quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] MarketDataIncrementalRefresh message

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

Hi Scott,
=20
There are getMDEntryID() and getMDUpdateAction() methods on NoMDEntries
(the group object).=20
Is that what you want?
=20
Steve
=20



________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Scott Riopelle
	Sent: Wednesday, March 01, 2006 4:17 AM
	To: qui...@li...
	Subject: [Quickfix-developers] MarketDataIncrementalRefresh
message
=09
=09

	I am new to FIX, and using the java implementation of quick fix
to write an app to handle market data and order managing.

	=20

	I have a question about the MarketDataIncrmentalRefresh message
class.  I'm extracting groups from this message, and can't seem to find
the appropriate calls to access two of the fields. MDEntryID (field 278)
and MDUpdateAction (field 279) do not seem to have accessors within the
Java implementation.

	=20

	Do this exist under a different name, and if not, is there a
good way to access the information in these fields?

	=20

	Thanks in Advance,

	-Scott                          =20

[Quickfix-developers] MarketDataIncrementalRefresh message

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

I am new to FIX, and using the java implementation of quick fix to write
an app to handle market data and order managing.

=20

I have a question about the MarketDataIncrmentalRefresh message class.
I'm extracting groups from this message, and can't seem to find the
appropriate calls to access two of the fields. MDEntryID (field 278) and
MDUpdateAction (field 279) do not seem to have accessors within the Java
implementation.

=20

Do this exist under a different name, and if not, is there a good way to
access the information in these fields?

=20

Thanks in Advance,

-Scott                          =20

Re: [Quickfix-developers] Session Resetting

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

Well it can happen if the counterparty requests a sequence reset on 
logon.  Doesn't seem to be the likely cause in this case.  It happens 
when the session time expires as you know.  There is also a reset method 
and methods to set the sequence numbers which can be called by anyone.  
I'll investigate the code to see if there is some other possibility.  
Hopefully your logs can be used to create a test case which might expose 
something.

--oren

Steinberg, Jonathan wrote:

>It happens sporadically. I can't reproduce it at will.
>
>It happened on 2/24/06 at 11:58 am for both of the sessions I have set
>up, and again today (2/28) at 9:43 am for one session, and at 2:30 Pm
>for another session
>It could certainly have been some problem in my application, but I can't
>find out what it is.  I am really looking for ideas as to where to look;
>It would be helpful to know what else would cause a logout/reset to
>happen, other than the session times defined in the config file.
>
>Thanks again
>
>Jonathan Steinberg
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Tuesday, February 28, 2006 12:57 PM
>To: Steinberg, Jonathan
>Cc: John Hensley; qui...@li...
>Subject: Re: [Quickfix-developers] Session Resetting
>
>How often does this happen Jonathan. Is it repeatable? Does it happen 
>everyday?
>
>--oren
>
>Steinberg, Jonathan wrote:
>
>  
>
>>Regarding your comment about the dropping connection being wrong-
>>
>>I was also suspicious of this. After a logout caused by a incorrect 
>>seq num, shouldn't the counter party then accept a logon with the 
>>correct seq num?
>>
>>Thanks again for your help
>>
>>Jonathan Steinberg
>>
>>
>>    
>>
>------------------------------------------------------------------------
>  
>
>>*From:* qui...@li... 
>>[mailto:qui...@li...] *On Behalf Of
>>    
>>
>
>  
>
>>*John Hensley
>>*Sent:* Tuesday, February 28, 2006 7:24 AM
>>*To:* qui...@li...
>>*Subject:* RE: [Quickfix-developers] Session Resetting
>>
>>Right, but things are OK from there until just before noon. Then for 
>>some reason Jonathan's engine is logging out, and it looks like the 
>>counterparty is not acknowledging the logout message and resetting 
>>sequence numbers. From the socket error logged after the 
>>"Disconnecting" message, they're just dropping the connection. I think
>>    
>>
>
>  
>
>>that's wrong, but the more pressing question is Jonathan's: why's 
>>QuickFIX disconnecting and resetting in the first place?
>>
>>
>>    
>>
>------------------------------------------------------------------------
>  
>
>>*From:* Caleb Epstein [mailto:cal...@gm...]
>>*Sent:* Monday, February 27, 2006 11:49 PM
>>*To:* Steinberg, Jonathan
>>*Cc:* John Hensley; qui...@li...
>>*Subject:* Re: [Quickfix-developers] Session Resetting
>>
>>On 2/27/06, *Steinberg, Jonathan* 
>><Jon...@bo... 
>><mailto:Jon...@bo...>> wrote:
>>
>>    There was also a sequence reset at 5:00, but nothing since that
>>    point - here is the complete event log with the sequence reset put
>>    back .
>>
>>    Where else would I look?
>>
>>    What events would cause a logout/session reset?
>>
>>
>>Hitting the Session's configured StartTime. From an earlier mail, you 
>>have:
>>
>>[DEFAULT]
>>
>>HeartBtInt=60
>>
>>StartTime=10:00:00
>>
>>EndTime=01:00:00
>>
>>
>>Which would agree with an 05:00 local time reset of sequence numbers 
>>(StartTime is in GMT).
>>
>>-- 
>>Caleb Epstein
>>caleb dot epstein at gmail dot com
>>
>>    
>>
>
>
>  
>

RE: [Quickfix-developers] Session Resetting

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

It happens sporadically. I can't reproduce it at will.

It happened on 2/24/06 at 11:58 am for both of the sessions I have set
up, and again today (2/28) at 9:43 am for one session, and at 2:30 Pm
for another session
It could certainly have been some problem in my application, but I can't
find out what it is.  I am really looking for ideas as to where to look;
It would be helpful to know what else would cause a logout/reset to
happen, other than the session times defined in the config file.

Thanks again

Jonathan Steinberg


-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Tuesday, February 28, 2006 12:57 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting

How often does this happen Jonathan. Is it repeatable? Does it happen 
everyday?

--oren

Steinberg, Jonathan wrote:

> Regarding your comment about the dropping connection being wrong-
>
> I was also suspicious of this. After a logout caused by a incorrect 
> seq num, shouldn't the counter party then accept a logon with the 
> correct seq num?
>
> Thanks again for your help
>
> Jonathan Steinberg
>
>
------------------------------------------------------------------------
>
> *From:* qui...@li... 
> [mailto:qui...@li...] *On Behalf Of

> *John Hensley
> *Sent:* Tuesday, February 28, 2006 7:24 AM
> *To:* qui...@li...
> *Subject:* RE: [Quickfix-developers] Session Resetting
>
> Right, but things are OK from there until just before noon. Then for 
> some reason Jonathan's engine is logging out, and it looks like the 
> counterparty is not acknowledging the logout message and resetting 
> sequence numbers. From the socket error logged after the 
> "Disconnecting" message, they're just dropping the connection. I think

> that's wrong, but the more pressing question is Jonathan's: why's 
> QuickFIX disconnecting and resetting in the first place?
>
>
------------------------------------------------------------------------
>
> *From:* Caleb Epstein [mailto:cal...@gm...]
> *Sent:* Monday, February 27, 2006 11:49 PM
> *To:* Steinberg, Jonathan
> *Cc:* John Hensley; qui...@li...
> *Subject:* Re: [Quickfix-developers] Session Resetting
>
> On 2/27/06, *Steinberg, Jonathan* 
> <Jon...@bo... 
> <mailto:Jon...@bo...>> wrote:
>
>     There was also a sequence reset at 5:00, but nothing since that
>     point - here is the complete event log with the sequence reset put
>     back .
>
>     Where else would I look?
>
>     What events would cause a logout/session reset?
>
>
> Hitting the Session's configured StartTime. From an earlier mail, you 
> have:
>
> [DEFAULT]
>
> HeartBtInt=60
>
> StartTime=10:00:00
>
> EndTime=01:00:00
>
>
> Which would agree with an 05:00 local time reset of sequence numbers 
> (StartTime is in GMT).
>
> -- 
> Caleb Epstein
> caleb dot epstein at gmail dot com
>

Re: [Quickfix-developers] Deploying Quickfix

[Kenny S. <kso...@ya...>]

I am not using MySQL in any part of the application and I have 
    
    "#define HAVE_MYSQL 1" 
    
    commented out in the config_windows.h file.  Does this shed any more light on the problem?

Oren Miller <or...@qu...> wrote:  QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

The most common cause for this is that quickfix was build with MySQL 
support and it is unable to find the MySQL DLL.

--oren

Kenny Song wrote:

> Hi,
>
> I'm trying to deploy a Quickfix application and am running into a bit 
> of trouble.  My environment is Win XP SP2 and Quickfix 1.10.2 .NET 
> libs. When the application tries to start a session it is throwing an 
> exception with the message "File or assmebly name quickfix_net, or one 
> of its dependencies, was not found".  The quickfix_net.dll file is 
> located in the app directory yet I'm still receiving this error. Any 
> insight into this problem would be greatly appreciated.
>
> Thanks in advance,
> Kenny
>
> Brings words and photos together (easily) with
> PhotoMail 
>  
> - it's free and works with Yahoo! Mail. 



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Re: [Quickfix-developers] Deploying Quickfix

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

The most common cause for this is that quickfix was build with MySQL 
support and it is unable to find the MySQL DLL.

--oren

Kenny Song wrote:

> Hi,
>
> I'm trying to deploy a Quickfix application and am running into a bit 
> of trouble.  My environment is Win XP SP2 and Quickfix 1.10.2 .NET 
> libs. When the application tries to start a session it is throwing an 
> exception with the message "File or assmebly name quickfix_net, or one 
> of its dependencies, was not found".  The quickfix_net.dll file is 
> located in the app directory yet I'm still receiving this error. Any 
> insight into this problem would be greatly appreciated.
>
> Thanks in advance,
> Kenny
>
> Brings words and photos together (easily) with
> PhotoMail 
> <http://us.rd.yahoo.com/mail_us/taglines/PMall/*http://photomail.mail.yahoo.com> 
> - it's free and works with Yahoo! Mail. 

[Quickfix-developers] Deploying Quickfix

[Kenny S. <kso...@ya...>]

Hi,
  
  I'm trying to deploy a Quickfix application and am running into a bit  of trouble.  My environment is Win XP SP2 and Quickfix 1.10.2 .NET  libs. When the application tries to start a session it is throwing an  exception with the message "File or assmebly name quickfix_net, or one  of its dependencies, was not found".  The quickfix_net.dll file is  located in the app directory yet I'm still receiving this error. Any  insight into this problem would be greatly appreciated.
  
  Thanks in advance,
  Kenny
  
		
---------------------------------
Brings words and photos together (easily) with
 PhotoMail  - it's free and works with Yahoo! Mail.

Re: [Quickfix-developers] Session Resetting

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

How often does this happen Jonathan. Is it repeatable? Does it happen 
everyday?

--oren

Steinberg, Jonathan wrote:

> Regarding your comment about the dropping connection being wrong-
>
> I was also suspicious of this. After a logout caused by a incorrect 
> seq num, shouldn’t the counter party then accept a logon with the 
> correct seq num?
>
> Thanks again for your help
>
> Jonathan Steinberg
>
> ------------------------------------------------------------------------
>
> *From:* qui...@li... 
> [mailto:qui...@li...] *On Behalf Of 
> *John Hensley
> *Sent:* Tuesday, February 28, 2006 7:24 AM
> *To:* qui...@li...
> *Subject:* RE: [Quickfix-developers] Session Resetting
>
> Right, but things are OK from there until just before noon. Then for 
> some reason Jonathan's engine is logging out, and it looks like the 
> counterparty is not acknowledging the logout message and resetting 
> sequence numbers. From the socket error logged after the 
> "Disconnecting" message, they're just dropping the connection. I think 
> that's wrong, but the more pressing question is Jonathan's: why's 
> QuickFIX disconnecting and resetting in the first place?
>
> ------------------------------------------------------------------------
>
> *From:* Caleb Epstein [mailto:cal...@gm...]
> *Sent:* Monday, February 27, 2006 11:49 PM
> *To:* Steinberg, Jonathan
> *Cc:* John Hensley; qui...@li...
> *Subject:* Re: [Quickfix-developers] Session Resetting
>
> On 2/27/06, *Steinberg, Jonathan* 
> <Jon...@bo... 
> <mailto:Jon...@bo...>> wrote:
>
>     There was also a sequence reset at 5:00, but nothing since that
>     point - here is the complete event log with the sequence reset put
>     back .
>
>     Where else would I look?
>
>     What events would cause a logout/session reset?
>
>
> Hitting the Session's configured StartTime. From an earlier mail, you 
> have:
>
> [DEFAULT]
>
> HeartBtInt=60
>
> StartTime=10:00:00
>
> EndTime=01:00:00
>
>
> Which would agree with an 05:00 local time reset of sequence numbers 
> (StartTime is in GMT).
>
> -- 
> Caleb Epstein
> caleb dot epstein at gmail dot com
>

Re: [Quickfix-developers] Session Resetting

[Dale W. <wil...@oc...>]

Hi Jonathan and John,

Steinberg, Jonathan wrote:

> Regarding your comment about the dropping connection being wrong-
>
> I was also suspicious of this. After a logout caused by a incorrect 
> seq num, shouldn't the counter party then accept a logon with the 
> correct seq num?
>
Not according to the standard.  The FIX 4.2 standard says:

    If the incoming message has a sequence number less than expected and the
    PossDupFlag is not set, it indicates a serious error. It is strongly
    recommended that the session
    be terminated and manual intervention be initiated.

Of course if the initiator then reconnects and sends a valid login it 
should work.

Dale

>  
>
> Thanks again for your help
>
>  
>
>  
>
> Jonathan Steinberg
>
>  
>
> ------------------------------------------------------------------------
>
> *From:* qui...@li... 
> [mailto:qui...@li...] *On Behalf Of 
> *John Hensley
> *Sent:* Tuesday, February 28, 2006 7:24 AM
> *To:* qui...@li...
> *Subject:* RE: [Quickfix-developers] Session Resetting
>
>  
>
> Right, but things are OK from there until just before noon. Then for 
> some reason Jonathan's engine is logging out, and it looks like the 
> counterparty is not acknowledging the logout message and resetting 
> sequence numbers. From the socket error logged after the 
> "Disconnecting" message, they're just dropping the connection. I think 
> that's wrong, but the more pressing question is Jonathan's: why's 
> QuickFIX disconnecting and resetting in the first place?
>
>  
>
> ------------------------------------------------------------------------
>
> *From:* Caleb Epstein [mailto:cal...@gm...]
> *Sent:* Monday, February 27, 2006 11:49 PM
> *To:* Steinberg, Jonathan
> *Cc:* John Hensley; qui...@li...
> *Subject:* Re: [Quickfix-developers] Session Resetting
>
> On 2/27/06, *Steinberg, Jonathan* 
> <Jon...@bo... 
> <mailto:Jon...@bo...>> wrote:
>
>     There was also a sequence reset at 5:00, but nothing since that
>     point - here is the complete event log with the sequence reset put
>     back .
>
>     Where else would I look?
>
>     What events would cause a logout/session reset?
>
>
> Hitting the Session's configured StartTime.  From an earlier mail, you 
> have:
>
> [DEFAULT]
>
> HeartBtInt=60
>
> StartTime=10:00:00
>
> EndTime=01:00:00
>
>
>  Which would agree with an 05:00 local time reset of sequence numbers 
> (StartTime is in GMT).
>
> -- 
> Caleb Epstein
> caleb dot epstein at gmail dot com
>


-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

RE: [Quickfix-developers] Session Resetting

[John H. <jhe...@bo...>]

I believe if you had sent the logon with the sequence number they were
expecting, it should have worked. That could be your workaround, if you
can figure out how to adjust your sequence numbers, but the real problem
is your engine deciding it needed to reset.
=20
Oren? Any idea what could cause this?

________________________________

From: Steinberg, Jonathan [mailto:Jon...@bo...]

Sent: Tuesday, February 28, 2006 11:35 AM
To: John Hensley; qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting



Regarding your comment about the dropping connection being wrong-=20

I was also suspicious of this. After a logout caused by a incorrect seq
num, shouldn't the counter party then accept a logon with the correct
seq num?

=20

Thanks again for your help

=20

=20

Jonathan Steinberg

=20

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
John Hensley
Sent: Tuesday, February 28, 2006 7:24 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting

=20

Right, but things are OK from there until just before noon. Then for
some reason Jonathan's engine is logging out, and it looks like the
counterparty is not acknowledging the logout message and resetting
sequence numbers. From the socket error logged after the "Disconnecting"
message, they're just dropping the connection. I think that's wrong, but
the more pressing question is Jonathan's: why's QuickFIX disconnecting
and resetting in the first place?

=20

________________________________

From: Caleb Epstein [mailto:cal...@gm...]=20
Sent: Monday, February 27, 2006 11:49 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting

On 2/27/06, Steinberg, Jonathan <Jon...@bo...>
wrote:=20

	There was also a sequence reset at 5:00, but nothing since that
point - here is the complete event log with the sequence reset put back
.

	Where else would I look?

	What events would cause a logout/session reset?


Hitting the Session's configured StartTime.  From an earlier mail, you
have:

[DEFAULT]=20

HeartBtInt=3D60

StartTime=3D10:00:00

EndTime=3D01:00:00


 Which would agree with an 05:00 local time reset of sequence numbers
(StartTime is in GMT).

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

RE: [Quickfix-developers] Session Resetting

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

Regarding your comment about the dropping connection being wrong- 

I was also suspicious of this. After a logout caused by a incorrect seq
num, shouldn't the counter party then accept a logon with the correct
seq num?

 

Thanks again for your help

 

 

Jonathan Steinberg

 

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
John Hensley
Sent: Tuesday, February 28, 2006 7:24 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting

 

Right, but things are OK from there until just before noon. Then for
some reason Jonathan's engine is logging out, and it looks like the
counterparty is not acknowledging the logout message and resetting
sequence numbers. From the socket error logged after the "Disconnecting"
message, they're just dropping the connection. I think that's wrong, but
the more pressing question is Jonathan's: why's QuickFIX disconnecting
and resetting in the first place?

 

________________________________

From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Monday, February 27, 2006 11:49 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting

On 2/27/06, Steinberg, Jonathan <Jon...@bo...>
wrote: 

	There was also a sequence reset at 5:00, but nothing since that
point - here is the complete event log with the sequence reset put back
.

	Where else would I look?

	What events would cause a logout/session reset?


Hitting the Session's configured StartTime.  From an earlier mail, you
have:

[DEFAULT] 

HeartBtInt=60

StartTime=10:00:00

EndTime=01:00:00


 Which would agree with an 05:00 local time reset of sequence numbers
(StartTime is in GMT).

-- 
Caleb Epstein
caleb dot epstein at gmail dot com 

RE: RE: [Quickfix-developers] problem while connecting to engine running on linux

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

Should errors like this be logged by default?

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
rohan joel pais
	Sent: 28 February 2006 13:57
	To: Dave Linaker; qui...@li...;
qui...@li...
	Subject: Re: RE: [Quickfix-developers] problem while connecting
to engine running on linux
=09
=09

=09
	Hi sir,
	Thanks a lot for the telling me the exact reason, i spent more
than a day to solve the problem, but couldnot find the reason.
	thanks again.
=09
	with regards
	rohan pais
=09
	On Tue, 28 Feb 2006 Dave Linaker wrote :
	>I notice:
	>
	>- Incoming message has a SendingTime of 11:10:06
	>- Timestamp of reject attempt is at 11:13:00
	>
	>Is CheckLatency/MaxLatency set to the default 2 mins?
=09
>(http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Val
i
	>dation)
	>
	>If so, is there more than a 2 min time difference between the
machines?
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Re: [Quickfix-developers] Extracting Tag 15 from Message

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

In TradeCaptureReport, Currency is supposed to be in the NoSides 
repeating group.  If the field is in the main body of the message, that 
is an exceptional case which requires exceptional code.  That is why you 
need to pull the field out with this method.  This can also be caused by 
not using a data dictionary.  Make sure you use one if you are accepting 
messages with repeating groups.

--oren

me...@dj... wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
>In trying to extract Tag 15 (currency field) I am doing it in the following way as proposed in the most type safe method doc.
>
>Currency thisCurr = new Currency();
>Report.get(thisCurr);
>Console.writeline(thisCurr.getValue().tostring());
>
>Where report is of type TradeCaptureReport.
>
>While this works, Why isn't there the usual message.get???? method to extract currencies Just like you have report.getReportID, getLastForwardPoints etc.
>
>
>
>-------------------------------------------------------
>This SF.Net email is sponsored by xPML, a groundbreaking scripting language
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>and join the prime developer group breaking into this new coding territory!
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>Qui...@li...
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>
>
>  
>

RE: [Quickfix-developers] Extracting Tag 15 from Message

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

I can't say why it's working how you are doing it, but the Currency
field would normally be nested within the NoSides repeating group and
you'd access it through that repeating group.=20

See
http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
for instructions on handling groups.

Regards
Toby



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
me...@dj...
Sent: 28 February 2006 13:10
To: qui...@li...
Cc: mva...@jw...
Subject: [Quickfix-developers] Extracting Tag 15 from Message


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




In trying to extract Tag 15 (currency field) I am doing it in the
following way as proposed in the most type safe method doc.

Currency thisCurr =3D new Currency();
Report.get(thisCurr);
Console.writeline(thisCurr.getValue().tostring());

Where report is of type TradeCaptureReport.

While this works, Why isn't there the usual message.get???? method to
extract currencies Just like you have report.getReportID,
getLastForwardPoints etc.



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Re: RE: [Quickfix-developers] problem while connecting to engine running on linux

[rohan j. p. <roh...@re...>]

 =A0=0AHi sir,=0A Thanks a lot for the telling me the exact reason, i spent=
 more than a day to solve the problem, but couldnot find the reason.=0Athan=
ks again.=0A=0Awith regards=0Arohan pais=0A=0AOn Tue, 28 Feb 2006 Dave Lina=
ker wrote :=0A>I notice:=0A>=0A>- Incoming message has a SendingTime of 11:=
10:06=0A>- Timestamp of reject attempt is at 11:13:00=0A>=0A>Is CheckLatenc=
y/MaxLatency set to the default 2 mins?=0A>(http://www.quickfixengine.org/q=
uickfix/doc/html/configuration.html#Vali=0A>dation)=0A>=0A>If so, is there =
more than a 2 min time difference between the machines?=0A>=0A>cheers=0A>Da=
ve=0A>=0A> > -----Original Message-----=0A> > From: quickfix-developers-adm=
in...@li...=0A> > [mailto:qui...@li...=
ceforge.net] On=0A> > Behalf Of Joerg Thoennes=0A> > Sent: 28 February 2006=
 11:41=0A> > To: rohan joel pais=0A> > Cc: qui...@li...=
forge.net;=0A> > qui...@li...=0A> > Subject: Re: [Q=
uickfix-developers] problem while connecting=0A> > to engine running on lin=
ux=0A> >=0A> >=0A> > QuickFIX Documentation:=0A> > http://www.quickfixengin=
e.org/quickfix/doc/html/index.html=0A> > QuickFIX Support: http://www.quick=
fixengine.org/services.html=0A> >=0A> > Hi Rohan,=0A> >=0A> > for the momen=
t, I am assuming your are using QF 1.10...=0A> >=0A> > >   - The content of=
 the file FIX.4.2-AAAAA-BBBBB.event is=0A> > > ----------------------------=
---------------------=0A> > > 20060228-11:11:33 : Created session=0A> > > 2=
0060228-11:12:52 : Created session=0A> > > 20060228-11:13:00 : Tried to sen=
d a reject while not logged on=0A> > > 20060228-11:13:00 : Dropped Connecti=
on=0A> > > -------------------------------------------------=0A> >=0A> > Yo=
ur counterparty sent a Logon message, which is invalid and=0A> > would have=
 been rejected. But=0A> > the other side did not even manage to log on, so =
the Reject=0A> > cannot be sent. Sadly, the log=0A> > does not tell the exa=
ct reason for rejection.=0A> >=0A> > > -the content of the file FIX.4.2-AAA=
AA-BBBBB.incoming=0A> > > -------------------------------------------------=
=0A> > >=0A> > 8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^=
A57=3DN0077^A52=3D20060228=0A> > > -11:10:06^A98=3D0^A108=3D30^A10=3D032^A=
=0A> > > -------------------------------------------------=0A> >=0A> > I di=
d not check the message length and checksum, since QF=0A> > could parse it =
(otherwise it=0A> > would simply ignore it instead of rejecting).=0A> >=0A>=
 > IMHO, all required fields are present and the format of the=0A> > field =
values seems to be OK,=0A> > so I wondering whether the message is being re=
jected.=0A> >=0A> > Maybe someone else has an idea?=0A> >=0A> > Cheers, J=
=F6rg=0A> >=0A> > --=0A> > Joerg Thoennes=0A> >                            =
     http://macd.com=0A> > Tel.: +49 (0)241 44597-24      Macdonald Associa=
tes GmbH=0A> > Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 A=
achen=0A> >=0A> >=0A> > ---------------------------------------------------=
----=0A> > This SF.Net email is sponsored by xPML, a groundbreaking=0A> > s=
cripting language that extends applications into web and=0A> > mobile media=
. Attend the live webcast and join the prime=0A> > developer group breaking=
 into this new coding territory!=0A>http://sel.as-us.falkag.net/sel?cmd____=
_________________________________=0A>__________=0A>Quickfix-developers mail=
ing list=0A>Qui...@li...=0A>https://lists.sour=
ceforge.net/lists/listinfo/quickfix-developers=0A>=0A

[Quickfix-developers] Extracting Tag 15 from Message

[<me...@dj...>]

In trying to extract Tag 15 (currency field) I am doing it in the following way as proposed in the most type safe method doc.

Currency thisCurr = new Currency();
Report.get(thisCurr);
Console.writeline(thisCurr.getValue().tostring());

Where report is of type TradeCaptureReport.

While this works, Why isn't there the usual message.get???? method to extract currencies Just like you have report.getReportID, getLastForwardPoints etc.

RE: [Quickfix-developers] problem while connecting to engine running on linux

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

I notice:

- Incoming message has a SendingTime of 11:10:06
- Timestamp of reject attempt is at 11:13:00

Is CheckLatency/MaxLatency set to the default 2 mins?
(http://www.quickfixengine.org/quickfix/doc/html/configuration.html#Vali
dation)

If so, is there more than a 2 min time difference between the machines?

cheers
Dave

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Joerg Thoennes
> Sent: 28 February 2006 11:41
> To: rohan joel pais
> Cc: qui...@li...;=20
> qui...@li...
> Subject: Re: [Quickfix-developers] problem while connecting=20
> to engine running on linux
>=20
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hi Rohan,
>=20
> for the moment, I am assuming your are using QF 1.10...
>=20
> >   - The content of the file FIX.4.2-AAAAA-BBBBB.event is
> > -------------------------------------------------
> > 20060228-11:11:33 : Created session
> > 20060228-11:12:52 : Created session
> > 20060228-11:13:00 : Tried to send a reject while not logged on=20
> > 20060228-11:13:00 : Dropped Connection
> > -------------------------------------------------
>=20
> Your counterparty sent a Logon message, which is invalid and=20
> would have been rejected. But=20
> the other side did not even manage to log on, so the Reject=20
> cannot be sent. Sadly, the log=20
> does not tell the exact reason for rejection.
>=20
> > -the content of the file FIX.4.2-AAAAA-BBBBB.incoming
> > -------------------------------------------------
> >=20
> =
8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^A57=3DN0077^A=
52=3D20060228
> > -11:10:06^A98=3D0^A108=3D30^A10=3D032^A
> > -------------------------------------------------
>=20
> I did not check the message length and checksum, since QF=20
> could parse it (otherwise it=20
> would simply ignore it instead of rejecting).
>=20
> IMHO, all required fields are present and the format of the=20
> field values seems to be OK,=20
> so I wondering whether the message is being rejected.
>=20
> Maybe someone else has an idea?
>=20
> Cheers, J=F6rg
>=20
> --=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
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by xPML, a groundbreaking=20
> scripting language that extends applications into web and=20
> mobile media. Attend the live webcast and join the prime=20
> developer group breaking into this new coding territory!=20
http://sel.as-us.falkag.net/sel?cmd_____________________________________
__________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] Session Resetting

[John H. <jhe...@bo...>]

Right, but things are OK from there until just before noon. Then for
some reason Jonathan's engine is logging out, and it looks like the
counterparty is not acknowledging the logout message and resetting
sequence numbers. From the socket error logged after the "Disconnecting"
message, they're just dropping the connection. I think that's wrong, but
the more pressing question is Jonathan's: why's QuickFIX disconnecting
and resetting in the first place?
=20
________________________________

From: Caleb Epstein [mailto:cal...@gm...]=20
Sent: Monday, February 27, 2006 11:49 PM
To: Steinberg, Jonathan
Cc: John Hensley; qui...@li...
Subject: Re: [Quickfix-developers] Session Resetting


On 2/27/06, Steinberg, Jonathan <Jon...@bo...>
wrote:=20

	There was also a sequence reset at 5:00, but nothing since that
point - here is the complete event log with the sequence reset put back
.

	Where else would I look?

	What events would cause a logout/session reset?


Hitting the Session's configured StartTime.  From an earlier mail, you
have:



	[DEFAULT]=20

	HeartBtInt=3D60

	StartTime=3D10:00:00

	EndTime=3D01:00:00


 Which would agree with an 05:00 local time reset of sequence numbers
(StartTime is in GMT).


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

Re: [Quickfix-developers] problem while connecting to engine running on linux

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

Hi Rohan,

for the moment, I am assuming your are using QF 1.10...

>   - The content of the file FIX.4.2-AAAAA-BBBBB.event is
> -------------------------------------------------
> 20060228-11:11:33 : Created session
> 20060228-11:12:52 : Created session
> 20060228-11:13:00 : Tried to send a reject while not logged on
> 20060228-11:13:00 : Dropped Connection
> -------------------------------------------------

Your counterparty sent a Logon message, which is invalid and would have b=
een rejected. But=20
the other side did not even manage to log on, so the Reject cannot be sen=
t. Sadly, the log=20
does not tell the exact reason for rejection.

> -the content of the file FIX.4.2-AAAAA-BBBBB.incoming
> -------------------------------------------------
> 8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=3D1^A57=3DN0077=
^A52=3D20060228-11:10:06^A98=3D0^A108=3D30^A10=3D032^A
> -------------------------------------------------

I did not check the message length and checksum, since QF could parse it =
(otherwise it=20
would simply ignore it instead of rejecting).

IMHO, all required fields are present and the format of the field values =
seems to be OK,=20
so I wondering whether the message is being rejected.

Maybe someone else has an idea?

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: Re: [Quickfix-developers] problem while connecting to engine running on linux

[rohan j. p. <roh...@re...>]

 =A0=0Ahi,=0A  - The content of the file FIX.4.2-AAAAA-BBBBB.event is=0A---=
----------------------------------------------=0A20060228-11:11:33 : Create=
d session=0A20060228-11:12:52 : Created session=0A20060228-11:13:00 : Tried=
 to send a reject while not logged on=0A20060228-11:13:00 : Dropped Connect=
ion=0A-------------------------------------------------=0A =0A-the content =
of the file FIX.4.2-AAAAA-BBBBB.incoming=0A--------------------------------=
-----------------=0A8=3DFIX.4.2^A9=3D71^A35=3DA^A49=3DBBBBB^A56=3DAAAAA^A34=
=3D1^A57=3DN0077^A52=3D20060228-11:10:06^A98=3D0^A108=3D30^A10=3D032^A=0A--=
-----------------------------------------------=0A=0A- the file FIX.4.2-AAA=
AA-BBBBB.outgoing is empty=0A- the file FIX.4.2-AAAAA-BBBBB.body is empty=
=0A- the file FIX.4.2-AAAAA-BBBBB.session as content 1 : 1=0A- the file FIX=
.4.2-AAAAA-BBBBB.header is empty=0A=0Awith regards=0Arohan=0A=0AOn Tue, 28 =
Feb 2006 Joerg Thoennes wrote :=0A>Hi Rohan,=0A>=0A>>   i am unable to conn=
ect to the acceptor application running in linux machine from a initiator a=
pplication running in windows machine.=0A>>however from some windows machin=
e it will establish a connection.=0A>>Can anybody help me regarding this pr=
oblem.=0A>=0A>Please, could you provide the usual details (versions, logs, =
etc. etc.).=0A>=0A>Cheers, J=F6rg=0A>=0A>-- Joerg Thoennes=0A>             =
                   http://macd.com=0A>Tel.: +49 (0)241 44597-24      Macdon=
ald Associates GmbH=0A>Fax : +49 (0)241 44597-10      Lothringer Str. 52, D=
-52070 Aachen=0A

Re: [Quickfix-developers] problem while connecting to engine running on linux

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

Hi Rohan,

>   i am unable to connect to the acceptor application running in linux m=
achine from a initiator application running in windows machine.
> however from some windows machine it will establish a connection.
> Can anybody help me regarding this problem.

Please, could you provide the usual details (versions, logs, etc. 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

[Quickfix-developers] problem while connecting to engine running on linux

[rohan j. p. <roh...@re...>]

 =A0=0AHi,=0A  i am unable to connect to the acceptor application running i=
n linux machine from a initiator application running in windows machine.=0A=
however from some windows machine it will establish a connection.=0ACan any=
body help me regarding this problem.=0Awith regards=0Arohan pais=20

Re: [Quickfix-developers] Session Resetting

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

On 2/27/06, Steinberg, Jonathan <Jon...@bo...>
wrote:
>
>  There was also a sequence reset at 5:00, but nothing since that point -
> here is the complete event log with the sequence reset put back .
>
> Where else would I look?
>
> What events would cause a logout/session reset?
>

Hitting the Session's configured StartTime.  From an earlier mail, you have=
:

[DEFAULT]
>
> HeartBtInt=3D60
>
> StartTime=3D10:00:00
>
> EndTime=3D01:00:00
>

 Which would agree with an 05:00 local time reset of sequence numbers
(StartTime is in GMT).

--
Caleb Epstein
caleb dot epstein at gmail dot com

RE: [Quickfix-developers] Session Resetting

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

There was also a sequence reset at 5:00, but nothing since that point -
here is the complete event log with the sequence reset put back .

 

 

2006-02-24 05:00:36.587                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 05:00:36.650                                Connection
succeeded

2006-02-24 05:00:37.757                                Initiated logon
request

2006-02-24 05:00:37.837                                Received logon
response

2006-02-24 05:00:37.867                                MsgSeqNum too
high, expecting 2 but received 4

2006-02-24 05:00:37.993                                Sent
ResendRequest FROM: 2 TO: 999999

2006-02-24 05:00:38.210                                Received
SequenceReset FROM: 2 TO: 5

2006-02-24 05:01:38.190                                ResendRequest for
messages FROM: 2 TO: 3 has been satisfied.

2006-02-24 11:57:45.263                                Disconnecting

2006-02-24 11:57:45.653                                Socket Error

2006-02-24 11:58:07.747                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:07.763                                Connection
succeeded

2006-02-24 11:58:08.777                                Initiated logon
request

2006-02-24 11:58:08.980                                Received logout
request

2006-02-24 11:58:09.027                                Sending logout
response

2006-02-24 11:58:09.027                                Disconnecting

2006-02-24 11:58:09.027                                Socket Error

2006-02-24 11:58:37.760                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:38.760                                Connection failed

2006-02-24 11:59:07.773                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:59:08.727                                Connection failed

 

Where else would I look?

What events would cause a logout/session reset?

 

 

Jonathan Steinberg

 

________________________________

From: John Hensley [mailto:jhe...@bo...] 
Sent: Monday, February 27, 2006 4:27 PM
To: Steinberg, Jonathan; qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting

 

I hate it when you see what you should have read before you hit send, a
minute after you hit send. Is there really nothing in your logs between
the receipt of the logon response at 05:00 and that first disconnect,
where your sequence numbers got reset?

 

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
John Hensley
Sent: Monday, February 27, 2006 4:10 PM
To: Steinberg, Jonathan; qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting

Looks like your sequence numbers are out of sync; your counterparty
thinks your conversation is up to 425, and you're at 1. You need to have
them reset, or somehow get your outgoing sequence number caught up. I
have a Java utility I use with QF/J; I don't know whether there's
something similar for 1.11.0.

 

BTW, I'd obscure the sender and target comp IDs too. Maybe I'm just
paranoid.

 

John

 

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steinberg, Jonathan
Sent: Monday, February 27, 2006 3:34 PM
To: qui...@li...
Subject: [Quickfix-developers] Session Resetting

I am having a tough time with a session resetting itself 

I am using Quickfix 1.11.0, quickifx_net wrappers with c#,  VS2003.

 

Here is my config 

 

 [...]

 

Here is the event log:

 

2006-02-24 05:00:36.587                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 05:00:36.650                                Connection
succeeded

2006-02-24 05:00:37.757                                Initiated logon
request

2006-02-24 05:00:37.837                                Received logon
response

2006-02-24 11:57:45.263                                Disconnecting

2006-02-24 11:57:45.653                                Socket Error

2006-02-24 11:58:07.747                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:07.763                                Connection
succeeded

2006-02-24 11:58:08.777                                Initiated logon
request

2006-02-24 11:58:08.980                                Received logout
request

2006-02-24 11:58:09.027                                Sending logout
response

2006-02-24 11:58:09.027                                Disconnecting

2006-02-24 11:58:09.027                                Socket Error

2006-02-24 11:58:37.760                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:38.760                                Connection failed

2006-02-24 11:59:07.773                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:59:08.727                                Connection failed

 

 

Here are the incoming and outgoing logs:

heartbeat out          2006-02-24 11:56:37.037
8=FIX.4.09=4935=034=42249=BFPG52=20060224-16:56:3756=BOFA10=177

heartbeat in            2006-02-24 11:56:47.127
8=FIX.4.09=5435=049=BOFA56=BFPG34=41943=N52=20060224-16:56:4710=167

heartbeat out          2006-02-24 11:57:37.170
8=FIX.4.09=4935=034=42349=BFPG52=20060224-16:57:3756=BOFA10=179

logout out               2006-02-24 11:57:45.187
8=FIX.4.09=4935=534=42449=BFPG52=20060224-16:57:4556=BOFA10=184

login out                 2006-02-24 11:58:08.763
8=FIX.4.09=5935=A34=149=BFPG52=20060224-16:58:0856=BOFA98=0108=6010=120

logout in                 2006-02-24 11:58:08.967
8=FIX.4.09=17835=549=BOFA56=BFPG34=42043=N52=20060224-16:58:0958=Catastr
opic Error: 

Incoming sequence number (1) is less than expected (425) without
PossDupFlag being set.  Logging 

out.10=163

logout out               2006-02-24 11:58:09.013
8=FIX.4.09=4735=534=249=BFPG52=20060224-16:58:0856=BOFA10=078

 

 

I cannot figure out for the life of me why this session disconnected.

 

Additionally, the other system becomes unavailbable when this happens,
and I see the outgoing messages on the follwing Monday (2/27) are
logout messages again:

2006-02-27 05:00:26.943
8=FIX.4.09=4735=534=149=BFPG52=20060227-10:00:2656=BOFA10=061

which repeats until  the other system resets itself.

 

How can I investigate the reason for the session reset? 

Thanks for any help

 

 

Jonathan Steinberg

 

 

 

 

RE: [Quickfix-developers] Session Resetting

[John H. <jhe...@bo...>]

I hate it when you see what you should have read before you hit send, a
minute after you hit send. Is there really nothing in your logs between
the receipt of the logon response at 05:00 and that first disconnect,
where your sequence numbers got reset?

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
John Hensley
Sent: Monday, February 27, 2006 4:10 PM
To: Steinberg, Jonathan; qui...@li...
Subject: RE: [Quickfix-developers] Session Resetting


Looks like your sequence numbers are out of sync; your counterparty
thinks your conversation is up to 425, and you're at 1. You need to have
them reset, or somehow get your outgoing sequence number caught up. I
have a Java utility I use with QF/J; I don't know whether there's
something similar for 1.11.0.
=20
BTW, I'd obscure the sender and target comp IDs too. Maybe I'm just
paranoid.
=20
John

________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steinberg, Jonathan
Sent: Monday, February 27, 2006 3:34 PM
To: qui...@li...
Subject: [Quickfix-developers] Session Resetting



I am having a tough time with a session resetting itself=20

I am using Quickfix 1.11.0, quickifx_net wrappers with c#,  VS2003.

=20

Here is my config=20

=20

 [...]

 =20

Here is the event log:

=20

2006-02-24 05:00:36.587                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 05:00:36.650                                Connection
succeeded

2006-02-24 05:00:37.757                                Initiated logon
request

2006-02-24 05:00:37.837                                Received logon
response

2006-02-24 11:57:45.263                                Disconnecting

2006-02-24 11:57:45.653                                Socket Error

2006-02-24 11:58:07.747                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:07.763                                Connection
succeeded

2006-02-24 11:58:08.777                                Initiated logon
request

2006-02-24 11:58:08.980                                Received logout
request

2006-02-24 11:58:09.027                                Sending logout
response

2006-02-24 11:58:09.027                                Disconnecting

2006-02-24 11:58:09.027                                Socket Error

2006-02-24 11:58:37.760                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:58:38.760                                Connection failed

2006-02-24 11:59:07.773                                Connecting to
xxx.xx.xx.xxx on port 17988

2006-02-24 11:59:08.727                                Connection failed

=20

=20

Here are the incoming and outgoing logs:

heartbeat out          2006-02-24 11:56:37.037
8=3DFIX.4.09=3D4935=3D034=3D42249=3DBFPG52=3D20060224-16:56:3756=3DBOFA10=
=3D177

heartbeat in            2006-02-24 11:56:47.127
8=3DFIX.4.09=3D5435=3D049=3DBOFA56=3DBFPG34=3D41943=3DN52=3D20060224-16:5=
6:4710=3D167

heartbeat out          2006-02-24 11:57:37.170
8=3DFIX.4.09=3D4935=3D034=3D42349=3DBFPG52=3D20060224-16:57:3756=3DBOFA10=
=3D179

logout out               2006-02-24 11:57:45.187
8=3DFIX.4.09=3D4935=3D534=3D42449=3DBFPG52=3D20060224-16:57:4556=3DBOFA10=
=3D184

login out                 2006-02-24 11:58:08.763
8=3DFIX.4.09=3D5935=3DA34=3D149=3DBFPG52=3D20060224-16:58:0856=3DBOFA98=3D=
0108=3D6010=3D120

logout in                 2006-02-24 11:58:08.967
8=3DFIX.4.09=3D17835=3D549=3DBOFA56=3DBFPG34=3D42043=3DN52=3D20060224-16:=
58:0958=3DCatastr
opic Error:=20

Incoming sequence number (1) is less than expected (425) without
PossDupFlag being set.  Logging=20

out.10=3D163

logout out               2006-02-24 11:58:09.013
8=3DFIX.4.09=3D4735=3D534=3D249=3DBFPG52=3D20060224-16:58:0856=3DBOFA10=3D=
078

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I cannot figure out for the life of me why this session disconnected.

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Additionally, the other system becomes unavailbable when this happens,
and I see the outgoing messages on the follwing Monday (2/27) are
logout messages again:

2006-02-27 05:00:26.943
8=3DFIX.4.09=3D4735=3D534=3D149=3DBFPG52=3D20060227-10:00:2656=3DBOFA10=3D=
061

which repeats until  the other system resets itself.

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How can I investigate the reason for the session reset?=20

Thanks for any help

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Jonathan Steinberg

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