quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Confused by possible bug in Utility.cpp / thread_spawn

[K. F. <kfr...@gm...>]

Hi Mike!

On Tue, Jan 15, 2013 at 1:10 PM, Mike Gatny <mg...@co...> wrote:
> It works with the VS compiler (32-bit, anyway).  Can you post the actual
> error message that mingw-w64 is giving you?

Yes, I'd be happy to post the mingw-w64 error message.

But before I do, I would like to check whether the code looks to you
like it has an error, or whether I'm missing something simple about
relatively basic c++.  (Again the issue is that I see a
pointer-to-pointer-to-function (double pointer) being passed, while a
pointer-to-function (single pointer) is expected.)  Does this look
like an error to you?

Anyway, here's the mingw-w64 error message:

   Utility.cpp: In function 'bool FIX::thread_spawn(unsigned int
(*)(void*), void*, FIX::thread_id&)':
   Utility.cpp:510:56: error: cannot convert 'unsigned int
(**)(void*)' to 'unsigned int (*)(void*)' for argument '3' to
'uintptr_t _beginthreadex(void*, unsigned int, unsigned int
(*)(void*), void*, unsigned int, unsigned int*)'

In a way, I'm not surprised that you don't see the issue with visual
studio, because if you did, you would have changed the code.  So
I wonder whether visual studio might be doing something wrong or
non-standard here.  (I'm not aware of anything, but I'm not that
expert with visual studio.)  Or maybe g++ / mingw-w64 is doing
something non-standard.  But again, when I parse the code by
eye, I come up with a type mismatch.

(Just to note, the linux builds with g++ wouldn't have caught this
because this is in the windows-specific part of the threading code.
I verified -- at least to my eye -- that the analogous posix-threading
part of the code doesn't have this issue.)

By the way, if I "fix" the code by changing

   result = _beginthreadex( NULL, 0, &func, var, 0, &id );

to

   result = _beginthreadex( NULL, 0, func, var, 0, &id );

(that is, removing what appears to be the extra '&' from "&func")
the code compiles under mingw-w64.  I don't know whether the
code runs correctly because I haven't been able to compile all
of the rest of the code.  But I would be worried about just making
this change blindly because there is something going on that I
don't understand.


Thanks for helping me sort this out.


K. Frank

Re: [Quickfix-developers] Confused by possible bug in Utility.cpp / thread_spawn

[Mike G. <mg...@co...>]

It works with the VS compiler (32-bit, anyway).  Can you post the actual
error message that mingw-w64 is giving you?

Re: [Quickfix-developers] Confused by possible bug in Utility.cpp / thread_spawn

[K. F. <kfr...@gm...>]

Hi List!

Ping?

On its face this looks like a bug in the QuickFIX code.  I'm assuming
quickfix-developers is the right place to raise such an issue.  Is there
a better place?


Thanks.


K. Frank


On Thu, Jan 10, 2013 at 12:36 PM, K. Frank <kfr...@gm...> wrote:
> Hello List!
>
> Background:  I am trying to build QuickFIX with mingw-w64.  To do this,
> I am starting with the windows "version" of the code, i.e.,the code
> paths that are active when _MSC_VER is defined.
>
> I am confused by what looks to me like a bug, but I probably don't
> understand it correctly.  If the bug I'm imagining were actually
> present, it would seem that QuickFIX would neither compile nor
> run on windows.
>
> Specifically the function thread_spawn is defined in Utility.cpp.
>
> The function begins:
>
>    bool thread_spawn( THREAD_START_ROUTINE func, void* var, thread_id& thread )
>
> In the windows section is the line:
>
>    result = _beginthreadex( NULL, 0, &func, var, 0, &id );
>
> It appears to me that the '&' in "&func" is an error, and shouldn't
> be there.
>
> I reason as follows:
>
> THREAD_START_ROUTINE is a typedef in Utility.h. Its windows version is:
>
>    typedef unsigned int (_stdcall THREAD_START_ROUTINE)(void *);
>
> I read this as a pointer to a function that takes a void* and returns
> an unsigned.
>
> Compare with the unix version:
>
>    extern "C" { typedef void * (THREAD_START_ROUTINE)(void *); }
>
> which I also read as a pointer to a function, but now the function
> returns a void*.
>
> Because of the '&' in "&func", a pointer to a pointer to a function
> is being passed to _beginthreadex, rather than pointer to a function.
> (recall:   result = _beginthreadex( NULL, 0, &func, var, 0, &id );)
>
> From msdn, _beginthreadex has the prototype:
>
>    uintptr_t _beginthreadex(
>       void *security,
>       unsigned stack_size,
>       unsigned ( *start_address )( void * ),
>       void *arglist,
>       unsigned initflag,
>       unsigned *thrdaddr
>    );
>
> which I read as _beginthreadex expecting a pointer to a function.
>
> Compare with the unix version.  From Utility.cpp:
>
>    if( pthread_create( &result, 0, func, var ) != 0 ) return false;
>
> Here there is no '&' on func, so pthread_create is being passed a
> pointer to a function (as expected).
>
> From the pthreads documentation, pthread_create has the prototype:
>
>    int pthread_create(pthread_t *thread, const pthread_attr_t *attr,
>       void *(*start_routine)(void*), void *arg);
>
> which I read as taking a pointer to a function that takes a void*
> and returns a void*.
>
> So it looks to me that the unix version is correct and there is
> no type mismatch in the function call to pthread_create, but in
> the windows version there is a type mismatch in the corresponding
> call to _beginthreadex, with a pointer-to-function being expected,
> but a pointer-to-pointer-to-function being passed, with the extra
> "pointer-to" coming from the '&' in "&func".
>
> Of course, the problem with my interpretation is that the windows
> version shouldn't compile, and if one were to shut the compiler
> up by casting away the type mismatch, the program should crash.
>
> My QuickFIX source is from quickfix-1.13.3.zip, downloaded on
> Jan. 2.
>
> (I have been tweaking the code to get it to build with mingw-w64,
> and after tweaking that doesn't change this part of the code,
> mingw-w64 does give the type-mismatch error described.)
>
>
> Any help understanding what is going on here would be appreciated.
>
>
> K. Frank

[Quickfix-developers] Confused by possible bug in Utility.cpp / thread_spawn

[K. F. <kfr...@gm...>]

Hello List!

Background:  I am trying to build QuickFIX with mingw-w64.  To do this,
I am starting with the windows "version" of the code, i.e.,the code
paths that are active when _MSC_VER is defined.

I am confused by what looks to me like a bug, but I probably don't
understand it correctly.  If the bug I'm imagining were actually
present, it would seem that QuickFIX would neither compile nor
run on windows.

Specifically the function thread_spawn is defined in Utility.cpp.

The function begins:

   bool thread_spawn( THREAD_START_ROUTINE func, void* var, thread_id& thread )

In the windows section is the line:

   result = _beginthreadex( NULL, 0, &func, var, 0, &id );

It appears to me that the '&' in "&func" is an error, and shouldn't
be there.

I reason as follows:

THREAD_START_ROUTINE is a typedef in Utility.h. Its windows version is:

   typedef unsigned int (_stdcall THREAD_START_ROUTINE)(void *);

I read this as a pointer to a function that takes a void* and returns
an unsigned.

Compare with the unix version:

   extern "C" { typedef void * (THREAD_START_ROUTINE)(void *); }

which I also read as a pointer to a function, but now the function
returns a void*.

Because of the '&' in "&func", a pointer to a pointer to a function
is being passed to _beginthreadex, rather than pointer to a function.
(recall:   result = _beginthreadex( NULL, 0, &func, var, 0, &id );)

>From msdn, _beginthreadex has the prototype:

   uintptr_t _beginthreadex(
      void *security,
      unsigned stack_size,
      unsigned ( *start_address )( void * ),
      void *arglist,
      unsigned initflag,
      unsigned *thrdaddr
   );

which I read as _beginthreadex expecting a pointer to a function.

Compare with the unix version.  From Utility.cpp:

   if( pthread_create( &result, 0, func, var ) != 0 ) return false;

Here there is no '&' on func, so pthread_create is being passed a
pointer to a function (as expected).

>From the pthreads documentation, pthread_create has the prototype:

   int pthread_create(pthread_t *thread, const pthread_attr_t *attr,
      void *(*start_routine)(void*), void *arg);

which I read as taking a pointer to a function that takes a void*
and returns a void*.

So it looks to me that the unix version is correct and there is
no type mismatch in the function call to pthread_create, but in
the windows version there is a type mismatch in the corresponding
call to _beginthreadex, with a pointer-to-function being expected,
but a pointer-to-pointer-to-function being passed, with the extra
"pointer-to" coming from the '&' in "&func".

Of course, the problem with my interpretation is that the windows
version shouldn't compile, and if one were to shut the compiler
up by casting away the type mismatch, the program should crash.

My QuickFIX source is from quickfix-1.13.3.zip, downloaded on
Jan. 2.

(I have been tweaking the code to get it to build with mingw-w64,
and after tweaking that doesn't change this part of the code,
mingw-w64 does give the type-mismatch error described.)


Any help understanding what is going on here would be appreciated.


K. Frank

Re: [Quickfix-developers] [Mingw-users] [Mingw-w64-public] Re: QuickFIX under MinGW

[K. F. <kfr...@gm...>]

Hello Sergio!

On Sun, Jan 6, 2013 at 2:04 PM, Info <in...@ma...> wrote:
>> I am taking the liberty of copying this to the QuickFIX, mingw,
>> and mingw64 lists.
>
> No worries. I hope they're interested!
>
>> Do I understand your comment correctly that you have built QuickFIX with
>> mingw?
>
> QuickFIX builds fine under MinGW!

Excellent!  Now if I can only learn how to do it.

>>  If so, could you let me know how you did it?
>
> The same way as you would build any other app: configure --prefix=/mingw
> ..... then: make   then: make install

I have a couple of questions about this:

According to Ruben's post in a sister thread on the mingw-w64-public
list:

   http://sourceforge.net/mailarchive/message.php?msg_id=30313744

it seems that the configure / make approach doesn't work out of the
box.  Also, looking at the source code it seems that it won't / can't
work (see various comments in the thread), at least not without
modifying the source.

What, specifically did you do to get it to work?

Obviously, if I type "configure" in a plain-vanilla windows command
prompt, nothing will happen, because windows doesn't have a
configure command and doesn't recognize unix shell scripts.

So, did you cross-compile under linux?  Did you run configure
under msys?  Something else?

When you built QuickFIX under mingw, from where did you get
the source?  I got my source directly from www.quickfixengine.org,
see:

   http://www.quickfixengine.org/download

Did you have to modify the source at all to get it to compile with
mingw?

> Can you advise a 'proper' way of testing it once we have the binaries?

"Once we have the binaries?"  I thought you already had the binaries,
because you've built QuickFIX with mingw.  Or did you mean something
else?

As for testing, the source distribution I downloaded (see above)
comes with both c++ unit tests that I suppose are build targets
in the unix-style makefile and/or the visual-studio solution file.

There are also ruby-driven (so for this piece there is a ruby
dependency, and you have to install ruby) acceptance tests.

So my speculation is that one proceeds as follows:

   1)  build QuickFIX  --  no error?  good.
   2)  run unit tests -- tests pass?  better.
   3)  run acceptance tests -- test pass?  best!

To me it seems sensible that the proper way of testing is to
run the test suites that come with the distribution.

> Cheers.
>
> Sergio.

Thanks for following up;.


K. Frank

[Quickfix-developers] [Mingw-users] [Mingw-w64-public] Re: QuickFIX under MinGW

[K. F. <kfr...@gm...>]

Hi Sergio!

Thanks for your reply and the very interesting data point that
you've got this working.

I am taking the liberty of copying this to the QuickFIX, mingw,
and mingw64 lists.

On Sun, Jan 6, 2013 at 11:33 AM, Info <in...@ma...> wrote:
>
> Ciao Frank.
>
> Any update/news on this issue? I'm a MinGW user and no problem building
> it.

I'm plodding ahead, and I think I understand the basic issues,
but I haven't built QuickFIX yet.

Do I understand your comment correctly that you have built
QuickFIX with mingw?

If so, could you let me know how you did it?  I'm not looking
for a detailed step-by-step recipe (at least not initially), but
your basic approach.  Did you set up a makefile by hand?
Did you run autotools under msys and it worked out of the
box?  Did you cross-compile on linux?  Etc., etc.?

Thanks for any pointers on the best way to proceed.

> Cheers.
>
> Sergio.

And a hearty "Ciao Sergio" to you!


K. Frank


> -------- Original Message --------
> Subject: Re: [Mingw-users] [Mingw-w64-public] Thoughts on how to build a
> linux / visual studio project (QuickFIX) with mingw
> Date: Sun, 6 Jan 2013 09:15:26 -0500
> From: K. Frank <kfr...@gm...>
> Reply-To: MinGW Users List <min...@li...>
> To: min...@li...
> CC: MinGW Users List <min...@li...>
>
> Hi Ruben (and Peter) -
>
> First, thanks to everyone for their comments.  This discussion has
> been very informative and helpful.
> ...

Re: [Quickfix-developers] [Mingw-users] [Mingw-w64-public] QuickFIX with mingw / mingw-w64?

[Clebson D. <cde...@gm...>]

Hello Frank,

Happy new year! what about cygwin ? cygwin is a POSIX emulator, so we can
compile quickfix as you compile it on a Linux box.
you know, running bootstrap script and installing the necessary packages (
libraries or tools ) from cygwin setup.
I dint try it and IMHO on a windows machine you should use visual studio to
generate the binaries natives for windows.
Without the emulation layer who could give you a unnecessary overhead. but
its just my opinion would like to hear others.

Best Regards,
Clebson Derivan

On Wed, Jan 2, 2013 at 12:43 PM, K. Frank <kfr...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello Lists!
>
> Has anybody built QuickFIX with mingw or mingw-w64?
>
> Would anybody have thoughts on what tweaks might be
> necessary to do so?
>
> (I asked this question a few years back on the QuickFIX list,
> and at that time the answer seemed to be pretty much no, but
> I thought I'd ask again to see if anybody has experimented in
> the meantime with QuickFIX using mingw / mingw-w64.)
>
> Thanks for any information.
>
>
> And to all my List Colleagues:  Happy New Year!
>
>
> K. Frank
>
>
> ------------------------------------------------------------------------------
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> and much more. Keep your Java skills current with LearnJavaNow -
> 200+ hours of step-by-step video tutorials by Java experts.
> SALE $49.99 this month only -- learn more at:
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] [Mingw-users] [Mingw-w64-public] QuickFIX with mingw / mingw-w64?

[K. F. <kfr...@gm...>]

Hello Lists!

Has anybody built QuickFIX with mingw or mingw-w64?

Would anybody have thoughts on what tweaks might be
necessary to do so?

(I asked this question a few years back on the QuickFIX list,
and at that time the answer seemed to be pretty much no, but
I thought I'd ask again to see if anybody has experimented in
the meantime with QuickFIX using mingw / mingw-w64.)

Thanks for any information.


And to all my List Colleagues:  Happy New Year!


K. Frank

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[McGill, J. <jm...@On...>]

I forgot this line:
  message.get( massStatusReqType );

so when I got to:

if( massStatusReqType == FIX::MassStatusReqType_STATUS_FOR_ALL_ORDERS )


Since massStatusReqType was not set, I was getting Incorrect data format.


Code snippet:

void Application::onMessage( const FIX44::OrderMassStatusRequest& message, const FIX::SessionID& session)
{

        FIX::MassStatusReqID massStatusReqID;
        FIX::MassStatusReqType massStatusReqType;


        FIX::SenderCompID senderCompID;
        FIX::TargetCompID targetCompID;
        FIX::OnBehalfOfCompID onBehalfOfCompID;
        FIX::OnBehalfOfSubID onBehalfOfSubID;


  message.get( massStatusReqType );


  message.getHeader().get( senderCompID );
  message.getHeader().get( targetCompID );
  message.getHeader().get( onBehalfOfCompID );
  message.getHeader().get( onBehalfOfSubID );


if( massStatusReqType == FIX::MassStatusReqType_STATUS_FOR_ALL_ORDERS )
{

        dbResult = Application::getExecutionReportsBySenderCompID( senderCompID );

}


}



Thanks for the help!


From: McGill, Jeffrey
Sent: Tuesday, January 01, 2013 3:05 AM
To: Grant Birchmeier
Cc: Hei Chan; Qui...@li...
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

Firstly, I want to thank you both for replying to my thread.

Secondly, I am "the counter party" in this scenario. I am using a test client to send in the OrderMassStatusRequest.

I am using message cracker, onMessage, and message.get.  I will provide some more details in the morning.

Thanks again.

Sent from my Droid Charge on Verizon 4GLTE Grant Birchmeier wrote:
I don't know why your counterparty is sending "incorrect data format", but based on the information you have provided, I'm inclined to agree with Hei Chan.

What values does your counterparty's spec say are allowed in 585?

On Mon, Dec 31, 2012 at 11:40 PM, McGill, Jeffrey <jm...@on...<mailto:jm...@on...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

If I sent an integer, but the wrong value, shouldn't I get a different error? I expect a value out of range error, not incorrect data format. Tag 585 is defined as int, and thats what I'm sending, so I'm confused.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
What I mean is that your counterparty has a specific range of integer value for tag value 585.

Usually, you have to work with your counterparty to figure out why you get the error in this kind of case.

________________________________
From: "McGill, Jeffrey" <jm...@On...<mailto:jm...@On...>>
To: Hei Chan <str...@ya...<mailto:str...@ya...>>; "Qui...@li...<mailto:Qui...@li...>" <Qui...@li...<mailto:Qui...@li...>>
Sent: Monday, December 31, 2012 9:11 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.

________________________________
From: "McGill, Jeffrey" <jm...@On...<mailto:jm...@On...>>
To: "Qui...@li...<mailto:Qui...@li...>" <Qui...@li...<mailto:Qui...@li...>>
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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

Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting " Incorrect data format for value371=585" when I use an int.

Tag 585 is defined as int.

Is this a bug?


My messages:
<20121231-18<tel:20121231-18>:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18<tel:20121231-18>:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)

<20121231-18<tel:20121231-18>:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18<tel:20121231-18>:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)


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The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[McGill, J. <jm...@On...>]

Firstly, I want to thank you both for replying to my thread.

Secondly, I am "the counter party" in this scenario. I am using a test client to send in the OrderMassStatusRequest.

I am using message cracker, onMessage, and message.get.  I will provide some more details in the morning.

Thanks again.

Sent from my Droid Charge on Verizon 4GLTE Grant Birchmeier wrote:
I don't know why your counterparty is sending "incorrect data format", but based on the information you have provided, I'm inclined to agree with Hei Chan.

What values does your counterparty's spec say are allowed in 585?

On Mon, Dec 31, 2012 at 11:40 PM, McGill, Jeffrey <jm...@on...<mailto:jm...@on...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


If I sent an integer, but the wrong value, shouldn't I get a different error? I expect a value out of range error, not incorrect data format. Tag 585 is defined as int, and thats what I'm sending, so I'm confused.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
What I mean is that your counterparty has a specific range of integer value for tag value 585.

Usually, you have to work with your counterparty to figure out why you get the error in this kind of case.

________________________________
From: "McGill, Jeffrey" <jm...@On...>
To: Hei Chan <str...@ya...<mailto:str...@ya...>>; "Qui...@li...<mailto:Qui...@li...>" <Qui...@li...<mailto:Qui...@li...>>
Sent: Monday, December 31, 2012 9:11 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.

________________________________
From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li...<mailto:Qui...@li...>" <Qui...@li...<mailto:Qui...@li...>>
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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


Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?


My messages:
<20121231-18<tel:20121231-18>:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18<tel:20121231-18>:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)

<20121231-18<tel:20121231-18>:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18<tel:20121231-18>:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)


________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

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The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.



________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

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________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] portfolio update using quickfix

[Grant B. <gbi...@co...>]

This is not really a QuickFIX question, but a question for your
counterparty.

With FIX and QuickFIX, you only have a list of messages and a way to
transmit them.  The counterparty must specify how those messages are
actually to be used.

-Grant


On Thu, Dec 27, 2012 at 2:27 PM, <dx...@aa...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Dear friends,
>
> I am new to use quickfix. I have a question. How can I check the update of
> the portfolio of our trading account? Does my broker need to have a
> separate database to record my portfolio information? I have same question
> about the market data.
>
> Thank you very much and happy holiday.
>
> Best,
> Da Xu
>
>
>
> ------------------------------------------------------------------------------
> Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
> MVPs and experts. ON SALE this month only -- learn more at:
> http://p.sf.net/sfu/learnmore_122712
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[Grant B. <gbi...@co...>]

I don't know why your counterparty is sending "incorrect data format", but
based on the information you have provided, I'm inclined to agree with Hei
Chan.

What values does your counterparty's spec say are allowed in 585?

On Mon, Dec 31, 2012 at 11:40 PM, McGill, Jeffrey <jm...@on...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  If I sent an integer, but the wrong value, shouldn't I get a different
> error? I expect a value out of range error, not incorrect data format. Tag
> 585 is defined as int, and thats what I'm sending, so I'm confused.
>
> Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
>  What I mean is that your counterparty has a specific range of integer
> value for tag value 585.
>
>  Usually, you have to work with your counterparty to figure out why you
> get the error in this kind of case.
>
>   ------------------------------
> *From:* "McGill, Jeffrey" <jm...@On...>
> *To:* Hei Chan <str...@ya...>; "
> Qui...@li..." <
> Qui...@li...>
> *Sent:* Monday, December 31, 2012 9:11 PM
> *Subject:* Re: [Quickfix-developers] FIX44 OrderMassStatusRequest
> Incorrect data format for value371=585
>
>  I don't think it's the value, it's the data type. the field is defined
> as int, but int is failing. 585=1 gets same error. When I send a char, I
> get value out of range.
>
> Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
>  It is likely that your counterparty rejected your message because it
> expected something other than 7 for tag 585...unlikely a bug in QF.
>
>   ------------------------------
> *From:* "McGill, Jeffrey" <jm...@On...>
> *To:* "Qui...@li..." <
> Qui...@li...>
> *Sent:* Monday, December 31, 2012 1:07 PM
> *Subject:* [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect
> data format for value371=585
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>   Message is AF OrderMassStatusRequest
>
> The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect
> data format for value371=585” when I use an int.
>
> Tag 585 is defined as int.
>
> Is this a bug?
>
>
> My messages:
> <20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
>   (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18
> :47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)
>
> <20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
>   (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect
> data format for value371=585372=AF373=610=058)
>
>
> ------------------------------
> The information transmitted herein is intended only for the person or
> entity to which it is addressed and may contain confidential and/or
> privileged material. This message is not a recommendation, offer or
> solicitation to buy or sell anything. Any examples, prices or quotations
> contained herein are indicative only and an order based on such information
> can only be executed through a duly registered broker/dealer or futures
> commission merchant. Any review, retransmission, dissemination or other use
> of, or taking of any action in reliance upon, this information is
> prohibited. If you received this in error, please contact the sender and
> delete the material from any computer. OneChicago, LLC is a Delaware
> limited liability company.
>
>
> ------------------------------------------------------------------------------
> Master Visual Studio, SharePoint, SQL, ASP.NET <http://asp.net/>, C#
> 2012, HTML5, CSS,
> MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
> with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
> MVPs and experts. SALE $99.99 this month only -- learn more at:
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------
> The information transmitted herein is intended only for the person or
> entity to which it is addressed and may contain confidential and/or
> privileged material. This message is not a recommendation, offer or
> solicitation to buy or sell anything. Any examples, prices or quotations
> contained herein are indicative only and an order based on such information
> can only be executed through a duly registered broker/dealer or futures
> commission merchant. Any review, retransmission, dissemination or other use
> of, or taking of any action in reliance upon, this information is
> prohibited. If you received this in error, please contact the sender and
> delete the material from any computer. OneChicago, LLC is a Delaware
> limited liability company.
>
>
>
> ------------------------------
> The information transmitted herein is intended only for the person or
> entity to which it is addressed and may contain confidential and/or
> privileged material. This message is not a recommendation, offer or
> solicitation to buy or sell anything. Any examples, prices or quotations
> contained herein are indicative only and an order based on such information
> can only be executed through a duly registered broker/dealer or futures
> commission merchant. Any review, retransmission, dissemination or other use
> of, or taking of any action in reliance upon, this information is
> prohibited. If you received this in error, please contact the sender and
> delete the material from any computer. OneChicago, LLC is a Delaware
> limited liability company.
>
>
> ------------------------------------------------------------------------------
> Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS
> and more. Get SQL Server skills now (including 2012) with LearnDevNow -
> 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts.
> SALE $99.99 this month only - learn more at:
> http://p.sf.net/sfu/learnmore_122512
> _______________________________________________
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>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[Hei C. <str...@ya...>]

FIX protocol is a string based protocol.
Hence, if you use a char, it will be read as an integer for the integer field anyway.
FIX protocol itself doesn't have much enforcement on anything (except certain fundamental requirements).  Hence, it is up to how the counterparty wants to deal with error cases.
I even encountered some counterparties do not even generate any error message when my messages are semantically "wrong".


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: Hei Chan <str...@ya...>; "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 9:40 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585
 

If I sent an integer, but the wrong value, shouldn't I get a different error? I expect a value out of range error, not incorrect data format. Tag 585 is defined as int, and thats what I'm sending, so I'm confused.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote: 
What I mean is that your counterparty has a specific range of integer value for tag value 585.

Usually, you have to work with your counterparty to figure out why you get the error in this kind of case.


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: Hei Chan <str...@ya...>; "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 9:11 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585


I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range. 

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote: 
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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



 
Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?
 
 
My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)
 
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)
 
________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

------------------------------------------------------------------------------
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MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
MVPs and experts. SALE $99.99 this month only -- learn more at:
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_______________________________________________
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________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.



________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[McGill, J. <jm...@On...>]

If I sent an integer, but the wrong value, shouldn't I get a different error? I expect a value out of range error, not incorrect data format. Tag 585 is defined as int, and thats what I'm sending, so I'm confused.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
What I mean is that your counterparty has a specific range of integer value for tag value 585.

Usually, you have to work with your counterparty to figure out why you get the error in this kind of case.

________________________________
From: "McGill, Jeffrey" <jm...@On...>
To: Hei Chan <str...@ya...>; "Qui...@li..." <Qui...@li...>
Sent: Monday, December 31, 2012 9:11 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.

________________________________
From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li..." <Qui...@li...>
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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


Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?


My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)

<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)


________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

------------------------------------------------------------------------------
Master Visual Studio, SharePoint, SQL, ASP.NET<http://asp.net/>, C# 2012, HTML5, CSS,
MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
MVPs and experts. SALE $99.99 this month only -- learn more at:
http://p.sf.net/sfu/learnmore_122412
_______________________________________________
Quickfix-developers mailing list
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________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.



________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[Hei C. <str...@ya...>]

What I mean is that your counterparty has a specific range of integer value for tag value 585.

Usually, you have to work with your counterparty to figure out why you get the error in this kind of case.


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: Hei Chan <str...@ya...>; "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 9:11 PM
Subject: Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585
 

I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range. 

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote: 
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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



 
Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?
 
 
My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)
 
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)
 
________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

------------------------------------------------------------------------------
Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS,
MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current
with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft
MVPs and experts. SALE $99.99 this month only -- learn more at:
http://p.sf.net/sfu/learnmore_122412
_______________________________________________
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Qui...@li...
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________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[McGill, J. <jm...@On...>]

I don't think it's the value, it's the data type. the field is defined as int, but int is failing. 585=1 gets same error. When I send a char, I get value out of range.

Sent from my Droid Charge on Verizon 4GLTE Hei Chan wrote:
It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.

________________________________
From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li..." <Qui...@li...>
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

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


Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?


My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)

<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)


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The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[Hei C. <str...@ya...>]

It is likely that your counterparty rejected your message because it expected something other than 7 for tag 585...unlikely a bug in QF.


________________________________
 From: "McGill, Jeffrey" <jm...@On...>
To: "Qui...@li..." <Qui...@li...> 
Sent: Monday, December 31, 2012 1:07 PM
Subject: [Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



 
Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting “ Incorrect data format for value371=585” when I use an int.

Tag 585 is defined as int.

Is this a bug?
 
 
My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)
 
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)
 
________________________________
 The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.
 
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[Quickfix-developers] FIX44 OrderMassStatusRequest Incorrect data format for value371=585

[McGill, J. <jm...@On...>]

Message is AF OrderMassStatusRequest

The problem field is MassStatusReqType tag 585. I keep getting " Incorrect data format for value371=585" when I use an int.

Tag 585 is defined as int.

Is this a bug?


My messages:
<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, outgoing>
  (8=FIX.4.49=8935=AF34=249=GS01_152=20121231-18:47:40.57456=ONEMATCH115=CSF1116=CSINC584=E585=710=118)

<20121231-18:47:40.574, FIX.4.4:GS01_1->ONEMATCH, incoming>
  (8=FIX.4.49=13735=334=249=ONEMATCH52=20121231-18:47:40.57456=GS01_1128=CSF1129=CSINC45=258=Incorrect data format for value371=585372=AF373=610=058)


________________________________
The information transmitted herein is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. This message is not a recommendation, offer or solicitation to buy or sell anything. Any examples, prices or quotations contained herein are indicative only and an order based on such information can only be executed through a duly registered broker/dealer or futures commission merchant. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information is prohibited. If you received this in error, please contact the sender and delete the material from any computer. OneChicago, LLC is a Delaware limited liability company.

Re: [Quickfix-developers] Fwd: QuickFIX exchange simulators?

[K. F. <kfr...@gm...>]

Hello Jônatas!

Thank you again.

On Fri, Dec 28, 2012 at 12:06 PM, Jônatas Davi Paganini
<jon...@gm...> wrote:
>
> K. Frank, to get the contents you need to log in the community.
>
> It's serious strange site structure, but after logged in, all the broken links will work.

It looks very interesting ...   From the outside!

> Why marketcetera.com is broken I really don't know... but on .org is the place for everything you need.

The problem is that although most of the links at

   www.marketcetera.org

refer back to www.marketcetera.org

(e.g., the "Sign In" link is
http://www.marketcetera.org/confluence/confluence/login.action)

one very important link, the "Register" link refers to
the broken marketcetera.com site:

   http://www.marketcetera.com/site/user/register

So ...   I can't get into the (working) marketcetera.org site
without registering, but to register I have to use the (broken)
marketcetera.com site.

Oh, well ...

Are there any other exchange simulators out there that
I might want to take a look at?


Any and all advice appreciated.


K. Frank


> ...
> On Fri, Dec 28, 2012 at 2:59 PM, K. Frank <kfr...@gm...> wrote:
>>
>> Hi Jônatas!
>>
>> Thanks for the suggestion.  I had looked at the www.marketcetera.org
>> site but was confused because some of the links on that site appear
>> to be broken and refer back to www.marketcetera.com.
>>
>> More just curiosity on my part, but do you know what's going on with
>> the www.marketcetera.org / www.marketcetera.com thing?
>>
>> I appreciate your help.
>>
>> K. Frank
>> ...

[Quickfix-developers] Fwd: QuickFIX exchange simulators?

[Jônatas D. P. <jon...@gm...>]

K. Frank, to get the contents you need to log in the community.

It's serious strange site structure, but after logged in, all the broken
links will work.

Why marketcetera.com is broken I really don't know... but on .org is the
place for everything you need.



On Fri, Dec 28, 2012 at 2:59 PM, K. Frank <kfr...@gm...> wrote:

> Hi Jônatas!
>
> Thanks for the suggestion.  I had looked at the www.marketcetera.org
> site but was confused because some of the links on that site appear
> to be broken and refer back to www.marketcetera.com.
>
> More just curiosity on my part, but do you know what's going on with
> the www.marketcetera.org / www.marketcetera.com thing?
>
> I appreciate your help.
>
>
> K. Frank
>
>
> On Fri, Dec 28, 2012 at 6:24 AM, Jônatas Davi Paganini
> <jon...@gm...> wrote:
> > Try marketcetera. There's a open simulator there... you can write your
> own
> > strategies and it brings a some examples about.
> >
> > On Thu, Dec 27, 2012 at 11:02 PM, K. Frank <kfr...@gm...> wrote:
> >>
> >> Hello List!
> >>
> >> Are there any reasonably realistic exchange simulators lurking
> >> about in the QuickFIX project?  If not, might there be any floating
> >> around in the QuickFIX ecology?
> >>
> >> A quick search led me to some similar inquiries dating to around
> >> 2008, but it seems like back then there wasn't much of anything
> >> available.
> >>
> >> Either something relatively complete -- a variety of order types,
> >> reasonably realistic fill logic, etc. -- or something basic, but
> >> amenable to extension -- i.e., to adding order types I want, tweaking
> >> the fill logic, etc. -- would be great.
> >>
> >> Any and all suggestions would be appreciated.
> >>
> >> (Also, if you think that something like this is not available, please
> >> speak up.  "Negative" information is also useful.)
> >>
> >> Best.
> >>
> >> K. Frank
>



-- 
atenciosamente,

Jônatas Davi Paganini.

--
http://ideia.me
46 9911 7879



-- 
atenciosamente,

Jônatas Davi Paganini.

--
http://ideia.me
46 9911 7879

Re: [Quickfix-developers] QuickFIX exchange simulators?

[K. F. <kfr...@gm...>]

Hi Jônatas!

Thanks for the suggestion.  I had looked at the www.marketcetera.org
site but was confused because some of the links on that site appear
to be broken and refer back to www.marketcetera.com.

More just curiosity on my part, but do you know what's going on with
the www.marketcetera.org / www.marketcetera.com thing?

I appreciate your help.


K. Frank


On Fri, Dec 28, 2012 at 6:24 AM, Jônatas Davi Paganini
<jon...@gm...> wrote:
> Try marketcetera. There's a open simulator there... you can write your own
> strategies and it brings a some examples about.
>
> On Thu, Dec 27, 2012 at 11:02 PM, K. Frank <kfr...@gm...> wrote:
>>
>> Hello List!
>>
>> Are there any reasonably realistic exchange simulators lurking
>> about in the QuickFIX project?  If not, might there be any floating
>> around in the QuickFIX ecology?
>>
>> A quick search led me to some similar inquiries dating to around
>> 2008, but it seems like back then there wasn't much of anything
>> available.
>>
>> Either something relatively complete -- a variety of order types,
>> reasonably realistic fill logic, etc. -- or something basic, but
>> amenable to extension -- i.e., to adding order types I want, tweaking
>> the fill logic, etc. -- would be great.
>>
>> Any and all suggestions would be appreciated.
>>
>> (Also, if you think that something like this is not available, please
>> speak up.  "Negative" information is also useful.)
>>
>> Best.
>>
>> K. Frank

[Quickfix-developers] QuickFIX exchange simulators?

[K. F. <kfr...@gm...>]

Hello List!

Are there any reasonably realistic exchange simulators lurking
about in the QuickFIX project?  If not, might there be any floating
around in the QuickFIX ecology?

A quick search led me to some similar inquiries dating to around
2008, but it seems like back then there wasn't much of anything
available.

Either something relatively complete -- a variety of order types,
reasonably realistic fill logic, etc. -- or something basic, but
amenable to extension -- i.e., to adding order types I want, tweaking
the fill logic, etc. -- would be great.

Any and all suggestions would be appreciated.

(Also, if you think that something like this is not available, please
speak up.  "Negative" information is also useful.)


Best.


K. Frank

[Quickfix-developers] Yet again IP Address issue

[Mehmet B. <mba...@ho...>]

Hi all,
I want to put a restriction on the connecting IP Address  for a FIX session.  I searched but I couldn't find any public accessor function/method neither for accessing Acceptor's port/session maps nor for  Session class Responder.  Any suggestions?

Can you also point me to a reference for comparing SocketAcceptor vs ThreadedSocketAcceptor?


Happy new years for you all...

Regards,
M.B.





 		 	   		  

[Quickfix-developers] portfolio update using quickfix

[<dx...@aa...>]

Dear friends,

I am new to use quickfix. I have a question. How can I check the update of
the portfolio of our trading account? Does my broker need to have a
separate database to record my portfolio information? I have same question
about the market data.

Thank you very much and happy holiday.

Best,
Da Xu

Re: [Quickfix-developers] Need a direction (Checksum issue)

[spsfix <gu...@gm...>]

Any help ?????



spsfix wrote:
> 
> I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
> running fine before
> but now I am facing some problems with connectivity, It keeps timing out .
> The error logged in Fix event log  is Check Sum
> error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 ) and 
> after that there is timeout message.
> 
> Interestingly  QuickfIX Engine logging all the message in the log file but
> it is not hitting
> the override method(void onMessage(QuickFix44.TradeCaptureReport
> _ExecutionReport, SessionID sessionID)).
> 
> I have also  checked the FIx msg  and calculate the checksum value , which 
> seems right to
> me, It is  same as written in the message.
> 
> Can anybody provide some right direction on this issue?
> 

-- 
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