, June 21, 2006 10:42 AM
To: Scott Riopelle; qui...@li...
Subject: RE: [Quickfix-developers] SeqNum not incrementing

> Everything worked fine yesterday and I haven't had this=20
> problem before, but this morning, after I send a logon=20
> message with msgSeqNum =3D 1, and receive one back, I send a=20
> heartbeat also with msgSeqNum =3D 1. =20
>=20
> =
8=3DFIX.4.2=019=3D0068=0135=3DA=0149=3DTMATS=0156=3DFORTFIX=0134=3D1=0152=
=3D20060621-13:
> 31:11=0198=3D0=01108=3D5=01141=3DY=0110=3D057=01
>=20

The Logon message you are receiving from "TMATS" has ResetSeqNumFlag=3DY
(i.e. the counterparty is requesting a reset of the sequence numbers),
which might explain the behaviour.  Are you expecting this tag to be
set? Which version of quickfix are you using (I think there were some
fixes relating to ResetSeqNumFlag in 1.11.0)?

Cheers
Dave



_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] SeqNum not incrementing

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

I am using version 1.11.0
Is there a more recent one?

								-Scott

-----Original Message-----
From: Dave Linaker [mailto:dav...@ma...]=20
Sent: Wednesday, June 21, 2006 10:42 AM
To: Scott Riopelle; qui...@li...
Subject: RE: [Quickfix-developers] SeqNum not incrementing

> Everything worked fine yesterday and I haven't had this=20
> problem before, but this morning, after I send a logon=20
> message with msgSeqNum =3D 1, and receive one back, I send a=20
> heartbeat also with msgSeqNum =3D 1. =20
>=20
> =
8=3DFIX.4.2=019=3D0068=0135=3DA=0149=3DTMATS=0156=3DFORTFIX=0134=3D1=0152=
=3D20060621-13:
> 31:11=0198=3D0=01108=3D5=01141=3DY=0110=3D057=01
>=20

The Logon message you are receiving from "TMATS" has ResetSeqNumFlag=3DY
(i.e. the counterparty is requesting a reset of the sequence numbers),
which might explain the behaviour.  Are you expecting this tag to be
set? Which version of quickfix are you using (I think there were some
fixes relating to ResetSeqNumFlag in 1.11.0)?

Cheers
Dave

Re: [Quickfix-developers] SeqNum not incrementing

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

> Everything worked fine yesterday and I haven't had this=20
> problem before, but this morning, after I send a logon=20
> message with msgSeqNum =3D 1, and receive one back, I send a=20
> heartbeat also with msgSeqNum =3D 1. =20
>=20
> =
8=3DFIX.4.2=019=3D0068=0135=3DA=0149=3DTMATS=0156=3DFORTFIX=0134=3D1=0152=
=3D20060621-13:
> 31:11=0198=3D0=01108=3D5=01141=3DY=0110=3D057=01
>=20

The Logon message you are receiving from "TMATS" has ResetSeqNumFlag=3DY
(i.e. the counterparty is requesting a reset of the sequence numbers),
which might explain the behaviour.  Are you expecting this tag to be
set? Which version of quickfix are you using (I think there were some
fixes relating to ResetSeqNumFlag in 1.11.0)?

Cheers
Dave