quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] QuickFix, GMT and Summer Time

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

Ideally the configuration should support the timezone to be specified
explicitly, and default to UTC if the TZ is not specified. That would
allow administrators the flexibility to use GMT, localtime, or some
other timezone (e.g. their counter party's timezone) when specifying the
session start and end times.
=20
- Ajay

	-----Original Message-----
	From: Caleb Epstein [mailto:cal...@gm...]=20
	Sent: Wednesday, April 05, 2006 9:30 AM
	To: Martin Tanguay
	Cc: qui...@li...
	Subject: Re: [Quickfix-developers] QuickFix, GMT and Summer Time
=09
=09
	On 4/5/06, Martin Tanguay <mta...@ho...> wrote:=20
=09

		We are based in Quebec(Canada) and since last weekend,
the clock is set to
		summer time.  So the gap between our local time and UTC
is only 4 hours
		instead of 5 hours.  That make our quickfix sessions
being started one hour=20
		later.  Is there a way for quickfix to automatically
handle the summer time?
	=09


	Does anyone else think the times specified in the configuration
should be expressed in *local* time, or perhaps take a GMT offset?  I
find it really weird and confusing to have to express them in GMT.=20
=09

	--=20
	Caleb Epstein
	caleb dot epstein at gmail dot com=20

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[Quickfix-developers] changing conditionally required fields

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

I am trying to change some required fields to be conditionally required.

First, I was attempting to just add the fields in fromApp(), but they
weren't showing up in the log file.


quickfix.field.AvgPx val =3D new AvgPx(0);
message.setField(val);

=20

Then, I decided to just edit the xml file to match the changes to FIX
that my counterparty made.

In the xml file (FIX42.xml) the only values I see for required are "Y"
and "N".  I set all the necessary conditional fields to "N", but am
still sending business rejections back to my counterparty with
"Conditionally required Field missing".  Is there somewhere else I need
to set conditions?

=20
- Scott Riopelle

RE: [Quickfix-developers] QuickFix, GMT and Summer Time

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

Ideally, it'd be nice to have both options. For systems running across
multiple timezones it can make sense to use GMT, for other systems it
may make more sense to use a local time.
=20
Whichever way a time is configured, appropriate handling for DST
switches is needed.

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Caleb Epstein
	Sent: 05 April 2006 14:30
	To: Martin Tanguay
	Cc: qui...@li...
	Subject: Re: [Quickfix-developers] QuickFix, GMT and Summer Time
=09
=09
	On 4/5/06, Martin Tanguay <mta...@ho...> wrote:=20
=09

		We are based in Quebec(Canada) and since last weekend,
the clock is set to
		summer time.  So the gap between our local time and UTC
is only 4 hours
		instead of 5 hours.  That make our quickfix sessions
being started one hour=20
		later.  Is there a way for quickfix to automatically
handle the summer time?
	=09


	Does anyone else think the times specified in the configuration
should be expressed in *local* time, or perhaps take a GMT offset?  I
find it really weird and confusing to have to express them in GMT.=20
=09

	--=20
	Caleb Epstein
	caleb dot epstein at gmail dot com
--------------------------------------------------------

If you are not an intended recipient of this e-mail, please notify the =
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Re: [Quickfix-developers] QuickFix, GMT and Summer Time

[Mark T. K. <mke...@di...>]

i second the motion for local time (TZ support).  /mark kennedy

Caleb Epstein wrote:
> On 4/5/06, *Martin Tanguay* <mta...@ho... 
> <mailto:mta...@ho...>> wrote:
> 
>     We are based in Quebec(Canada) and since last weekend, the clock is
>     set to
>     summer time.  So the gap between our local time and UTC is only 4 hours
>     instead of 5 hours.  That make our quickfix sessions being started
>     one hour
>     later.  Is there a way for quickfix to automatically handle the
>     summer time?
> 
> 
> Does anyone else think the times specified in the configuration should 
> be expressed in *local* time, or perhaps take a GMT offset?  I find it 
> really weird and confusing to have to express them in GMT.
> 
> -- 
> Caleb Epstein
> caleb dot epstein at gmail dot com

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Re: [Quickfix-developers] QuickFix, GMT and Summer Time

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

On 4/5/06, Martin Tanguay <mta...@ho...> wrote:
>
> We are based in Quebec(Canada) and since last weekend, the clock is set t=
o
> summer time.  So the gap between our local time and UTC is only 4 hours
> instead of 5 hours.  That make our quickfix sessions being started one
> hour
> later.  Is there a way for quickfix to automatically handle the summer
> time?
>

Does anyone else think the times specified in the configuration should be
expressed in *local* time, or perhaps take a GMT offset?  I find it really
weird and confusing to have to express them in GMT.

--
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] QuickFix, GMT and Summer Time

[Martin T. <mta...@ho...>]

Hi,

We are based in Quebec(Canada) and since last weekend, the clock is set to 
summer time.  So the gap between our local time and UTC is only 4 hours 
instead of 5 hours.  That make our quickfix sessions being started one hour 
later.  Is there a way for quickfix to automatically handle the summer time? 
  Otherwise I would have to make the modification in all of our initiator 
and acceptor config files.

Thank you.
Martin

Re: [Quickfix-developers] QuickFixJ: Problem with message length calculation when the recei ved message contains a set of field/values pairs in the raw data field wh ich is tag '96'

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

The changes are mostly related to using user defined fields for what  
would otherwise be the standard BeginString, Length fields and such.   
This is because the Canonical format uses their own fields for these  
instead of the standard fix ones.  So the issues with Canonical show  
up when you want to parse or insert a value into the data field.   
There are also issues with generating the wrapper classes since the  
BeginString is Canonical.1.00 instead of the normal FIX.x.x.  (BTW  
they make extensive use of Groups, so two data dictionaries are  
required, on for the FIX wrapper, and one for the Canonical  
messages).  I'll put together details on the specifics of what was  
done to support Canonical messages.

--oren

On Apr 4, 2006, at 4:44 AM, Steve Bate wrote:

> From: qui...@li...  
> [mailto:qui...@li...] On Behalf  
> Of Oren Miller
> Sent: Monday, April 03, 2006 11:38 PM
> To: Parhami, Faraz; qui...@li...; quickfix- 
> dev...@li...
> Subject: Re: [Quickfix-developers] QuickFixJ: Problem with message  
> length calculation when the recei ved message contains a set of  
> field/values pairs in the raw data field wh ich is tag '96'

RE: [Quickfix-developers] QuickFixJ: Problem with message length calculation when the recei ved message contains a set of field/values pairs in the raw data field wh ich is tag '96'

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

Oren and Faraz,
=20
I'm having some trouble reproducing this problem. AFAICT, the data
fields work correctly. I've used raw data fields for supplying passwords
to FIX hubs although the passwords didn't have SOHs in them. I've
created a unit test using a Logon message with Faraz's content in the
raw data field and the message formatting and parsing appears to work
correctly.
=20
Faraz, I assume you are using a custom data dictionary. Can you send me
that dictionary XML? I can then modify my unit test to use your exact
message and dictionary. Send it to me directly rather than sending it as
an attachment to the list.
=20
Oren, if you'll tell me where the related changes were made in the C++
code I'll verify whether or not they are in QFJ as well.
=20
Thanks,
=20
Steve


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Oren Miller
	Sent: Monday, April 03, 2006 11:38 PM
	To: Parhami, Faraz; qui...@li...;
qui...@li...
	Subject: Re: [Quickfix-developers] QuickFixJ: Problem with
message length calculation when the recei ved message contains a set of
field/values pairs in the raw data field wh ich is tag '96'
=09
=09
	Faraz,
	=20
	I assume you are trying to connect to the NYSE Hybrid system.
We had to make some modifications to QuickFIX in order to work with this
system.  Most of these changes have been checked in to the C++ source
tree, but I'm not sure they all made it into QuickFIX/J.  So just a
warning you may run into a couple issues besides this, but we are aware
of what they are and can work to move the updates into QuickFIX/J.  If
you have any specific questions about getting QuickFIX to work with
cannonical messages, feel free to ask as we have worked with it
extensively.
	=20
	This looks like it may be a bug in how QuickFIX/J is handling
data fields.  It is supposed to look at field 95 and put all the data
into a single field while ignoring any special characters.  Steve, are
data fields currently supported by QuickFIX/J?
	=20
	--oren

		----- Original Message -----=20
		From: Parhami, Faraz <mailto:Far...@gs...> =20
		To: qui...@li... ;
'qui...@li...'=20
		Sent: Monday, April 03, 2006 3:58 PM
		Subject: [Quickfix-developers] QuickFixJ: Problem with
message length calculation when the recei ved message contains a set of
field/values pairs in the raw data field wh ich is tag '96'
	=09
	=09
		Using QuickFixJ engine, in the following example, the
engine does not know that field '96' contains a set of name value pairs
(in this case starting with '10001' and ending with '11277'.=20
		I looked at the code and 'calculateLength' method of the
'FieldMap.java' class thinks that '96=3D10001=3DCanonical.1.00^A' is one
field. So it does not count the terminating SOH at close to the end of
message (colored in bold red). Is this a bug?
		Right now, the engine thinks the length size is one less
than expected:
		=20
=09
8=3DFIX.4.2^A9=3D01158^A35=3DU6^A34=3D4^A49=3DSAGW^A56=3DN03L43^A52=3D200=
60403-20:25:1
1.630^A95=3D1092^A
=09
96=3D10001=3DCanonical.1.00^A10002=3D001058^A25001=3D01^A10003=3DSAPI_ADM=
RESP^A100
04=3DSUBSCRIBE_RESP^A10009=3D705^A10012=3D01^A
=09
10005=3DSPGW^A10006=3DSAPI^A10007=3D0^A10010=3D16:25:11.537^A10045=3DSDQA=
DL:01:/SD
B/ENT/@/@/STKSDLL:7^A10955=3DY^A10963=3D043^A
=09
10961=3D03^A11285=3DN^A11339=3D823,980^A10919=3DN^A11111=3D86795696^A1089=
8=3D043^A10
920=3D~^A10938=3DN^A11340=3D5-  9.99^A11343=3D0.20^A
		11344=3D~^A11341=3D~^A11342=3D0.15^A11345=3D10-
14.99^A11348=3D0.25^A11349=3D~^A11346=3D~^A11347=3D0.15^A11350=3D15- =
19.99^A
=09
11353=3D0.30^A11354=3D~^A11351=3D~^A11352=3D0.20^A11338=3D23SEP05^A10981=3D=
0^A10485=3D
N^A10761=3D0^A11220=3D~^A11224=3DN^A
=09
10808=3DN^A10921=3D~^A10960=3DN^A10957=3DN^A11329=3DN^A11286=3D0^A11214=3D=
USA^A10917=3DY
^A11288=3D0^A10906=3DN^A10737=3D0.01^A10956=3D~^A
=09
10967=3D~^A10965=3D~^A10809=3D0^A10762=3DN^A10763=3DN^A10712=3D1^A10905=3D=
09:30:00^A10
918=3DYA0101^A10951=3DY^A10469=3D1^A10949=3D1^A
=09
10487=3DQ^A10950=3DY^A10899=3DN^A10380=3DN^A10696=3D03^A11082=3D18.41^A10=
217=3D12^A109
54=3DN^A10708=3DE^A10958=3DN^A11213=3DUS ^A
=09
11334=3DN^A11332=3DN^A11331=3DN^A11330=3DN^A11335=3DN^A11333=3DN^A10767=3D=
3^A10974=3D~^A
10980=3DAIRTRAN HOLDINGS                ^A
=09
11289=3DN^A10912=3D4^A10915=3D0501^A10914=3D0501^A10975=3DN^A10913=3DSLK^=
A10698=3D055^
A10666=3DAAI^A10903=3DS^A11328=3DN^A10624=3DL^A
=09
11287=3D0^A10699=3D0^A10962=3DL^A11227=3DSUB1^A11229=3D5^A11228=3D1^A1123=
6=3D16:24:41.
521^A11277=3D16:25:11.630^A^A10=3D141^A
		=20
		30226 [SocketIoProcessor] ERROR
quickfix.mina.initiator.InitiatorProtocolHandler  - Invalid message:
Actual body length=3D1157, Expected body length=3D1158

Re: [Quickfix-developers] QuickFixJ: Problem with message length calculation when the recei ved message contains a set of field/values pairs in the raw data field wh ich is tag '96'

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

Faraz,

I assume you are trying to connect to the NYSE Hybrid system.  We had to =
make some modifications to QuickFIX in order to work with this system.  =
Most of these changes have been checked in to the C++ source tree, but =
I'm not sure they all made it into QuickFIX/J.  So just a warning you =
may run into a couple issues besides this, but we are aware of what they =
are and can work to move the updates into QuickFIX/J.  If you have any =
specific questions about getting QuickFIX to work with cannonical =
messages, feel free to ask as we have worked with it extensively.

This looks like it may be a bug in how QuickFIX/J is handling data =
fields.  It is supposed to look at field 95 and put all the data into a =
single field while ignoring any special characters.  Steve, are data =
fields currently supported by QuickFIX/J?

--oren
  ----- Original Message -----=20
  From: Parhami, Faraz=20
  To: qui...@li... ; =
'qui...@li...'=20
  Sent: Monday, April 03, 2006 3:58 PM
  Subject: [Quickfix-developers] QuickFixJ: Problem with message length =
calculation when the recei ved message contains a set of field/values =
pairs in the raw data field wh ich is tag '96'


  Using QuickFixJ engine, in the following example, the engine does not =
know that field '96' contains a set of name value pairs (in this case =
starting with '10001' and ending with '11277'.=20
  I looked at the code and 'calculateLength' method of the =
'FieldMap.java' class thinks that '96=3D10001=3DCanonical.1.00^A' is one =
field. So it does not count the terminating SOH at close to the end of =
message (colored in bold red). Is this a bug?
  Right now, the engine thinks the length size is one less than =
expected:

  =
8=3DFIX.4.2^A9=3D01158^A35=3DU6^A34=3D4^A49=3DSAGW^A56=3DN03L43^A52=3D200=
60403-20:25:11.630^A95=3D1092^A
  =
96=3D10001=3DCanonical.1.00^A10002=3D001058^A25001=3D01^A10003=3DSAPI_ADM=
RESP^A10004=3DSUBSCRIBE_RESP^A10009=3D705^A10012=3D01^A
  =
10005=3DSPGW^A10006=3DSAPI^A10007=3D0^A10010=3D16:25:11.537^A10045=3DSDQA=
DL:01:/SDB/ENT/@/@/STKSDLL:7^A10955=3DY^A10963=3D043^A
  =
10961=3D03^A11285=3DN^A11339=3D823,980^A10919=3DN^A11111=3D86795696^A1089=
8=3D043^A10920=3D~^A10938=3DN^A11340=3D5-  9.99^A11343=3D0.20^A
  11344=3D~^A11341=3D~^A11342=3D0.15^A11345=3D10- =
14.99^A11348=3D0.25^A11349=3D~^A11346=3D~^A11347=3D0.15^A11350=3D15- =
19.99^A
  =
11353=3D0.30^A11354=3D~^A11351=3D~^A11352=3D0.20^A11338=3D23SEP05^A10981=3D=
0^A10485=3DN^A10761=3D0^A11220=3D~^A11224=3DN^A
  =
10808=3DN^A10921=3D~^A10960=3DN^A10957=3DN^A11329=3DN^A11286=3D0^A11214=3D=
USA^A10917=3DY^A11288=3D0^A10906=3DN^A10737=3D0.01^A10956=3D~^A
  =
10967=3D~^A10965=3D~^A10809=3D0^A10762=3DN^A10763=3DN^A10712=3D1^A10905=3D=
09:30:00^A10918=3DYA0101^A10951=3DY^A10469=3D1^A10949=3D1^A
  =
10487=3DQ^A10950=3DY^A10899=3DN^A10380=3DN^A10696=3D03^A11082=3D18.41^A10=
217=3D12^A10954=3DN^A10708=3DE^A10958=3DN^A11213=3DUS ^A
  =
11334=3DN^A11332=3DN^A11331=3DN^A11330=3DN^A11335=3DN^A11333=3DN^A10767=3D=
3^A10974=3D~^A10980=3DAIRTRAN HOLDINGS                ^A
  =
11289=3DN^A10912=3D4^A10915=3D0501^A10914=3D0501^A10975=3DN^A10913=3DSLK^=
A10698=3D055^A10666=3DAAI^A10903=3DS^A11328=3DN^A10624=3DL^A
  =
11287=3D0^A10699=3D0^A10962=3DL^A11227=3DSUB1^A11229=3D5^A11228=3D1^A1123=
6=3D16:24:41.521^A11277=3D16:25:11.630^A^A10=3D141^A

  30226 [SocketIoProcessor] ERROR =
quickfix.mina.initiator.InitiatorProtocolHandler  - Invalid message: =
Actual body length=3D1157, Expected body length=3D1158

[Quickfix-developers] QuickFixJ: Problem with message length calculation when the recei ved message contains a set of field/values pairs in the raw data field wh ich is tag '96'

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

Using QuickFixJ engine, in the following example, the engine does not know
that field '96' contains a set of name value pairs (in this case starting
with '10001' and ending with '11277'. 
I looked at the code and 'calculateLength' method of the 'FieldMap.java'
class thinks that '96=10001=Canonical.1.00^A' is one field. So it does not
count the terminating SOH at close to the end of message (colored in bold
red). Is this a bug?
Right now, the engine thinks the length size is one less than expected:
 
8=FIX.4.2^A9=01158^A35=U6^A34=4^A49=SAGW^A56=N03L43^A52=20060403-20:25:11.63
0^A95=1092^A
96=10001=Canonical.1.00^A10002=001058^A25001=01^A10003=SAPI_ADMRESP^A10004=S
UBSCRIBE_RESP^A10009=705^A10012=01^A
10005=SPGW^A10006=SAPI^A10007=0^A10010=16:25:11.537^A10045=SDQADL:01:/SDB/EN
T/@/@/STKSDLL:7^A10955=Y^A10963=043^A
10961=03^A11285=N^A11339=823,980^A10919=N^A11111=86795696^A10898=043^A10920=
~^A10938=N^A11340=5-  9.99^A11343=0.20^A
11344=~^A11341=~^A11342=0.15^A11345=10-
14.99^A11348=0.25^A11349=~^A11346=~^A11347=0.15^A11350=15- 19.99^A
11353=0.30^A11354=~^A11351=~^A11352=0.20^A11338=23SEP05^A10981=0^A10485=N^A1
0761=0^A11220=~^A11224=N^A
10808=N^A10921=~^A10960=N^A10957=N^A11329=N^A11286=0^A11214=USA^A10917=Y^A11
288=0^A10906=N^A10737=0.01^A10956=~^A
10967=~^A10965=~^A10809=0^A10762=N^A10763=N^A10712=1^A10905=09:30:00^A10918=
YA0101^A10951=Y^A10469=1^A10949=1^A
10487=Q^A10950=Y^A10899=N^A10380=N^A10696=03^A11082=18.41^A10217=12^A10954=N
^A10708=E^A10958=N^A11213=US ^A
11334=N^A11332=N^A11331=N^A11330=N^A11335=N^A11333=N^A10767=3^A10974=~^A1098
0=AIRTRAN HOLDINGS                ^A
11289=N^A10912=4^A10915=0501^A10914=0501^A10975=N^A10913=SLK^A10698=055^A106
66=AAI^A10903=S^A11328=N^A10624=L^A
11287=0^A10699=0^A10962=L^A11227=SUB1^A11229=5^A11228=1^A11236=16:24:41.521^
A11277=16:25:11.630^A^A10=141^A
 
30226 [SocketIoProcessor] ERROR
quickfix.mina.initiator.InitiatorProtocolHandler  - Invalid message: Actual
body length=1157, Expected body length=1158

[Quickfix-developers] RE: [Quickfix-users] Java Code Generator for FIX messages

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

It generates the java code in the "src-generated" folder, which as the
doc suggests is for the message and field definitions. To do this, it
uses the FIX xml data-dictionary files, which you'll find in the etc
directory (FIX40.xml, FIX44.xml etc). The generate.code build task in
build.xml then runs the JavaCodeGenerator to build the message and field
java code, which is then compiled along with the core java files to
create the jar.
=20
So, in a nutshell you just need to create your own copy of the relevant
FIX xml file, and then run a full build. Make sure you have
UseDataDictionary enabled in your config and specify your own
DataDictionary for these changes to be fully validated when you run your
app.=20
=20
Regards,
Toby

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Parhami, Faraz
	Sent: 02 April 2006 22:40
	To: 'qui...@li...';
'qui...@li...'
	Subject: [Quickfix-users] Java Code Generator for FIX messages
=09
=09
	Does any one know what 'JavaCodeGenerator' class in 'QuickFixJ'
beta generates? The java doc says 'Generates Message and Field related
code for the various FIX versions.'
	=20
	I need to create new User Defined messages with a lot of fields.
Is there a way to generate the code give a config/xml file? Does
'JavaCodeGenerator' do this? If yes, is there an example of how to use
it?
	=20
	Thanks
--------------------------------------------------------

If you are not an intended recipient of this e-mail, please notify the =
sender, delete it and do not read, act upon, print, disclose, copy, =
retain or redistribute it. Click here for important additional terms =
relating to this e-mail.     http://www.ml.com/email_terms/
--------------------------------------------------------

RE: [Quickfix-developers] Build problem on Linux

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

Thanks. I will give it a try.=20

-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]=20
Sent: Monday, April 03, 2006 9:44 AM
To: Parhami, Faraz
Cc: 'qui...@li...';
'qui...@li...'
Subject: Re: [Quickfix-developers] Build problem on Linux

Parhami, Faraz wrote:
> gcc version 2.96 20000731 (Red Hat Linux 7.3 2.96-113)
>=20
> Someone told me that most likely the compiler should be broken since=20
> it cannot find the <limit> header. Is that what you are also =
thinking?

I would suggest to use a newer GCC compiler, i.e. 3.3 or 3.4. gcc 2.x =
is
quite old, and if I remember correctly, specifically 2.96 is not
recommended.

Cheers, J=F6rg

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

Re: [Quickfix-developers] Build problem on Linux

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

Parhami, Faraz wrote:
> gcc version 2.96 20000731 (Red Hat Linux 7.3 2.96-113)
>=20
> Someone told me that most likely the compiler should be broken since it
> cannot find the <limit> header. Is that what you are also thinking?

I would suggest to use a newer GCC compiler, i.e. 3.3 or 3.4. gcc 2.x is =
quite old, and if=20
I remember correctly, specifically 2.96 is not recommended.

Cheers, J=F6rg

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

RE: [Quickfix-developers] Build problem on Linux

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

gcc version 2.96 20000731 (Red Hat Linux 7.3 2.96-113)

Someone told me that most likely the compiler should be broken since it
cannot find the <limit> header. Is that what you are also thinking?

Thank you very much
=20
-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]=20
Sent: Monday, April 03, 2006 9:30 AM
To: Parhami, Faraz
Cc: 'qui...@li...';
'qui...@li...'
Subject: Re: [Quickfix-developers] Build problem on Linux

Parhami, Faraz wrote:
> I am trying to build 'QuickFix 1.11.1' on Linux with java.
>=20
> I did the following:
> ./bootstrap
> ./configure --with-java --disable-xmltest make

What version of C++ compiler are you using? And which Linux =
distribution?

> But 'make' fails with the following output:
> [...]
> make[4]: Entering directory `/home/parhaf/sapi/quickfix/src/C++/test'
> /bin/sh ../../../libtool --mode=3Dcompile c++ -DHAVE_CONFIG_H -I. -I.
> -I../../.. -I..    -g -O2     -I/usr/include/libxml2
> -I/sw/external/jdk-1.4.2_08/include
> -I/sw/external/jdk-1.4.2_08/include/linux  -O0 -g -c=20
> FieldBaseTestCase.cpp
> c++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2=20
> c++ -I/usr/include/libxml2
> -I/sw/external/jdk-1.4.2_08/include
> -I/sw/external/jdk-1.4.2_08/include/linux -O0 -g
> -Wp,-MD,.deps/FieldBaseTestCase.pp -c FieldBaseTestCase.cpp      =
-fPIC
-DPIC
> -o FieldBaseTestCase.lo
> In file included from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../FieldConvertors.h:32:18: limits: No such file or directory

This line tells you, that at line 32, column 18 in the file
FieldConvertors.h, the include file "limits" is missing. This is not a =
make
message, but a message of your C++ compiler.

On my system (Debian 3.1), I can find the "limits" include file here:

/usr/include/c++/3.3/limits
/usr/include/c++/3.4/limits

Cheers, J=F6rg

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

Re: [Quickfix-developers] Build problem on Linux

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

Parhami, Faraz wrote:
> I am trying to build 'QuickFix 1.11.1' on Linux with java.
>=20
> I did the following:
> ./bootstrap
> ./configure --with-java --disable-xmltest
> make

What version of C++ compiler are you using? And which Linux distribution?

> But 'make' fails with the following output:
> [...]
> make[4]: Entering directory `/home/parhaf/sapi/quickfix/src/C++/test'
> /bin/sh ../../../libtool --mode=3Dcompile c++ -DHAVE_CONFIG_H -I. -I.
> -I../../.. -I..    -g -O2     -I/usr/include/libxml2
> -I/sw/external/jdk-1.4.2_08/include
> -I/sw/external/jdk-1.4.2_08/include/linux  -O0 -g -c FieldBaseTestCase.=
cpp
> c++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -I/usr/include/libxm=
l2
> -I/sw/external/jdk-1.4.2_08/include
> -I/sw/external/jdk-1.4.2_08/include/linux -O0 -g
> -Wp,-MD,.deps/FieldBaseTestCase.pp -c FieldBaseTestCase.cpp      -fPIC =
-DPIC
> -o FieldBaseTestCase.lo
> In file included from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../FieldConvertors.h:32:18: limits: No such file or directory

This line tells you, that at line 32, column 18 in the file FieldConverto=
rs.h, the include=20
file "limits" is missing. This is not a make message, but a message of yo=
ur C++ compiler.

On my system (Debian 3.1), I can find the "limits" include file here:

/usr/include/c++/3.3/limits
/usr/include/c++/3.4/limits

Cheers, J=F6rg

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

[Quickfix-developers] Java Code Generator for FIX messages

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

Does any one know what 'JavaCodeGenerator' class in 'QuickFixJ' beta
generates? The java doc says 'Generates Message and Field related code for
the various FIX versions.'
 
I need to create new User Defined messages with a lot of fields. Is there a
way to generate the code give a config/xml file? Does 'JavaCodeGenerator' do
this? If yes, is there an example of how to use it?
 
Thanks

[Quickfix-developers] Build problem on Linux

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

I am trying to build 'QuickFix 1.11.1' on Linux with java.

I did the following:
./bootstrap
./configure --with-java --disable-xmltest
make

But 'make' fails with the following output:
make  all-recursive
make[1]: Entering directory `/home/parhaf/sapi/quickfix'
Making all in src
make[2]: Entering directory `/home/parhaf/sapi/quickfix/src'
Making all in C++
make[3]: Entering directory `/home/parhaf/sapi/quickfix/src/C++'
Making all in test
make[4]: Entering directory `/home/parhaf/sapi/quickfix/src/C++/test'
/bin/sh ../../../libtool --mode=compile c++ -DHAVE_CONFIG_H -I. -I.
-I../../.. -I..    -g -O2     -I/usr/include/libxml2
-I/sw/external/jdk-1.4.2_08/include
-I/sw/external/jdk-1.4.2_08/include/linux  -O0 -g -c FieldBaseTestCase.cpp
c++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -I/usr/include/libxml2
-I/sw/external/jdk-1.4.2_08/include
-I/sw/external/jdk-1.4.2_08/include/linux -O0 -g
-Wp,-MD,.deps/FieldBaseTestCase.pp -c FieldBaseTestCase.cpp      -fPIC -DPIC
-o FieldBaseTestCase.lo
In file included from ../Field.h:32,
                 from FieldBaseTestCase.h:26,
                 from FieldBaseTestCase.cpp:27:
../FieldConvertors.h:32:18: limits: No such file or directory
make[4]: *** [FieldBaseTestCase.lo] Error 1
make[4]: Leaving directory `/home/parhaf/sapi/quickfix/src/C++/test'
make[3]: *** [all-recursive] Error 1
make[3]: Leaving directory `/home/parhaf/sapi/quickfix/src/C++'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory `/home/parhaf/sapi/quickfix/src'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/parhaf/sapi/quickfix'
make: *** [all-recursive-am] Error 2

I don't have much experience with 'make'. Looks like it cannot locate the
'FieldConvertors.h'. Any help would be much appreciated.

Thanks
Faraz

RE: [Quickfix-developers] Messages Prior to Logon

[Steinberg, J. <Jon...@bo...>]

I was having a similar issue. When the start time is after the end time
of a quickFIX session, the session will reset itself exactly 24 hours
after the last start time, not at the start time, so  If an a particular
day the session is starting up a few seconds earlier  than the prior
day, it could be still be sending messages at the start time from the
previous session, and then reset itself a few seconds later. 
There was a patch for this. Look in the list archives for the topic
"Session *Not* resetting"
I , myself , am working around this problem by making sure my session
end time is after the start time

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Belinda Ivkovic
Sent: Thursday, March 30, 2006 12:19 AM
To: qui...@li...
Subject: [Quickfix-developers] Messages Prior to Logon



Hi Everyone, 

I have the following scenario, the FIX session is not logged on yet
(before StartTime) and a message arrives.  When the session tries to log
on, it is disconnected for the following reason -

MsgSeqNum too low, expecting 3 but received 1 Logon 

I thought that messages that arrived before the session was logged on
would be kept and sent after the Logon response was received?  Is this
the expected behaviour?

My quickfix.cfg properties are as follows - 

[default] 
DataDictionary=/fixItsAdapter/FIX44.xml 
BeginString=FIX.4.4 
ConnectionType=initiator 
FileStorePath=/fixItsAdapter/dataStore 
ResetOnLogout=N 
ResetOnDisconnect=N 
CheckLatency=N 

[session] 
SenderCompID=CL1_FIX44 
TargetCompID=ASX 
SocketConnectHost=ourhost 
SocketConnectPort=6003 
TimeZone=Australia/Brisbane 
StartTime=14:45:00 
EndTime=00:00:00 
HeartBtInt=600 


Is anyone else having the similar issues? 

Thanks, 
Belinda. 

[Quickfix-developers] Dynamic session settings in .NET

[Steinberg, J. <Jon...@bo...>]

I see that in QF 1.11 you can now set session setting dynamically in
.net. 
Can someone please point me to a code example of how this is done? 
 
Thanks
JS

Re: [Quickfix-developers] Messages Prior to Logon

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

Wow, that came out garbled ... apparently Outlook and Thunderbird, at
least, have problems with Gmail's UTF-8 encoding, so I'm resending
this. Sorry about that.

On 3/31/06, John Hensley <rec...@gm...> wrote:
> Belinda, while you're verifying the session times, check your system
> clock; it seems to be out of sync with ASX's. Your logon has a
> timestamp of 20060330-23:45:31.972, while ASX's response a second
> later says 20060330-23:53:52. Assuming both sessions were supposed to
> start at 23:45, that would mean your session reset about 8 minutes
> into theirs. If you had somehow sent them anything before your reset,
> that might explain why they thought you were at 3, but from your
> config I don't see how that would have happened.
>
> Then again, that config should have had your session connected from
> 15:45 to 01:00 Sydney time, and you said you were configured to start
> at 9:45, so it must not have been the one in use when these logs were
> generated. Can you send what was in effect then, and also the previous
> ten minutes or so of logs, before you reset?
>
> Thanks,
> John
>

Re: [Quickfix-developers] Messages Prior to Logon

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

QmVsaW5kYSwgd2hpbGUgeW91J3JlIHZlcmlmeWluZyB0aGUgc2Vzc2lvbiB0aW1lcywgY2hlY2sg
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aG4K

Re: [Quickfix-developers] Messages Prior to Logon

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

Hi Belinda,

> Sorry, I should've clarified this, it is our system that is creating th=
e messages
> before the logon. Here is a log from this morning, the StartTime was se=
t to 9.45 and a
> message was sent to the system earlier using Session.sendToTarget(..)

Even if you use sendTarget() before the session is logged on, QF/J would =
send the Logon=20
message first. This is what you can see in the log: I can only see the Lo=
gon sent out, not=20
any other message from your application.

> 09:45:00,621 INFO  [InitiatorProtocolHandler] MINA session created: /19=
2.168.17.
> 64:3422
> 09:45:00,952 INFO  [event] FIX.4.4:CL1_FIX44->ASX: Disconnecting
> 09:45:31,090 INFO  [InitiatorProtocolHandler] MINA session created: /19=
2.168.17.
> 64:3425
> 09:45:31,972 INFO  [outgoing] FIX.4.4:CL1_FIX44->ASX: 8=3DFIX.4.4=E2=98=
=BA9=3D75=E2=98=BA35=3DA=E2=98=BA34=3D1=E2=98=BA4
> 9=3DCL1_FIX44=E2=98=BA52=3D20060330-23:45:31.972=E2=98=BA56=3DASX=E2=98=
=BA98=3D0=E2=98=BA108=3D600=E2=98=BA7953=3DY=E2=98=BA10=3D000=E2=98=BA
> 09:45:31,982 INFO  [event] FIX.4.4:CL1_FIX44->ASX: Initiated logon requ=
est
> 09:45:32,683 INFO  [incoming] FIX.4.4:CL1_FIX44->ASX: 8=3DFIX.4.4=E2=98=
=BA9=3D106=E2=98=BA35=3D5=E2=98=BA49=3DAS
> X=E2=98=BA56=3DCL1_FIX44=E2=98=BA34=3D3=E2=98=BA52=3D20060330-23:53:52=E2=
=98=BA58=3DMsgSeqNum too low, expecting 3 but r
> eceived 1 Logon=E2=98=BA10=3D079=E2=98=BA
> 09:45:32,683 INFO  [event] FIX.4.4:CL1_FIX44->ASX: Disconnecting

For some reason, ASX expects 3 at the next incoming sequence number, whil=
e you are=20
starting with 1.

QF/J automatically resets the sequence numbers to 1 after the EndTime. If=
 ASX does not=20
reset its session before the QF/J session tries to logon (ie after StartT=
ime next day),=20
the ASX is still at a higher sequence number (as 3 in this case), but QF/=
J tries to=20
connect with 1. While FIX specs requires to disconnect you in that case, =
ASX is polite=20
enough to explain the situation to you before sending Logout.

Please check whether the session times of your client match with ASX and =
take into account=20
that FIX uses UTC.

Cheers, J=C3=B6rg

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

RE: [Quickfix-developers] Messages Prior to Logon

[Belinda I. <Bel...@gb...>]

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Re: [Quickfix-developers] Messages Prior to Logon

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

Messages Prior to LogonWhy are messages being sent to you before the =
Logon?  The Logon should always be the first message sent by a session.  =
Is this something the ASX does?

--oren
  ----- Original Message -----=20
  From: Belinda Ivkovic=20
  To: qui...@li...=20
  Sent: Wednesday, March 29, 2006 11:18 PM
  Subject: [Quickfix-developers] Messages Prior to Logon


  Hi Everyone,=20

  I have the following scenario, the FIX session is not logged on yet =
(before StartTime) and a message arrives.  When the session tries to log =
on, it is disconnected for the following reason -

  MsgSeqNum too low, expecting 3 but received 1 Logon=20

  I thought that messages that arrived before the session was logged on =
would be kept and sent after the Logon response was received?  Is this =
the expected behaviour?

  My quickfix.cfg properties are as follows -=20

  [default]=20
  DataDictionary=3D/fixItsAdapter/FIX44.xml=20
  BeginString=3DFIX.4.4=20
  ConnectionType=3Dinitiator=20
  FileStorePath=3D/fixItsAdapter/dataStore=20
  ResetOnLogout=3DN=20
  ResetOnDisconnect=3DN=20
  CheckLatency=3DN=20

  [session]=20
  SenderCompID=3DCL1_FIX44=20
  TargetCompID=3DASX=20
  SocketConnectHost=3Dourhost=20
  SocketConnectPort=3D6003=20
  TimeZone=3DAustralia/Brisbane=20
  StartTime=3D14:45:00=20
  EndTime=3D00:00:00=20
  HeartBtInt=3D600=20



  Is anyone else having the similar issues?=20

  Thanks,=20
  Belinda.=20

Re: [Quickfix-developers] initiator.getSession Error

[tony w. <ton...@ya...>]

Oren,

That is exactly what I need, I guess I should have looked a little
further into the documentation.  Thank you.

Tony

Oren Miller wrote:
> There is a static method on Session called lookupSession which takes in 
> a SessionID and returns the Session object.
>  
> --oren
> 
>     ----- Original Message -----
>     *From:* tony weston <mailto:ton...@ya...>
>     *To:* qui...@li...
>     <mailto:qui...@li...>
>     *Sent:* Wednesday, March 29, 2006 5:19 PM
>     *Subject:* [Quickfix-developers] initiator.getSession Error
> 
>     Hello,
> 
>     I'm including quickFix into a VB .Net Express application (using
>     .Net 2.0).  Due to how the particular Fix Server is configured I
>     need to change the MsgSeqNum, which seems quite easy to do on the
>     Session object.  I'm currently not able to get the session object. 
>     The initiator does not seem to support the "getSession" method.  I
>     am able to access the "getSessions" method but this only seems to
>     return an array of the SessionIds.  Is there something I'm missing
>     or an alternative way to get the Session object based on the sessionId?
> 
>     Thank you,
>     Tony