quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Capturing Reject MsgType 35=3

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

Hi,
  
  I'm currently implementing fix 4.2 with quickfix and C#.  I'm  trying to capture reject messages - where field 35=3.  I've  overriden the following methods yet none of them seem to capture  messages where field 35=3.
  
  onMessage(QuickFix42.OrderCancelReject message, SessionID session)
  onMessage(QuickFix42.Reject message, SessionID session)
  onMessage(QuickFix42.ExecutionReport message)
  
  
  Does anyone know which method needs to be implemented in order to capture messages where field 35=3?
  
  Regards
  Kenny
  
  
  

		
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Re: [Quickfix-developers] Re: Support for .NET 2.0 (C#)?

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

Well, the C# wrapper always had the basic functionality.  It is just 
some of the more advanced functionality had not been wrapped and was 
inaccesible.  The basic engine has always been usable.  At this point I 
would say that you can access 95% of the C++ functionality through C#.   
Most of the remaining functionality is more low level functionality that 
most people probably don't know about anyway.  Oh, and probably some 
obvious oversights that just have not yet been reported.

SmartQuant has been using quickfix through C# for over a year now 
(http://www.smartquant.com).  They have been reporting thier experiences 
and we have steadily improved the API to its current level.  Others have 
also used it in production, but I cannot verify to what extent.  
Hopefully they can share their experiences.

New functionality sometimes lags the C++ api, depending on the nature of 
the feature.  Any updates that do not affect the interface, instantly 
benefit all APIs.  Anything that requires complex interface updates, can 
also involve complex updates to the wrappers.  At this stage we are 
pretty careful to ensure that any changes to the C++ api are immediately 
reflected in the others.  We are currently generating the python API 
with SWIG, and we will certainly be investigating doing the same for 
Java and C#.

--oren

Bill Shen wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>I just got the 1.11.0 release today, which supports .NET 2.0 and added
>methods for C# wrapper. So my revised questions are:
>
>1. Is the C# wrapper "complete" now?
>2. The community's experience in using QuickFIX/C# in production
>environments? If not C#, then C++?
>
>Thanks,
>Bill
>
>-----Original Message-----
>Message: 1
>From: "Bill Shen" <bs...@it...>
>To: <qui...@li...>
>Date: Sun, 29 Jan 2006 10:05:54 -0500
>Subject: [Quickfix-developers] Support for .NET 2.0 (C#)?
>
>Hi, I hope I can get some help regarding .NET support.
>
>1.	Does anyone know a time frame for supporting .NET 2.0? 
>2.	Does anyone have experience making it compiling and working with
>.NET 2.0?
>3.	I was told the C# wrapper layer was not complete. Any thought on
>that?
>4.	Any community experience on using QuickFIX with .NET 1.1?
>
> 
>
>Thanks a lot,
>
>Bill
>
>
>
>
>
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[Quickfix-developers] QuickFIX 1.11.0 is now available

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

ON QUICKFIX
-----------------
QuickFIX 1.11.0 is now available at http://www.quickfixengine.org

You can get the release notes for all versions here: 
http://www.quickfixengine.org/NEWS

We did a lot of work to make it easier to build the project.  For 
windows users, everything is now under one solution file.  This includes 
the C++, .NET, jni, and example programs.  So it should be much more 
obvious to new users what is available.  The documentation has also been 
slightly restructured into categories which I hope will make it easier 
to find things.  Feedback is appreciated.

Ok, so first of all the project has been updated to be compatible with 
the latest compilers.  This means gcc 4.x and Visual Studio 8/2005/.NET 
2.0.  I know many of you have begun to use these, so you will no longer 
have to use hacked up versions of the source.  JNI should also work on 
64 bit systems.

The FileLog is no longer separated into .incoming and .outgoing files.  
It all goes into one .messages file.  This is so the exact message 
sequence that occured in a session can be accurately reconstructed.  
This should make it a lot easier to figure out exactly what happened 
when analyzing the logs.  Likewise, the databases will place all 
messages into a single table where they can share a auto-incrementing id.

There is native support for a couple of databases.  PostgreSQL and MSSQL 
(windows only currently).  And MySQL and PostgreSQL store and log 
implementation now support connection pools.

The sequence reset functionality should be useable now.  The previous 
version had problems, which I believe have all been resolved in this 
release.  Please continue to give feedback.

Much more, so read the release notes for a full account.

ON QUICKFIX/J
-------------------
You will notice on the download page that QuickFIX/J, clearly marked 
with a bright red *beta* disclaimer is available.  We will begin placing 
the latest QuickFIX/J beta releases here (which will turn into real 
releases at some point).  We are putting these here to make them easier 
to find so we can expand the beta user base and get more feedback.  The 
QuickFIX/J documentation is available online as well.  Remember to 
report anything you find in the bugtracker: 
http://www.quickfixengine.org/bugtracker.  Steve Bate is leading the 
development of this port, so he is the guy to contact if you want to 
become involved.

ON OTHER STUFF
---------------------
There are several companies that provide services surrounding QuickFIX 
which range from training to support to project work.  If you are in 
need of any of these check out this page for information about these 
companies:  http://www.quickfixengine.org/services.html

Does your company provide any such services?  Send me information and 
we'll add you to the site if appropriate.

[Quickfix-developers] QuickFIX/J: LogFactories in the Mina code (was re bug 155)

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

Steve and I were discussing the use of LogFactory implementations, due
to an issue I have with the network code being hardcoded to use the
apache commons LogFactory.

I've left the complete thread below, but the gist of it is that the
LogFactory implementation to use, and indeed other Factory
implementations such as MessageStore and Message, could be specified as
configuration settings down to the Session level if desired (see Steve's
message immediately below this one).

Can anyone add some comments or suggestions to this idea, or on the
logging setup in general?

Many thanks,
Toby

-----Original Message-----
From: Steve Bate [mailto:st...@te...]=20
Sent: 30 January 2006 14:35
To: Shepheard, Toby (London)
Subject: RE: [Bug 155] Changed - LogFactories in the Mina code


That's an interesting idea. Would you mind posting this suggestion
to the developer's list to see if other people have comments
or suggestions?

The only issues I know would be that there are places (in the
low-level message parsing, for example) where I use=20
log.isDebugEnabled() to optimize the log-related overhead when
not debugging. It might be reasonable to make this type of usage
a special case even if we implement support for a default Log.

Currently, the LogFactory implementations are not specified in
the settings file. We could add that feature and even support
different LogFactory implementation for each session. We could
do the same thing for MessageStoreFactory and MessageFactory
implementations.

Steve

> -----Original Message-----
> From: Shepheard, Toby (London)=20
> Sent: Monday, January 30, 2006 2:59 PM
> To: st...@te...
> Subject: RE: [Bug 155] Changed - LogFactories in the Mina code
>=20
> Point taken with regard to the session data not being=20
> available. How about having a LogFactory that can be passed=20
> in from the default config settings, which would be used for=20
> any logging that doesn't have an attached session?
>=20
> -----Original Message-----
> From: or...@qu...
> Sent: 30 January 2006 13:15
> To: Shepheard, Toby (London)
> Subject: [Bug 155] Changed - LogFactories in the Mina code
>=20
>=20
> =
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
> THIS MESSAGE WAS GENERATED BY THE BUGTRACKER SOFTWARE PLEASE DO NOT
> REPLY
>                               COMMENTS
>=20
> ----- Posted by tob...@ml... at 2:56 AM on 01-30-2006 -----
> The mina code (and also the old netty code) is hardcoded to always use
> the apache commons LogFactory - it would be great if it could=20
> honour the
> LogFactory passed in to the initiator/acceptor, or provide some other
> method to customise the LogFactory used.
>=20
> ----- Posted by st...@te... at 6:15 AM on 01-30-2006 -----
> +  There are a few issues here. The QuickFIX Log is session-specific
> + (even though a specific implementation might not be). There=20
> are places
> + where we need to log information but the associated QF=20
> Session is not
> + known or possibly even relevant. I've tried to use the QuickFIX Log
> + rather than a Commons Log every place where I had a QuickFIX Session
> + available, but I may have missed some spots. If so, let me=20
> know.<br />
> + <br />
> The other related issue is that parts of the code other than the
> + initiators and acceptors might need to log information and they will
> + generally not have access to the QuickFIX Log. My point is that even
> if we find a workaround for the MINA-related code, there are=20
> other places
> + where logged information might not be routed through the QF=20
> Log. Just FYI.
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[Quickfix-developers] Re: Support for .NET 2.0 (C#)?

[Bill S. <bs...@it...>]

I just got the 1.11.0 release today, which supports .NET 2.0 and added
methods for C# wrapper. So my revised questions are:

1. Is the C# wrapper "complete" now?
2. The community's experience in using QuickFIX/C# in production
environments? If not C#, then C++?

Thanks,
Bill

-----Original Message-----
Message: 1
From: "Bill Shen" <bs...@it...>
To: <qui...@li...>
Date: Sun, 29 Jan 2006 10:05:54 -0500
Subject: [Quickfix-developers] Support for .NET 2.0 (C#)?

Hi, I hope I can get some help regarding .NET support.

1.	Does anyone know a time frame for supporting .NET 2.0? 
2.	Does anyone have experience making it compiling and working with
.NET 2.0?
3.	I was told the C# wrapper layer was not complete. Any thought on
that?
4.	Any community experience on using QuickFIX with .NET 1.1?

 

Thanks a lot,

Bill

[Quickfix-developers] Support for .NET 2.0 (C#)?

[Bill S. <bs...@it...>]

Hi, I hope I can get some help regarding .NET support.

1.	Does anyone know a time frame for supporting .NET 2.0? 
2.	Does anyone have experience making it compiling and working with
.NET 2.0?
3.	I was told the C# wrapper layer was not complete. Any thought on
that?
4.	Any community experience on using QuickFIX with .NET 1.1?

 

Thanks a lot,

Bill

 

[Quickfix-developers] Missed incoming messages after crush and unsuccessful logging attempts.

[Igor H. <igo...@ro...>]

Our application crashed(15:13:49). Exchange sent us some important
messages (e.g. fills) while application was down.  We restart the
application, but quick fix didn't sent Resend Request (35=3D2) because =
we
could not logging into the exchange.  quick fix tried to logging several
times and triggered  responses(Invalid user or password) from the
exchange.

The responses incremented incoming sequence number.

=20

 Quick fix managed to logging and send  Resend Request (35=3D2) but the
incoming sequence number has already been incremented. This incremented
number has been sent.

We missed all messages from while the application was down.

=20

What could be a solution for such problems?=20

=20

=20

=20

Outgoing messages

8=3DFIX.4.29=3D36835=3Di34=3D826849=3DAAA52=3D20060125-15:13:49.11756=3DP=
FIX401117=3DQU_
XTO296=3D1302=3D1311=3DXTO304=3D2295=3D2299=3DQU_XTO#XTO#2006#5#50#155=3D=
XTO167=3DOPT200
=3D200605201=3D1202=3D50132=3D3.5133=3D3.8134=3D20135=3D2060=3D20060125-1=
5:13:49336=3DBBB9
006=3D1299=3DQU_XTO#XTO#2006#8#45#055=3DXTO167=3DOPT200=3D200608201=3D020=
2=3D45132=3D2.7
5133=3D3134=3D10135=3D1060=3D20060125-15:13:49336=3DBBB9006=3D110=3D081

8=3DFIX.4.29=3D9435=3DA34=3D826949=3DAAA52=3D20060125-15:24:49.73556=3DPF=
IX40150=3DAAA:A
AA57=3DPROD98=3D0108=3D109003=3D310=3D234

8=3DFIX.4.29=3D5635=3D534=3D827049=3DAAA52=3D20060125-15:24:50.00056=3DPF=
IX40110=3D009

...

8=3DFIX.4.29=3D6935=3D234=3D833649=3DAAA52=3D20060125-15:57:50.26056=3DPF=
IX4017=3D181761
6=3D010=3D108

=20

=20

=20

Regards,
Igor Hersht
(312)244-5798

=20

[Quickfix-developers] JBoss crash on login from initiator

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

Hi ,

I am trying to install quickfix ( 1.9.4 ) on linux
...... my jboss server chashes as soon as acceptor
receives logon request from the initiator .... I am
attaching the core dump that i created on JBoss


My configuration looks like this ... can anyone tell
me what is wrong .. .Thanks in advance ...... 


If you need any other information do let me know ....


[DEFAULT]
ConnectionType=acceptor
FileLogPath=quickfix/logs
FileStorePath=quickfix/store
DataDictionary=quickfix/spec/FIX43.xml
StartTime=00:00:00
EndTime=23:59:59
ResetOnLogout=N
ResetOnDisconnect=Y
SocketAcceptPort=5040
ReconnectInterval=60
HeartBtInt=60
HeartBtMultiplier=2
#should get removed after quickfix starts handling
start stop times 
ProviderTimeZone=GMT
NumSessions=1

[SESSION]
BeginString=FIX.4.3
SenderCompID=TestAcceptor
TargetCompID=TestInitiator
SessionName=Order


Core Dump generated

Core was generated by `/cust/j2sdk1.4.2_08/bin/java
-ms256m -mx600m -verbose:gc -Djava.library.path=/c'.
Program terminated with signal 6, Aborted.
Reading symbols from /lib/tls/libpthread.so.0...(no
debugging symbols found)...done.
Loaded symbols for /lib/tls/libpthread.so.0
Reading symbols from /lib/libdl.so.2...(no debugging
symbols found)...done.
Loaded symbols for /lib/libdl.so.2
Reading symbols from /lib/tls/libc.so.6...(no
debugging symbols found)...done.
Loaded symbols for /lib/tls/libc.so.6
Reading symbols from /lib/ld-linux.so.2...(no
debugging symbols found)...done.
Loaded symbols for /lib/ld-linux.so.2
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/client/libjvm.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/client/libjvm.so
Reading symbols from /lib/libnsl.so.1...done.
Loaded symbols for /lib/libnsl.so.1
Reading symbols from /lib/tls/libm.so.6...done.
Loaded symbols for /lib/tls/libm.so.6
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/native_threads/libhpi.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/native_threads/libhpi.so
Reading symbols from /lib/libnss_files.so.2...done.
Loaded symbols for /lib/libnss_files.so.2
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/libverify.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/libverify.so
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/libjava.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/libjava.so
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/libzip.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/libzip.so
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/libnet.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/libnet.so
Reading symbols from
/integral/OrdersAdaptor/jboss-3.2.3/server/IIN-Main-ordersAdaptor_060125_1110/integral5/lib/quickfix/quickfix_1.9.4/linux/libquickfix.so...done.
Loaded symbols for
/integral/OrdersAdaptor/jboss-3.2.3/server/IIN-Main-ordersAdaptor_060125_1110/integral5/lib/quickfix/quickfix_1.9.4/linux/libquickfix.so
Reading symbols from /usr/lib/libxml2.so.2...done.
Loaded symbols for /usr/lib/libxml2.so.2
Reading symbols from /usr/lib/libz.so.1...done.
Loaded symbols for /usr/lib/libz.so.1
Reading symbols from /usr/lib/libstdc++.so.5...done.
Loaded symbols for /usr/lib/libstdc++.so.5
Reading symbols from /lib/libgcc_s.so.1...done.
Loaded symbols for /lib/libgcc_s.so.1
Reading symbols from
/integral/OrdersAdaptor/jboss-3.2.3/server/IIN-Main-ordersAdaptor_060125_1110/integral5/lib/quickfix/quickfix_1.9.4/linux/libquickfix_jni.so...done.
Loaded symbols for
/integral/OrdersAdaptor/jboss-3.2.3/server/IIN-Main-ordersAdaptor_060125_1110/integral5/lib/quickfix/quickfix_1.9.4/linux/libquickfix_jni.so
Reading symbols from /lib/libnss_dns.so.2...done.
Loaded symbols for /lib/libnss_dns.so.2
Reading symbols from /lib/libresolv.so.2...done.
Loaded symbols for /lib/libresolv.so.2
Reading symbols from
/cust/j2sdk1.4.2_08/jre/lib/i386/librmi.so...done.
Loaded symbols for
/cust/j2sdk1.4.2_08/jre/lib/i386/librmi.so
#0  0xb74bccef in raise () from /lib/tls/libc.so.6
(gdb) where
#0  0xb74bccef in raise () from /lib/tls/libc.so.6
#1  0xb74be4f5 in abort () from /lib/tls/libc.so.6
#2  0x85a324b7 in __cxa_call_unexpected () from
/usr/lib/libstdc++.so.5
#3  0x85a32504 in std::terminate () from
/usr/lib/libstdc++.so.5
#4  0x85a32676 in __cxa_throw () from
/usr/lib/libstdc++.so.5
#5  0x85bebad6 in FIX::Dictionary::getString
(this=0xb75c9898, key=@0x812fc600, capitalize=false)
at Dictionary.cpp:38
#6  0x8597b8ba in
Java_quickfix_SessionSettings_getString
(pEnv=0x80a8ae0, obj=0x812fc694, sessionid=0x812fc690,
key=0x812fc68c) at stl_alloc.h:664
#7  0xb2f28cb2 in ?? ()
#8  0x080a8ae0 in ?? ()
#9  0x812fc694 in ?? ()
#10 0x812fc690 in ?? ()
#11 0x812fc68c in ?? ()
#12 0x812fc660 in ?? ()
#13 0x00000000 in ?? ()


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Re: [Quickfix-developers] RE: In-Session Logon to Reset SequenceNumber

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

Next week.

--oren

Fanshteyn, Timur wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>I know there are a lot of changes in CVS. Any idea on the timeframe for
>the next release? 
>
>-----Original Message-----
>From: qui...@li...
>[mailto:qui...@li...] On Behalf Of
>Oren Miller
>Sent: Thursday, January 26, 2006 5:51 PM
>To: Jain, Anil
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] RE: In-Session Logon to Reset
>SequenceNumber
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Anil,
>
>There is a fix for this that will be going out with the next release (or
>in CVS if you are adventurous).  Please try it again at that time and
>let us know if it works correctly.
>
>--oren
>
>Jain, Anil wrote:
>
>  
>
>>Hi Oren,
>>
>>Today while attempting an In-session logon to CME to reset sequence 
>>numbers to (1,1), the QuickFIX engine logged itself out with the
>>    
>>
>message:
>  
>
>>MsgSeqNum too low, expecting 2 but received 1
>>
>>I found that the problem comes when a /sequence reset logon/ is being 
>>sent, and just before it, QuickFIX engine receives a /test request/ by
>>    
>>
>
>  
>
>>the exchange.
>>
>>At logon reset request , QuickFIX engine resets the exchange sequence 
>>number to 1 ( And not when the exchange accepts the reset and sends a
>>conformation!)
>>
>>So, after request has been made, and before a response to it has been 
>>received, the QuickFIX engine immediately processes the exchange's 
>>earlier /test request/ by sending a heartbeat and increases the 
>>exchange sequence number to 2 *(:`(*. The fact is that the test 
>>request was made under previous logon regime, with different sequence 
>>number. And the sequence number being incremented is unrelated to the 
>>previous one.
>>
>>When the logon reset conformation from exchange comes, the sequence 
>>number has already been increased to 2 - invalidating the exchange's 
>>sequence number of 1.
>>
>>This is just a small crib to a great product! I resolved it by 
>>suspending reset logon in this case till a heartbeat has been received
>>    
>>
>
>  
>
>>in fromAdmin.
>>
>>Thanks.
>>
>>Anil Jain
>>
>> 
>>
>> 
>>
>>     
>>
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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

RE: [Quickfix-developers] RE: In-Session Logon to Reset SequenceNumber

[Fanshteyn, T. <tfa...@bo...>]

I know there are a lot of changes in CVS. Any idea on the timeframe for
the next release? 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Oren Miller
Sent: Thursday, January 26, 2006 5:51 PM
To: Jain, Anil
Cc: qui...@li...
Subject: Re: [Quickfix-developers] RE: In-Session Logon to Reset
SequenceNumber

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

Anil,

There is a fix for this that will be going out with the next release (or
in CVS if you are adventurous).  Please try it again at that time and
let us know if it works correctly.

--oren

Jain, Anil wrote:

> Hi Oren,
>
> Today while attempting an In-session logon to CME to reset sequence 
> numbers to (1,1), the QuickFIX engine logged itself out with the
message:
>
> MsgSeqNum too low, expecting 2 but received 1
>
> I found that the problem comes when a /sequence reset logon/ is being 
> sent, and just before it, QuickFIX engine receives a /test request/ by

> the exchange.
>
> At logon reset request , QuickFIX engine resets the exchange sequence 
> number to 1 ( And not when the exchange accepts the reset and sends a
> conformation!)
>
> So, after request has been made, and before a response to it has been 
> received, the QuickFIX engine immediately processes the exchange's 
> earlier /test request/ by sending a heartbeat and increases the 
> exchange sequence number to 2 *(:`(*. The fact is that the test 
> request was made under previous logon regime, with different sequence 
> number. And the sequence number being incremented is unrelated to the 
> previous one.
>
> When the logon reset conformation from exchange comes, the sequence 
> number has already been increased to 2 - invalidating the exchange's 
> sequence number of 1.
>
> This is just a small crib to a great product! I resolved it by 
> suspending reset logon in this case till a heartbeat has been received

> in fromAdmin.
>
> Thanks.
>
> Anil Jain
>
>  
>
>  
>
>      
>
>_______________________________________________________________________
>
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indicated above.
>The sender does not waive any of its rights, privileges or other
protections respecting this information.  
>Any distribution, copying or other use of this E-Mail or the
information it contains, by other than an intended recipient, is not
sanctioned and is prohibited.
>If you received this E-Mail in error, please delete it and advise the
sender (by return E-Mail or otherwise) immediately.
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>It is believed to be free of any virus or other defect that might
affect any computer system into which it is received and opened. 
>However, it is the responsibility of the recipient to ensure that it is
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>The sender accepts no responsibility for any loss or damage arising in
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>
>E-Mail received by or sent from RBC Capital Markets is subject to
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>Such communications are retained and may be produced to regulatory
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Re: [Quickfix-developers] RE: In-Session Logon to Reset SequenceNumber

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

Anil,

There is a fix for this that will be going out with the next release (or 
in CVS if you are adventurous).  Please try it again at that time and 
let us know if it works correctly.

--oren

Jain, Anil wrote:

> Hi Oren,
>
> Today while attempting an In-session logon to CME to reset sequence 
> numbers to (1,1), the QuickFIX engine logged itself out with the message:
>
> MsgSeqNum too low, expecting 2 but received 1
>
> I found that the problem comes when a /sequence reset logon/ is being 
> sent, and just before it, QuickFIX engine receives a /test request/ by 
> the exchange.
>
> At logon reset request , QuickFIX engine resets the exchange sequence 
> number to 1 ( And not when the exchange accepts the reset and sends a 
> conformation!)
>
> So, after request has been made, and before a response to it has been 
> received, the QuickFIX engine immediately processes the exchange's 
> earlier /test request/ by sending a heartbeat and increases the 
> exchange sequence number to 2 *(:`(*. The fact is that the test 
> request was made under previous logon regime, with different sequence 
> number. And the sequence number being incremented is unrelated to the 
> previous one.
>
> When the logon reset conformation from exchange comes, the sequence 
> number has already been increased to 2 - invalidating the exchange's 
> sequence number of 1.
>
> This is just a small crib to a great product! I resolved it 
> by suspending reset logon in this case till a heartbeat has been 
> received in fromAdmin.
>
> Thanks.
>
> Anil Jain
>
>  
>
>  
>
>      
>
>_______________________________________________________________________
>
>This E-Mail (including any attachments) may contain privileged or confidential information.  It is intended only for the addressee(s) indicated above.
>The sender does not waive any of its rights, privileges or other protections respecting this information.  
>Any distribution, copying or other use of this E-Mail or the information it contains, by other than an intended recipient, is not sanctioned and is prohibited.
>If you received this E-Mail in error, please delete it and advise the sender (by return E-Mail or otherwise) immediately.
>
>This E-Mail (including any attachments) has been scanned for viruses. 
>It is believed to be free of any virus or other defect that might affect any computer system into which it is received and opened. 
>However, it is the responsibility of the recipient to ensure that it is virus free. 
>The sender accepts no responsibility for any loss or damage arising in any way from its use.
>
>E-Mail received by or sent from RBC Capital Markets is subject to review by Supervisory personnel. 
>Such communications are retained and may be produced to regulatory authorities or others with legal rights to the information.
>

RE: [Quickfix-developers] RE: In-Session Logon to Reset SequenceNumber

[Jain, A. <Ani...@rb...>]

Hi Oren,
Today while attempting an In-session logon to CME to reset sequence numbers=
 to (1,1), the QuickFIX engine logged itself out with the message:

	MsgSeqNum too low, expecting 2 but received 1

I found that the problem comes when a sequence reset logon is being sent, a=
nd just before it, QuickFIX engine receives a test request by the exchange.

At logon reset request, QuickFIX engine resets the exchange sequence number=
 to 1 ( And not when the exchange accepts the reset and sends a conformatio=
n!)

So, after request has been made, and before a response to it has been recei=
ved, the QuickFIX engine immediately processes the exchange's earlier test =
request by sending a heartbeat and increases the exchange sequence number t=
o 2 (:`(. The fact is that the test request was made under previous logon r=
egime, with different sequence number. And the sequence number being increm=
ented is unrelated to the previous one.

When the logon reset conformation from exchange comes, the sequence number =
has already been increased to 2 - invalidating the exchange's sequence numb=
er of 1.

This is just a small crib to a great product! I resolved it by suspending r=
eset logon in this case till a heartbeat has been received in fromAdmin.

Thanks.

Anil Jain

=20

=20

=20

_______________________________________________________________________

This E-Mail (including any attachments) may contain privileged or confident=
ial information.  It is intended only for the addressee(s) indicated above.
The sender does not waive any of its rights, privileges or other protection=
s respecting this information. =20
Any distribution, copying or other use of this E-Mail or the information it=
 contains, by other than an intended recipient, is not sanctioned and is pr=
ohibited.
If you received this E-Mail in error, please delete it and advise the sende=
r (by return E-Mail or otherwise) immediately.

This E-Mail (including any attachments) has been scanned for viruses.=20
It is believed to be free of any virus or other defect that might affect an=
y computer system into which it is received and opened.=20
However, it is the responsibility of the recipient to ensure that it is vir=
us free.=20
The sender accepts no responsibility for any loss or damage arising in any =
way from its use.

E-Mail received by or sent from RBC Capital Markets is subject to review by=
 Supervisory personnel.=20
Such communications are retained and may be produced to regulatory authorit=
ies or others with legal rights to the information.

[Quickfix-developers] SWIG and Python and dictionaries

[Shawn Y. <sya...@ge...>]

> Do Python dictionaries work?  I'm having trouble with dictionaries =
under QuickFIX for Python.
>=20
> In short, the SWIG wrapper function appears to return a =
"SWIGTYPE_p_Dictionary", which is created from a "QuickFIX Dictionary *" =
pointer by SWIG_NewPointerObj(), but then if I print the resulting =
object in Python, I see only this:
>=20
>     <Swig Object at _e88d2e08_p_Dictionary>
>=20
> ...instead of a normal Python dictionary dump {}.
>=20
> (please reply to me directly)
>=20
> Thanks,
> Shawn Yarbrough
> sya...@ge...
>=20

[Quickfix-developers] SWIG and Python and dictionaries

[Shawn Y. <sya...@ge...>]

Do Python dictionaries work?  I'm having trouble with dictionaries under =
QuickFIX for Python.

In short, the SWIG wrapper function appears to return a =
"SWIGTYPE_p_Dictionary", which is created from a "QuickFIX Dictionary *" =
pointer by SWIG_NewPointerObj(), but then if I print the resulting =
object in Python, I see only this:

    <Swig Object at _e88d2e08_p_Dictionary>

...instead of a normal Python dictionary dump {}.

(please reply to me directly)

Thanks,
Shawn Yarbrough
sya...@ge...

RE: [Quickfix-developers] RE: QuickFIX/J HEAD has been converted to MINA

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

I should also mention Barry Kaplan. He developed
the MINA prototype for QuickFIX/J and it helped
greatly with the conversion.

Thanks Barry!

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

[Quickfix-developers] RE: QuickFIX/J HEAD has been converted to MINA

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

Hi Toby,

That's good to hear. I should have mentioned the getSessions()
change. It's now compatible with the JNI code and doesn't actually=20
return sessions, but rather session IDs. The QFJ code provides=20
getManagedSessions() to access the actual sessions but it's an=20
extension to the JNI-based API. The method is not available
in the Acceptor and Initiator interfaces since this would break
compatibility with the JNI code. It can only be accessed in
SessonConnector and subclasses (the acceptors and
initiators). The SessionConnector abstract class is also
convenient for writing code that works with both
acceptors and initiators in an abstract way.

Also, QuickFIX/J was mentioned at ApacheCon US 2005 in=20
Trustin Lee's presentation on MINA (December 2005). I'm not
sure why he thought we were using it then, but at least now
it's accurate. ;-)

Regards,

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

> -----Original Message-----
> From: Shepheard, Toby (London) [mailto:Tob...@ml...]=20
> Sent: Thursday, January 26, 2006 4:19 PM
> To: Steve Bate; qui...@li...
> Subject: RE: QuickFIX/J HEAD has been converted to MINA
>=20
> Thanks Steve, looks good. Worked almost "out of the box" for=20
> me, just had to change one piece of code to call
> SessionConnector.getManagedSessions() rather than=20
> getSessions() (which now returns the Ids not the Session=20
> itself, in case anyone else was doing the same as me before).=20
> Haven't tried the socket options as I don't really understand=20
> them much, but no problems at all with the basics.
>=20
> Regards
> Toby
>=20
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On=20
> Behalf Of Steve Bate
> Sent: 26 January 2006 12:39
> To: qui...@li...;
> qui...@li...
> Subject: [Quickfix-developers] QuickFIX/J HEAD has been=20
> converted to MINA
>=20
>=20
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hello all,
>=20
> The default acceptors and initiators are now using MINA. For=20
> now, I have left the Netty-based code in the repository and=20
> moved the previous acceptors and initiators into the=20
> quickfix.netty package.
> I'm planning to remove the Netty-related code before the Beta=20
> 3 release but I've left it there in case there are any=20
> serious problems with MINA.
>=20
> However, I'm not expecting problems. All acceptance and unit=20
> tests are passing. Please use the bug tracker if you have problems.
>=20
> Thanks,
>=20
> Steve Bate
> Smart Trade Technologies
> Phone: +33 4 42 90 03 97
> http://www.smart-trade.net/
>=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=20
> search engine that makes searching your log files as easy as=20
> surfing the  web.  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
> If you are not an intended recipient of this e-mail, please=20
> notify the sender, delete it and do not read, act upon,=20
> print, disclose, copy, retain or redistribute it. Click here=20
> for important additional terms relating to this e-mail.    =20
> http://www.ml.com/email_terms/
> --------------------------------------------------------
>=20

[Quickfix-developers] RE: QuickFIX/J HEAD has been converted to MINA

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

Thanks Steve, looks good. Worked almost "out of the box" for me, just
had to change one piece of code to call
SessionConnector.getManagedSessions() rather than getSessions() (which
now returns the Ids not the Session itself, in case anyone else was
doing the same as me before). Haven't tried the socket options as I
don't really understand them much, but no problems at all with the
basics.

Regards
Toby

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: 26 January 2006 12:39
To: qui...@li...;
qui...@li...
Subject: [Quickfix-developers] QuickFIX/J HEAD has been converted to
MINA


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

Hello all,

The default acceptors and initiators are now using MINA. For now,
I have left the Netty-based code in the repository and moved the
previous acceptors and initiators into the quickfix.netty package.
I'm planning to remove the Netty-related code before the Beta 3
release but I've left it there in case there are any serious
problems with MINA.

However, I'm not expecting problems. All acceptance and unit
tests are passing. Please use the bug tracker if you have
problems.

Thanks,

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


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--------------------------------------------------------

RE: [Quickfix-developers] QuickFIX/J HEAD has been converted to MINA

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

I forgot to mention. There are several new settings for
QFJ socket configuration in acceptors and initiators. The
acceptor options must be set in the default section of
the settings. The initiator settings can be put in the
default section or specified per-session.

See the documentation for the following options:

SocketKeepAlive
SocketOobInline
SocketReceiveBufferSize
SocketReuseAddress
SocketSendBufferSize
SocketLinger
SocketTcpNoDelay
SocketTrafficClass

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

[Quickfix-developers] QuickFIX/J HEAD has been converted to MINA

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

Hello all,

The default acceptors and initiators are now using MINA. For now,
I have left the Netty-based code in the repository and moved the
previous acceptors and initiators into the quickfix.netty package.
I'm planning to remove the Netty-related code before the Beta 3
release but I've left it there in case there are any serious
problems with MINA.

However, I'm not expecting problems. All acceptance and unit
tests are passing. Please use the bug tracker if you have
problems.

Thanks,

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

Re: [Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?

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

I don't see the logoff() method in the CVS initiator object, is this the 
good path?
http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/C%2B%2B/Initiator.cpp?rev=1.24&view=log

Thanks,
Martin



----Original Message Follows----
From: Oren Miller <or...@qu...>
To: Martin Tanguay <mta...@ho...>
CC: qui...@li...
Subject: Re: [Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?
Date: Tue, 24 Jan 2006 13:03:07 -0600

Use the logoff method on the initiator object. If the .NET api in the latest 
release does not expose it, you will need to get the latest from CVS.

--oren

Martin Tanguay wrote:

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I still have this disconnection issue and I didn't find any clear answer 
>yet.  I have a C#.NET 2003 application that connect to a FIX server 
>(implemented by us) using:
>
>qfxInitiatorSessionSettings = new SessionSettings(strConfigFilePath);
>FileStoreFactory factory = new 
>FileStoreFactory(qfxInitiatorSessionSettings);
>ScreenLogFactory logFactory = new ScreenLogFactory(true, true, true);
>DefaultMessageFactory messageFactory = new DefaultMessageFactory();
>qfxInitiator = new SocketInitiator(this, factory, 
>qfxInitiatorSessionSettings, logFactory, messageFactory);
>
>and that work very well.  Now, how do I disconnect ?
>
>if I try :
>qfxInitiator.stop();        //Loop here.
>qfxInitiator.__dtor();
>
>then it loop forever, and no way to reconnect.  I've seen other posts about 
>this but no real solutions.
>
>Does the FIX server should throw something for having a client to 
>disconnect correctly?
>
>I hope I can get rid of this issue, looking forward for your replies :)
>
>Regards
>Martin
>
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: Splunk Inc. Do you grep through log 
>files
>for problems?  Stop!  Download the new AJAX search engine that makes
>searching your log files as easy as surfing the  web.  DOWNLOAD SPLUNK!
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>_______________________________________________
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>
>

Re: [Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?

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

Should I trust the CVS content to use its quickfix binary in production?

On quickFixEngine.com it is still v1.10.2, you tell me that I should take 
CVS content, does it mean it is ready for a new release?  Will there be a 
release soon?

Thanks,
Martin



----Original Message Follows----
From: Oren Miller <or...@qu...>
To: Martin Tanguay <mta...@ho...>
CC: qui...@li...
Subject: Re: [Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?
Date: Tue, 24 Jan 2006 13:03:07 -0600

Use the logoff method on the initiator object. If the .NET api in the latest 
release does not expose it, you will need to get the latest from CVS.

--oren

Martin Tanguay wrote:

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I still have this disconnection issue and I didn't find any clear answer 
>yet.  I have a C#.NET 2003 application that connect to a FIX server 
>(implemented by us) using:
>
>qfxInitiatorSessionSettings = new SessionSettings(strConfigFilePath);
>FileStoreFactory factory = new 
>FileStoreFactory(qfxInitiatorSessionSettings);
>ScreenLogFactory logFactory = new ScreenLogFactory(true, true, true);
>DefaultMessageFactory messageFactory = new DefaultMessageFactory();
>qfxInitiator = new SocketInitiator(this, factory, 
>qfxInitiatorSessionSettings, logFactory, messageFactory);
>
>and that work very well.  Now, how do I disconnect ?
>
>if I try :
>qfxInitiator.stop();        //Loop here.
>qfxInitiator.__dtor();
>
>then it loop forever, and no way to reconnect.  I've seen other posts about 
>this but no real solutions.
>
>Does the FIX server should throw something for having a client to 
>disconnect correctly?
>
>I hope I can get rid of this issue, looking forward for your replies :)
>
>Regards
>Martin
>
>
>
>
>-------------------------------------------------------
>This SF.net email is sponsored by: Splunk Inc. Do you grep through log 
>files
>for problems?  Stop!  Download the new AJAX search engine that makes
>searching your log files as easy as surfing the  web.  DOWNLOAD SPLUNK!
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>

RE: [Quickfix-developers] Latency & Quickfix/J

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

Hi Oren,

It's currently not supported (by Netty) but it will be when we
switch to the MINA library. We will also be able to expose=20
quite a few other network tuning parameters.

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


> Oren Miller wrote:
>=20
> QuickFIX comes with a setting to use TCP_NODELAY.  Steve, do=20
> you know if this configuration has been carried over to=20
> QuickFIX/J?  I didn't see it in the documentation.

Re: [Quickfix-developers] Latency & Quickfix/J

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

QuickFIX comes with a setting to use TCP_NODELAY.  Steve, do you know if 
this configuration has been carried over to QuickFIX/J?  I didn't see it 
in the documentation.

--oren

Ian Johnson wrote:

> Version 1.0.0 b2 (Jan 06)
>  
> Hi,
>  
> Does anyone know how i might control TCP options and/or buffering in 
> Quickfix/J? I realise that the current version is implemented over 
> netty and I don't know how/if it can be configured. Options i am 
> interested in are send/receive buffering and TCP_NODELAY.
>  
> I understand that incorrect use of these options can affect throughput 
> adversely, but i am trying to address latency of updates at lower 
> message volumes.
>  
> Does anyone have any other suggestions of where latency in message 
> transmission and/or reception can be addressed?
>  
> An example of the scale of my problem is that i am experiencing 
> "jitter" in messages (MarketDataIncrementalRefresh) sent fairly 
> constantly.
>  
> At rates of 15-20 msg/sec (around 3-4k bytes per second), the jitter 
> is 2-300ms.
> At rates of 60-70 msg/sec (around 12-15k), the jitter is still 100+ ms
>  
> Its not until throughput increases significantly that the latency 
> becomes less significant
> (2-250 msg/sec), the jitter is < 50ms
>  
> I am using enhanced Java 1.5 precision timers, so timings have 
> granularity of better than 1 ms (my measurement threshold)
>  
> I have implemented SystemTimeSource to use System.nanoTime() (with 
> mods) and time the SendingTime FIX stamp (with ms) to received delay. 
> The absolute delay is not relevant (due to mismatched clocks) -  i am 
> just looking at the variation in delay from msg to msg. 
>  
> The server/client are in US/UK, and normal ping times between them are 
> approx 80ms (and pretty solid), available bandwidth is up to 1Mb.
>  
> Does anyone have any experience of how this jitter will be affected by 
> SSL tunnelling (stunnel). I don't have control over the sender but can 
> affect "tuning" of stunnel parameters at either end.
>  
>  
>  

Re: [Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?

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

Use the logoff method on the initiator object. If the .NET api in the 
latest release does not expose it, you will need to get the latest from CVS.

--oren

Martin Tanguay wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I still have this disconnection issue and I didn't find any clear 
> answer yet.  I have a C#.NET 2003 application that connect to a FIX 
> server (implemented by us) using:
>
> qfxInitiatorSessionSettings = new SessionSettings(strConfigFilePath);
> FileStoreFactory factory = new 
> FileStoreFactory(qfxInitiatorSessionSettings);
> ScreenLogFactory logFactory = new ScreenLogFactory(true, true, true);
> DefaultMessageFactory messageFactory = new DefaultMessageFactory();
> qfxInitiator = new SocketInitiator(this, factory, 
> qfxInitiatorSessionSettings, logFactory, messageFactory);
>
> and that work very well.  Now, how do I disconnect ?
>
> if I try :
> qfxInitiator.stop();        //Loop here.
> qfxInitiator.__dtor();
>
> then it loop forever, and no way to reconnect.  I've seen other posts 
> about this but no real solutions.
>
> Does the FIX server should throw something for having a client to 
> disconnect correctly?
>
> I hope I can get rid of this issue, looking forward for your replies :)
>
> Regards
> Martin
>
>
>
>
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[Quickfix-developers] QuickFix.SocketInitiator.stop() hang ?

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

Hi,

I still have this disconnection issue and I didn't find any clear answer 
yet.  I have a C#.NET 2003 application that connect to a FIX server 
(implemented by us) using:

qfxInitiatorSessionSettings = new SessionSettings(strConfigFilePath);
FileStoreFactory factory = new 
FileStoreFactory(qfxInitiatorSessionSettings);
ScreenLogFactory logFactory = new ScreenLogFactory(true, true, true);
DefaultMessageFactory messageFactory = new DefaultMessageFactory();
qfxInitiator = new SocketInitiator(this, factory, 
qfxInitiatorSessionSettings, logFactory, messageFactory);

and that work very well.  Now, how do I disconnect ?

if I try :
qfxInitiator.stop();		//Loop here.
qfxInitiator.__dtor();

then it loop forever, and no way to reconnect.  I've seen other posts about 
this but no real solutions.

Does the FIX server should throw something for having a client to disconnect 
correctly?

I hope I can get rid of this issue, looking forward for your replies :)

Regards
Martin