quickfix-developers — QuickFIX developers forum

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

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

Hi Guys,

I'm using the QuickFix JNI library version 1.9.4 (plan to upgrade when
QuickFix/J moves to 1.0.0) and I was wondering if there is a way to detect
when all messages have been received from an automatic ResendRequest?

I experienced a problem with this last week in our production system when
our counterparty's system went down for about an hour. After they had
rebooted their system and we could log on again QuickFix did the automatic
ResendRequest to get any messages missed during the downtime:

20060216-14:26:00 : 15:26:00.350 - MsgSeqNum too high, expecting  13817 but
received 66426
EDDE -> 15:26:00.360 - 8=3D
FIX.4.2=019=3D67=0135=3D2=0134=3D32889=0149=3DEDDE=0152=3D20060216-14:26:00=
.350=0156=3DXXXX=017=3D13817=0116=3D0=0110=3D235=01

Since it needed to resend 50000 messages this takes some time and while thi=
s
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:

EDDE -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D67=0135=3D2=0134=3D32910=0149=3DEDDE=0152=3D20060216-14:28:10=
.157=0156=3DXXXX=017=3D1=0116=3D0=0110=3D228=01

The problem this time is that since I'm still receiving messages from the
first ResendRequest code I will get an unexpected sequence number as the
answer to my latest ResendRequest:

XXXX  -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D375=0135=3D8=0134=3D56802=0143=3DY=0149=3DXXXX=0152=3D2006021=
6-14:28:08.234.....
20060216-14:28:10 : 15:28:10.177 - MsgSeqNum too high, expecting  2 but
received 56802
20060216-14:28:10 : 15:28:10.177 - Sent ResendRequest FROM: 2 TO: 0
EDDE -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D63=0135=3D2=0134=3D32911=0149=3DEDDE=0152=3D20060216-14:28:10=
.177=0156=3DXXXX=017=3D2=0116=3D0=0110=3D017=01

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 this
if there is a way to know when the first ResendRequest has received all the
messages it's expecting.

Anyone know if there is a way to detect this?

Thanks,
/Eddie

I've put together a snapshot of the session logs to illustrate the problem
(XXXX is my counterparty):

20060216-14:25:56 : 15:25:56.234 - Created session
20060216-14:25:56 : 15:25:56.415 - Connecting to 192.42.172.11 on port 7474
20060216-14:25:56 : 15:25:56.475 - Connection succeeded
EDDE -> 15:25:56.565 - 8=3D
FIX.4.2=019=3D67=0135=3DA=0134=3D32888=0149=3DEDDE=0152=3D20060216-14:25:56=
.495=0156=3DXXXX=0198=3D0=01108=3D180=0110=3D014=01
20060216-14:25:56 : 15:25:56.565 - Initiated logon request
XXXX ->  15:26:00.350 - 8=3D
FIX.4.2=019=3D67=0135=3DA=0134=3D66426=0149=3DXXXX=0152=3D20060216-14:25:59=
.177=0156=3DEDDE=0198=3D0=01108=3D180=0110=3D009=01
20060216-14:26:00 : 15:26:00.350 - Received logon response
20060216-14:26:00 : 15:26:00.350 - MsgSeqNum too high, expecting  13817 but
received 66426
EDDE -> 15:26:00.360 - 8=3D
FIX.4.2=019=3D67=0135=3D2=0134=3D32889=0149=3DEDDE=0152=3D20060216-14:26:00=
.350=0156=3DXXXX=017=3D13817=0116=3D0=0110=3D235=01
20060216-14:26:00 : 15:26:00.360 - Sent ResendRequest FROM: 13817 TO: 0
EDDE -> 15:26:06.389 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32890=0149=3DEDDE=0152=3D20060216-14:26:06=
.389=0156=3DXXXX=01112=3DTestOS,
15:26:06=0110=3D206=01
EDDE -> 15:26:09.393 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32891=0149=3DEDDE=0152=3D20060216-14:26:09=
.393=0156=3DXXXX=01112=3DTestOS,
15:26:09=0110=3D208=01
EDDE -> 15:26:12.397 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32892=0149=3DEDDE=0152=3D20060216-14:26:12=
.397=0156=3DXXXX=01112=3DTestOS,
15:26:12=0110=3D201=01
EDDE -> 15:26:15.402 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32893=0149=3DEDDE=0152=3D20060216-14:26:15=
.402=0156=3DXXXX=01112=3DTestOS,
15:26:15=0110=3D195=01
EDDE -> 15:26:18.406 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32894=0149=3DEDDE=0152=3D20060216-14:26:18=
.406=0156=3DXXXX=01112=3DTestOS,
15:26:18=0110=3D206=01
EDDE -> 15:26:21.410 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32895=0149=3DEDDE=0152=3D20060216-14:26:21=
.410=0156=3DXXXX=01112=3DTestOS,
15:26:21=0110=3D190=01
EDDE -> 15:26:24.415 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32896=0149=3DEDDE=0152=3D20060216-14:26:24=
.415=0156=3DXXXX=01112=3DTestOS,
15:26:24=0110=3D202=01
EDDE -> 15:26:27.419 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32897=0149=3DEDDE=0152=3D20060216-14:26:27=
.419=0156=3DXXXX=01112=3DTestOS,
15:26:27=0110=3D213=01
EDDE -> 15:26:30.423 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32898=0149=3DEDDE=0152=3D20060216-14:26:30=
.423=0156=3DXXXX=01112=3DTestOS,
15:26:30=0110=3D197=01
EDDE -> 15:26:33.428 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32899=0149=3DEDDE=0152=3D20060216-14:26:33=
.428=0156=3DXXXX=01112=3DTestOS,
15:26:33=0110=3D209=01
EDDE -> 15:26:36.432 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32900=0149=3DEDDE=0152=3D20060216-14:26:36=
.432=0156=3DXXXX=01112=3DTestOS,
15:26:36=0110=3D193=01
EDDE -> 15:26:39.436 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32901=0149=3DEDDE=0152=3D20060216-14:26:39=
.436=0156=3DXXXX=01112=3DTestOS,
15:26:39=0110=3D204=01
EDDE -> 15:26:42.441 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32902=0149=3DEDDE=0152=3D20060216-14:26:42=
.441=0156=3DXXXX=01112=3DTestOS,
15:26:42=0110=3D189=01
EDDE -> 15:26:45.445 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32903=0149=3DEDDE=0152=3D20060216-14:26:45=
.445=0156=3DXXXX=01112=3DTestOS,
15:26:45=0110=3D200=01
EDDE -> 15:26:48.449 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32904=0149=3DEDDE=0152=3D20060216-14:26:48=
.449=0156=3DXXXX=01112=3DTestOS,
15:26:48=0110=3D211=01
EDDE -> 15:26:51.454 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32905=0149=3DEDDE=0152=3D20060216-14:26:51=
.454=0156=3DXXXX=01112=3DTestOS,
15:26:51=0110=3D196=01
EDDE -> 15:26:54.458 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32906=0149=3DEDDE=0152=3D20060216-14:26:54=
.458=0156=3DXXXX=01112=3DTestOS,
15:26:54=0110=3D207=01
EDDE -> 15:26:57.462 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32907=0149=3DEDDE=0152=3D20060216-14:26:57=
.462=0156=3DXXXX=01112=3DTestOS,
15:26:57=0110=3D209=01
EDDE -> 15:27:00.467 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32908=0149=3DEDDE=0152=3D20060216-14:27:00=
.467=0156=3DXXXX=01112=3DTestOS,
15:27:00=0110=3D193=01
EDDE -> 15:27:03.471 - 8=3D
FIX.4.2=019=3D76=0135=3D1=0134=3D32909=0149=3DEDDE=0152=3D20060216-14:27:03=
.471=0156=3DXXXX=01112=3DTestOS,
15:27:03=0110=3D195=01
XXXX  -> 15:27:04.112 - 8=3D
FIX.4.2=019=3D370=0135=3D8=0134=3D13817=0143=3DY=0149=3DXXXX=0152=3D2006021=
6-14:27:02.934=0156=3DEDDE=01122=3D20060216-09:00:57.849=011=3D311761=016=
=3D0.000000=0111=3DISTSE0000170110-OL6825p=0114=3D0.000000=0115=3DSEK=0117=
=3D1140088724=0120=3D0=0122=3D4=0131=3D0.000000=0132=3D0.000000=0137=3D1376=
4816=0138=3D199.000000=0139=3D4=0140=3D2=0144=3D98=0148=3DSE0000170110=0154=
=3D1=0155=3DAZA=0158=3DUnsolicitedorder
cancellation=0159=3D3=01109=3D311761=01150=3D4=01151=3D
0.000000=01198=3D20060216100057986548=01207=3DST=0110=3D030=01
XXXX  -> 15:27:04.222 - 8=3D
FIX.4.2=019=3D375=0135=3D8=0134=3D13818=0143=3DY=0149=3DXXXX=0152=3D2006021=
6-14:27:02.936=0156=3DEDDE=01122=3D20060216-09:00:58.349=011=3D311761=016=
=3D0.000000=0111=3DISTSE0000314502-OL6826p=0114=3D0.000000=0115=3DSEK=0117=
=3D1140088725=0120=3D0=0122=3D4=0131=3D0.000000=0132=3D0.000000=0137=3D1376=
4817=0138=3D455.000000=0139=3D4=0140=3D2=0144=3D34.5=0148=3DSE0000314502=01=
54=3D2=0155=3DSALAB=0158=3DUnsolicited
order cancellation=0159=3D3=01109=3D311761=01150=3D4=01151=3D
0.000000=01198=3D20060216100058475000=01207=3DST=0110=3D020=01
XXXX  -> ETC, ETC... Until the last message 34=3D66426
20060216-14:27:14 : 15:27:14.226 - Received SequenceReset FROM: 20675 TO:
20676
20060216-14:27:14 : 15:27:14.387 - Received SequenceReset FROM: 20766 TO:
20767
20060216-14:27:53 : 15:27:53.653 - Received SequenceReset FROM: 46393 TO:
46394
20060216-14:27:55 : 15:27:55.456 - Received SequenceReset FROM: 47614 TO:
47615
20060216-14:28:02 : 15:28:02.306 - Received SequenceReset FROM: 52242 TO:
52245
20060216-14:28:02 : 15:28:02.306 - Received SequenceReset FROM: 52248 TO:
52263
20060216-14:28:02 : 15:28:02.306 - Received SequenceReset FROM: 52264 TO:
52306
20060216-14:28:02 : 15:28:02.316 - Received SequenceReset FROM: 52319 TO:
52320
20060216-14:28:04 : 15:28:04.789 - Received SequenceReset FROM: 53725 TO:
53726
EDDE -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D67=0135=3D2=0134=3D32910=0149=3DEDDE=0152=3D20060216-14:28:10=
.157=0156=3DXXXX=017=3D1=0116=3D0=0110=3D228=01
XXXX  -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D375=0135=3D8=0134=3D56802=0143=3DY=0149=3DXXXX=0152=3D2006021=
6-14:28:08.234=0156=3DEDDE=01122=3D20060216-12:37:06.916=011=3D311761=016=
=3D0.000000=0111=3DISTSE0000567752-OL27946p=0114=3D0.000000=0115=3DSEK=0117=
=3D1140131699=0120=3D0=0122=3D4=0131=3D0.000000=0132=3D0.000000=0137=3D1378=
7749=0138=3D92.000000=0139=3D0=0140=3D2=0144=3D26.7000007629395=0148=3DSE00=
00567752=0154=3D2=0155=3DNTEKB=0159=3D3=0160=3D20060216-12:37:07=01109=3D31=
1761=01150=3D0=01151=3D
92.000000=01198=3D20060216133708358461=01207=3DST=0110=3D146=01
20060216-14:28:10 : 15:28:10.177 - MsgSeqNum too high, expecting  2 but
received 56802
20060216-14:28:10 : 15:28:10.177 - Sent ResendRequest FROM: 2 TO: 0
EDDE -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D63=0135=3D2=0134=3D32911=0149=3DEDDE=0152=3D20060216-14:28:10=
.177=0156=3DXXXX=017=3D2=0116=3D0=0110=3D017=01
XXXX  -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D376=0135=3D8=0134=3D56803=0143=3DY=0149=3DXXXX=0152=3D2006021=
6-14:28:08.236=0156=3DEDDE=01122=3D20060216-12:37:06.950=011=3D311761=016=
=3D0.000000=0111=3DISTSE0000115446-OL27943p=0114=3D0.000000=0115=3DSEK=0117=
=3D1140131700=0120=3D0=0122=3D4=0131=3D0.000000=0132=3D0.000000=0137=3D1378=
7746=0138=3D39.000000=0139=3D4=0140=3D2=0144=3D345.5=0148=3DSE0000115446=01=
54=3D1=0155=3DVOLVB=0158=3DUnsolicited
order cancellation=0159=3D3=01109=3D311761=01150=3D4=01151=3D
0.000000=01198=3D20060216133707359386=01207=3DST=0110=3D133=01
20060216-14:28:10 : 15:28:10.177 - MsgSeqNum too high, expecting  2 but
received 56803
EDDE -> 15:28:10.177 - 8=3D
FIX.4.2=019=3D63=0135=3D2=0134=3D32912=0149=3DEDDE=0152=3D20060216-14:28:10=
.177=0156=3DXXXX=017=3D2=0116=3D0=0110=3D018=01
20060216-14:28:10 : 15:28:10.177 - Sent ResendRequest FROM: 2 TO: 0

RE: [Quickfix-developers] QuickFix and disabling validation for given MsgType

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

There is an alternative (and neater and safer) option whilst still using
the DataDictionary, and that is to update the dictionary with your
flattened specification. This means editing the relevant FIX4#.xml file
and then rebuilding quickfix yourself from source. The downside is you
need to do your own builds, but this shouldn't be too hard as the build
files are all provided, and on the plus side this means you still have
full validation on every message.
=20
I don't know of any way to turn off validation on a msgType level.
=20
Regards
Toby

	-----Original Message-----
	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: 17 February 2006 19:08
	To: qui...@li...
	Subject: [Quickfix-developers] QuickFix and disabling validation
for given MsgType
=09
=09
=09
	Is it possible to disable validation of messages at the MsgType
level in quickfix ? I have a scenario where the repeating group in a
message has been Flattened meaning it's no longer a repeating group.
	I would not like to open up the session for this using the
useDataDictionary =3D N feature.
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sender, delete it and do not read, act upon, print, disclose, copy, =
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Re: [Quickfix-developers] QuickFix and disabling validation for given MsgType

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

You cannot turn off validation for a specific message.  You will need to 
flatten the repeating group in the data dictionary.

--oren

Shankar Krishnan wrote:

> Is it possible to disable validation of messages at the MsgType level 
> in quickfix ? I have a scenario where the repeating group in a message 
> has been Flattened meaning it's no longer a repeating group.
> I would not like to open up the session for this using the 
> useDataDictionary = N feature.

[Quickfix-developers] QuickFix and disabling validation for given MsgType

[Shankar K. <skr...@sn...>]

  Is it possible to disable validation of messages at the MsgType level in quickfix ? I have a scenario where the repeating group in a message has been Flattened meaning it's no longer a repeating group.
  I would not like to open up the session for this using the useDataDictionary = N feature.

Re: [Quickfix-developers] sql server support for .NET 2005

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

You need to add the SQL server include directory, it will probably be 
something like this: C:\Program Files\Microsoft SQL 
Server\80\Tools\DevTools\Include

You will also need to add the library directory which would be something 
like this: C:\Program Files\Microsoft SQL Server\80\Tools\DevTools\Lib

--oren

Mike Smith wrote:

> In the building QuickFix documentation, it says the mssql include and 
> library directories must be in the visual studio search paths. What 
> I’ve done is add C:\Program Files\Microsoft Visual Studio\VC98\Include 
> and C:\Program Files\Microsoft Visual Studio\VC98\Lib to the Path 
> environment variable on my computer. I am still getting an error when 
> I try to build QuickFix_vs8, saying that it cannot find sqlfront.h
>
> I have Visual Studio 6, .Net 1.1, .Net 2.0 and the sql server 2000 
> client installed on my machine. I’m not sure what else I need to do.
>
> Thanks in advance,
>
> Mike
>

[Quickfix-developers] sql server support for .NET 2005

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

In the building QuickFix documentation, it says the mssql include and
library directories must be in the visual studio search paths.  What
I've done is add C:\Program Files\Microsoft Visual Studio\VC98\Include
and C:\Program Files\Microsoft Visual Studio\VC98\Lib to the Path
environment variable on my computer.  I am still getting an error when I
try to build QuickFix_vs8, saying that it cannot find sqlfront.h

=20

I have Visual Studio 6, .Net 1.1, .Net 2.0 and the sql server 2000
client installed on my machine.  I'm not sure what else I need to do.

=20

Thanks in advance,

=20

Mike

[Quickfix-developers] QuickFIX/J 1.0.0 Beta 3 Released

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

The Beta 3 version of QuickFIX/J is now available. I strongly recommend
upgrading. I believe the MINA-based networking code is a significant
improvement.

You can download the release at SourceForge.

http://tinyurl.com/apr6r

New Features and Improvements:

  * QuickFIX JNI 1.11.0 compatibility (except MSSQL, PostgreSQL stores)
  * Converted network code to MINA (Netty removed)
  * Converted non-session logging to SLF4J (Commons Logging removed)
  * SLF4J log category names can use SessionID-based patterns
  * ScreenLogFactory can be configured to filter heartbeat messages
  * New CompositeLogFactory supports use of multiple Logs
     (for example, screen and file/jdbc)
  * JdbcLog tables names are configurable
  * Failover support for acceptors.
  * Message component code generation and support in FieldMap.
  * Updated third party libraries to latest versions.
  * Standard FIX XML files can be loaded from quickfix.jar
  * DataDictionary setting is optional, default dictionary inferred
     from session BeginString.
  * Improved DataDictionary error checking.
  * Time zones can be specified for session schedules
  * Added options for specifying resend ranges
 =20
Bug Fixes:

  * Bug #147 QuoteRequestRejectReason missing 2 values
  * Bug #148 toAdmin called incorrectly (Message.isAdmin() bug)

I'd like to thank Toby Shepheard and John Hensley for their
contributions in this release. Smart Trade continues to provide the
CruiseControl continuous integration server and also allows me to spend
some time on QuickFIX at work (so I actually have something slightly
resembling a social life). Also, thanks to Oren Miller for project
management tool support. I appreciate it.

My intention is for this to be the last beta release before the 1.0.0
final version. As always, if you have problems or find bugs, please
enter them into the bug tracker at quickfixengine.org. The more details
you can provide, the better (unless the cause of the problem is very
obvious).

I've also created a category about QuickFIX/J on my personal blog. You
can subscribe to an RSS feed for only this category if you'd like. I'll
be posting a series of tips, examples and status updates on experiments
I've been doing with QuickFIX/J, Spring Framework, ESB, JMX, JMS, and
related technologies. I currently have an entry with some simple ideas
for using extended settings in QuickFIX/J settings files. In the near
future, I'll be posting information on how to use some of the new
features in QuickFIX/J like the extended logging capabilities, acceptor
failover, and the new message component classes. The URL for the blog
category is...

http://blog.technoetic.com/categories/quickfixj/feed/

I also recommend taking advantage of the consulting and training
resources listed
on the QuickFIX web site. In particular, training is one of those
investments that=20
pays for itself in saved time and headaches. OCI is a top training
company and we
are very fortunate as a community to have them providing QuickFIX and
QuickFIX/J
training.

Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/

Re: [Quickfix-developers] When to set the PossResend field

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

Essentially yes.  PossResend means you are duplicating the contents of a 
previous message in a new message with a different sequence number.  You 
will need to talk to your counterparty as to their support for this 
field.  FIX engines do not generally handle this field automatically as 
it requires application logic to implement.

--oren

Nick Volpe wrote:

>
> I'm using QF 1.11.0 for Java and have a question regarding when to 
> send an application message with the PossResend field set.
>
> Is it only set when an order that I've sent to my counterpart hasn't 
> been acknowledged within an agreed time, forcing me to resend the 
> message with the PossResend field set?
>
> Thanks.
>
> Nik 
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> caused by electronic and technical failures. Although ADIA has taken 
> reasonable precautions to ensure that no viruses are present in this 
> email, ADIA accepts no responsibility for any loss or damage arising 
> from the use of this email or its attachments. 
> ************************************************************************************************************** 

Re: [Quickfix-developers] Managing possible duplicates

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

No.  QuickFIX manages the handling of the PossDupFlag. You will never 
receive the same message twice, and you will never be passed a message 
with a sequence number less than or greater than what you are 
expecting.  Whether or not this flag is set should not be relevant to 
you.  Every message you receive in you fromApp callback should be 
processed by your application without exception.

--oren

Nick Volpe wrote:

>
> I'm using QF 1.11.0 for Java and have a question regarding management 
> of application messages that have the PossDupFlag set to Y.
>
> Can I assume that if the MsgSeqNum in this message is less than the 
> sequence number I'm expecting, then I can safely ignore this message? 
>  If so, how can I easily access the current expected sequence number 
> so that I can test against this?  If not, what is the best way to 
> manage these messages?
>
> Thanks
>
>  Nik
> ************************************************************************************************************** 
> This email and any files transmitted with it are confidential and 
> intended solely for the use of the individual or entity to whom they 
> are addressed. Any unauthorized use of the information contained in 
> this email or its attachments is prohibited. If this email is received 
> in error, please contact the sender and delete the material from your 
> computer systems. Do not use, copy, or disclose the contents of this 
> email or any attachments. Abu Dhabi Investment Authority (ADIA) 
> accepts no responsibility for the content of this email to the extent 
> that the same consists of statements and opinions made which are the 
> senders own and not made on behalf of ADIA. Nor does ADIA accept any 
> liability for any errors or omissions in the content of this email 
> caused by electronic and technical failures. Although ADIA has taken 
> reasonable precautions to ensure that no viruses are present in this 
> email, ADIA accepts no responsibility for any loss or damage arising 
> from the use of this email or its attachments. 
> ************************************************************************************************************** 

[Quickfix-developers] When to set the PossResend field

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

I'm using QF 1.11.0 for Java and have a question regarding when to send an 
application message with the PossResend field set.

Is it only set when an order that I've sent to my counterpart hasn't been 
acknowledged within an agreed time, forcing me to resend the message with 
the PossResend field set?

Thanks.

Nik 
**************************************************************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. Any  unauthorized use of the information contained
in this email or its attachments is prohibited.  If this email is received in
error, please contact the sender and delete the material from your
computer systems. Do not use, copy, or disclose the contents of this
email or any attachments.
Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
the content of this email to the extent that the same consists of
statements and opinions made which are the senders own and not
made on behalf of ADIA.  Nor does ADIA accept any liability for any
errors or omissions in the content of this email caused by electronic
and technical failures.
Although ADIA has taken reasonable precautions to ensure that no
viruses are present in this email, ADIA accepts no responsibility for
any loss or damage arising from the use of this email or its
attachments.
**************************************************************************************************************

[Quickfix-developers] Managing possible duplicates

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

I'm using QF 1.11.0 for Java and have a question regarding management of 
application messages that have the PossDupFlag set to Y.

Can I assume that if the MsgSeqNum in this message is less than the 
sequence number I'm expecting, then I can safely ignore this message?  If 
so, how can I easily access the current expected sequence number so that I 
can test against this?  If not, what is the best way to manage these 
messages?

Thanks

 Nik
**************************************************************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. Any  unauthorized use of the information contained
in this email or its attachments is prohibited.  If this email is received in
error, please contact the sender and delete the material from your
computer systems. Do not use, copy, or disclose the contents of this
email or any attachments.
Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
the content of this email to the extent that the same consists of
statements and opinions made which are the senders own and not
made on behalf of ADIA.  Nor does ADIA accept any liability for any
errors or omissions in the content of this email caused by electronic
and technical failures.
Although ADIA has taken reasonable precautions to ensure that no
viruses are present in this email, ADIA accepts no responsibility for
any loss or damage arising from the use of this email or its
attachments.
**************************************************************************************************************

Re: [Quickfix-developers] Strange error

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

I tried the code and it appears to work fine with 1.11.0.  What are you
using?

--oren

John Haldi wrote:

> I'm trying to get the sample Executor application running on my 
> system.  I'm using VS 2005, VB, MySQL 5.0.  When I attempt to create a 
> very simple VB wrapper application and instantiate the object, my 
> program crashes when I attempt to point the SessionSettings to the 
> settings file I've create, with an "System.IO.FileNotFound exception" 
> thrown.
>  
> I saw on various message boards that other users had this problem in 
> the past, but I couldn't find any resolution or explanation attached 
> to the threads.  My suspicion is that I'm doing something very stupid 
> and that the error message is actually misleading, but I don't know 
> what it is that I'm doing wrong.  All code that I downloaded from the 
> QuickFIX site built without any problems (thank you Oren).
>  
> Any help would be greatly appreciated, and I apologize if this isn't 
> the proper forum for a message of this type.  Code attached.
>  
> Many thanks,
>  
>     John
>  
> --------------------------------------
> John Haldi
> Allagash Trading, LLC
> 120 Broadway, 20th Floor
> New York, NY 10271
> 212.433.3958
> jo...@al... <mailto:jo...@al...>
>  
>  
>  
>
>------------------------------------------------------------------------
>
>   Public Sub CreateTheAcceptor()
>
>        Try
>
>            Dim sessionSettings As New SessionSettings("C:\quickfixsettings.cfg")
>            Dim application As New Application
>            Dim storeFactory As New FileStoreFactory(sessionSettings)
>            Dim messageFactory As New DefaultMessageFactory
>            Dim logFactory As New ScreenLogFactory(True, True, True)
>            Dim acceptor As New SocketAcceptor(application, storeFactory, sessionSettings, logFactory, messageFactory)
>
>            acceptor.start()
>            Console.WriteLine("press <enter> to quit")
>            Console.Read()
>            acceptor.stop()
>        Catch e As QuickFix.RuntimeError
>            MsgBox(e.Message)
>
>        End Try
>    End Sub
>End Class
>

Re: [Quickfix-developers] Session Start and end Times

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

I assume you mean 1.10.2?  Yeah, this was a bug that was fixed in 
1.11.0.  It's fairly harmless.  It is simply connecting and 
disconnecting immediately.  The session is not active, however the 
transport is always attempting reconnection and the session then closes 
the connection when it is informed that the session is closed.  With the 
new release, the transport checks if the session is alive before 
attempting to connect.  I believe the other problem was also fixed in 
1.11.0.

--oren

Steinberg, Jonathan wrote:

>10.0.2
>
>
>Jonathan Steinberg
>Client Application Development
>Banc of America Securities, Prime Brokerage Services
>212-583-8762
> 
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Tuesday, February 14, 2006 2:36 PM
>To: Steinberg, Jonathan
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] Session Start and end Times
>
>What version of QuickFIX?
>
>--oren
>
>Steinberg, Jonathan wrote:
>
>  
>
>>Could someone please clarify the session start and end times?
>>
>>I am using c# (.Net framework 1.1, VS2003) with the quickfix .net 
>>wrappers
>>
>>I need to have a session shut down at 9PM for system maintenance, and 
>>start up again at Midnight. I am in US Eastern time (GMT-5).
>>
>>According to the documentation, the session start and end times are 
>>UTC, so it seems that the session settings should be
>>
>>* *
>>
>>*        StartTime=05:00:00*
>>
>>*        EndTime=02:00:00*
>>
>>However, in the event logs , at 9PM, I see a continuous stream of
>>
>>Disconnecting
>>
>>Socket Error
>>
>>Connecting to XXX.XXX.XXX.XXX on port YYYY
>>
>>Connection succeeded
>>
>>Disconnecting, etc
>>
>>Until the session I am connecting to goes down at 10:30 when I see
>>
>>Connecting to XXX.XXX.XXX.XXX on port YYYY
>>
>>Connection failed
>>
>>repeated until 5:30 Am when the remote session goes up, and I connect 
>>again.
>>
>>Should this be happening? Are the event logs misleading or is the 
>>session still active?
>>
>>Another question is that when I try to test the session start and end 
>>time behavior locally, with an acceptor and initiator both running on 
>>my machine , I am setting the session start and end time as (for 
>>example, to start at 1:40 PM)
>>
>>StartTime=18:40:00
>>
>>EndTime=23:00:00
>>
>>The session is idle until 1:40 as expected, but then cannot connect at
>>    
>>
>
>  
>
>>that time - I see
>>
>>Created session
>>
>>Connecting to localhost on port 6666
>>
>>Connection succeeded
>>
>>Disconnecting
>>
>>Socket Error etc. etc.
>>
>>in the event logs. If I change the session start time to prior to the 
>>current time (e.g. 10:00:00) and restart the session it works fine.
>>
>>I would be grateful if someone can explain this behavior or point me 
>>to the explanation. I could not find anything in the documentation.
>>
>>Thanks
>>
>>Jonathan Steinberg
>>
>>    
>>
>
>
>  
>

RE: [Quickfix-developers] Session Start and end Times

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

10.0.2


Jonathan Steinberg
Client Application Development
Banc of America Securities, Prime Brokerage Services
212-583-8762
 

-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Tuesday, February 14, 2006 2:36 PM
To: Steinberg, Jonathan
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Session Start and end Times

What version of QuickFIX?

--oren

Steinberg, Jonathan wrote:

> Could someone please clarify the session start and end times?
>
> I am using c# (.Net framework 1.1, VS2003) with the quickfix .net 
> wrappers
>
> I need to have a session shut down at 9PM for system maintenance, and 
> start up again at Midnight. I am in US Eastern time (GMT-5).
>
> According to the documentation, the session start and end times are 
> UTC, so it seems that the session settings should be
>
>* *
>
>*        StartTime=05:00:00*
>
>*        EndTime=02:00:00*
>
> However, in the event logs , at 9PM, I see a continuous stream of
>
> Disconnecting
>
> Socket Error
>
> Connecting to XXX.XXX.XXX.XXX on port YYYY
>
> Connection succeeded
>
> Disconnecting, etc
>
> Until the session I am connecting to goes down at 10:30 when I see
>
> Connecting to XXX.XXX.XXX.XXX on port YYYY
>
> Connection failed
>
> repeated until 5:30 Am when the remote session goes up, and I connect 
> again.
>
> Should this be happening? Are the event logs misleading or is the 
> session still active?
>
> Another question is that when I try to test the session start and end 
> time behavior locally, with an acceptor and initiator both running on 
> my machine , I am setting the session start and end time as (for 
> example, to start at 1:40 PM)
>
> StartTime=18:40:00
>
> EndTime=23:00:00
>
> The session is idle until 1:40 as expected, but then cannot connect at

> that time - I see
>
> Created session
>
> Connecting to localhost on port 6666
>
> Connection succeeded
>
> Disconnecting
>
> Socket Error etc. etc.
>
> in the event logs. If I change the session start time to prior to the 
> current time (e.g. 10:00:00) and restart the session it works fine.
>
> I would be grateful if someone can explain this behavior or point me 
> to the explanation. I could not find anything in the documentation.
>
> Thanks
>
> Jonathan Steinberg
>

Re: [Quickfix-developers] Session Start and end Times

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

What version of QuickFIX?

--oren

Steinberg, Jonathan wrote:

> Could someone please clarify the session start and end times?
>
> I am using c# (.Net framework 1.1, VS2003) with the quickfix .net 
> wrappers
>
> I need to have a session shut down at 9PM for system maintenance, and 
> start up again at Midnight. I am in US Eastern time (GMT-5).
>
> According to the documentation, the session start and end times are 
> UTC, so it seems that the session settings should be
>
>* *
>
>*        StartTime=05:00:00*
>
>*        EndTime=02:00:00*
>
> However, in the event logs , at 9PM, I see a continuous stream of
>
> Disconnecting
>
> Socket Error
>
> Connecting to XXX.XXX.XXX.XXX on port YYYY
>
> Connection succeeded
>
> Disconnecting, etc
>
> Until the session I am connecting to goes down at 10:30 when I see
>
> Connecting to XXX.XXX.XXX.XXX on port YYYY
>
> Connection failed
>
> repeated until 5:30 Am when the remote session goes up, and I connect 
> again.
>
> Should this be happening? Are the event logs misleading or is the 
> session still active?
>
> Another question is that when I try to test the session start and end 
> time behavior locally, with an acceptor and initiator both running on 
> my machine , I am setting the session start and end time as (for 
> example, to start at 1:40 PM)
>
> StartTime=18:40:00
>
> EndTime=23:00:00
>
> The session is idle until 1:40 as expected, but then cannot connect at 
> that time – I see
>
> Created session
>
> Connecting to localhost on port 6666
>
> Connection succeeded
>
> Disconnecting
>
> Socket Error etc. etc.
>
> in the event logs. If I change the session start time to prior to the 
> current time (e.g. 10:00:00) and restart the session it works fine.
>
> I would be grateful if someone can explain this behavior or point me 
> to the explanation. I could not find anything in the documentation.
>
> Thanks
>
> Jonathan Steinberg
>

[Quickfix-developers] Session Start and end Times

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

Could someone please clarify the session start and end times?

 

I am using c# (.Net framework 1.1, VS2003)  with the quickfix .net
wrappers 

 

I need to have a session shut down at 9PM for system maintenance, and
start up again at Midnight. I am in US Eastern time (GMT-5).

According to the documentation, the session start and end times are UTC,
so it seems that the session settings should be

 
        StartTime=05:00:00
        EndTime=02:00:00

 

However, in the event logs , at 9PM,  I see  a continuous stream of

 

Disconnecting

Socket Error

Connecting to XXX.XXX.XXX.XXX on port YYYY

Connection succeeded

Disconnecting, etc

 

 

Until the session I am connecting to goes down at 10:30 when I see

 

Connecting to XXX.XXX.XXX.XXX on port YYYY

Connection failed

 

repeated until 5:30 Am when the remote session goes up, and I connect
again.

 

Should this be happening? Are the event logs misleading or is the
session still active?

 

Another question is that when I try to test the session start and end
time behavior locally, with an acceptor and initiator both running on my
machine , I am setting the session start and end time as (for example,
to start at 1:40 PM) 

 

StartTime=18:40:00

EndTime=23:00:00

 

The session is idle until 1:40 as expected, but then cannot connect at
that time - I see

 

Created session

Connecting to localhost on port 6666

Connection succeeded

Disconnecting

Socket Error  etc. etc.

 

in the event logs. If I change the session start time to prior to the
current time (e.g. 10:00:00) and restart the session it works fine.

I would be grateful if someone can explain this behavior or point me to
the explanation. I could not find anything in the documentation.

 

Thanks

 

Jonathan Steinberg

 

Re: [Quickfix-developers] quickfix_jni.dll compilation problem

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

Oren,

Thank you very much. After changing the source code and including the 
quickfix_Dictionary into the project all the tests pass successfully.

Also thanks to Joerg for the participation and his help.

Kind regards,
Alexander.

----- Original Message ----- 
From: "Oren Miller" <or...@qu...>
To: "Alexander Gorbachev" <ago...@ac...>
Cc: <qui...@li...>
Sent: Friday, February 10, 2006 8:18 PM
Subject: Re: [Quickfix-developers] quickfix_jni.dll compilation problem


>
> This isn't that big a deal.  Generally you do not need to create a 
> Dictionary class from java.  So for standard functionality this isn't 
> likely to be a problem for you.
>
> The problem is that quickfix_Dictionary.cpp was not added to the visual 
> studio 6 project file.  Also the merge method in there is returning a 
> value even though it is marked void.  None of the other compilers 
> complained about this, but vs6 marks it as an error, so you will need to 
> remove the return statement.  After doing this all the unit tests should 
> pass.  We are checking these fixes into cvs.
>
> Otherwise, if the C++ unit tests pass and the java acceptance tests pass, 
> you should be fine.
>
> --oren
>
> Alexander Gorbachev wrote:
>
>> Hi All,
>>  I am a newbee in Fix. I want to use quickFix as a FIX engine for a new 
>> project and I have a problem running the junit tests.
>>  I downloaded the sources and I tried to compile the quickfix_jni.dll for 
>> Windows/Java using postgreSQL as the db platform. I did the following:
>>  1. edited the config_windows.h (uncommented #define HAVE_JAVA 1
>> and  #define HAVE_POSTGRESQL 1)
>>  2. Downloaded the windows installer of postgreSQL (v. 8.1.2.) and 
>> installed the db.
>>  3. Downloaded and installed the "Microsoft Platform SDK" in order to 
>> have the shfolder.lib.
>>  4. Downloaded the source code of the same version of postgreSQL and with 
>> the aid of the shfolder.lib compiled the libpqdll.lib.
>>  5. Installed the Microsoft visual C++ 6.0. and opened the 
>> quickfix_vs6.dsw. In the tools -> options added the following 
>> directories:
>>  - into the "include files":
>>             %java_home%\include
>>             %java_home%\include\win32
>>             %postgres_install_dir%\include
>>  - into the "library files"
>>             %postgres_src_dir%\src\interfaces\libpq\Release\ (containing 
>> libpgdll.lib).
>>  6. Ran the batch build of the workspace.
>>  7. Opened the eclipse platform and ran the ant build of the build.xml 
>> from the src/java folder.
>>  8. Ran the junit tests from the quickfix.test packages. The first three 
>> tests: MessageTest, FieldTest, and DataDictionaryTest executed 
>> successfully while the last two (DictionaryTest and SessionSettingsTest 
>> failed with the following error:
>>  java.lang.UnsatisfiedLinkError: create
>>  at quickfix.Dictionary.create(Native Method)
>>  at quickfix.Dictionary.<init>(Dictionary.java:30)
>>  at quickfix.test.DictionaryTest.setUp(DictionaryTest.java:20)
>>  at junit.framework.TestCase.runBare(TestCase.java:138)
>>  at junit.framework.TestResult$1.protect(TestResult.java:106)
>>  at junit.framework.TestResult.runProtected(TestResult.java:124)
>>  at junit.framework.TestResult.run(TestResult.java:109)
>>  at junit.framework.TestCase.run(TestCase.java:131)
>>  at junit.framework.TestSuite.runTest(TestSuite.java:173)
>>  at junit.framework.TestSuite.run(TestSuite.java:168)
>>  at 
>> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.runTests(RemoteTestRunner.java:478)
>>  at 
>> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.run(RemoteTestRunner.java:344)
>>  at 
>> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.main(RemoteTestRunner.java:196)
>>  I investigated a bit and found out that all the failed tests fail while 
>> running a native method create (from the constructor of the class 
>> quickfix.Dictionary) which apparently calls the constructor of the 
>> Dictionary.cpp class.
>>  Could someone suggest something to resolve this problem and/or tell how 
>> important is that these tests fail.
>>  Thank you very much in advance.
>>  Alexander Gorbachev.
>>
> 

Re: [Quickfix-developers] quickfix_jni.dll compilation problem

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

This isn't that big a deal.  Generally you do not need to create a 
Dictionary class from java.  So for standard functionality this isn't 
likely to be a problem for you.

The problem is that quickfix_Dictionary.cpp was not added to the visual 
studio 6 project file.  Also the merge method in there is returning a 
value even though it is marked void.  None of the other compilers 
complained about this, but vs6 marks it as an error, so you will need to 
remove the return statement.  After doing this all the unit tests should 
pass.  We are checking these fixes into cvs.

Otherwise, if the C++ unit tests pass and the java acceptance tests 
pass, you should be fine.

--oren

Alexander Gorbachev wrote:

> Hi All,
>  
> I am a newbee in Fix. I want to use quickFix as a FIX engine for a new 
> project and I have a problem running the junit tests.
>  
> I downloaded the sources and I tried to compile the quickfix_jni.dll 
> for Windows/Java using postgreSQL as the db platform. I did the 
> following:
>  
> 1. edited the config_windows.h (uncommented #define HAVE_JAVA 1
> and  #define HAVE_POSTGRESQL 1)
>  
> 2. Downloaded the windows installer of postgreSQL (v. 8.1.2.) and 
> installed the db.
>  
> 3. Downloaded and installed the "Microsoft Platform SDK" in order to 
> have the shfolder.lib.
>  
> 4. Downloaded the source code of the same version of postgreSQL and 
> with the aid of the shfolder.lib compiled the libpqdll.lib.
>  
> 5. Installed the Microsoft visual C++ 6.0. and opened the 
> quickfix_vs6.dsw. In the tools -> options added the following 
> directories:
>  
>     - into the "include files":
>             %java_home%\include
>             %java_home%\include\win32
>             %postgres_install_dir%\include
>  
>     - into the "library files"
>             %postgres_src_dir%\src\interfaces\libpq\Release\ 
> (containing libpgdll.lib).
>  
> 6. Ran the batch build of the workspace.
>  
> 7. Opened the eclipse platform and ran the ant build of the build.xml 
> from the src/java folder.
>  
> 8. Ran the junit tests from the quickfix.test packages. The first 
> three tests: MessageTest, FieldTest, and DataDictionaryTest executed 
> successfully while the last two (DictionaryTest and 
> SessionSettingsTest failed with the following error:
>  
> java.lang.UnsatisfiedLinkError: create
>  at quickfix.Dictionary.create(Native Method)
>  at quickfix.Dictionary.<init>(Dictionary.java:30)
>  at quickfix.test.DictionaryTest.setUp(DictionaryTest.java:20)
>  at junit.framework.TestCase.runBare(TestCase.java:138)
>  at junit.framework.TestResult$1.protect(TestResult.java:106)
>  at junit.framework.TestResult.runProtected(TestResult.java:124)
>  at junit.framework.TestResult.run(TestResult.java:109)
>  at junit.framework.TestCase.run(TestCase.java:131)
>  at junit.framework.TestSuite.runTest(TestSuite.java:173)
>  at junit.framework.TestSuite.run(TestSuite.java:168)
>  at 
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.runTests(RemoteTestRunner.java:478)
>  at 
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.run(RemoteTestRunner.java:344)
>  at 
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.main(RemoteTestRunner.java:196) 
>
>  
>  
> I investigated a bit and found out that all the failed tests fail 
> while running a native method create (from the constructor of the 
> class quickfix.Dictionary) which apparently calls the constructor of 
> the Dictionary.cpp class.
>  
> Could someone suggest something to resolve this problem and/or tell 
> how important is that these tests fail.
>  
> Thank you very much in advance.
>  
> Alexander Gorbachev.
>  
>  
>  

[Quickfix-developers] Strange error

[John H. <JH...@al...>]

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ICAgICAgYWNjZXB0b3Iuc3RvcCgpDQogICAgICAgIENhdGNoIGUgQXMgUXVpY2tGaXguUnVudGlt
ZUVycm9yDQogICAgICAgICAgICBNc2dCb3goZS5NZXNzYWdlKQ0KDQogICAgICAgIEVuZCBUcnkN
CiAgICBFbmQgU3ViDQpFbmQgQ2xhc3M=

Re: [Quickfix-developers] quickfix_jni.dll compilation problem

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

Hi Alexander,

> I am a newbee in Fix. I want to use quickFix as a FIX engine for a new =
project and I
> have a problem running the junit tests.
>=20
> I downloaded the sources and I tried to compile the quickfix_jni.dll fo=
r Windows/Java
> using postgreSQL as the db platform. I did the following:
[...]
> java.lang.UnsatisfiedLinkError: create at quickfix.Dictionary.create(Na=
tive Method) at
> quickfix.Dictionary.<init>(Dictionary.java:30) at
> quickfix.test.DictionaryTest.setUp(DictionaryTest.java:20) at
> junit.framework.TestCase.runBare(TestCase.java:138) at
> junit.framework.TestResult$1.protect(TestResult.java:106) at
> junit.framework.TestResult.runProtected(TestResult.java:124) at
> junit.framework.TestResult.run(TestResult.java:109) at
> junit.framework.TestCase.run(TestCase.java:131) at
> junit.framework.TestSuite.runTest(TestSuite.java:173) at
> junit.framework.TestSuite.run(TestSuite.java:168) at
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.runTests(RemoteT=
estRunner.java:478)
>  at
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.run(RemoteTestRu=
nner.java:344)=20
> at
> org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.main(RemoteTestR=
unner.java:196)
>=20
> I investigated a bit and found out that all the failed tests fail while=
 running a
> native method create (from the constructor of the class quickfix.Dictio=
nary) which
> apparently calls the constructor of the Dictionary.cpp class.

For some reason, a constructor method with the appropriate signature coul=
d not found in=20
the quickfix_jni.dll. I am not a windows expert at all, but I suggest to =
look at the=20
symbols exported by quickfix_jni.dll. Maybe also some dependent library, =
ie the XML=20
library is missing:

	Dictionary constructor is called
         shared loader loads objects needed by the constructor method...
         ...ie method/object from quickfix.dll
         ...shared loader loads objects needed for method/object from qui=
ckfix.dll
         ......libxml2 stuff not found

Just some thoughts...

> Could someone suggest something to resolve this problem and/or tell how=
 important is
> that these tests fail.

Did you try the non-java unit tests? Do they run completely?

Anyway, all tests should run successfully, otherwise your QuickFIX instal=
lation will not=20
be usable.

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] quickfix_jni.dll compilation problem

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

Hi All,

I am a newbee in Fix. I want to use quickFix as a FIX engine for a new =
project and I have a problem running the junit tests.=20

I downloaded the sources and I tried to compile the quickfix_jni.dll for =
Windows/Java using postgreSQL as the db platform. I did the following:

1. edited the config_windows.h (uncommented #define HAVE_JAVA 1
and  #define HAVE_POSTGRESQL 1)

2. Downloaded the windows installer of postgreSQL (v. 8.1.2.) and =
installed the db.

3. Downloaded and installed the "Microsoft Platform SDK" in order to =
have the shfolder.lib.

4. Downloaded the source code of the same version of postgreSQL and with =
the aid of the shfolder.lib compiled the libpqdll.lib.

5. Installed the Microsoft visual C++ 6.0. and opened the =
quickfix_vs6.dsw. In the tools -> options added the following =
directories:

    - into the "include files":=20
            %java_home%\include
            %java_home%\include\win32
            %postgres_install_dir%\include

    - into the "library files"
            %postgres_src_dir%\src\interfaces\libpq\Release\ (containing =
libpgdll.lib).

6. Ran the batch build of the workspace.

7. Opened the eclipse platform and ran the ant build of the build.xml =
from the src/java folder.

8. Ran the junit tests from the quickfix.test packages. The first three =
tests: MessageTest, FieldTest, and DataDictionaryTest executed =
successfully while the last two (DictionaryTest and SessionSettingsTest =
failed with the following error:

java.lang.UnsatisfiedLinkError: create
 at quickfix.Dictionary.create(Native Method)
 at quickfix.Dictionary.<init>(Dictionary.java:30)
 at quickfix.test.DictionaryTest.setUp(DictionaryTest.java:20)
 at junit.framework.TestCase.runBare(TestCase.java:138)
 at junit.framework.TestResult$1.protect(TestResult.java:106)
 at junit.framework.TestResult.runProtected(TestResult.java:124)
 at junit.framework.TestResult.run(TestResult.java:109)
 at junit.framework.TestCase.run(TestCase.java:131)
 at junit.framework.TestSuite.runTest(TestSuite.java:173)
 at junit.framework.TestSuite.run(TestSuite.java:168)
 at =
org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.runTests(RemoteTes=
tRunner.java:478)
 at =
org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.run(RemoteTestRunn=
er.java:344)
 at =
org.eclipse.jdt.internal.junit.runner.RemoteTestRunner.main(RemoteTestRun=
ner.java:196)


I investigated a bit and found out that all the failed tests fail while =
running a native method create (from the constructor of the class =
quickfix.Dictionary) which apparently calls the constructor of the =
Dictionary.cpp class.=20

Could someone suggest something to resolve this problem and/or tell how =
important is that these tests fail.

Thank you very much in advance.

Alexander Gorbachev.

RE: [Quickfix-developers] Tag missing messages

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

> "Parties required" is not a required tag, hence the counterparty=20
> need not send it, which source file would shed some light into=20
> how the engine goes .   About parsing the schema, meaning does=20
> it do a getChild() and moreover how it handles it.

Shankar,

I'm not sure I fully understand your question, but you can look at
the DataDictionary class to see how the schema is parsed. There's
also some validation-related code in that class. A component
is treated like a macro in that the component contents are
saved in the dictionary and not the component itself. The=20
quickfix.Message class has the parsing code if you want to=20
look at that.

Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/

RE: [Quickfix-developers] Tag missing messages

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

Shankar,
=20
It looks like ill-formed message but the reject reflects a side-effect
rather than the direct cause of problem. Your message appears to be
missing tag 453 (NoPartyIDs) which is a group indicator for the group
within the "Parties" component in the NoSides group. Because this tag is
missing, the parsing of the NoSides group ends before the order ID is
parsed. The order ID is in the message fields but not within the group
where it is expected and required. My guess is your error is related to
how your are setting the data for the NoPartyIDs group. Are you setting
the PartyID field directly on the NoSides group or the top level
message? If so, this will break the parsing and subsequent validation of
the message.
=20
Look at tag 453 in the FIX 4.4 specification and at the
TradeCaptureReport/NoSides/NoPartyIDs group class. I'm a Java guy so the
names may be a little different in C# but they should be close.
=20
Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
	Sent: Tuesday, February 07, 2006 11:22 PM
	To: Shankar Krishnan; qui...@li...
	Subject: [Quickfix-developers] Tag missing messages
=09
=09

	=20

	Hi,

	=20

	Has anyone implemented TradeCaptureReports in FIX 4.4 using
QuickFIX. I have run into a problem as mentioned below.

	I do have onMessage handlers for all tradecapture related
messages, yet a business reject message is being sent back

	I presume due to a message I am not handling, I donot see a
problem, any ideas appreciated.

	=20

	Tks

	=20

	=20

=09
________________________________


	From: Shankar Krishnan=20
	Sent: Tuesday, February 07, 2006 11:12 AM
	To: qui...@li...
	Subject: RE: [Quickfix-developers] ToApp : 58=3DUnsupported
Message Type mes sages

	=20

	=20

	Hi,

	=20

	Below is the logfile, I see tag 37 in the logfile, however my
app is sending out the error message:

	=20

	To
Admin:::::8=3DFIX.4.4_=3D122_5=3D3_4=3D167_9=3Dxxx-TCR-TEST_2=3D20060207-=
15:47:58.75
3_6=3DFOX-FIX-ENGINE_5=3D203_8=3DRequired tag missing371=3D37 372=3DAE =
373=3D1
10=3D033

	=20

	Is there any reason for this issue.

	=20

	---logfile--------------------------------------

	14:25:19,703 INFO  - <80 TradeCaptureReportRequest
(8=3DFIX.4.4^A9=3D101^A35=3DAD^A34=3D80^A49=3Dxxx-tcr-xx^A52=3D20060207-1=
4:25:13.128
^A56=3Dyyy-yy-yy^A58=3DTCR^A263=3D1^A568=3Dabc101^A569=3D0^A10=3D036^A)

	=20

	14:25:20,262 INFO  - >89 TradeCaptureReportRequestAck
(8=3DFIX.4.4^A9=3D96^A35=3DAQ^A34=3D89^A49=3Dyyy-yy-yy^A56=3Dxxx-tcr-xx^A=
52=3D20060207
-

	14:25:20^A568=3Dabc101^A569=3D0^A749=3D0^A750=3D0^A10=3D202^A)

	=20

	=20

	14:25:20,370 INFO  - >92 TradeCaptureReport
(8=3DFIX.4.4^A9=3D395^A35=3DAE^A34=3D92^A49=3Dyyy-yy-yy^A56=3Dxxx-tcr-xx^=
A52=3D2006020
7-

=09
14:25:20^A571=3DCYCCDQWC10528854294967292^A568=3Dabc101^A150=3D2^A39=3D2^=
A17=3D007
RR0000L^A570=3DY^A55=3DUSD/JPY^A40=3DD^A167=3DFOR^A38=3D450000.000000^A60=
54=3D3817.6
00000^A44=3D117.875000^A32=3D450000.000000^A31=3D117.8750

=09
00^A194=3D117.875000^A195=3D0.0000^A75=3D20060207^A6215=3DSP^A60=3D200602=
07-14:02:
48^A552=3D1^A54=3D1^A448=3DJpuy-TEST^A447=3DmtyreYK^A452=3DTRADER^A37=3D0=
07RR0000L^A
64=3D20060208^A15=3DJPY^A487=3DN^A10=3D202^A)

	=20

	=20

	=20

	=20

=09
________________________________


	From: Shankar Krishnan=20
	Sent: Tuesday, February 07, 2006 10:55 AM
	To: 'Shepheard, Toby (London)';
qui...@li...
	Subject: RE: [Quickfix-developers] ToApp : 58=3DUnsupported
Message Type mes sages

	=20

	=20

	Thanks,=20

	=20

	Done, apologies.  Fixed most of my issues by following what you
mentioned. The only issue I have is with the an Admin level message

	That my app is sending out -  Required Tag missing for tag 37
which is order Id, I can see tag 37 in the trade capture report,  I do
have

	My own  onMessage for TradeCaptureReport msgType =3D AD, why
should this happen.

	=20

	Thanks

	=20

	=20

=09
________________________________


	From: Shepheard, Toby (London) [mailto:Tob...@ml...]=20
	Sent: Tuesday, February 07, 2006 9:59 AM
	To: Shankar Krishnan; qui...@li...
	Subject: RE: [Quickfix-developers] ToApp : 58=3DUnsupported
Message Type messages

	=20

	1) If you haven't already, make sure you read this:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
%20>=20

	2) Follow the instructions under "Most Type Safe... DO THIS!"

	3) Implement your version of onMessage which takes the
TradeCaptureReportRequestAck message and acts on it in whatever manner
you want to.

	4) Implement your version of onMessage which takes the
TradeCaptureReport message and acts on that appropriately.

	=20

	The following is from
http://www.quickfixengine.org/quickfix/doc/html/application.html

	fromApp is one of the core entry points for your FIX
application. Every application level request will come through here. If,
for example, your application is a sell-side OMS, this is where you will
get your new order requests. If you were a buy side, you would get your
execution reports here. If a FieldNotFound exception is thrown, the
counterparty will receive a reject indicating a conditionally required
field is missing. The Message class will throw this exception when
trying to retrieve a missing field, so you will rarely need the throw
this explicitly. You can also throw an UnsupportedMessageType exception.
This will result in the counterparty getting a reject informing them
your application cannot process those types of messages. An
IncorrectTagValue can also be thrown if a field contains a value that is
out of range or you do not support.

	=20

	The default implementation will always result in the behaviour
I've highlighted in bold. This is what is happening in your case. You
need to override this default behaviour by implementing the onMessage
calls for the application message types you are expecting (note that
admin messages are handled for you)

	=20

		-----Original Message-----
		From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
		Sent: 07 February 2006 14:51
		To: Shankar Krishnan;
qui...@li...
		Subject: RE: [Quickfix-developers] ToApp :
58=3DUnsupported Message Type messages

		=20

		Hi,

		=20

		=20

		My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

		Followed by  TradeCaptureReportRequestAck =3D AQ. This is
followed by 3 TradeCaptureReports

		At this point my App is sending out a
BusinessMessageReject,

		=20

		Why would the app send out a Business Message Reject on
the AQ ?

		=20

		Any help appreciated.

		=20

		Thanks

		=20

	=09
________________________________


		From: Shankar Krishnan=20
		Sent: Tuesday, February 07, 2006 9:12 AM
		To: qui...@li...
		Subject: [Quickfix-developers] ToApp : 58=3DUnsupported
Message Type messages

		=20

		=20

		Hi,

		=20

		ToApp is sending out the following message: The message
type is Business Message Reject,=20

		=20

		58=3DUnsupported Message Type

		372=3DAQ

		380=3D3

		10=3D075

		=20

		35 =3D j, Where j =3D Business Message Reject

		=20

		I donot see a reason why this reject should happen .

		Tks

		=20

		=20

		=20

=09
________________________________


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

=09
________________________________

[Quickfix-developers] Tag missing messages

[Shankar K. <skr...@jw...>]

 

Hi,

 

Has anyone implemented TradeCaptureReports in FIX 4.4 using QuickFIX. I have
run into a problem as mentioned below.

I do have onMessage handlers for all tradecapture related messages, yet a
business reject message is being sent back

I presume due to a message I am not handling, I donot see a problem, any
ideas appreciated.

 

Tks

 

 

  _____  

From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 11:12 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes
sages

 

 

Hi,

 

Below is the logfile, I see tag 37 in the logfile, however my app is sending
out the error message:

 

To
Admin:::::8=FIX.4.4_=122_5=3_4=167_9=xxx-TCR-TEST_2=20060207-15:47:58.753_6=
FOX-FIX-ENGINE_5=203_8=Required tag missing371=37 372=AE 373=1 10=033

 

Is there any reason for this issue.

 

---logfile--------------------------------------

14:25:19,703 INFO  - <80 TradeCaptureReportRequest
(8=FIX.4.4^A9=101^A35=AD^A34=80^A49=xxx-tcr-xx^A52=20060207-14:25:13.128^A56
=yyy-yy-yy^A58=TCR^A263=1^A568=abc101^A569=0^A10=036^A)

 

14:25:20,262 INFO  - >89 TradeCaptureReportRequestAck
(8=FIX.4.4^A9=96^A35=AQ^A34=89^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207-

14:25:20^A568=abc101^A569=0^A749=0^A750=0^A10=202^A)

 

 

14:25:20,370 INFO  - >92 TradeCaptureReport
(8=FIX.4.4^A9=395^A35=AE^A34=92^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207-

14:25:20^A571=CYCCDQWC10528854294967292^A568=abc101^A150=2^A39=2^A17=007RR00
00L^A570=Y^A55=USD/JPY^A40=D^A167=FOR^A38=450000.000000^A6054=3817.600000^A4
4=117.875000^A32=450000.000000^A31=117.8750

00^A194=117.875000^A195=0.0000^A75=20060207^A6215=SP^A60=20060207-14:02:48^A
552=1^A54=1^A448=Jpuy-TEST^A447=mtyreYK^A452=TRADER^A37=007RR0000L^A64=20060
208^A15=JPY^A487=N^A10=202^A)

 

 

 

 

  _____  

From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 10:55 AM
To: 'Shepheard, Toby (London)'; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes
sages

 

 

Thanks, 

 

Done, apologies.  Fixed most of my issues by following what you mentioned.
The only issue I have is with the an Admin level message

That my app is sending out -  Required Tag missing for tag 37 which is order
Id, I can see tag 37 in the trade capture report,  I do have

My own  onMessage for TradeCaptureReport msgType = AD, why should this
happen.

 

Thanks

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Tuesday, February 07, 2006 9:59 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

1) If you haven't already, make sure you read this:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html%20>


2) Follow the instructions under "Most Type Safe... DO THIS!"

3) Implement your version of onMessage which takes the
TradeCaptureReportRequestAck message and acts on it in whatever manner you
want to.

4) Implement your version of onMessage which takes the TradeCaptureReport
message and acts on that appropriately.

 

The following is from
http://www.quickfixengine.org/quickfix/doc/html/application.html
<http://www.quickfixengine.org/quickfix/doc/html/application.html> 

fromApp is one of the core entry points for your FIX application. Every
application level request will come through here. If, for example, your
application is a sell-side OMS, this is where you will get your new order
requests. If you were a buy side, you would get your execution reports here.
If a FieldNotFound exception is thrown, the counterparty will receive a
reject indicating a conditionally required field is missing. The Message
class will throw this exception when trying to retrieve a missing field, so
you will rarely need the throw this explicitly. You can also throw an
UnsupportedMessageType exception. This will result in the counterparty
getting a reject informing them your application cannot process those types
of messages. An IncorrectTagValue can also be thrown if a field contains a
value that is out of range or you do not support.

 

The default implementation will always result in the behaviour I've
highlighted in bold. This is what is happening in your case. You need to
override this default behaviour by implementing the onMessage calls for the
application message types you are expecting (note that admin messages are
handled for you)

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 07 February 2006 14:51
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

Hi,

 

 

My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

Followed by  TradeCaptureReportRequestAck = AQ. This is followed by 3
TradeCaptureReports

At this point my App is sending out a BusinessMessageReject,

 

Why would the app send out a Business Message Reject on the AQ ?

 

Any help appreciated.

 

Thanks

 


  _____  


From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 9:12 AM
To: qui...@li...
Subject: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages

 

 

Hi,

 

ToApp is sending out the following message: The message type is Business
Message Reject, 

 

58=Unsupported Message Type

372=AQ

380=3

10=075

 

35 = j, Where j = Business Message Reject

 

I donot see a reason why this reject should happen .

Tks

 

 

 

  _____  

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

  _____  

RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes sages

[Shankar K. <skr...@jw...>]

 

Hi,

 

Below is the logfile, I see tag 37 in the logfile, however my app is sending
out the error message:

 

To
Admin:::::8=FIX.4.4_=122_5=3_4=167_9=xxx-TCR-TEST_2=20060207-15:47:58.753_6=
FOX-FIX-ENGINE_5=203_8=Required tag missing371=37 372=AE 373=1 10=033

 

Is there any reason for this issue.

 

---logfile--------------------------------------

14:25:19,703 INFO  - <80 TradeCaptureReportRequest
(8=FIX.4.4^A9=101^A35=AD^A34=80^A49=xxx-tcr-xx^A52=20060207-14:25:13.128^A56
=yyy-yy-yy^A58=TCR^A263=1^A568=abc101^A569=0^A10=036^A)

 

14:25:20,262 INFO  - >89 TradeCaptureReportRequestAck
(8=FIX.4.4^A9=96^A35=AQ^A34=89^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207-

14:25:20^A568=abc101^A569=0^A749=0^A750=0^A10=202^A)

 

 

14:25:20,370 INFO  - >92 TradeCaptureReport
(8=FIX.4.4^A9=395^A35=AE^A34=92^A49=yyy-yy-yy^A56=xxx-tcr-xx^A52=20060207-

14:25:20^A571=CYCCDQWC10528854294967292^A568=abc101^A150=2^A39=2^A17=007RR00
00L^A570=Y^A55=USD/JPY^A40=D^A167=FOR^A38=450000.000000^A6054=3817.600000^A4
4=117.875000^A32=450000.000000^A31=117.8750

00^A194=117.875000^A195=0.0000^A75=20060207^A6215=SP^A60=20060207-14:02:48^A
552=1^A54=1^A448=Jpuy-TEST^A447=mtyreYK^A452=TRADER^A37=007RR0000L^A64=20060
208^A15=JPY^A487=N^A10=202^A)

 

 

 

 

  _____  

From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 10:55 AM
To: 'Shepheard, Toby (London)'; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type mes
sages

 

 

Thanks, 

 

Done, apologies.  Fixed most of my issues by following what you mentioned.
The only issue I have is with the an Admin level message

That my app is sending out -  Required Tag missing for tag 37 which is order
Id, I can see tag 37 in the trade capture report,  I do have

My own  onMessage for TradeCaptureReport msgType = AD, why should this
happen.

 

Thanks

 

 

  _____  

From: Shepheard, Toby (London) [mailto:Tob...@ml...] 
Sent: Tuesday, February 07, 2006 9:59 AM
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

1) If you haven't already, make sure you read this:
http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html
<http://www.quickfixengine.org/quickfix/doc/html/receiving_messages.html%20>


2) Follow the instructions under "Most Type Safe... DO THIS!"

3) Implement your version of onMessage which takes the
TradeCaptureReportRequestAck message and acts on it in whatever manner you
want to.

4) Implement your version of onMessage which takes the TradeCaptureReport
message and acts on that appropriately.

 

The following is from
http://www.quickfixengine.org/quickfix/doc/html/application.html
<http://www.quickfixengine.org/quickfix/doc/html/application.html> 

fromApp is one of the core entry points for your FIX application. Every
application level request will come through here. If, for example, your
application is a sell-side OMS, this is where you will get your new order
requests. If you were a buy side, you would get your execution reports here.
If a FieldNotFound exception is thrown, the counterparty will receive a
reject indicating a conditionally required field is missing. The Message
class will throw this exception when trying to retrieve a missing field, so
you will rarely need the throw this explicitly. You can also throw an
UnsupportedMessageType exception. This will result in the counterparty
getting a reject informing them your application cannot process those types
of messages. An IncorrectTagValue can also be thrown if a field contains a
value that is out of range or you do not support.

 

The default implementation will always result in the behaviour I've
highlighted in bold. This is what is happening in your case. You need to
override this default behaviour by implementing the onMessage calls for the
application message types you are expecting (note that admin messages are
handled for you)

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shankar Krishnan
Sent: 07 February 2006 14:51
To: Shankar Krishnan; qui...@li...
Subject: RE: [Quickfix-developers] ToApp : 58=Unsupported Message Type
messages

 

Hi,

 

 

My counterparty has sent me his logs, he does receive my
TradeCaptureReportRequest ,

Followed by  TradeCaptureReportRequestAck = AQ. This is followed by 3
TradeCaptureReports

At this point my App is sending out a BusinessMessageReject,

 

Why would the app send out a Business Message Reject on the AQ ?

 

Any help appreciated.

 

Thanks

 


  _____  


From: Shankar Krishnan 
Sent: Tuesday, February 07, 2006 9:12 AM
To: qui...@li...
Subject: [Quickfix-developers] ToApp : 58=Unsupported Message Type messages

 

 

Hi,

 

ToApp is sending out the following message: The message type is Business
Message Reject, 

 

58=Unsupported Message Type

372=AQ

380=3

10=075

 

35 = j, Where j = Business Message Reject

 

I donot see a reason why this reject should happen .

Tks

 

 

 

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