quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] initiator.getSession Error

[Tony W. <ton...@tr...>]

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

Re: [Quickfix-developers] initiator.getSession Error

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

There is a static method on Session called lookupSession which takes in =
a SessionID and returns the Session object.

--oren
  ----- Original Message -----=20
  From: tony weston=20
  To: qui...@li...=20
  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

Re: [Quickfix-developers] Decoder callback not invoked

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

On 3/29/06, Nicholas Murdock <nic...@ch...> wrote:
>
> Any ideas?
>
Not without being a stack trace, no.  Sorry.

--
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] Messages Prior to Logon

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

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=3D/fixItsAdapter/FIX44.xml
BeginString=3DFIX.4.4
ConnectionType=3Dinitiator
FileStorePath=3D/fixItsAdapter/dataStore
ResetOnLogout=3DN
ResetOnDisconnect=3DN
CheckLatency=3DN

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


Is anyone else having the similar issues?

Thanks,
Belinda.

[Quickfix-developers] initiator.getSession Error

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

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

Re: [Quickfix-developers] Session issue

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

This is exactly what you should expect.  Sequence numbers should never =
be moved back unless they sending seqnum is simularly modified on the =
other side.  This is considered an undefined state where disconnection =
is the only option.  You are confusing the behavior with what you would =
expect to see if you *raised* the accepting sequence number.

--oren
  ----- Original Message -----=20
  From: Nick Volpe=20
  To: qui...@li...=20
  Sent: Wednesday, March 29, 2006 3:55 AM
  Subject: [Quickfix-developers] Session issue



  I'm using QF 1.11.0 for Java and FIX 4.2 and am experiencing some odd =
behaviour while doing some session level tests.=20

  I have an initiator (QuickFIX) and an acceptor (not QuickFix) that I =
have started and allowed to exchange heartbeats for a few minutes.  I =
then stop both of them and set the expected message sequence number of =
the acceptor back by 5.  I then restart both the initiator and the =
acceptor and would expect to see the initiator log onto the acceptor and =
then send a sequence reset message, followed by a normal exchange of =
heartbeats going forward.  However, what actually happens is that after =
logging, sending the sequence reset message, and then sending the first =
heartbeat (to which the acceptor correctly responds), the initiator then =
sends a logout message and the session is terminated.  This isn't really =
what I'd expect.  Any thoughts??=20

  Thanks=20
  Nik =
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RE: [Quickfix-developers] Decoder callback not invoked

[Nicholas M. <nic...@ch...>]

We have only seen this in production and are unable to attach to the process
(we can't reproduct in dev).

 

So, instead of attaching, I put some logging (to the event log) inside the
Session class. I put a log at the beginning of Session::next(const Message&,
bool) among other places. The results were, after a few hours of trading I
get a MassQuote in the incoming fix log but no logging in the event log to
represent the next(message, bool) function begin called. 

 

As it looks to me (so that I'm not confused about what part of the code is
running), the only place anything gets logged to the incoming fix log is in
Session::next( const std::string&, bool). So assuming we've made it this far
the previous callback has completed and we are no longer inside my code: The
parser has pulled a complete message (string) off of the queue and we are
processing that. So what happens after m_state.onIncoming(msg) ?



Is it possible that something is throwing during the creation of the fix
message (from the string) and the exception is getting swallowed in
ThreadedSocketConnection::readQueue().

 

Any ideas?

 

-Nick

 

  _____  

From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Thursday, March 23, 2006 9:11 PM
To: Nicholas Murdock
Cc: quickfix-developers
Subject: Re: [Quickfix-developers] Decoder callback not invoked

 

On 3/23/06, Nicholas Murdock <nic...@ch...
<mailto:nic...@ch...>  > wrote:

Using quickfix 1.10.2, ThreadedSocket, after about 3 hours of heavy use the
message decoder callback for an incoming message isn't being called. We see
the message (mass quote) in the incoming log but the callback isn't invoked.
The thread seems to hang as it does not process any further incoming data
(the thread pulling data of the socket seems to be working, though, as the
client never blocks on send). The server continues to send info back to the
client on the same session.

What is the ThreadedSocketConnection's m_queueThread, the one that is
reading from the m_queue built up by the socket-reading thread, doing?  This
is the thread from which your callbacks will be fired, so perhaps your
Application code has deadlocked? 


-- 
Caleb Epstein
caleb dot epstein at gmail dot com 

Re: [Quickfix-developers] TradeCaptureReportAck - number of results?

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

Hi Joerg,

Thanks for the reply.
I managed to realise I was using the wrong response any way. I need to send
a TradeCaptureReportRequestAck when there are results, and that has a field
for me to fill in. TradeCaptureReportAck should be sent when no results are
found!

Cheers,

Steve
--
View this message in context: http://www.nabble.com/TradeCaptureReportAck---number-of-results--t1361282.html#a3647738
Sent from the QuickFIX - Dev forum at Nabble.com.

Re: [Quickfix-developers] TradeCaptureReportAck - number of results?

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

SPG wrote:
> I am creating a TradeCaptureReportAck in response to a
> TradeCaptureReportRequest using a date range query. Our spec requires t=
hat
> we include the number of results (if any) in the TradeCaptureReportAck =
so
> the client knows how many reports to expect after.
>=20
> I have looked at the docs for the TradeCaptureReportAck type, but canno=
t
> find an obvious candidate for this field.

I suggest to post this to the general Q/A forum on www.fixprotocol.org to=
 increase your=20
chances. This seems to me a quite specific question which is not related =
to QuickFIX.

But it's OK to post here, and hopefully somebody has the answer for you.

My quick browse of the spec showed me a couple of repeating groups, e.g. =
TrdRegTimestamps,=20
which could relate to the number of results. I.e. the size of the group i=
s the number of=20
results. But I am no expert in this area.

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] TradeCaptureReportAck - number of results?

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

Hi,

I am creating a TradeCaptureReportAck in response to a
TradeCaptureReportRequest using a date range query. Our spec requires that
we include the number of results (if any) in the TradeCaptureReportAck so
the client knows how many reports to expect after.

I have looked at the docs for the TradeCaptureReportAck type, but cannot
find an obvious candidate for this field.

Any ideas?

Steve

PS: Newb at FIX, please be patient!
--
View this message in context: http://www.nabble.com/TradeCaptureReportAck---number-of-results--t1361282.html#a3647221
Sent from the QuickFIX - Dev forum at Nabble.com.

[Quickfix-developers] Session issue

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

I'm using QF 1.11.0 for Java and FIX 4.2 and am experiencing some odd 
behaviour while doing some session level tests.

I have an initiator (QuickFIX) and an acceptor (not QuickFix) that I have 
started and allowed to exchange heartbeats for a few minutes.  I then stop 
both of them and set the expected message sequence number of the acceptor 
back by 5.  I then restart both the initiator and the acceptor and would 
expect to see the initiator log onto the acceptor and then send a sequence 
reset message, followed by a normal exchange of heartbeats going forward. 
However, what actually happens is that after logging, sending the sequence 
reset message, and then sending the first heartbeat (to which the acceptor 
correctly responds), the initiator then sends a logout message and the 
session is terminated.  This isn't really what I'd expect.  Any thoughts??

Thanks
Nik 
**************************************************************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. Any  unauthorized use of the information contained
in this email or its attachments is prohibited.  If this email is received in
error, please contact the sender and delete the material from your
computer systems. Do not use, copy, or disclose the contents of this
email or any attachments.
Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
the content of this email to the extent that the same consists of
statements and opinions made which are the senders own and not
made on behalf of ADIA.  Nor does ADIA accept any liability for any
errors or omissions in the content of this email caused by electronic
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RE: [Quickfix-developers] Wait for additional TraderLogon

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

Hi Mike,

We have a similar issue with the ASX where we have to send a BE User
Request directly after the logon before we can send in orders.  We are
using quickfixj.
 =20
We have modified Session.java in the quickfixj code and are sending the
BE request in nextLogon and added a nextUserResponse. The code that
checks for target seq too high was moved from nextLogon to
nextUserResponse and this means that a resend request will be sent from
within here to send the messages that arrived prior.  Another set of
booleans was added to SessionState that checks for BE User request and
response sent and received.  So sendRaw now checks these extra booleans
before it sends messages.

We're not sure if this is the right way to do this but I can provide
further information if you think any of this will help you.

Regards,
Belinda.=20

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Mike Smith
Sent: Saturday, 25 March 2006 7:48 AM
To: qui...@li...
Subject: [Quickfix-developers] Wait for additional TraderLogon

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

The ICE exchange has a custom message called TraderLogon, which you need
to submit immediately after your Logon message.  You then get a
TraderLogonResponse message back.  After this point, you can begin to
send your orders in.

Right now I'm running into an issue where I have an order queued up, I
LOGON to ICE and then my queued order gets sent, before I can send the
TraderLogon and get the TraderResponse.  I have code right now in the
onLogon, which submits my TraderLogon message, but I don't know how to
stop the queued messages from being sent until after I receive the
TraderResponse message.

Any suggestions?

Thanks,

Mike


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RE: [Quickfix-developers] Wait for additional TraderLogon

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

Hi Mike,

Once you've sent a message and it has been queued then it has consumed a
sequence number.  Messages must be sent in sequence, so QuickFix either
has to send it or send a SequenceReset (gap fill) instead.

A couple of suggestions:

1) You could check to see if the session is logged, using isLoggedOn()
session property, before calling sendToTarget. This will help avoid
queuing messages when the connection is down. Although this won't help
if you have an abnormal disconnection.

2) You could also throw a DoNotSend exception in the toApp() method for
all messages with a PossDupFlag set, this will result in appropriate gap
fill messages being sent. You could then resend any orders in new
messages, following the TraderLogon.

Hope this helps a little.

Maybe other have some more suggestions.

Have a nice weekend.

Cheers

Dave

> -----Original Message-----
> From: qui...@li... 
> [mailto:qui...@li...] On 
> Behalf Of Mike Smith
> Sent: 24 March 2006 21:48
> To: qui...@li...
> Subject: [Quickfix-developers] Wait for additional TraderLogon
> 
> 
> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/> html/index.html
> 
> QuickFIX Support: 
> http://www.quickfixengine.org/services.html
> 
> The ICE exchange has a custom message called TraderLogon, 
> which you need to submit immediately after your Logon 
> message.  You then get a TraderLogonResponse message back.  
> After this point, you can begin to send your orders in.
> 
> Right now I'm running into an issue where I have an order 
> queued up, I LOGON to ICE and then my queued order gets sent, 
> before I can send the TraderLogon and get the TraderResponse. 
>  I have code right now in the onLogon, which submits my 
> TraderLogon message, but I don't know how to stop the queued 
> messages from being sent until after I receive the 
> TraderResponse message.
> 
> Any suggestions?
> 
> Thanks,
> 
> Mike
> 
> 
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking 
> scripting language that extends applications into web and 
> mobile media. Attend the live webcast and join the prime 
> developer group breaking into this new coding territory! 
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[Quickfix-developers] Wait for additional TraderLogon

[Mike S. <MS...@rj...>]

The ICE exchange has a custom message called TraderLogon, which you need
to submit immediately after your Logon message.  You then get a
TraderLogonResponse message back.  After this point, you can begin to
send your orders in.

Right now I'm running into an issue where I have an order queued up, I
LOGON to ICE and then my queued order gets sent, before I can send the
TraderLogon and get the TraderResponse.  I have code right now in the
onLogon, which submits my TraderLogon message, but I don't know how to
stop the queued messages from being sent until after I receive the
TraderResponse message.

Any suggestions?

Thanks,

Mike

Re: [Quickfix-developers] call to DefaultMessageFactory hangs

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

Hi Anshu,

> When I try to run quickfix ( 1.9.4  ) on weblogic (
> 6.1)  my call hangs at MessageFactory messageFactory =3D
> new DefaultMessageFactory(); line .=20

Are you telling us that you use native QuickFIX in an application server?=
 In that case,=20
there may be classloader issues (see bugtracker).

The current QF does not use the Java class loader correctly:

http://www.quickfixengine.org/bugtracker/bug.php?op=3Dshow&bugid=3D58&pos=
=3D0

Please provide more details, ie logs etc.

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] Decoder callback not invoked

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

On 3/23/06, Nicholas Murdock <nic...@ch...> wrote:
>
>  Using quickfix 1.10.2, ThreadedSocket, after about 3 hours of heavy use
> the message decoder callback for an incoming message isn't being called. =
We
> see the message (mass quote) in the incoming log but the callback isn't
> invoked. The thread seems to hang as it does not process any further
> incoming data (the thread pulling data of the socket seems to be working,
> though, as the client never blocks on send). The server continues to send
> info back to the client on the same session.
>
What is the ThreadedSocketConnection's m_queueThread, the one that is
reading from the m_queue built up by the socket-reading thread, doing?  Thi=
s
is the thread from which your callbacks will be fired, so perhaps your
Application code has deadlocked?

--
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] call to DefaultMessageFactory hangs

[Anshu N. <ans...@ya...>]

Hi ,

When I try to run quickfix ( 1.9.4  ) on weblogic (
6.1)  my call hangs at MessageFactory messageFactory =
new DefaultMessageFactory(); line . 

Can anybody tell me what could be wrong . 


	Application app = new FixReceiver(configuration);
        SessionSettings settings =
configuration.getFixSessions().getSettings();
        MessageStoreFactory messageStoreFactory =
configuration.createMessageStoreFactory();
        quickfix.LogFactory logFactory =
configuration.createLogFactory();
        MessageFactory messageFactory = new
DefaultMessageFactory();
        acceptor = new ThreadedSocketAcceptor(app,
messageStoreFactory, settings, logFactory,
messageFactory);


Thanks in advance.

Regards,
Anshu 

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[Quickfix-developers] Decoder callback not invoked

[Nicholas M. <nic...@ch...>]

Using quickfix 1.10.2, ThreadedSocket, after about 3 hours of heavy use the
message decoder callback for an incoming message isn't being called. We see
the message (mass quote) in the incoming log but the callback isn't invoked.
The thread seems to hang as it does not process any further incoming data
(the thread pulling data of the socket seems to be working, though, as the
client never blocks on send). The server continues to send info back to the
client on the same session.

 

Because we see the message in the incoming log we are assuming the previous
callback completed successfully. 

 

This has happened on multiple binaries, both ThreadedSockerAcceptor and
TheadedSocketInitiator.

 

-- -- --

Nicholas Murdock

Chicago Trading Company

 

nic...@ch...

312-863-4653

 

RE: [Quickfix-developers] Resending Messages

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

Hi Steve,
=20
Here were the two messages:
Input Message -
8=3DFIX.4.4=019=3D171=0135=3DD=0149=3DSenderCompId=0156=3DTargetCompId=01=
11=3D183339=0122=3D8=0138=3D1
=0140=3D2=0144=3D12=0148=3DBHP=0154=3D2=0155=3DBHP=0159=3D1=0160=3D200602=
23-22:38:33=01526=3D3620=01453=3D2=01
448=3D8=01447=3DD=01452=3D4=01448=3DAAA35354=01447=3DD=01452=3D3=0110=3D1=
68=01

Message 2 -
8=3DFIX.4.4=019=3D171=0135=3DD=0149=3DSenderCompId=0156=3DTargetCompId=01=
11=3D183339=0122=3D8=0138=3D1
=0140=3D2=0144=3D12=0148=3DBHP=0154=3D2=0155=3DBHP=0159=3D1=0160=3D200602=
23-22:38:33=01526=3D3620=01453=3D2=01
447=3DD=01448=3D8=01452=3D4=01447=3DD=01448=3DAAA35354=01452=3D3=0110=3D1=
68=01

Thanks,
Brad
(on behalf of Belinda).


________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Wednesday, 22 March 2006 7:47 PM
To: qui...@li...
Subject: RE: [Quickfix-developers] Resending Messages


Hello Belinda,
=20
This appears to be a different problem than Brad was having. Nested
groups are required to be
in order they they described in the specification. My understanding is
that the top level groups=20
are not required to be in any specific order.
=20
There are some strange orderings in the XML output, but it's probably a
side effect of
the XML formatter (which doesn't enforce either group or field ordering
for it's elements).=20
Can you provide the message strings (or at least the input message
string)? It would
help me to investigate the issue more quickly.
=20
Thanks,
=20
Steve Bate
=20
________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Belinda Ivkovic
Sent: Wednesday, March 22, 2006 2:23 AM
To: qui...@li...
Cc: Brad Harvey
Subject: [Quickfix-developers] Resending Messages



	Hi Everyone,=20

	We are having some problems resending messages when a resend
request is received.  The error we are getting back is as follows -

	58=3DREJECT Missing or invalid value for conditionally required
fields in PartyID repeating group.=20

	I think the problem may be related to groups not getting copied
in the correct order when the message to be resent is created.

	In Session#nextResendRequest the message is created via
'fromString' -=20

	Message msg =3D new Message((String) messages.get(i),
dataDictionary);=20

	We have done some unit tests to confirm that the order is
different when a message is created via 'fromString'. =20
	Here is our validate method, -=20

	        private void validate(Message message) throws
InvalidMessage {=20
	                MessageFactory messageFactory =3D new
DefaultMessageFactory();   =20
	                String msgType =3D
MessageUtils.getMessageType(message.toString());=20
	                Message message2;=20
	                message2 =3D
messageFactory.create(dataDictionary.getVersion(), msgType);=20
	                message2.fromString(message.toString(),
dataDictionary, false);=20
	                System.out.println("Input Message - " +
message.toXML());=20
	                System.out.println("Message 2 - " +
message2.toXML());=20
	        }=20

	And here is the output.  The group fields are in different order
-=20

	Input Message - <?xml version=3D"1.0" encoding=3D"ISO-8859-1"?>=20
	<message>=20
	<header>=20
	<field number=3D"8"><![CDATA[FIX.4.4]]></field>=20
	<field number=3D"9"><![CDATA[171]]></field>=20
	<field number=3D"35"><![CDATA[D]]></field>=20
	<field number=3D"49"><![CDATA[SenderCompId]]></field>=20
	<field number=3D"56"><![CDATA[TargetCompId]]></field>=20
	</header>=20
	<body>=20
	<field number=3D"11"><![CDATA[183339]]></field>=20
	<field number=3D"22"><![CDATA[8]]></field>=20
	<field number=3D"38"><![CDATA[1]]></field>=20
	<field number=3D"40"><![CDATA[2]]></field>=20
	<field number=3D"44"><![CDATA[12]]></field>=20
	<field number=3D"48"><![CDATA[BHP]]></field>=20
	<field number=3D"54"><![CDATA[2]]></field>=20
	<field number=3D"55"><![CDATA[BHP]]></field>=20
	<field number=3D"59"><![CDATA[1]]></field>=20
	<field number=3D"60"><![CDATA[20060223-22:38:33]]></field>=20
	<field number=3D"526"><![CDATA[3620]]></field>=20
	<group>=20
	<field number=3D"448"><![CDATA[8]]></field>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"452"><![CDATA[4]]></field>=20
	</group>=20
	<group>=20
	<field number=3D"448"><![CDATA[AAA35354]]></field>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"452"><![CDATA[3]]></field>=20
	</group>=20
	</body>=20
	<trailer>=20
	<field number=3D"10"><![CDATA[168]]></field>=20
	</trailer>=20
	</message>=20

	Message 2 - <?xml version=3D"1.0" encoding=3D"ISO-8859-1"?>=20
	<message>=20
	<header>=20
	<field number=3D"8"><![CDATA[FIX.4.4]]></field>=20
	<field number=3D"9"><![CDATA[171]]></field>=20
	<field number=3D"35"><![CDATA[D]]></field>=20
	<field number=3D"49"><![CDATA[SenderCompId]]></field>=20
	<field number=3D"56"><![CDATA[TargetCompId]]></field>=20
	</header>=20
	<body>=20
	<field number=3D"11"><![CDATA[183339]]></field>=20
	<field number=3D"22"><![CDATA[8]]></field>=20
	<field number=3D"38"><![CDATA[1]]></field>=20
	<field number=3D"40"><![CDATA[2]]></field>=20
	<field number=3D"44"><![CDATA[12]]></field>=20
	<field number=3D"48"><![CDATA[BHP]]></field>=20
	<field number=3D"54"><![CDATA[2]]></field>=20
	<field number=3D"55"><![CDATA[BHP]]></field>=20
	<field number=3D"59"><![CDATA[1]]></field>=20
	<field number=3D"60"><![CDATA[20060223-22:38:33]]></field>=20
	<field number=3D"453"><![CDATA[2]]></field>=20
	<field number=3D"526"><![CDATA[3620]]></field>=20
	<group>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"448"><![CDATA[8]]></field>=20
	<field number=3D"452"><![CDATA[4]]></field>=20
	</group>=20
	<group>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"448"><![CDATA[AAA35354]]></field>=20
	<field number=3D"452"><![CDATA[3]]></field>=20
	</group>=20
	</body>=20
	<trailer>=20
	<field number=3D"10"><![CDATA[168]]></field>=20
	</trailer>=20
	</message>=20

	Has anyone else had any issue with this?=20

	Any help is appreciated.=20

	Regards,=20
	Belinda=20

Re: [Quickfix-developers] Waiting for Resend to finish? Revisited...

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

Hi Oren,
I appologize for the double post. I didn't receive my first post so I
didn't think anyone else did either.
> You could check the sequence number of the outgoing message against
> the next expected outgoing sequence number.

I'm not sure if I follow you...
For the session in question I currently set the next expected sequence
nbr to 1 when the session has succesfully logged on
(session.setNextTargetMsgSeqNum(1).
This will cause QuickFIX to request a resend of all messages.

I'm not sure what you mean by "outgoing message" and "next expected
outgoing sequence number". I thought it was the incoming messages that
I needed to monitor and somehow check the sequence numbers to
determine when the resend has finished?

I guess I need to use either <session.getExpectedSenderNum()> or
<session.getExpectedTargetNum()>

Thanks for your assistance!
/Eddie

> --oren
>
> On Mar 21, 2006, at 8:07 AM, Edde wrote:
>
> > Hi Guys,
> >
> > I appologize to bother you with this once again...
> >
> > >Oren wrote:
> > >So I suggest that you clear the expected sequence number *before*
> > starting the application.
> > >That way QuickFIX will allways request a retransmission from 1
> > thru infinity, and since QuickFIX
> > >requested the retransmissions it will know what to do with them.
> >
> > I've now rewritten my application according to this design and it
> > seems to work fine. However, I would still like to know if there is
> > a way to know when QuickFIX has resent all messages?
> >
> > >Joerg wrote:
> > >BTW, a TestRequest with a unique has to be answered by a Heartbeat
> > with this unique id.
> > >If you get this specific heartbeat, you know that the other side
> > must have processed all
> > >messages preceding this TestRequest. Of course, this does not
> > prevent further resend
> > >processing at any later point of time.
> >
> > I've tried this approach but unfortunately our counterparty doesn't
> > quite live up the FIX specification in this regard. It works great
> > most of the time but every now and then our counterparty "forget"
> > to answer my TestRequest with the corresponding heartbeat.
> > Is there another way to do this? I've noticed that QuickFIX logs
> > the following event when the Resend has finished: "ResendRequest
> > for messages FROM: 1 TO: XXXX has been satisfied.". Is there a way
> > for me to get this message on an application level?
> > Another solution I was thinking off was to check for the first
> > message where the PossDupFlag isn't set and then assume that the
> > Resend is finished but I'm not sure this is a fail proof solution.
> >
> > Any comments or suggestions will be deeply appreciated.
> > Thanks,
> > /Eddie
> >
>
>

Re: [Quickfix-developers] [qfj] Ordering of nested repeating groups in NewOrderCross

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

A fix has been checked in for C++, JNI and .NET

--oren

On Mar 22, 2006, at 3:35 AM, Steve Bate wrote:

> Hello Brad,
>
> I've committed a fix for this problem in the QFJ HEAD and added a  
> unit test based on your email
> report. It appears the problem also exists in the C++ code. Oren  
> will be investigating and making
> any necessary changes there.
>
> Thanks for the report,
>
> Steve Bate
> From: qui...@li...  
> [mailto:qui...@li...] On Behalf  
> Of Brad Harvey
> Sent: Tuesday, March 21, 2006 5:57 AM
> To: qui...@li...
> Subject: [Quickfix-developers] [qfj] Ordering of nested repeating  
> groups in NewOrderCross
>
> Hi Everyone,
>
> I'm having some problems sending a valid NewOrderCross (s) message  
> using quickfix/j 1.0.0 beta3.  The nested Party group is being  
> added at the very end of the Side group, but I need the 38 tag  
> (OrderQty) to be after the Party group.
>
> Here's an example of the message that quickfix is outputting.
>
> 8=FIX.4.4
> 9=244
> 35=s
> 34=5
> 49=sender
> 52=20060319-09:08:20.881
> 56=target
> 22=8
> 40=2
> 44=9
> 48=ABC
> 55=ABC
> 60=20060319-09:08:19
> 548=184214
> 549=2
> 550=0
> 552=2
> 54=1
> 38=9
> 453=2
> 448=8
> 447=D
> 452=4
> 448=AAA35777
> 447=D
> 452=3
> 54=2
> 38=9
> 453=2
> 448=8
> 447=D
> 452=4
> 448=aaa
> 447=D
> 452=3
> 10=100
>
> The data dictionary has them specified in the correct order.  I can  
> see how the ordering of fields within a group is decided:
>
> // from NewOrderCross
>   public static class NoSides extends Group {
>     public NoSides() {
>         super(552, 54,
>             new int[] {54, 11, 526, 583, 229, 75, 1, 660, 581, 589,  
> 590, 591, 70, 854, 38, 152, 516, 468, 469, 12, 13, 479, 497, 528,  
> 529, 582, 121, 120, 775, 58, 354, 355, 77, 203, 544, 635, 377,  
> 659,  0 } );
>
>     }
>
> But none of the tags in the nested group are in here (453, 448,  
> 447, 452).  How do we put the nested group in the correct spot?
>
> Many thanks,
> Brad.
>
>
> Here's how we're creating a NoSides group:
>
>                 // side, brokerCode, bookingRef, unitQty passed in..
>
>                 NoSides sides = new NoSides();
>                 sides.set(new Side(side)));
>
>                 // Add PartyIDs
>                 quickfix.fix44.NewOrderCross.NoSides.NoPartyIDs  
> partyIds =
>                         new  
> quickfix.fix44.NewOrderCross.NoSides.NoPartyIDs();
>                 partyIds.set(new PartyID(brokerCode));
>                 partyIds.set(new PartyIDSource 
> (PartyIDSource.PROPRIETARY_CUSTOM_CODE));
>                 partyIds.set(new PartyRole(PartyRole.CLEARING_FIRM));
>
>                 sides.addGroup(partyIds);
>
>                 partyIds.set(new PartyID(bookingRef));
>                 partyIds.set(new PartyIDSource 
> (PartyIDSource.PROPRIETARY_CUSTOM_CODE));
>                 partyIds.set(new PartyRole(PartyRole.CLIENT_ID));
>
>                 sides.addGroup(partyIds);
>
>                 sides.set(new OrderQty(unitQty));
>
>                 message.addGroup(sides);
>
>

RE: [Quickfix-developers] Resending Messages

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

Hello Belinda,
=20
This appears to be a different problem than Brad was having. Nested
groups are required to be
in order they they described in the specification. My understanding is
that the top level groups=20
are not required to be in any specific order.
=20
There are some strange orderings in the XML output, but it's probably a
side effect of
the XML formatter (which doesn't enforce either group or field ordering
for it's elements).=20
Can you provide the message strings (or at least the input message
string)? It would
help me to investigate the issue more quickly.
=20
Thanks,
=20
Steve Bate
=20
________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Belinda Ivkovic
Sent: Wednesday, March 22, 2006 2:23 AM
To: qui...@li...
Cc: Brad Harvey
Subject: [Quickfix-developers] Resending Messages



	Hi Everyone,=20

	We are having some problems resending messages when a resend
request is received.  The error we are getting back is as follows -

	58=3DREJECT Missing or invalid value for conditionally required
fields in PartyID repeating group.=20

	I think the problem may be related to groups not getting copied
in the correct order when the message to be resent is created.

	In Session#nextResendRequest the message is created via
'fromString' -=20

	Message msg =3D new Message((String) messages.get(i),
dataDictionary);=20

	We have done some unit tests to confirm that the order is
different when a message is created via 'fromString'. =20
	Here is our validate method, -=20

	        private void validate(Message message) throws
InvalidMessage {=20
	                MessageFactory messageFactory =3D new
DefaultMessageFactory();   =20
	                String msgType =3D
MessageUtils.getMessageType(message.toString());=20
	                Message message2;=20
	                message2 =3D
messageFactory.create(dataDictionary.getVersion(), msgType);=20
	                message2.fromString(message.toString(),
dataDictionary, false);=20
	                System.out.println("Input Message - " +
message.toXML());=20
	                System.out.println("Message 2 - " +
message2.toXML());=20
	        }=20

	And here is the output.  The group fields are in different order
-=20

	Input Message - <?xml version=3D"1.0" encoding=3D"ISO-8859-1"?>=20
	<message>=20
	<header>=20
	<field number=3D"8"><![CDATA[FIX.4.4]]></field>=20
	<field number=3D"9"><![CDATA[171]]></field>=20
	<field number=3D"35"><![CDATA[D]]></field>=20
	<field number=3D"49"><![CDATA[SenderCompId]]></field>=20
	<field number=3D"56"><![CDATA[TargetCompId]]></field>=20
	</header>=20
	<body>=20
	<field number=3D"11"><![CDATA[183339]]></field>=20
	<field number=3D"22"><![CDATA[8]]></field>=20
	<field number=3D"38"><![CDATA[1]]></field>=20
	<field number=3D"40"><![CDATA[2]]></field>=20
	<field number=3D"44"><![CDATA[12]]></field>=20
	<field number=3D"48"><![CDATA[BHP]]></field>=20
	<field number=3D"54"><![CDATA[2]]></field>=20
	<field number=3D"55"><![CDATA[BHP]]></field>=20
	<field number=3D"59"><![CDATA[1]]></field>=20
	<field number=3D"60"><![CDATA[20060223-22:38:33]]></field>=20
	<field number=3D"526"><![CDATA[3620]]></field>=20
	<group>=20
	<field number=3D"448"><![CDATA[8]]></field>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"452"><![CDATA[4]]></field>=20
	</group>=20
	<group>=20
	<field number=3D"448"><![CDATA[AAA35354]]></field>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"452"><![CDATA[3]]></field>=20
	</group>=20
	</body>=20
	<trailer>=20
	<field number=3D"10"><![CDATA[168]]></field>=20
	</trailer>=20
	</message>=20

	Message 2 - <?xml version=3D"1.0" encoding=3D"ISO-8859-1"?>=20
	<message>=20
	<header>=20
	<field number=3D"8"><![CDATA[FIX.4.4]]></field>=20
	<field number=3D"9"><![CDATA[171]]></field>=20
	<field number=3D"35"><![CDATA[D]]></field>=20
	<field number=3D"49"><![CDATA[SenderCompId]]></field>=20
	<field number=3D"56"><![CDATA[TargetCompId]]></field>=20
	</header>=20
	<body>=20
	<field number=3D"11"><![CDATA[183339]]></field>=20
	<field number=3D"22"><![CDATA[8]]></field>=20
	<field number=3D"38"><![CDATA[1]]></field>=20
	<field number=3D"40"><![CDATA[2]]></field>=20
	<field number=3D"44"><![CDATA[12]]></field>=20
	<field number=3D"48"><![CDATA[BHP]]></field>=20
	<field number=3D"54"><![CDATA[2]]></field>=20
	<field number=3D"55"><![CDATA[BHP]]></field>=20
	<field number=3D"59"><![CDATA[1]]></field>=20
	<field number=3D"60"><![CDATA[20060223-22:38:33]]></field>=20
	<field number=3D"453"><![CDATA[2]]></field>=20
	<field number=3D"526"><![CDATA[3620]]></field>=20
	<group>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"448"><![CDATA[8]]></field>=20
	<field number=3D"452"><![CDATA[4]]></field>=20
	</group>=20
	<group>=20
	<field number=3D"447"><![CDATA[D]]></field>=20
	<field number=3D"448"><![CDATA[AAA35354]]></field>=20
	<field number=3D"452"><![CDATA[3]]></field>=20
	</group>=20
	</body>=20
	<trailer>=20
	<field number=3D"10"><![CDATA[168]]></field>=20
	</trailer>=20
	</message>=20

	Has anyone else had any issue with this?=20

	Any help is appreciated.=20

	Regards,=20
	Belinda=20

RE: [Quickfix-developers] [qfj] Ordering of nested repeating groups in NewOrderCross

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

Hello Brad,
=20
I've committed a fix for this problem in the QFJ HEAD and added a unit
test based on your email
report. It appears the problem also exists in the C++ code. Oren will be
investigating and making
any necessary changes there.
=20
Thanks for the report,
=20
Steve Bate


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Brad Harvey
	Sent: Tuesday, March 21, 2006 5:57 AM
	To: qui...@li...
	Subject: [Quickfix-developers] [qfj] Ordering of nested
repeating groups in NewOrderCross
=09
=09

	Hi Everyone,=20

	I'm having some problems sending a valid NewOrderCross (s)
message using quickfix/j 1.0.0 beta3.  The nested Party group is being
added at the very end of the Side group, but I need the 38 tag
(OrderQty) to be after the Party group.

	Here's an example of the message that quickfix is outputting.=20

	8=3DFIX.4.4
	9=3D244
	35=3Ds
	34=3D5
	49=3Dsender
	52=3D20060319-09:08:20.881
	56=3Dtarget
	22=3D8
	40=3D2
	44=3D9
	48=3DABC
	55=3DABC
	60=3D20060319-09:08:19
	548=3D184214
	549=3D2
	550=3D0
	552=3D2
	54=3D1
	38=3D9
	453=3D2
	448=3D8
	447=3DD
	452=3D4
	448=3DAAA35777
	447=3DD
	452=3D3
	54=3D2
	38=3D9
	453=3D2
	448=3D8
	447=3DD
	452=3D4
	448=3Daaa
	447=3DD
	452=3D3
	10=3D100=20

	The data dictionary has them specified in the correct order.  I
can see how the ordering of fields within a group is decided:

	// from NewOrderCross=20
	  public static class NoSides extends Group {=20
	    public NoSides() {=20
	        super(552, 54,=20
	            new int[] {54, 11, 526, 583, 229, 75, 1, 660, 581,
589, 590, 591, 70, 854, 38, 152, 516, 468, 469, 12, 13, 479, 497, 528,
529, 582, 121, 120, 775, 58, 354, 355, 77, 203, 544, 635, 377, 659,  0 }
);

	    }=20

	But none of the tags in the nested group are in here (453, 448,
447, 452).  How do we put the nested group in the correct spot?

	Many thanks,=20
	Brad.=20


	Here's how we're creating a NoSides group:=20

	                // side, brokerCode, bookingRef, unitQty passed
in..=20

	                NoSides sides =3D new NoSides();=20
	                sides.set(new Side(side)));=20
	               =20
	                // Add PartyIDs=20
	                quickfix.fix44.NewOrderCross.NoSides.NoPartyIDs
partyIds =3D=20
	                        new
quickfix.fix44.NewOrderCross.NoSides.NoPartyIDs(); =20
	                partyIds.set(new PartyID(brokerCode));=20
	                partyIds.set(new
PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));=20
	                partyIds.set(new
PartyRole(PartyRole.CLEARING_FIRM));  =20
	               =20
	                sides.addGroup(partyIds);=20
	               =20
	                partyIds.set(new PartyID(bookingRef));=20
	                partyIds.set(new
PartyIDSource(PartyIDSource.PROPRIETARY_CUSTOM_CODE));=20
	                partyIds.set(new
PartyRole(PartyRole.CLIENT_ID));      =20
	               =20
	                sides.addGroup(partyIds);=20

	                sides.set(new OrderQty(unitQty));=20
	               =20
	                message.addGroup(sides);=20

Re: [Quickfix-developers] Waiting for Resend to finish? Revisited...

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

You could check the sequence number of the outgoing message against  
the next expected outgoing sequence number.

--oren

On Mar 21, 2006, at 8:07 AM, Edde wrote:

> Hi Guys,
>
> I appologize to bother you with this once again...
>
> >Oren wrote:
> >So I suggest that you clear the expected sequence number *before*  
> starting the application.
> >That way QuickFIX will allways request a retransmission from 1  
> thru infinity, and since QuickFIX
> >requested the retransmissions it will know what to do with them.
>
> I've now rewritten my application according to this design and it  
> seems to work fine. However, I would still like to know if there is  
> a way to know when QuickFIX has resent all messages?
>
> >Joerg wrote:
> >BTW, a TestRequest with a unique has to be answered by a Heartbeat  
> with this unique id.
> >If you get this specific heartbeat, you know that the other side  
> must have processed all
> >messages preceding this TestRequest. Of course, this does not  
> prevent further resend
> >processing at any later point of time.
>
> I've tried this approach but unfortunately our counterparty doesn't  
> quite live up the FIX specification in this regard. It works great  
> most of the time but every now and then our counterparty "forget"  
> to answer my TestRequest with the corresponding heartbeat.
> Is there another way to do this? I've noticed that QuickFIX logs  
> the following event when the Resend has finished: "ResendRequest  
> for messages FROM: 1 TO: XXXX has been satisfied.". Is there a way  
> for me to get this message on an application level?
> Another solution I was thinking off was to check for the first  
> message where the PossDupFlag isn't set and then assume that the  
> Resend is finished but I'm not sure this is a fail proof solution.
>
> Any comments or suggestions will be deeply appreciated.
> Thanks,
> /Eddie
>

[Quickfix-developers] Waiting for Resend to finish? Revisited...

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

 Hi Guys,

>Oren wrote:
>So I suggest that you clear the expected sequence number *before* starting
the application.
>That way QuickFIX will allways request a retransmission from 1 thru
infinity, and since QuickFIX
>requested the retransmissions it will know what to do with them.

I've now rewritten my application according to this design and it seems to
work fine. However, I would still like to know if there is a way to know
when QuickFIX has resent all messages?

>Joerg wrote:
>BTW, a TestRequest with a unique has to be answered by a Heartbeat with
this unique id.
>If you get this specific heartbeat, you know that the other side must have
processed all
>messages preceding this TestRequest. Of course, this does not prevent
further resend
>processing at any later point of time.

I've tried this approach but unfortunately our counterparty doesn't quite
live up the FIX specification in this regard. It works great most of the
time but every now and then our counterparty "forget" to answer my
TestRequest with the corresponding heartbeat.
Is there another way to do this? I've noticed that QuickFIX logs the
following event when the Resend has finished: "ResendRequest for messages
FROM: 1 TO: XXXX has been satisfied.". Is there a way for me to get this
message on an application level?
Another solution I was thinking off was to check for the first message wher=
e
the PossDupFlag isn't set and then assume that the Resend is finished but
I'm not sure this is a fail proof solution.

Any comments or suggestions will be deeply appreciated.
Thanks,
/Eddie