quickfix-developers — QuickFIX developers forum

[Quickfix-developers] what to do in Fix Engine for Multiple instances of (clients)initiators

[Ambreen S. <sha...@ho...>]

Sir,

i wana ask one important thing that , what should i do in FIX Engine code 
i.e. acceptor so that it allow multiple initiators to log in and communicate 
with each other via Fix Engine.


waiting for ur reply.
with Regards.

_________________________________________________________________
Express yourself instantly with MSN Messenger! Download today it's FREE! 
http://messenger.msn.click-url.com/go/onm00200471ave/direct/01/

Re: [Quickfix-developers] QuoteRequestReject Message

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

Hi Oren,


When I try to send QuoteRequestReject ( 35=AG )
message to quickfix engine I get following response .


8=FIX.4.3☺9=134☺35=AG☺34=37☺49=SAXOQUOTE_TEST☺52=20051228-21:06:01.308☺56=INTEGRAL_TEST☺58=
Test Reject
☺131=EURUSD_1☺146=1☺38=10000☺55=EUR/USD☺658=1☺10=146☺

8=FIX.4.3☺9=155☺35=3☺34=38☺49=INTEGRAL_TEST☺50=FX☺52=20051228-21:06:01.276☺56=SAXOQUOTE_TEST☺45=36☺58=Incorrect
NumInGroup count for repeating
group☺371=146☺372=AG☺373=16☺10=074☺


Can anybody tell why is this happening . 


Code snippet to send QuoteRequestReject is as follows
.

	quickfix.fix43.QuoteRequestReject quoteRequestReject
= new quickfix.fix43.QuoteRequestReject();
           
quickfix.fix43.QuoteRequestReject.NoRelatedSym
symbolGroup = new
quickfix.fix43.QuoteRequestReject.NoRelatedSym();
            symbolGroup.setField(new
Symbol("EUR/USD"));
            symbolGroup.set(new OrderQty(10000));
            quoteRequestReject.addGroup(symbolGroup);
            quoteRequestReject.set(new Text(" Test
Reject "));
            quoteRequestReject.set(new
QuoteReqID(quoteRequest.getQuoteReqID().getValue()));
            quoteRequestReject.set(new
QuoteRequestRejectReason(QuoteRequestRejectReason.UNKNOWN_SYMBOL));


I had modified FIX4.3.xml to add Instrument component
to QuoteRequestReject message . 


Regards,
Anshu Narang.
--- Oren Miller <or...@qu...> wrote:

> QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
> 
> You can always force a field into a message by using
> the setField method 
> (as opposed to set). This method overrides the type
> safety, allowing you 
> to add any field to any message. We will investigate
> why the symbol 
> field is not present by default and fix it for the
> next release.
> 
> --oren
> 
> Anshu Narang wrote:
> 
> >QuickFIX Documentation:
>
http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> >Hi , 
> >
> >As per FIX specification Instrument is part of
> >QuoteRequestReject 
> >( message type AG ) . 
> >
> >But in quickfix.fix43.QuoteRequestReject.java (
> >quickfix.fix43.QuoteRequestReject.NoRelatedSym )
> there
> >is no method to add Symbol ( which is part of
> >instrument ) to the message . 
> >
> >Is this a bug in quickfix ? Is there any workaround
> >that I could use to populate Symbol field to
> message .
> >I tried modifying FIX4.3.xml but doesn't work looks
> >like NoRelatedSym in QuoteRequestReject does not
> >contain field 55 . 
> >
> >Can anybody help . Thanks in advance . 
> >
>
>================================================================
> >
> >QuoteRequestReject.NoRelatedSym constructor 
> >
> >public NoRelatedSym() { 
> >super(146, 140, new int[] { 
> >140, 303, 537, 336, 625, 229, 54, 465, 38, 152, 
> >63, 64, 40, 193, 192, 126, 60, 15, 218, 220, 
> >221, 222, 423, 44, 640, 235, 236, 0 
> >}); 
> >} 
>
>================================================================
> >
> >
> >Regards, 
> >Anshu Narang. 
> >
> >
> >		
> >__________________________________________ 
> >Yahoo! DSL – Something to write home about. 
> >Just $16.99/mo. or less. 
> >dsl.yahoo.com 
> >
> >
> >
>
>-------------------------------------------------------
> >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!
>
>http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
> >_______________________________________________
> >Quickfix-developers mailing list
> >Qui...@li...
>
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
> >
> >  
> >
> 
> 
>
-------------------------------------------------------
> 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!
>
http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 



		
__________________________________________ 
Yahoo! DSL – Something to write home about. 
Just $16.99/mo. or less. 
dsl.yahoo.com 

Re: [Quickfix-developers] QuickFixJ Questions

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

You have to pass in a single application class to the initiator or 
acceptor you create.  This is really just a callback to the initiator 
and acceptor (and maybe renamed at some point to better reflect this).  
If you want to delegate to different application classes which you 
create for each session, you certainly can do this.

The log records all messages (incoming and outgoing), and any 
interesting errors or events that occur.  It is strictly for logging 
purposes and is not required by the session to do its job.

The store is necessary for the session, and it keeps sequence numbers, 
session times, and messages queued for retransmission if necessary.  The 
usual tradeoffs between files and database apply here.  Files will give 
you superior performances.  Databases allows you to query, take 
advantage of various database tools, and makes it easier to build a 
failover system.  Your tolerance for disaster recovery vs speed is the 
primary issue.

QuickFIX/J is a beta library and has not yet been given release status.  
People are using it in that capacity, but you should be extra careful 
with your testing.  You can do a search of this mailing list for 
QuickFIX/J to see what issues are currently being discussed.

--oren

Bryan Mazlish wrote:

> First I'd like to thank the Quickfix team for such a great product.  I 
> am just starting an implemetation of QuickFix/J and after spending a 
> good deal of time sifting through the code and mail archives I still 
> have the following questions that I hope someone can help with:
>  
> 1- Will I encounter any problems if I use a separate Application class 
> for every fix session that I create?  The application object doesn't 
> seem like it takes that much overhead and its seems logical to me to 
> package everything fix-related inside of it from my application's 
> perspective.  The examples seem to imply that only one application 
> object should exist, but I don't see any reason why that is necessary.
>  
> 2- Am I correct that the log will log *everything* while the store 
> only manages the sequence numbers?  As a corollary, is there some 
> benefit to using a database for either of these when it seems like 
> files will be faster and easier to implement?
>  
> 3- Finally, as per suggestion from an earlier post I downloaded the 
> latest code (ie december 22) from the cvs source and built it rather 
> than using the .zip binary.  Please let me know if there is any 
> instability in the code that I should be aware of.
>  
> Thanks in advance for your help.
>  
> Best regards,
> Bryan
>  
>  

[Quickfix-developers] QuickFixJ Questions

[Bryan M. <bma...@ya...>]

First I'd like to thank the Quickfix team for such a great product.  I am
just starting an implemetation of QuickFix/J and after spending a good deal
of time sifting through the code and mail archives I still have the
following questions that I hope someone can help with:
 
1- Will I encounter any problems if I use a separate Application class for
every fix session that I create?  The application object doesn't seem like
it takes that much overhead and its seems logical to me to package
everything fix-related inside of it from my application's perspective.  The
examples seem to imply that only one application object should exist, but I
don't see any reason why that is necessary.
 
2- Am I correct that the log will log *everything* while the store only
manages the sequence numbers?  As a corollary, is there some benefit to
using a database for either of these when it seems like files will be faster
and easier to implement?
 
3- Finally, as per suggestion from an earlier post I downloaded the latest
code (ie december 22) from the cvs source and built it rather than using the
.zip binary.  Please let me know if there is any instability in the code
that I should be aware of.
 
Thanks in advance for your help.
 
Best regards,
Bryan
 
 

[Quickfix-developers] Dealing with SeqNo...2

[Ananth <ans...@sp...>]

<html>=0D
<BR>
=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><FO=
NT face=3D"Times New Roman" size=3D3>Hi,</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><o:=
p><FONT face=3D"Times New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><FO=
NT size=3D3><FONT face=3D"Times New Roman">This regarding with my previous =
question to set <SPAN style=3D"COLOR: black">seqnos=85=85<o:p></o:p></SPAN>=
</FONT></FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><SP=
AN style=3D"COLOR: black"><o:p><FONT face=3D"Times New Roman" size=3D3>&nbs=
p;</FONT></o:p></SPAN></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><FO=
NT size=3D3><FONT face=3D"Times New Roman"><SPAN style=3D"COLOR: black">Now=
 my team has come up with an idea that whenever <B style=3D"mso-bidi-font-w=
eight: normal">Client</B> disconnects, the <B style=3D"mso-bidi-font-weight=
: normal">Server</B> part will store the </SPAN><SPAN style=3D"COLOR: red">=
Incoming and Outgoing seqno</SPAN><SPAN style=3D"COLOR: black"> in SQLServe=
r2000. This will enable Client to relogin in any other workstation by retri=
eving the above seqnos and storing in respective SeqNo Files. In this case =
it is assumed that <B style=3D"mso-bidi-font-weight: normal">Client</B> wil=
l not be able to login simultaneously to the <B style=3D"mso-bidi-font-weig=
ht: normal">Server</B> with same ClientID.<o:p></o:p></SPAN></FONT></FONT><=
/P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><SP=
AN style=3D"COLOR: black"><o:p><FONT face=3D"Times New Roman" size=3D3>&nbs=
p;</FONT></o:p></SPAN></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><FO=
NT size=3D3><FONT face=3D"Times New Roman"><SPAN style=3D"COLOR: black">It =
was easy for me to code in <B style=3D"mso-bidi-font-weight: normal">Server=
 </B>part to set in database by using </SPAN><SPAN style=3D"COLOR: red">Ses=
sionID </SPAN>and by using funcs <SPAN style=3D"COLOR: red">getExpectedSend=
erNum(), getExpectedTargetNum()</SPAN><SPAN style=3D"COLOR: black">. But in=
 the <B style=3D"mso-bidi-font-weight: normal">Client </B>side the problem =
is that before I login to server there will be no </SPAN><SPAN style=3D"COL=
OR: red">SessionID</SPAN><SPAN style=3D"COLOR: black"> created. So I have<o=
:p></o:p></SPAN></FONT></FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><SP=
AN style=3D"COLOR: black"><FONT size=3D3><FONT face=3D"Times New Roman">2 w=
ays <o:p></o:p></FONT></FONT></SPAN></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><SP=
AN style=3D"COLOR: black"><o:p><FONT face=3D"Times New Roman" size=3D3>&nbs=
p;</FONT></o:p></SPAN></P>=0D
<OL style=3D"MARGIN-TOP: 0in" type=3D1>=0D
<LI class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify; ms=
o-list: l0 level1 lfo1; tab-stops: list .5in"><FONT size=3D3><FONT face=3D"=
Times New Roman"><SPAN style=3D"COLOR: black">To look upon all the cases an=
d write code for to retrieve</SPAN> SeqNo from database and store it to spe=
cified files.(In which I may have to create files in some cases) </FONT></F=
ONT></LI></OL>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><o:=
p><FONT face=3D"Times New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<OL style=3D"MARGIN-TOP: 0in" type=3D1 start=3D2>=0D
<LI class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify; ms=
o-list: l0 level1 lfo1; tab-stops: list .5in"><FONT face=3D"Times New Roman=
" size=3D3>The previous logic is written in QuickFix Lib itself. So we can =
directly write code in QuickFIX to retrieve Seqno from database and use bas=
ic functions of quickfix. Thus making it lot more easier.</FONT></LI></OL>=
=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><o:=
p><FONT face=3D"Times New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><FO=
NT face=3D"Times New Roman" size=3D3>I am now in dilemma to which way to go=
 as I may face numerous impacts on either side. Could anyone of you please =
suggest which is better way or any new method so that I can apply to applic=
ation so that there should be no <SPAN style=3D"COLOR: red">performance deg=
radation</SPAN> after connectivity between Server and Client is established=
 due to any database access.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt; TEXT-ALIGN: justify"><o:=
p><FONT face=3D"Times New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><SPAN style=3D"COLOR: bl=
ack"><FONT face=3D"Times New Roman" size=3D3>Thanks in Advance,</FONT></SPA=
N><SPAN style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial"><BR>
</SPAN><SPAN style=3D"COLOR: black"><FONT size=3D3><FONT face=3D"Times New =
Roman">Ananth<o:p></o:p></FONT></FONT></SPAN></P>=0D
</html><BR>=

[Quickfix-developers] Modifying a Repeating Group instance?

[Andrei G. <an...@gm...>]

Hi there,

I would like to know if it is possible to modify a repeating group
instance. For example, suppose that the message contains 5 instances
of a repeating group. I would like to: 1) access a given instance, for
example, the third one, which  already have some fields set, 2) Set
additional fields in the third instance 3) update the third instance
in this message. However, I see no method to set a specific repeating
group instance. For what is worth, I am using version 1.10.2 via the
.NET API.


Thanks for your help,

Regards,

Andrei

[Quickfix-developers] FieldMap::GroupCount in the .NET Wrapper?

[Andrei G. <an...@gm...>]

Hi there,

I would like to understand why there are "discrepancies" between the
native C++ FieldMap class, and the .NET wrapper. For example,
FieldMap::GroupCount is unavailable in the FieldMap wrapper, but is
available on the Message and Group wrappers. Is this intentional?

Regards,

Andrei

Re: [Quickfix-developers] QuoteRequestReject Message

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

You can always force a field into a message by using the setField method 
(as opposed to set). This method overrides the type safety, allowing you 
to add any field to any message. We will investigate why the symbol 
field is not present by default and fix it for the next release.

--oren

Anshu Narang wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi , 
>
>As per FIX specification Instrument is part of
>QuoteRequestReject 
>( message type AG ) . 
>
>But in quickfix.fix43.QuoteRequestReject.java (
>quickfix.fix43.QuoteRequestReject.NoRelatedSym ) there
>is no method to add Symbol ( which is part of
>instrument ) to the message . 
>
>Is this a bug in quickfix ? Is there any workaround
>that I could use to populate Symbol field to message .
>I tried modifying FIX4.3.xml but doesn't work looks
>like NoRelatedSym in QuoteRequestReject does not
>contain field 55 . 
>
>Can anybody help . Thanks in advance . 
>
>================================================================
>
>QuoteRequestReject.NoRelatedSym constructor 
>
>public NoRelatedSym() { 
>super(146, 140, new int[] { 
>140, 303, 537, 336, 625, 229, 54, 465, 38, 152, 
>63, 64, 40, 193, 192, 126, 60, 15, 218, 220, 
>221, 222, 423, 44, 640, 235, 236, 0 
>}); 
>} 
>================================================================
>
>
>Regards, 
>Anshu Narang. 
>
>
>		
>__________________________________________ 
>Yahoo! DSL – Something to write home about. 
>Just $16.99/mo. or less. 
>dsl.yahoo.com 
>
>
>
>-------------------------------------------------------
>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!
>http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

[Quickfix-developers] QuoteRequestReject Message

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

Hi , 

As per FIX specification Instrument is part of
QuoteRequestReject 
( message type AG ) . 

But in quickfix.fix43.QuoteRequestReject.java (
quickfix.fix43.QuoteRequestReject.NoRelatedSym ) there
is no method to add Symbol ( which is part of
instrument ) to the message . 

Is this a bug in quickfix ? Is there any workaround
that I could use to populate Symbol field to message .
I tried modifying FIX4.3.xml but doesn't work looks
like NoRelatedSym in QuoteRequestReject does not
contain field 55 . 

Can anybody help . Thanks in advance . 

================================================================

QuoteRequestReject.NoRelatedSym constructor 

public NoRelatedSym() { 
super(146, 140, new int[] { 
140, 303, 537, 336, 625, 229, 54, 465, 38, 152, 
63, 64, 40, 193, 192, 126, 60, 15, 218, 220, 
221, 222, 423, 44, 640, 235, 236, 0 
}); 
} 
================================================================


Regards, 
Anshu Narang. 


		
__________________________________________ 
Yahoo! DSL – Something to write home about. 
Just $16.99/mo. or less. 
dsl.yahoo.com 

Re: [Quickfix-developers] How to obtain the session start and end times for a session

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

Sure there have been: 
http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/SessionSettings.h?rev=1.10&view=log

--oren

ec...@fi... wrote:

>Would it be in the latest binaries?  I'm running 1.10.2 (built 1 July
>2005), and don't see any files in the CVS tree that look like an update
>to either the SessionSettings, Session, SessionID, etc.  Thanks again.
>
>Everett
>
>
>-----Original Message-----
>From: Oren Miller [mailto:or...@qu...] 
>Sent: Wednesday, December 21, 2005 9:58 AM
>To: Everett Conrad
>Cc: qui...@li...
>Subject: Re: [Quickfix-developers] How to obtain the session start and
>end times for a session
>
>You'll need to pull the latest from CVS. This functionality has only 
>recently been added to the .NET api.
>
>--oren
>
>ec...@fi... wrote:
>
>  
>
>>Please post the below in the quickfix engine developers newsgroup.
>>    
>>
>Thanks!
>  
>
>>All,
>>
>>I am trying to pull the session start and end times that come from the
>>    
>>
>
>  
>
>>settings file. I would have thought that I would have been able to 
>>access this through the SessionSettings class or by digging up a 
>>SessionTime object. Unfortunately, either it's not possible, or I'm 
>>looking in the wrong place. Thoughts?
>>
>>using QuickFix;
>>
>>public class Engine : MessageCracker, QuickFix.Application
>>
>>.
>>
>>.
>>
>>.
>>
>>// The below code is within a function.
>>
>>Session s = QuickFix.Session.lookupSession(id); // id is a valid 
>>SessionID object.
>>
>>s.?? // Is there something that goes here?
>>
>>Thanks in advance!
>>
>>Everett
>>
>>    
>>
>
>
>  
>

RE: [Quickfix-developers] How to obtain the session start and end times for a session

[<ec...@fi...>]

Would it be in the latest binaries?  I'm running 1.10.2 (built 1 July
2005), and don't see any files in the CVS tree that look like an update
to either the SessionSettings, Session, SessionID, etc.  Thanks again.

Everett


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Wednesday, December 21, 2005 9:58 AM
To: Everett Conrad
Cc: qui...@li...
Subject: Re: [Quickfix-developers] How to obtain the session start and
end times for a session

You'll need to pull the latest from CVS. This functionality has only=20
recently been added to the .NET api.

--oren

ec...@fi... wrote:

> Please post the below in the quickfix engine developers newsgroup.
Thanks!
>
> All,
>
> I am trying to pull the session start and end times that come from the

> settings file. I would have thought that I would have been able to=20
> access this through the SessionSettings class or by digging up a=20
> SessionTime object. Unfortunately, either it's not possible, or I'm=20
> looking in the wrong place. Thoughts?
>
> using QuickFix;
>
> public class Engine : MessageCracker, QuickFix.Application
>
> .
>
> .
>
> .
>
> // The below code is within a function.
>
> Session s =3D QuickFix.Session.lookupSession(id); // id is a valid=20
> SessionID object.
>
> s.?? // Is there something that goes here?
>
> Thanks in advance!
>
> Everett
>

Re: [Quickfix-developers] How to obtain the session start and end times for a session

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

You'll need to pull the latest from CVS. This functionality has only 
recently been added to the .NET api.

--oren

ec...@fi... wrote:

> Please post the below in the quickfix engine developers newsgroup. Thanks!
>
> All,
>
> I am trying to pull the session start and end times that come from the 
> settings file. I would have thought that I would have been able to 
> access this through the SessionSettings class or by digging up a 
> SessionTime object. Unfortunately, either it’s not possible, or I’m 
> looking in the wrong place. Thoughts?
>
> using QuickFix;
>
> public class Engine : MessageCracker, QuickFix.Application
>
> .
>
> .
>
> .
>
> // The below code is within a function.
>
> Session s = QuickFix.Session.lookupSession(id); // id is a valid 
> SessionID object.
>
> s.?? // Is there something that goes here?
>
> Thanks in advance!
>
> Everett
>

Re: [Quickfix-developers] logon happen in initiator or acceptor sessions?

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

Hi Oren,

I am using C# and I can instantiate a SessionState object from 
FIX.SessionState but I don't see any initiate() method.  What is the best 
way to get this SessionState object?

Regards,
Marty



----Original Message Follows----
From: Oren Miller <or...@qu...>
To: Martin Tanguay <mta...@ho...>
CC: qui...@li...
Subject: Re: [Quickfix-developers] logon happen in initiator or acceptor 
sessions?
Date: Tue, 20 Dec 2005 11:03:45 -0600

Well SessionState has an initiate() method which indicates if the session is 
an initiator.  If the method was exposed from the Session object you could 
use that.

--oren

Martin Tanguay wrote:

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>How can I know if the current logon happened in the initiator or in the 
>acceptor session without having to iterate in arraylist returned by  
>SocketInitiator.getSessions() ?
>
>Thanks
>Marty
>
>
>
>
>-------------------------------------------------------
>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!
>http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

[Quickfix-developers] How to obtain the session start and end times for a session

[<ec...@fi...>]

Please post the below in the quickfix engine developers newsgroup.
Thanks!
=20
All,
=20
I am trying to pull the session start and end times that come from the
settings file.  I would have thought that I would have been able to
access this through the SessionSettings class or by digging up a
SessionTime object.  Unfortunately, either it's not possible, or I'm
looking in the wrong place.  Thoughts?
=20
using QuickFix;
=20
public class Engine : MessageCracker, QuickFix.Application
      .
      .
      .
      // The below code is within a function.
      Session s =3D QuickFix.Session.lookupSession(id); // id is a valid
SessionID object.
      s.?? // Is there something that goes here?
=20
Thanks in advance!
=20
Everett
=20

Re: [Quickfix-developers] logon happen in initiator or acceptor sessions?

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

Well SessionState has an initiate() method which indicates if the 
session is an initiator.  If the method was exposed from the Session 
object you could use that.

--oren

Martin Tanguay wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> How can I know if the current logon happened in the initiator or in 
> the acceptor session without having to iterate in arraylist returned 
> by  SocketInitiator.getSessions() ?
>
> Thanks
> Marty
>
>
>
>
> -------------------------------------------------------
> 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!
> http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

[Quickfix-developers] logon happen in initiator or acceptor sessions?

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

Hi,

How can I know if the current logon happened in the initiator or in the 
acceptor session without having to iterate in arraylist returned by  
SocketInitiator.getSessions() ?

Thanks
Marty

Re: [Quickfix-developers] Dealing with seqno

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

Hi  Ananth,

Ananth wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX 
> Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
>  
>
> I have question regarding setting of seqnos...
>
>  
>
> We have an application by which a trader can login from any computer.
>
> But as per settings we are storing seqnos in file in particular computer.
>
> So whenever client logins in another computer I just extract expected 
> seq no. from logout  message sent by Server, and overwrite *outgoing 
> seqno* in respective file.
>
>  
>
> But my problem arises with *incoming seqno*. Because when the server 
> appln send next msg with its seqno, *ResendRequest* msg is generated 
> by client appln, normally sequence reset msg is sent by server, but at 
> times when seqno. gap is too high then it sends logout msg....In this 
> situation I cant overwrite incoming seqno, because it would have many 
> bad impacts in appln itself.
>
>  
>
> How to handle this situation.
>
> Pls give me some suggestion in this matter
>
One suggestion that may be obvious, but peopole often miss the obvious 
so I'll make it anyway:   Share the store directory between 
workstations.  The downside is you may take a performance hit, and there 
may be reliability issues due to single-point-of-failure and the latency 
in writing to the store.  But if you consider these factors and find the 
tolerable this is by-far the easiest approach.

If sharing the flat files doesn't meet you needs, consider using MySQL 
or some other database to store the files on a server.  You still risk a 
perfomance hit, but the reliability issue should ber handled by the 
database.

One reason I think you may not be concerned about reliability is the 
technique you are using now is very risky.  Do you have any mechanism to 
insure that a trader doesn't log onto two workstations at the same 
time?  If a trader walks away from a running workstation, and logs into 
another there are a variety of things that could go wrong (and very few 
that could go right!)

Dale

>  
>
>  
>
> Thanks in Advance,
> Ananth
>
>
> ------------------------------------------------------- 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! 
> http://ads.osdn.com/?ad_idv37&alloc_id865&op=click 
> _______________________________________________ Quickfix-developers 
> mailing list Qui...@li... 
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers 



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

Re: [Quickfix-developers] Dealing with seqno

[Reiner N. <rei...@ma...>]

Hi  Ananth,

you may find it useful to reset the sequence numbers on logout.
So you can start a new session on an abritrary host
and this can recover from dirty disconnects as the sequence number is well=
=20
still maintained on those host.
When the session terminates well, a logout message will be sent so after th=
is=20
you can start the session on another host.

Regards,
Reiner

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX
> Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> I have question regarding setting of seqnos=E2=80=A6
> We have an application by which a trader can login from any computer.
> But as per settings we are storing seqnos in file in particular computer.
> So whenever client logins in another computer I just extract expected seq
> no. from logout  message sent by Server, and overwrite outgoing seqno in
> respective file.
> But my problem arises with incoming seqno. Because when the server appln
> send next msg with its seqno, ResendRequest msg is generated by client
> appln, normally sequence reset msg is sent by server, but at times when
> seqno. gap is too high then it sends logout msg=E2=80=A6.In this situatio=
n I cant
> overwrite incoming seqno, because it would have many bad impacts in appln
> itself.
> How to handle this situation.
> Pls give me some suggestion in this matter
>
> Thanks in Advance,
>  Ananth
>
>
>  ------------------------------------------------------- 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!
> http://ads.osdn.com/?ad_idv37&alloc_id 865&op=3DClick
> _______________________________________________ Quickfix-developers maili=
ng
> list Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Dealing with seqno

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

On 12/20/05, Ananth <ans...@sp...> wrote:
>
> How to handle this situation.
> Pls give me some suggestion in this matter
>

You could use the MySQLStore so that your Session state is not stored on th=
e
local computer.  Or you could put your Store files on a network-mounted
drive (Windows) or NFS filesystem (UNIX).

--
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] Dealing with seqno

[Ananth <ans...@sp...>]

<html>=0D
<BR>
=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>Hi,</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>I have question regarding setting of seqnos=85</FONT></P>=
=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>We have an application by which a trader can login from any=
 computer.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>But as per settings we are storing seqnos in file in partic=
ular computer.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>So whenever client logins in another computer I just extrac=
t expected seq no. from logout<SPAN style=3D"mso-spacerun: yes">&nbsp; </SP=
AN>message sent by Server, and overwrite <B style=3D"mso-bidi-font-weight: =
normal">outgoing seqno</B> in respective file.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>But my problem arises with <B style=3D"mso-bidi-font-weight=
: normal">incoming seqno</B>. Because when the server appln send next msg w=
ith its seqno, <B style=3D"mso-bidi-font-weight: normal">ResendRequest</B> =
msg is generated by client appln, normally sequence reset msg is sent by se=
rver, but at times when seqno. gap is too high then it sends logout msg=85.=
In this situation I cant overwrite incoming seqno, because it would have ma=
ny bad impacts in appln itself.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>How to handle this situation.</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New =
Roman" size=3D3>Pls give me some suggestion in this matter</FONT></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times=
 New Roman" size=3D3>&nbsp;</FONT></o:p></P>=0D
<P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><SPAN style=3D"FONT-SIZE=
: 10pt; FONT-FAMILY: Arial">Thanks in Advance,<BR>
</SPAN><FONT face=3D"Times New Roman" size=3D3>Ananth</FONT></P>=0D
</html><BR>=

Re: [Quickfix-developers] RFC: adding the ability to configure time zones for sessions

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

Yeah, this is something we need.

--oren

John Hensley wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Has anyone else wanted to specify session start/end times in a non-UTC
>time zone? For me, if a counterparty accepts connections between certain
>local times, it'd be easier to just specify those as given, without
>worrying about offsets and DST. Am I missing something that makes UTC
>preferable, or should I start on a patch for this?
>
>John
>
>
>-------------------------------------------------------
>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!
>http://ads.osdn.com/?ad_idv37&alloc_id865&op=click
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

[Quickfix-developers] RFC: adding the ability to configure time zones for sessions

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

Has anyone else wanted to specify session start/end times in a non-UTC
time zone? For me, if a counterparty accepts connections between certain
local times, it'd be easier to just specify those as given, without
worrying about offsets and DST. Am I missing something that makes UTC
preferable, or should I start on a patch for this?

John

[QFJ] SessionSettings line ending detection (was: RE: [Quickfix-developers] SessionSettings improvement (I hope!)...)

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

This is kind of a delayed response to this thread, but a config file
created on Windows ("\r\n") and copied untranslated to Solaris ("\n")
will not be parsed properly if the tokenizer is just looking for the
line.separator system property; the "\r" will be stuck on the end of
values and cause ConfigErrors. The old approach didn't have this
problem; any of the line ending characters would end the value token.
=20
Would anyone object to reverting to the old way?
=20
________________________________

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Bate
Sent: Tuesday, December 06, 2005 12:18 PM
To: 'QuickFIX Developers'
Subject: RE: [Quickfix-developers] SessionSettings improvement (I
hope!)...


Hi Tom,
=20
I don't know if I'd call it a scrubbing but the class has had a light
washing recently. You can see the
changes in the CVS HEAD or QFJ_BRANCH_1_0 branch (the basis of the next
release). The property
name and value parsing now allows a wider range of characters. The line
ending check has also been
made more platform independent although it's probably still not as good
as it could be.
=20
The SessionSettings is not an interface because we are maintaining API
compatibility with the C++=20
JNI wrapper. It's possible to programatically set individual nondefault
properties in a SessionSettings=20
object. There are many examples in the unit tests. There's currently no
way to set individual
default parameters. That can be added without breaking compatibility
with the QFJ JNI code.
=20
[Note: I just added the unit tests and implementation for default
property setters (the getters were already=20
there). They are in the QFJ 1.0 branch and the HEAD.]
=20
Steve Bate
Smart Trade Technologies
Phone: +33 4 42 90 03 97
http://www.smart-trade.net/
=20


________________________________

	From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Tom Dilatush
	Sent: Tuesday, December 06, 2005 4:54 PM
	To: Shepheard, Toby (London)
	Cc: QuickFIX Developers
	Subject: Re: [Quickfix-developers] SessionSettings improvement
(I hope!)...
=09
=09
	Hi, Toby...
=09
	No argument with any of that.  But actually, I think the whole
class could use a good scrubbing.  That odd construct "\r\n".indexOf(ch)
I borrowed from a piece of code just following the one I modified; it's
in there more than once.  And that whole tokenizer is a bit hard to
follow.  Also, I'd like to see the SessionSettings made into an
interface, so that other kinds of session settings could be created.  In
my application, I've wrapped it with a class that lets me set the
settings individually and programatically (so I can fish the settings
from a master config file for the entire app), but the interface to
SessionSettings is kinda wierd -- I generate the InputStream to feed to
SessionSettings <smile>.
=09

[Quickfix-developers] QuickFIX/J Training Event - January 2006

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

Object Computing, Inc. (OCI) is pleased to announce the availability of a
QuickFIX  <http://www.ociweb.com/education/services/descrip/FINC02-01.html>
for Java Developers training course.  This is a 3-day training event which
covers an Introduction to the FIX protocal on day one and quickly delves
into specific information on QuickFIX for Java.  
 
Here are the details:
 
Title: QuickFIX
<http://www.ociweb.com/education/services/descrip/FINC02-01.html> for Java
Developers
Dates: January 25-27, 2006
Times: 8:30am-3:30pm
Cost: $1,350/individual
Includes: Lecture, hands-on exercises & solutions, course material
Online
<http://www.ociweb.com/education/services/descrip/finc02-01/untitled?proxied
Url=http%3A%2F%2Fwww.ociweb.com%2Feducation%2Fscripts%2Fregister.cgi%3Fcours
eCode%3DFINC02-01%26type%3Done%26time%3D2006-01-25%252000%3A00%3A00;func=vie
w> Registration Available
 
Feel free to contact me directly for additional information or to assist
with registration.
 
Best regards,
 
Kristin Menefee
Educational Services Manager
Object Computing, Inc. (OCI)
314-579-0066 x203 tel
314-579-0065 fax
www.ociweb.com/education
----------------------------------------
Great minds discuss ideas; 
Average minds discuss events;
Small minds discuss people.
----------------------------------------

 

Re: [Quickfix-developers] QuickFIX/J mystery....

[Tom D. <to...@di...>]

Good idea -- unfortunately, it had no effect on the problem.  Still 
works with my hack, though...

I don't think this should matter, but just in case: one thing that may 
be unusual about my environment is that I'm running Java 5.0 (aka 1.5, 
aka "Tiger") on the client (initiator) side of this.

Tom...



Shepheard, Toby (London) wrote:
> What version are you using? You might want to try the latest code from
> CVS if you're not already, as there have been some changes maade since
> the last beta release. No promises that it holds a fix, but there were
> some changes around the connectivity and session code.
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Tom Dilatush
> Sent: 16 December 2005 21:31
> To: QuickFIX Developers
> Subject: [Quickfix-developers] QuickFIX/J mystery....
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi, folks...
>
> Any insight into this strangeness would be very welcome...
>
> I have a QuickFIX/J application that is working, but only when I put 
> some baling wire and chewing gum (a hack) into it.  This application has
>
> a single initiator session, and I've used ThreadedSocketInitiator.  
> Without the hack, on startup the following sequence occurs (via network 
> sniffer):
> -- a TCP connection is established
> -- the TCP connection is taken down (and the debug log shows a 
> "responder: disconnect" event).  The takedown is initiated by my 
> application's side of the connection.
> -- the above two sequences are repeated, exactly
> -- a TCP connection is established for the third time, stays 
> established, but then nothing else happens.  Even a logon() call has no 
> effect.
>
> If I run the same exact code with a debugger (I'm using IntelliJ Idea), 
> and if I single-step over the call to initiator.start(), and if I have 
> other threads suspended while single-stepping (all three conditions are 
> necessary), then everything works just like you'd expect -- the 
> connection at the TCP level is established on the first try, and the 
> logon proceeds normally. 
>
> While putzing around trying to imagine what the heck this could be, I 
> discovered the hack: if I insert a delay (a sleep()) of 350 milliseconds
>
> or greater in the onCreate(SessionID) method of my Application, then 
> everything works great, first time, every time.
>
> Does this ring a bell with anyone?
>
> BTW, I'm a newbie on QuickFIX/J, so don't dismiss any bozo maneuvers by 
> saying to yourself "Nah, nobody could be that stupid!"  Because yes I
> could.
>
> Thanks,
> Tom...
>
>
> -------------------------------------------------------
> 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!
> http://ads.osdn.com/?ad_id=7637&alloc_id=16865&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> --------------------------------------------------------
>
> If you are not an intended recipient of this e-mail, please notify the sender, delete it and do not read, act upon, print, disclose, copy, retain or redistribute it. Click here for important additional terms relating to this e-mail.     http://www.ml.com/email_terms/
> --------------------------------------------------------
>