quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] Session Resetting

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

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

[DEFAULT]

HeartBtInt=3D60

StartTime=3D10:00:00

EndTime=3D01:00:00

=20

 [SESSION]

ConnectionType=3Dinitiator

SocketConnectHost=3Dxxx.xx.xxx.xxx=20

SocketConnectPort=3D17988

BeginString=3DFIX.4.0

TargetCompID=3DBOFA

SenderCompID=3DBFPG

ValidateFieldsOutOfOrder=3DN

CheckLatency=3DN

UseDataDictionary=3DN

SessionQualifier=3DCASHDESK

=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

=20

=20

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

=20

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.

=20

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

Thanks for any help

=20

=20

Jonathan Steinberg

=20

=20

=20

=20

Re: [Quickfix-developers] Sequence numbers

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

Hi Francesco,

Have you looked at the documentation for the configuration file at
  http://www.quickfixengine.org/quickfix/doc/html/configuration.html

ResetOnLogout will force the sequence numbers back to 1 after a normal=20
logout.
ResetOnDisconnect will force the sequence numbers aback to 1 after any=20
disconnect.

These flags usually used on connections that do not need to recover=20
messages after a problem (i.e. market data feeds).

Dale


Fra...@mp... wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/=
index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi there,
>sorry for the question (maybe obvious), but I have to know how have I to
>compile my config file; I'm experiencing this issue: If I connect to the
>counterpart late in the morning, after a few order have been made, I see
>that I can't retrieve them...  Can someone explain to me the meaning of
>each of these lines?
>
>SendResetSeqNumFlag=3D
>ResetOnLogout=3D
>ResetOnDisconnect=3D
>
>Thank you for your answers (and for your great job there).
>
>
>Francesco Pispola
>
>
>
>http://www.mpsfinance.it
>- - - - - - - - - - - - - - - - - - - - - - - - - - - -
>Le informazioni contenute nel presente e-mail e nei documenti eventualme=
nte
>allegati sono confidenziali e sono comunque riservate al destinatario de=
lle
>stesse.  La  loro  diffusione,  distribuzione e/o copia da parte di terz=
i =E8
>proibita  e pu=F2 costituire violazione della normativa che tutela il di=
ritto
>alla  privacy.  Se  avete  ricevuto  questa  comunicazione  per  errore,=
 Vi
>preghiamo  di  informare  immediatamente  il  mittente  del  messaggio e=
 di
>distruggere questo e-mail.
>- - - - - - - - - - - - - - - - - - - - - - - - - - - -
>This e-mail is confidential and it is legally privileged. If you have
>received it in error, please notify us immediately by reply e-mail and t=
hen
>delete this message from your system. Please do not copy it or use it fo=
r
>any purposes, or disclose its contents to any other person. Mind that to=
 do
>so could be a breach of Italian privacy Law. Thank you for your
>co-operation.
>
>
>
>
>-------------------------------------------------------
>This SF.Net email is sponsored by xPML, a groundbreaking scripting langu=
age
>that extends applications into web and mobile media. Attend the live web=
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> =20
>


--=20
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

[Quickfix-developers] Session Resetting

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

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 

 

[DEFAULT]

HeartBtInt=60

StartTime=10:00:00

EndTime=01:00:00

 

 [SESSION]

ConnectionType=initiator

SocketConnectHost=xxx.xx.xxx.xxx 

SocketConnectPort=17988

BeginString=FIX.4.0

TargetCompID=BOFA

SenderCompID=BFPG

ValidateFieldsOutOfOrder=N

CheckLatency=N

UseDataDictionary=N

SessionQualifier=CASHDESK

 

 

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

 

 

 

 

[Quickfix-developers] Sequence numbers

[<Fra...@mp...>]

Hi there,
sorry for the question (maybe obvious), but I have to know how have I t=
o
compile my config file; I'm experiencing this issue: If I connect to th=
e
counterpart late in the morning, after a few order have been made, I se=
e
that I can't retrieve them...  Can someone explain to me the meaning of=

each of these lines?

SendResetSeqNumFlag=3D
ResetOnLogout=3D
ResetOnDisconnect=3D

Thank you for your answers (and for your great job there).


Francesco Pispola



http://www.mpsfinance.it
- - - - - - - - - - - - - - - - - - - - - - - - - - - -
Le informazioni contenute nel presente e-mail e nei documenti eventualm=
ente
allegati sono confidenziali e sono comunque riservate al destinatario d=
elle
stesse.  La  loro  diffusione,  distribuzione e/o copia da parte di ter=
zi =E8
proibita  e pu=F2 costituire violazione della normativa che tutela il d=
iritto
alla  privacy.  Se  avete  ricevuto  questa  comunicazione  per  errore=
, Vi
preghiamo  di  informare  immediatamente  il  mittente  del  messaggio =
e di
distruggere questo e-mail.
- - - - - - - - - - - - - - - - - - - - - - - - - - - -
This e-mail is confidential and it is legally privileged. If you have
received it in error, please notify us immediately by reply e-mail and =
then
delete this message from your system. Please do not copy it or use it f=
or
any purposes, or disclose its contents to any other person. Mind that t=
o do
so could be a breach of Italian privacy Law. Thank you for your
co-operation.
=

RE: [Quickfix-developers] QF 1.11.0 bug in DEFINE_FIELD_TIMECLASS_NUM C++ macro

[Sean K. <sea...@pi...>]

Please ignore this post.  Turns out this wasn't the issue.

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...]On Behalf Of =
Sean Kirkpatrick
Sent: Friday, February 24, 2006 11:30 AM
To: qui...@li...
Subject: [Quickfix-developers] QF 1.11.0 bug in =
DEFINE_FIELD_TIMECLASS_NUM C++ macro



Hello All,=20

There is a minor bug in the DEFINE_FIELD_TIMECLASS_NUM macro in 1.11.0 =
(not sure if it was in previous versions as well).

Field.h - Line 474=20

NAME(const TYPE& value) : TOK##Field(NUM, value) {} \=20

should read:=20

NAME(const TYPE& value) : TOK##Field(NUM, value,false) {} \=20

This will carry through the default of showMilliseconds =3D false when a =
UtcTimeStampField is initialized with a value but milliseconds are not =
desired.

-S=20

[Quickfix-developers] QF 1.11.0 bug in DEFINE_FIELD_TIMECLASS_NUM C++ macro

[Sean K. <sea...@pi...>]

Hello All,

There is a minor bug in the DEFINE_FIELD_TIMECLASS_NUM macro in 1.11.0 =
(not sure if it was in previous versions as well).

Field.h - Line 474

NAME(const TYPE& value) : TOK##Field(NUM, value) {} \

should read:

NAME(const TYPE& value) : TOK##Field(NUM, value,false) {} \

This will carry through the default of showMilliseconds =3D false when a =
UtcTimeStampField is initialized with a value but milliseconds are not =
desired.

-S

[Quickfix-developers] Bug tracker slowness

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

Hi All,

The quickfix bugtracker is painfully slow for me, often taking upwards
of a minute to move between screens.  Does anyone have this problem or
is it just me?

Regards,
Brad.

RE: [Quickfix-developers] Extracting specific fields from a Message object

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

Mike,

Be sure you're retrieving the message type from the message header
rather than the message body.

Steve

> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...] On=20
> Behalf Of Mike Smith
> Sent: Wednesday, February 22, 2006 9:32 PM
> To: qui...@li...
> Subject: [Quickfix-developers] Extracting specific fields=20
> from a Message object
>=20
> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> When implementing the public void toAdmin(Message message, SessionID
> sessionID) method, I'm running into an issue.  I want to pull out the
> MsgType of the message into a string field, but keep getting compile
> time errors.
>=20
> Here is a code snippet...
>=20
> MsgType msgType =3D new MsgType();
> Message.getString(msgType);
>=20
> Here is the error....
> Error	2	The best overloaded method match for
> 'QuickFix.Message.getString(int)' has some invalid arguments
> C:\Source\QuickFix-Beta\QuickFixConsole\FIXLog.cs	20	13
> QuickFixConsole
>=20
>=20
> I've tried this a number of ways, and can actually get it to=20
> compile, if
> I code it this way...
>=20
> MsgType msgType =3D new MsgType();
> Message.getFied(msgType);
> String x =3D msgType.getValue();
>=20
> But then I get a runtime error saying the Field cannot be found.
>=20
> I have verified that MsgType is in the message.  When I do
> message.ToString(), I can see the full message fine.
>=20
> Any tips on how I can pull out specific field values from a Message
> object?
>=20
> Thanks,
> Mike
>=20
>=20
>=20
>=20
> -------------------------------------------------------
> This SF.net email is sponsored by: Splunk Inc. Do you grep=20
> through log files
> for problems?  Stop!  Download the new AJAX search engine that makes
> searching your log files as easy as surfing the  web. =20
> DOWNLOAD SPLUNK!
> http://sel.as-us.falkag.net/sel?cmd=3Dk&kid=103432&bid#0486&dat=121642
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>=20

[Quickfix-developers] Extracting specific fields from a Message object

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

When implementing the public void toAdmin(Message message, SessionID
sessionID) method, I'm running into an issue.  I want to pull out the
MsgType of the message into a string field, but keep getting compile
time errors.

Here is a code snippet...

MsgType msgType =3D new MsgType();
Message.getString(msgType);

Here is the error....
Error	2	The best overloaded method match for
'QuickFix.Message.getString(int)' has some invalid arguments
C:\Source\QuickFix-Beta\QuickFixConsole\FIXLog.cs	20	13
QuickFixConsole


I've tried this a number of ways, and can actually get it to compile, if
I code it this way...

MsgType msgType =3D new MsgType();
Message.getFied(msgType);
String x =3D msgType.getValue();

But then I get a runtime error saying the Field cannot be found.

I have verified that MsgType is in the message.  When I do
message.ToString(), I can see the full message fine.

Any tips on how I can pull out specific field values from a Message
object?

Thanks,
Mike

Re: [Quickfix-developers] Session.SendToTarget issue

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

QuickFIX makes no assumptions about what session you want to send your 
message on. If there is only one session, it doesn't decide to send to 
that session even if its the only one. It wants you to be explicit about 
what session you intend to send to.

--oren

Mike Smith wrote:

> Alexander,
>
> Thanks for your quick response. I got it to work, but I’m still a bit 
> confused.
>
> I tried sendToTarget(message, senderCompID, targetCompID) and that 
> didn’t work.
>
> I then tried sendToTarget(message, senderCompID, targetCompID, 
> qualifier) and that worked.
>
> I’ve only got one session active, so I would think that 
> sendToTarget(message) would work fine.
>
> Also, the qualifier value that I put as the 4^th parameter of 
> sendToTarget listed above is the same qualifier value I put when 
> calling sendToTarget(message, qualifier), which didn’t work.
>
> Again, it is working now, and I greatly appreciate your help.
>
> Thanks,
>
> Mike
>
> ------------------------------------------------------------------------
>
> *From:* Alexander Gorbachev [mailto:ago...@ac...]
> *Sent:* Wednesday, February 22, 2006 11:03 AM
> *To:* Mike Smith; qui...@li...
> *Subject:* Re: [Quickfix-developers] Session.SendToTarget issue
>
> Hello,
>
> My guess is that you chose the wrong sendToTarget() method signature. 
> In your method "GLOBEX" is a session qualifier. If "GLOBEX" is a 
> targetCompId, than you need to use the sendToTarget(message, 
> senderCompID, targetCompID).
>
> Best regards,
>
> Alexander
>
> ----- Original Message -----
>
>     *From:* Mike Smith <mailto:MS...@rj...>
>
>     *To:* qui...@li...
>     <mailto:qui...@li...>
>
>     *Sent:* Wednesday, February 22, 2006 5:44 PM
>
>     *Subject:* [Quickfix-developers] Session.SendToTarget issue
>
>     I’m just starting out with QuickFix, so I’m sure this is a very
>     beginner level question.
>
>     I’m coding in c# 2.0 and have setup my solution very much like the
>     example executor solution. The only thing is, is that I’m
>     instantiating a ThreadedSocketInitiator instead of an Acceptor,
>     because I want to send out new orders, cancels, etc. I’m logging
>     in fine and heartbeating, but when I build a new order message and
>     try to send it, I get the following error.
>
>     [QuickFix.SessionNotFound] = {"Exception of type
>     'QuickFix.SessionNotFound' was thrown."}
>
>     From looking at the examples, I can’t see why I’m getting this
>     error. I’ve verified that the SessionIdentifier is correct and I
>     am heartbeating, so I know the session is active.
>
>     Below is my code in Application.cs
>
>     public class Application: MessageCracker, QuickFix.Application
>
>     {
>
>     public void onLogon(SessionID sessionID) { }
>
>     public void onLogout(SessionID sessionID) { }
>
>     public void toApp(Message message, SessionID sessionID) { }
>
>     public void fromAdmin(Message message, SessionID sessionID) { }
>
>     public void fromApp(Message message, SessionID sessionID) { }
>
>     public void toAdmin(Message message, SessionID sessionID)
>
>     {
>
>     message.setField(new SenderSubID("060"));
>
>     message.setField(new SenderLocationID("060"));
>
>     message.setField(new TargetSubID("G"));
>
>     message.setField(new RawData("HGY"));
>
>     message.setField(new RawDataLength(3));
>
>     }
>
>     public void onCreate(SessionID sessionID) { }
>
>     public void SendMessage(Message message)
>
>     {
>
>     Session.sendToTarget(message, "GLOBEX");
>
>     }
>
>     }
>
>     SendMessage is called from an event handler in the main class.
>
>     Here is the main class.
>
>     class Program
>
>     {
>
>     #region "PRIVATE FIELDS"
>
>     private Application application = new QuickFixConsole.Application();
>
>     #endregion
>
>     #region "ENTRYPOINT"
>
>     static void Main(string[] args)
>
>     {
>
>     try
>
>     {
>
>     Program program = new Program();
>
>     SessionSettings settings = new
>     SessionSettings("C:\\Source\\backup\\API.NET\\Session.config");
>
>     Application application = new QuickFixConsole.Application();
>
>     MSSQLStoreFactory storeFactory = new MSSQLStoreFactory(settings);
>
>     MessageFactory messageFactory = new DefaultMessageFactory();
>
>     ScreenLogFactory logFactory = new ScreenLogFactory(true,true,true);
>
>     ThreadedSocketInitiator initiator = new
>     ThreadedSocketInitiator(application, storeFactory, settings,
>     logFactory, messageFactory);
>
>     initiator.start();
>
>     Globex globex = new Globex("c:\\Orders", "*.FIX", new
>     MessageHandler(program.Program_OnMessage));
>
>     globex.StartProcessor();
>
>     Console.WriteLine("press <enter> to quit");
>
>     Console.Read();
>
>     initiator.stop();
>
>     }
>
>     catch (Exception ex)
>
>     {
>
>     Console.WriteLine(ex.Message);
>
>     }
>
>     }
>
>     #endregion
>
>     #region EVENT HANDLERS
>
>     private void Program_OnMessage(Message message)
>
>     {
>
>     try
>
>     {
>
>     application.SendMessage(message);
>
>     //Session.sendToTarget(message, "GLOBEX");
>
>     }
>
>     catch (Exception ex)
>
>     {
>
>     throw ex;
>
>     }
>
>     }
>
>     #endregion
>
>     Any and all help is greatly appreciated.
>
>     Thanks,
>
>     Mike
>

RE: [Quickfix-developers] Session.SendToTarget issue

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

Alexander,

=20

Thanks for your quick response.  I got it to work, but I'm still a bit
confused.

=20

I tried sendToTarget(message, senderCompID, targetCompID) and that
didn't work.

I then tried sendToTarget(message, senderCompID, targetCompID,
qualifier) and that worked.

=20

I've only got one session active, so I would think that
sendToTarget(message) would work fine. =20

=20

Also, the qualifier value that I put as the 4th parameter of
sendToTarget listed above is the same qualifier value I put when calling
sendToTarget(message, qualifier), which didn't work.

=20

Again, it is working now, and I greatly appreciate your help.

=20

Thanks,

Mike

=20

________________________________

From: Alexander Gorbachev [mailto:ago...@ac...]=20
Sent: Wednesday, February 22, 2006 11:03 AM
To: Mike Smith; qui...@li...
Subject: Re: [Quickfix-developers] Session.SendToTarget issue

=20

Hello,

=20

My guess is that you chose the wrong sendToTarget() method signature. In
your method "GLOBEX" is a session qualifier. If "GLOBEX" is a
targetCompId, than you need to use the sendToTarget(message,
senderCompID, targetCompID).

=20

Best regards,

Alexander

=20

----- Original Message -----=20

	From: Mike Smith <mailto:MS...@rj...> =20

	To: qui...@li...=20

	Sent: Wednesday, February 22, 2006 5:44 PM

	Subject: [Quickfix-developers] Session.SendToTarget issue

	=20

	I'm just starting out with QuickFix, so I'm sure this is a very
beginner level question.

	=20

	I'm coding in c# 2.0 and have setup my solution very much like
the example executor solution.  The only thing is, is that I'm
instantiating a ThreadedSocketInitiator instead of an Acceptor, because
I want to send out new orders, cancels, etc.  I'm logging in fine and
heartbeating, but when I build a new order message and try to send it, I
get the following error.

	=20

	[QuickFix.SessionNotFound] =3D {"Exception of type
'QuickFix.SessionNotFound' was thrown."}

	=20

	From looking at the examples, I can't see why I'm getting this
error.  I've verified that the SessionIdentifier is correct and I am
heartbeating, so I know the session is active.

	=20

	Below is my code in Application.cs

	=20

	public class Application: MessageCracker, QuickFix.Application

	    {

	        public void onLogon(SessionID sessionID) { }

	        public void onLogout(SessionID sessionID) { }

	        public void toApp(Message message, SessionID sessionID)
{ }

	        public void fromAdmin(Message message, SessionID
sessionID) { }

	        public void fromApp(Message message, SessionID
sessionID) { }

	=20

	        public void toAdmin(Message message, SessionID
sessionID)

	        {

	            message.setField(new SenderSubID("060"));

	            message.setField(new SenderLocationID("060"));

	            message.setField(new TargetSubID("G"));

	            message.setField(new RawData("HGY"));

	            message.setField(new RawDataLength(3));

	        }

	        public void onCreate(SessionID sessionID) { }

	=20

	        public void SendMessage(Message message)

	        {

	            Session.sendToTarget(message, "GLOBEX");

	        }

	    }

	=20

	SendMessage is called from an event handler in the main class.

	=20

	Here is the main class.

	=20

	class Program

	    {

	        #region "PRIVATE FIELDS"

	=20

	        private Application application =3D new
QuickFixConsole.Application();

	=20

	        #endregion

	=20

	        #region "ENTRYPOINT"

	=20

	        static void Main(string[] args)

	        {

	            try

	            {

	                Program program =3D new Program();

	                SessionSettings settings =3D new
SessionSettings("C:\\Source\\backup\\API.NET\\Session.config");

	                Application application =3D new
QuickFixConsole.Application();

	                MSSQLStoreFactory storeFactory =3D new
MSSQLStoreFactory(settings);

	                MessageFactory messageFactory =3D new
DefaultMessageFactory();

	                ScreenLogFactory logFactory =3D new
ScreenLogFactory(true,true,true);

	                ThreadedSocketInitiator initiator =3D new
ThreadedSocketInitiator(application, storeFactory, settings, logFactory,
messageFactory);

	                initiator.start();

	               =20

	                Globex globex =3D new Globex("c:\\Orders",
"*.FIX", new MessageHandler(program.Program_OnMessage));

	                globex.StartProcessor();

	               =20

	                Console.WriteLine("press <enter> to quit");

	                Console.Read();

	                initiator.stop();

	            }

	            catch (Exception ex)

	            {

	                Console.WriteLine(ex.Message);

	            }

	        }

	=20

	        #endregion

	=20

	        #region EVENT HANDLERS

	=20

	        private void Program_OnMessage(Message message)

	        {

	            try

	            {

	                application.SendMessage(message);

	                //Session.sendToTarget(message, "GLOBEX");

	            }

	            catch (Exception ex)

	            {

	                throw ex;

	            }

	        }

	=20

	        #endregion

	=20

	Any and all help is greatly appreciated.

	=20

	Thanks,

	Mike

	=20

	=20

	=20

Re: [Quickfix-developers] Session.SendToTarget issue

[Alexander G. <ago...@ac...>]

Hello,

My guess is that you chose the wrong sendToTarget() method signature. In =
your method "GLOBEX" is a session qualifier. If "GLOBEX" is a =
targetCompId, than you need to use the sendToTarget(message, =
senderCompID, targetCompID).

Best regards,
Alexander

----- Original Message -----=20
  From: Mike Smith=20
  To: qui...@li...=20
  Sent: Wednesday, February 22, 2006 5:44 PM
  Subject: [Quickfix-developers] Session.SendToTarget issue


  I'm just starting out with QuickFix, so I'm sure this is a very =
beginner level question.

  =20

  I'm coding in c# 2.0 and have setup my solution very much like the =
example executor solution.  The only thing is, is that I'm instantiating =
a ThreadedSocketInitiator instead of an Acceptor, because I want to send =
out new orders, cancels, etc.  I'm logging in fine and heartbeating, but =
when I build a new order message and try to send it, I get the following =
error.

  =20

  [QuickFix.SessionNotFound] =3D {"Exception of type =
'QuickFix.SessionNotFound' was thrown."}

  =20

  From looking at the examples, I can't see why I'm getting this error.  =
I've verified that the SessionIdentifier is correct and I am =
heartbeating, so I know the session is active.

  =20

  Below is my code in Application.cs

  =20

  public class Application: MessageCracker, QuickFix.Application

      {

          public void onLogon(SessionID sessionID) { }

          public void onLogout(SessionID sessionID) { }

          public void toApp(Message message, SessionID sessionID) { }

          public void fromAdmin(Message message, SessionID sessionID) { =
}

          public void fromApp(Message message, SessionID sessionID) { }

  =20

          public void toAdmin(Message message, SessionID sessionID)

          {

              message.setField(new SenderSubID("060"));

              message.setField(new SenderLocationID("060"));

              message.setField(new TargetSubID("G"));

              message.setField(new RawData("HGY"));

              message.setField(new RawDataLength(3));

          }

          public void onCreate(SessionID sessionID) { }

  =20

          public void SendMessage(Message message)

          {

              Session.sendToTarget(message, "GLOBEX");

          }

      }

  =20

  SendMessage is called from an event handler in the main class.

  =20

  Here is the main class.

  =20

  class Program

      {

          #region "PRIVATE FIELDS"

  =20

          private Application application =3D new =
QuickFixConsole.Application();

  =20

          #endregion

  =20

          #region "ENTRYPOINT"

  =20

          static void Main(string[] args)

          {

              try

              {

                  Program program =3D new Program();

                  SessionSettings settings =3D new =
SessionSettings("C:\\Source\\backup\\API.NET\\Session.config");

                  Application application =3D new =
QuickFixConsole.Application();

                  MSSQLStoreFactory storeFactory =3D new  =
MSSQLStoreFactory(settings);

                  MessageFactory messageFactory =3D new =
DefaultMessageFactory();

                  ScreenLogFactory logFactory =3D new =
ScreenLogFactory(true,true,true);

                  ThreadedSocketInitiator initiator =3D new =
ThreadedSocketInitiator(application, storeFactory, settings, logFactory, =
messageFactory);

                  initiator.start();

                 =20

                  Globex globex =3D new Globex("c:\\Orders", "*.FIX", =
new MessageHandler(program.Program_OnMessage));

                  globex.StartProcessor();

                 =20

                  Console.WriteLine("press <enter> to quit");

                  Console.Read();

                  initiator.stop();

              }

              catch (Exception ex)

              {

                  Console.WriteLine(ex.Message);

              }

          }

  =20

          #endregion

  =20

          #region EVENT HANDLERS

  =20

          private void Program_OnMessage(Message message)

          {

              try

              {

                  application.SendMessage(message);

                  //Session.sendToTarget(message, "GLOBEX");

              }

              catch (Exception ex)

              {

                  throw ex;

              }

          }

  =20

          #endregion

  =20

  Any and all help is greatly appreciated.

  =20

  Thanks,

  Mike

  =20

  =20

  =20

[Quickfix-developers] Session.SendToTarget issue

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

I'm just starting out with QuickFix, so I'm sure this is a very beginner
level question.

=20

I'm coding in c# 2.0 and have setup my solution very much like the
example executor solution.  The only thing is, is that I'm instantiating
a ThreadedSocketInitiator instead of an Acceptor, because I want to send
out new orders, cancels, etc.  I'm logging in fine and heartbeating, but
when I build a new order message and try to send it, I get the following
error.

=20

[QuickFix.SessionNotFound] =3D {"Exception of type
'QuickFix.SessionNotFound' was thrown."}

=20

From looking at the examples, I can't see why I'm getting this error.
I've verified that the SessionIdentifier is correct and I am
heartbeating, so I know the session is active.

=20

Below is my code in Application.cs

=20

public class Application: MessageCracker, QuickFix.Application

    {

        public void onLogon(SessionID sessionID) { }

        public void onLogout(SessionID sessionID) { }

        public void toApp(Message message, SessionID sessionID) { }

        public void fromAdmin(Message message, SessionID sessionID) { }

        public void fromApp(Message message, SessionID sessionID) { }

=20

        public void toAdmin(Message message, SessionID sessionID)

        {

            message.setField(new SenderSubID("060"));

            message.setField(new SenderLocationID("060"));

            message.setField(new TargetSubID("G"));

            message.setField(new RawData("HGY"));

            message.setField(new RawDataLength(3));

        }

        public void onCreate(SessionID sessionID) { }

=20

        public void SendMessage(Message message)

        {

            Session.sendToTarget(message, "GLOBEX");

        }

    }

=20

SendMessage is called from an event handler in the main class.

=20

Here is the main class.

=20

class Program

    {

        #region "PRIVATE FIELDS"

=20

        private Application application =3D new
QuickFixConsole.Application();

=20

        #endregion

=20

        #region "ENTRYPOINT"

=20

        static void Main(string[] args)

        {

            try

            {

                Program program =3D new Program();

                SessionSettings settings =3D new
SessionSettings("C:\\Source\\backup\\API.NET\\Session.config");

                Application application =3D new
QuickFixConsole.Application();

                MSSQLStoreFactory storeFactory =3D new
MSSQLStoreFactory(settings);

                MessageFactory messageFactory =3D new
DefaultMessageFactory();

                ScreenLogFactory logFactory =3D new
ScreenLogFactory(true,true,true);

                ThreadedSocketInitiator initiator =3D new
ThreadedSocketInitiator(application, storeFactory, settings, logFactory,
messageFactory);

                initiator.start();

               =20

                Globex globex =3D new Globex("c:\\Orders", "*.FIX", new
MessageHandler(program.Program_OnMessage));

                globex.StartProcessor();

               =20

                Console.WriteLine("press <enter> to quit");

                Console.Read();

                initiator.stop();

            }

            catch (Exception ex)

            {

                Console.WriteLine(ex.Message);

            }

        }

=20

        #endregion

=20

        #region EVENT HANDLERS

=20

        private void Program_OnMessage(Message message)

        {

            try

            {

                application.SendMessage(message);

                //Session.sendToTarget(message, "GLOBEX");

            }

            catch (Exception ex)

            {

                throw ex;

            }

        }

=20

        #endregion

=20

Any and all help is greatly appreciated.

=20

Thanks,

Mike

=20

=20

=20

[Quickfix-developers] QuickFIX/C++ Training - St. Louis

[Kristin M. <men...@oc...>]

OCI is currently accepting registrations for the following upcoming QuickFIX
for C++ Developers public training event.   
 
The goals of this training class include:

1.	Day One: To provide a general introduction of the FIX protocol,
suitable for developers, business analysts, and managers.
2.	Days Two & Three: To prepare C++ developers to fully utilize the
functionality of the QuickFIX/C++ engine in their own environment.

Event Details:
 
Title: Intro to
<http://www.ociweb.com/education/services/descrip/FINC01-01.html> FIX &
QuickFIX for C++ Developers
Dates: March 22-24, 2006
Times: 8:30am-3:30pm
Location: OCI Education Center (St. Louis, MO)
Online
<http://www.ociweb.com/education/services/descrip/finc01-01/untitled?proxied
Url=http%3A%2F%2Fwww.ociweb.com%2Feducation%2Fscripts%2Fregister.cgi%3Fcours
eCode%3DFINC01-01%26type%3Done%26time%3D2006-03-22%252000%3A00%3A00;func=vie
w> Registration Available
 
Please contact me directly for additional information or to inquire about an
onsite training event for your team.
 
Best regards,
 
Kristin Menefee
Educational Services Manager
Object Computing, Inc. (OCI)
314-579-0066 x203 tel
314-579-0065 fax
www.ociweb.com/education
----------------------------------------
Great minds discuss ideas; 
Average minds discuss events;
Small minds discuss people.
              --- Eleanor Roosevelt 
----------------------------------------

 

[Quickfix-developers] Out of topic: open source for SWIFT

[Alvin W. <AW...@FF...>]

Hi,

Does anyone happen to know if there is any open source library that can 
handle (compose and parse) SWIFT message?
Or can anyone recommend a good commercial library? Has anyone heard of 
c24?

Thanks
Alvin
                                                                                                                                                                                                                                                                                                    **********************************************************************
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Disclosure to anyone other than the intended recipient is
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Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

>
>
> If I read this correctly, you know you're going to do the recovery
> before you start the application.  That means that having the
> counterparty send the messages sent during transmission time is wasted
> effort, right?   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.


Yes, that would probably be the best way to do this so I'll reimplement our
system to use this when we have internet connection problems.

You still have to address the issue of setting your sending sequence
> number if your colleague sent any messages after he captured the file he
> put on the FTP server and before the connection died.  Do you have a way
> to handle that?


I don't think this can happen since the seqnums are stored after we've
logged out from FIX which means no more messages are received. However, if
it does happen I guess you can always bump up the seqnums manually just to
be able to logon.

Thanks,
/Eddie


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

Re: [Quickfix-developers] Session startup and seqnum reset

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

Hi Martin,

> My fix application is using these initiator parameters.  I want the=20
> session's seqnum to be reset once every day at start time.

Resetting sequence numbers means to start a new session, ie a FIX session=
 starts with=20
number 1 and lasts until the sequence is reset to 1.

> [DEFAULT]
> ConnectionType=3Dinitiator
> ReconnectInterval=3D1
> FileStorePath=3DStore
> FileLogPath=3Dlogs
> UseDataDictionary=3DN
> ResetOnLogout=3DN
> ResetOnDisconnect=3DN
> StartDay=3Dmonday
> EndDay=3Dsaturday

Using StartDay and EndDay you request weeklong sessions, ie session start=
s on Monday
and ends on Saturday. Therefore, the reset is done only on Saturday.

> [SESSION]
> StartTime=3D12:00:00
> EndTime=3D00:00:01
> HeartBtInt=3D10
> BeginString=3DFIX.4.1
> SenderCompID=3DmySenderCompID
> TargetCompID=3DmyTargetID
> SocketConnectHost=3D some.ip
> SocketConnectPort=3Dsome.port
>=20
> What is happening, is that between each weekday, there is no session's=20
> seqnum reset.  But on the TargetCompID side, they reset their seqnum=20
> every day.  Is there another parameter to add other than ResetOnLogout=20
> or ResetOnDisconnect to get my session's seqnum reset everyday ?

Just remove the "StartDay" and "EndDay" in the DEFAULT section.

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] Waiting for automatic ResendRequest to finish?

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

Edde wrote:

> Say that my colleague starts with the trading in the morning when the 
> market opens and then at lunch time I take over. Our procedure then is 
> for my colleague to put his seqnums file on a third-party FTP server 
> and before I start up my system I replace my existing seqnums with the 
> one he's put on FTP. When I connect using QuickFIX our counterparty 
> will send me any messages that it has sent during the transition 
> time but these I just discard. Instead I wait until our system has 
> completed it's startup and when all is complete I reset my incoming 
> sequence number (like you said) and do a complete resend of all 
> messages and thus recreating the whole session.

If I read this correctly, you know you're going to do the recovery 
before you start the application.  That means that having the 
counterparty send the messages sent during transmission time is wasted 
effort, right?   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.

You still have to address the issue of setting your sending sequence 
number if your colleague sent any messages after he captured the file he 
put on the FTP server and before the connection died.  Do you have a way 
to handle that?

Dale

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

[Quickfix-developers] Session startup and seqnum reset

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

Hi,

My fix application is using these initiator parameters.  I want the 
session's seqnum to be reset once every day at start time.

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=1
FileStorePath=Store
FileLogPath=logs
UseDataDictionary=N
ResetOnLogout=N
ResetOnDisconnect=N
StartDay=monday
EndDay=saturday

[SESSION]
StartTime=12:00:00
EndTime=00:00:01
HeartBtInt=10
BeginString=FIX.4.1
SenderCompID=mySenderCompID
TargetCompID=myTargetID
SocketConnectHost= some.ip
SocketConnectPort=some.port

What is happening, is that between each weekday, there is no session's 
seqnum reset.  But on the TargetCompID side, they reset their seqnum every 
day.  Is there another parameter to add other than ResetOnLogout or 
ResetOnDisconnect to get my session's seqnum reset everyday ?

Thanks
Martin

Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

Hi Oren,



> I don't see how your current system works.  If you are swapping seqnum
> files, QuickFIX wouldn't pass you the older messages anyway on account
> of their sequence numbers being too low plus being marked PossDup.
> QuickFIX will simply throw the old stuff away while only passing you the
> new stuff.  In effect making the extra resend request sort of
> pointless.  If you truly wanted to do this resend request, you would
> have to reset your incoming sequence number.


Let's see if I can try to clear things up a bit. Me and my colleague both
work from home about 100km from each other. We both have fairly reliable
broadband connections but they're certainly not perfect and dissruptions
occur on a weekly basis.
Say that my colleague starts with the trading in the morning when the marke=
t
opens and then at lunch time I take over. Our procedure then is for my
colleague to put his seqnums file on a third-party FTP server and before I
start up my system I replace my existing seqnums with the one he's put on
FTP. When I connect using QuickFIX our counterparty will send me any
messages that it has sent during the transition time but these I just
discard. Instead I wait until our system has completed it's startup and whe=
n
all is complete I reset my incoming sequence number (like you said) and do =
a
complete resend of all messages and thus recreating the whole session.
However, I understand from Dale's post that this is abusing the admin layer
so a better solution would probably be to store the current state (all
trades and active orders) at shutdown and then pass this "state" file along
to FTP as well. Then I can recreate the state before connecting to my
counterparty and when the connection is made I can simply start processing
the messages as they arrive from QuickFIX and not play around with the admi=
n
layer at all.

However, as Joerg pointed out in a later post, I still need a fail-over
situation when the reason we swap is that my colleague's internet connectio=
n
is down. This means he can't put any state files on FTP so I have to
recreate the state of the session relying on my counterparty alone. The onl=
y
way I've come up with to do this is by resending all messages from the star=
t
of the session but if someone has a better suggestion I'm all ears.


> I would really look into writing a simple gateway so your two
> applications can share the connection.


I've though about this solution as well but the problem is where to put the
gateway. If we'd put it at my place or my colleague's we'd rely on both our
internet connections to work all the time which is definately not the case.

Thanks for helping!
Cheers,
/Eddie

--oren
>
> Edde wrote:
>
> > Hi Dale,
> >
> > Thanks for the quick reply.
> >
> > The reason we've gone through the hassel of resending all the messages
> > is that we're too people working on our trading system. We work from
> > two different locations and a couple of times a day we swap who's
> > doing the actual trading. The current procedure when we swap is that
> > we simply exchange the seqnums file and then since we do the complete
> > ResendRequest the one taking over the trading will process the old
> > messages and reach the current trading "state".
> > However I realize know that I've been on the wrong path by doing this.
> > Your first suggestion  about reading the messages from the log seems
> > pretty good to me. Is there a standardized way of doing this? For
> example:
> >
> > 1) I don't really care about heartbeats etc so is there a
> > specification somewhere which messages are significant when
> reprocessing?
> > 2) Are there any utility methods in QuickFIX to reproduce a FIX
> > message from a String/character stream or similar?
> > 3) I guess you need to maintain a list of all messages already
> > processed so that you don't get duplicate processing of one or more
> > messages?
> >
> > Thanks for your help,
> > /Eddie
> >
> >
> > On 2/20/06, *Dale Wilson* <wil...@oc...
> > <mailto:wil...@oc...>> wrote:
> >
> >     Hi Eddie
> >
> >     Edde wrote:
> >
> >     > Since it needed to resend 50000 messages this takes some time and
> >     > while this is in progress our system continues the startup
> process.
> >     > I'm planning to rewrite this code ASAP but at the moment what we
> do
> >     > after a major crash on either end is to clear all our databases
> and
> >     > send a ResendRequest demanding all messages sent in the session:
> >
> >     The problem is that a ResendRequest is an administrative-level
> message
> >     and you are attempting to use it for an application-level purpose.
> >     TCP/IP will resend packets on occasion as part of it's error
> recovery,
> >     but no one attempts to use this information to "replay" a TCP/IP
> >     session.  THe same should be true for FIX.  Communication stacks
> work
> >     because the layers are kept distinct  --- each one serving it's own
> >     purpose and interactinint with the layers above and below it throug=
h
> a
> >     well specified API.
> >
> >     Unfortunately in FIX the two layers, admin and app, are not so
> >     clearly
> >     delineated and it tempts developers to cross the line.  This
> >     is  not the
> >     first time I have seen someone trying to use a ResendRequest for
> this
> >     purpose.  QuickFIX takes care of the administrative layer of the
> >     protocol for you, but if your application sends its own admin layer
> >     messages that QuickFIX doesn't know about, it gets confused (and
> >     rightly
> >     so!)
> >
> >     You might be able to come up with a hack that works for this
> >     particular
> >     version of QuickFIX, but what ever you come up with there's no
> >     guarantee
> >     that it will work correctly in future versions of QuickFIX.
> >
> >     That gets us to the question of, "what's the *right* way to fix thi=
s
> >     problem..
> >
> >     Solution #1:  read the day's messages fom the store or from the
> >     log and
> >     reprocess them.  .
> >
> >     Solution #2: define a "retransmit today's transactions"
> message.  You
> >     might  define a new custom message type, or consider "twisting" an
> >     application level message for this purpose. (How about using
> >     "wildcard"
> >     order id's in an order status request.? )   You could even define a=
n
> >     "End of retransamint" application level message (or field within a
> >     message).  This, of course, assumes you have some influence on the
> >     software at the other end of the connection.  Note that "misusing"
> an
> >     application level message is much less of a sin than subverting an
> >     Admin
> >     message.  Among other things it won't confuse QuickFIX.
> >
> >     Solution #3:  Trick QuickFIX into sending  the resend request you
> need
> >     -- reset the expected incoming sequence number to 1 without
> >     chaning the
> >     next sequence number to send.  Do this before loggin in so only one
> >     "resed" will happen.
> >
> >
> >     Dale
> >
> >     --
> >     -----------------------------------------------------
> >     Dale Wilson, Senior Software Engineer
> >     Object Computing, Inc. (OCI)
> >     http://www.ociweb.com/  http://www.theaceorb.com/
> >     ----------------------------------------------------
> >
> >
>

Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

Edde wrote:

> Hi Dale,
>  
> Thanks for the quick reply.
>  
> The reason we've gone through the hassel of resending all the messages 
> is that we're too people working on our trading system. We work from 
> two different locations and a couple of times a day we swap who's 
> doing the actual trading.

A simple solution: Share a disk and put the store directory on the 
shared disk so both workstations can access it.

Dale

> The current procedure when we swap is that we simply exchange the 
> seqnums file and then since we do the complete ResendRequest the one 
> taking over the trading will process the old messages and reach the 
> current trading "state".
> However I realize know that I've been on the wrong path by doing this.
> Your first suggestion  about reading the messages from the log seems 
> pretty good to me. Is there a standardized way of doing this? For example:
>  
> 1) I don't really care about heartbeats etc so is there a 
> specification somewhere which messages are significant when reprocessing?
> 2) Are there any utility methods in QuickFIX to reproduce a FIX 
> message from a String/character stream or similar?
> 3) I guess you need to maintain a list of all messages already 
> processed so that you don't get duplicate processing of one or more 
> messages?
>  
> Thanks for your help,
> /Eddie
>
>  
> On 2/20/06, *Dale Wilson* <wil...@oc... 
> <mailto:wil...@oc...>> wrote:
>
>     Hi Eddie
>
>     Edde wrote:
>
>     > Since it needed to resend 50000 messages this takes some time and
>     > while this is in progress our system continues the startup process.
>     > I'm planning to rewrite this code ASAP but at the moment what we do
>     > after a major crash on either end is to clear all our databases and
>     > send a ResendRequest demanding all messages sent in the session:
>
>     The problem is that a ResendRequest is an administrative-level message
>     and you are attempting to use it for an application-level purpose.
>     TCP/IP will resend packets on occasion as part of it's error recovery,
>     but no one attempts to use this information to "replay" a TCP/IP
>     session.  THe same should be true for FIX.  Communication stacks work
>     because the layers are kept distinct  --- each one serving it's own
>     purpose and interactinint with the layers above and below it through a
>     well specified API.
>
>     Unfortunately in FIX the two layers, admin and app, are not so
>     clearly
>     delineated and it tempts developers to cross the line.  This
>     is  not the
>     first time I have seen someone trying to use a ResendRequest for this
>     purpose.  QuickFIX takes care of the administrative layer of the
>     protocol for you, but if your application sends its own admin layer
>     messages that QuickFIX doesn't know about, it gets confused (and
>     rightly
>     so!)
>
>     You might be able to come up with a hack that works for this
>     particular
>     version of QuickFIX, but what ever you come up with there's no
>     guarantee
>     that it will work correctly in future versions of QuickFIX.
>
>     That gets us to the question of, "what's the *right* way to fix this
>     problem..
>
>     Solution #1:  read the day's messages fom the store or from the
>     log and
>     reprocess them.  .
>
>     Solution #2: define a "retransmit today's transactions" message.  You
>     might  define a new custom message type, or consider "twisting" an
>     application level message for this purpose. (How about using
>     "wildcard"
>     order id's in an order status request.? )   You could even define an
>     "End of retransamint" application level message (or field within a
>     message).  This, of course, assumes you have some influence on the
>     software at the other end of the connection.  Note that "misusing" an
>     application level message is much less of a sin than subverting an
>     Admin
>     message.  Among other things it won't confuse QuickFIX.
>
>     Solution #3:  Trick QuickFIX into sending  the resend request you need
>     -- reset the expected incoming sequence number to 1 without
>     chaning the
>     next sequence number to send.  Do this before loggin in so only one
>     "resed" will happen.
>
>
>     Dale
>
>     --
>     -----------------------------------------------------
>     Dale Wilson, Senior Software Engineer
>     Object Computing, Inc. (OCI)
>     http://www.ociweb.com/  http://www.theaceorb.com/
>     ----------------------------------------------------
>
>


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

Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

Edde wrote:
> [...]
> So, for each message I receive between 56802 and 66426 QuickFIX
> automatically sends a new ResendRequest demanding all messages in the
> session. Obviously this is not good behaviour and I could work around t=
his
> if there is a way to know when the first ResendRequest has received all=
 the
> messages it's expecting.

Hmmm, this reminds me of a behaviour fixed in 1.10.2: This version explic=
itely avoids=20
sending duplicate ResendRequest(N:Infinity) and logs the message "Already=
 sent=20
ResendRequest. Not sending another". Maybe a newer version will improve t=
he situation.

While I understand Dales argument, not to abuse the session level for app=
lication level=20
recovery, this scenario could make sense in a fail-over situation.

BTW, a TestRequest with a unique has to be answered by a Heartbeat with t=
his unique id.
If you get this specific heartbeat, you know that the other side must hav=
e processed all=20
messages preceding this TestRequest. Of course, this does not prevent fur=
ther resend=20
processing at any later point of time.

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] Waiting for automatic ResendRequest to finish?

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

I don't see how your current system works.  If you are swapping seqnum 
files, QuickFIX wouldn't pass you the older messages anyway on account 
of their sequence numbers being too low plus being marked PossDup.  
QuickFIX will simply throw the old stuff away while only passing you the 
new stuff.  In effect making the extra resend request sort of 
pointless.  If you truly wanted to do this resend request, you would 
have to reset your incoming sequence number.

in any case...

1) The Message class has isAdmin and isApp methods.  Anything that 
returns true for isApp should be processed (or thrown out if isAdmin is 
true, however you want to look at it)

2) The constructor for the Message class takes in a string.

3) Is your system stateless?  Is it ok to just process all messages when 
it loads up?  If not you would essentially have to treat every message 
like it is marked PossResend and handle appropriately.

I would really look into writing a simple gateway so your two 
applications can share the connection.

--oren

Edde wrote:

> Hi Dale,
>  
> Thanks for the quick reply.
>  
> The reason we've gone through the hassel of resending all the messages 
> is that we're too people working on our trading system. We work from 
> two different locations and a couple of times a day we swap who's 
> doing the actual trading. The current procedure when we swap is that 
> we simply exchange the seqnums file and then since we do the complete 
> ResendRequest the one taking over the trading will process the old 
> messages and reach the current trading "state".
> However I realize know that I've been on the wrong path by doing this.
> Your first suggestion  about reading the messages from the log seems 
> pretty good to me. Is there a standardized way of doing this? For example:
>  
> 1) I don't really care about heartbeats etc so is there a 
> specification somewhere which messages are significant when reprocessing?
> 2) Are there any utility methods in QuickFIX to reproduce a FIX 
> message from a String/character stream or similar?
> 3) I guess you need to maintain a list of all messages already 
> processed so that you don't get duplicate processing of one or more 
> messages?
>  
> Thanks for your help,
> /Eddie
>
>  
> On 2/20/06, *Dale Wilson* <wil...@oc... 
> <mailto:wil...@oc...>> wrote:
>
>     Hi Eddie
>
>     Edde wrote:
>
>     > Since it needed to resend 50000 messages this takes some time and
>     > while this is in progress our system continues the startup process.
>     > I'm planning to rewrite this code ASAP but at the moment what we do
>     > after a major crash on either end is to clear all our databases and
>     > send a ResendRequest demanding all messages sent in the session:
>
>     The problem is that a ResendRequest is an administrative-level message
>     and you are attempting to use it for an application-level purpose.
>     TCP/IP will resend packets on occasion as part of it's error recovery,
>     but no one attempts to use this information to "replay" a TCP/IP
>     session.  THe same should be true for FIX.  Communication stacks work
>     because the layers are kept distinct  --- each one serving it's own
>     purpose and interactinint with the layers above and below it through a
>     well specified API.
>
>     Unfortunately in FIX the two layers, admin and app, are not so
>     clearly
>     delineated and it tempts developers to cross the line.  This
>     is  not the
>     first time I have seen someone trying to use a ResendRequest for this
>     purpose.  QuickFIX takes care of the administrative layer of the
>     protocol for you, but if your application sends its own admin layer
>     messages that QuickFIX doesn't know about, it gets confused (and
>     rightly
>     so!)
>
>     You might be able to come up with a hack that works for this
>     particular
>     version of QuickFIX, but what ever you come up with there's no
>     guarantee
>     that it will work correctly in future versions of QuickFIX.
>
>     That gets us to the question of, "what's the *right* way to fix this
>     problem..
>
>     Solution #1:  read the day's messages fom the store or from the
>     log and
>     reprocess them.  .
>
>     Solution #2: define a "retransmit today's transactions" message.  You
>     might  define a new custom message type, or consider "twisting" an
>     application level message for this purpose. (How about using
>     "wildcard"
>     order id's in an order status request.? )   You could even define an
>     "End of retransamint" application level message (or field within a
>     message).  This, of course, assumes you have some influence on the
>     software at the other end of the connection.  Note that "misusing" an
>     application level message is much less of a sin than subverting an
>     Admin
>     message.  Among other things it won't confuse QuickFIX.
>
>     Solution #3:  Trick QuickFIX into sending  the resend request you need
>     -- reset the expected incoming sequence number to 1 without
>     chaning the
>     next sequence number to send.  Do this before loggin in so only one
>     "resed" will happen.
>
>
>     Dale
>
>     --
>     -----------------------------------------------------
>     Dale Wilson, Senior Software Engineer
>     Object Computing, Inc. (OCI)
>     http://www.ociweb.com/  http://www.theaceorb.com/
>     ----------------------------------------------------
>
>

Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

Hi Dale,

Thanks for the quick reply.

The reason we've gone through the hassel of resending all the messages is
that we're too people working on our trading system. We work from two
different locations and a couple of times a day we swap who's doing the
actual trading. The current procedure when we swap is that we simply
exchange the seqnums file and then since we do the complete
ResendRequest the one taking over the trading will process the old messages
and reach the current trading "state".
However I realize know that I've been on the wrong path by doing this.
Your first suggestion  about reading the messages from the log seems pretty
good to me. Is there a standardized way of doing this? For example:

1) I don't really care about heartbeats etc so is there a specification
somewhere which messages are significant when reprocessing?
2) Are there any utility methods in QuickFIX to reproduce a FIX message fro=
m
a String/character stream or similar?
3) I guess you need to maintain a list of all messages already processed so
that you don't get duplicate processing of one or more messages?

Thanks for your help,
/Eddie


On 2/20/06, Dale Wilson <wil...@oc...> wrote:
>
> Hi Eddie
>
> Edde wrote:
>
> > Since it needed to resend 50000 messages this takes some time and
> > while this is in progress our system continues the startup process.
> > I'm planning to rewrite this code ASAP but at the moment what we do
> > after a major crash on either end is to clear all our databases and
> > send a ResendRequest demanding all messages sent in the session:
>
> The problem is that a ResendRequest is an administrative-level message
> and you are attempting to use it for an application-level purpose.
> TCP/IP will resend packets on occasion as part of it's error recovery,
> but no one attempts to use this information to "replay" a TCP/IP
> session.  THe same should be true for FIX.  Communication stacks work
> because the layers are kept distinct  --- each one serving it's own
> purpose and interactinint with the layers above and below it through a
> well specified API.
>
> Unfortunately in FIX the two layers, admin and app, are not so clearly
> delineated and it tempts developers to cross the line.  This is  not the
> first time I have seen someone trying to use a ResendRequest for this
> purpose.  QuickFIX takes care of the administrative layer of the
> protocol for you, but if your application sends its own admin layer
> messages that QuickFIX doesn't know about, it gets confused (and rightly
> so!)
>
> You might be able to come up with a hack that works for this particular
> version of QuickFIX, but what ever you come up with there's no guarantee
> that it will work correctly in future versions of QuickFIX.
>
> That gets us to the question of, "what's the *right* way to fix this
> problem..
>
> Solution #1:  read the day's messages fom the store or from the log and
> reprocess them.  .
>
> Solution #2: define a "retransmit today's transactions" message.  You
> might  define a new custom message type, or consider "twisting" an
> application level message for this purpose. (How about using "wildcard"
> order id's in an order status request.? )   You could even define an
> "End of retransamint" application level message (or field within a
> message).  This, of course, assumes you have some influence on the
> software at the other end of the connection.  Note that "misusing" an
> application level message is much less of a sin than subverting an Admin
> message.  Among other things it won't confuse QuickFIX.
>
> Solution #3:  Trick QuickFIX into sending  the resend request you need
> -- reset the expected incoming sequence number to 1 without chaning the
> next sequence number to send.  Do this before loggin in so only one
> "resed" will happen.
>
>
> Dale
>
> --
> -----------------------------------------------------
> Dale Wilson, Senior Software Engineer
> Object Computing, Inc. (OCI)
> http://www.ociweb.com/  http://www.theaceorb.com/
> ----------------------------------------------------
>
>

Re: [Quickfix-developers] Waiting for automatic ResendRequest to finish?

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

Hi Eddie

Edde wrote:

> Since it needed to resend 50000 messages this takes some time and 
> while this is in progress our system continues the startup process. 
> I'm planning to rewrite this code ASAP but at the moment what we do 
> after a major crash on either end is to clear all our databases and 
> send a ResendRequest demanding all messages sent in the session:

The problem is that a ResendRequest is an administrative-level message 
and you are attempting to use it for an application-level purpose.  
TCP/IP will resend packets on occasion as part of it's error recovery, 
but no one attempts to use this information to "replay" a TCP/IP 
session.  THe same should be true for FIX.  Communication stacks work 
because the layers are kept distinct  --- each one serving it's own 
purpose and interactinint with the layers above and below it through a 
well specified API.

Unfortunately in FIX the two layers, admin and app, are not so clearly 
delineated and it tempts developers to cross the line.  This is  not the 
first time I have seen someone trying to use a ResendRequest for this 
purpose.  QuickFIX takes care of the administrative layer of the 
protocol for you, but if your application sends its own admin layer 
messages that QuickFIX doesn't know about, it gets confused (and rightly 
so!)

You might be able to come up with a hack that works for this particular 
version of QuickFIX, but what ever you come up with there's no guarantee 
that it will work correctly in future versions of QuickFIX.

That gets us to the question of, "what's the *right* way to fix this 
problem..

Solution #1:  read the day's messages fom the store or from the log and 
reprocess them.  .

Solution #2: define a "retransmit today's transactions" message.  You 
might  define a new custom message type, or consider "twisting" an 
application level message for this purpose. (How about using "wildcard" 
order id's in an order status request.? )   You could even define an 
"End of retransamint" application level message (or field within a 
message).  This, of course, assumes you have some influence on the 
software at the other end of the connection.  Note that "misusing" an 
application level message is much less of a sin than subverting an Admin 
message.  Among other things it won't confuse QuickFIX. 

Solution #3:  Trick QuickFIX into sending  the resend request you need 
-- reset the expected incoming sequence number to 1 without chaning the 
next sequence number to send.  Do this before loggin in so only one 
"resed" will happen.


Dale

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