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From: Tom D. <to...@di...> - 2005-12-19 13:03:14
|
Hi, Toby... I'm using "almost the latest" -- checked it out of CVS in early November... 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/ > -------------------------------------------------------- > |
|
From: Shepheard, T. (London) <Tob...@ml...> - 2005-12-19 10:16:24
|
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=20 some baling wire and chewing gum (a hack) into it. This application has a single initiator session, and I've used ThreadedSocketInitiator. =20 Without the hack, on startup the following sequence occurs (via network=20 sniffer): -- a TCP connection is established -- the TCP connection is taken down (and the debug log shows a=20 "responder: disconnect" event). The takedown is initiated by my=20 application's side of the connection. -- the above two sequences are repeated, exactly -- a TCP connection is established for the third time, stays=20 established, but then nothing else happens. Even a logon() call has no=20 effect. If I run the same exact code with a debugger (I'm using IntelliJ Idea),=20 and if I single-step over the call to initiator.start(), and if I have=20 other threads suspended while single-stepping (all three conditions are=20 necessary), then everything works just like you'd expect -- the=20 connection at the TCP level is established on the first try, and the=20 logon proceeds normally.=20 While putzing around trying to imagine what the heck this could be, I=20 discovered the hack: if I insert a delay (a sleep()) of 350 milliseconds or greater in the onCreate(SessionID) method of my Application, then=20 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=20 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=3D7637&alloc_id=3D16865&op=3Dclick _______________________________________________ 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/ -------------------------------------------------------- |
|
From: Tom D. <to...@di...> - 2005-12-16 21:31:28
|
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... |
|
From: Oren M. <or...@qu...> - 2005-12-16 17:14:56
|
Here is his full message. The original has some binary attachment that the mailing list server does not like. Anyway... Hi there, My problem here is simple : during a session (i am initiator) the FIX acceptor sends application messages with differents SenderCompID(tag 49) and QuickFIX rejects these messages. The reject message reason is : "CompID problem" and immediatly after QF sends a logout. What is the better way to manage this issue ? - intercept the message anyway and force QF to not reject it ? how to ? - a configuration parameter could manage this ? - other ? Details : - messages are type 'f'=Security Status - the FIX acceptor is Euronext NSC (anyone already implements a dialog with ? it would greatly help !) Thanks in Advance with regards Fabien Caleb Epstein wrote: > You'll need to ask a detailed question. What do you mean by "manage > multiple SenderCompID"? > > -- > Caleb Epstein > caleb dot epstein at gmail dot com |
|
From: Fabien G. <fab...@pr...> - 2005-12-16 17:12:11
|
Hi Sorry about the corrupted mail (i dont know where is the problem), original mail was : Hi there, My problem here is simple : during a session (i am initiator) the FIX acceptor sends application messages with differents SenderCompID(tag 49) and QuickFIX rejects these messages. The reject message reason is : "CompID problem" and immediatly after QF sends a logout. What is the better way to manage this issue ? - intercept the message anyway and force QF to not reject it ? how to ? - a configuration parameter could manage this ? - other ? Details : - messages are type 'f'=Security Status - the FIX acceptor is Euronext NSC (anyone already implements a dialog with ? it would greatly help !) Thanks in Advance with regards Fabien -----Message d'origine----- De : qui...@li... [mailto:qui...@li...]De la part de Caleb Epstein Envoyé : vendredi 16 décembre 2005 18:09 À : Fabien Galampoix Cc : Quickfix-Developers Objet : Re: [Quickfix-developers] How to manage multiple SenderCompID(49) ? You'll need to ask a detailed question. What do you mean by "manage multiple SenderCompID"? -- Caleb Epstein caleb dot epstein at gmail dot com |
|
From: Caleb E. <cal...@gm...> - 2005-12-16 17:08:31
|
You'll need to ask a detailed question. What do you mean by "manage multiple SenderCompID"? -- Caleb Epstein caleb dot epstein at gmail dot com |
|
From: Oren M. <or...@qu...> - 2005-12-16 17:05:53
|
What do you mean? How much time is it taking? --oren 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 sending of FIX messages. > > In my application function “session::sendtotarget” is taking some more > time than expevted. > > Is there any way we can reduce this timing? > > Because we are having time constraints which is exceeding…… > > 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_id865&op=click > _______________________________________________ Quickfix-developers > mailing list Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Ananth <ans...@sp...> - 2005-12-16 17:03:31
|
<html>=0D =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> </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 sending of FIX messages.</FONT></= P>=0D <P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New = Roman" size=3D3>In my application function =93session::sendtotarget=94 is t= aking some more time than expevted.</FONT></P>=0D <P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New = Roman" size=3D3>Is there any way we can reduce this timing?</FONT></P>=0D <P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><FONT face=3D"Times New = Roman" size=3D3>Because we are having time constraints which is exceeding= =85=85</FONT></P>=0D <P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times= New Roman" size=3D3> </FONT></o:p></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> </FONT></o:p></P>=0D <P class=3DMsoNormal style=3D"MARGIN: 0in 0in 0pt"><o:p><FONT face=3D"Times= New Roman" size=3D3> </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><BR> =0D </html><BR>= |
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From: Fabien G. <fab...@pr...> - 2005-12-16 16:38:35
|
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From: Fabien G. <fab...@pr...> - 2005-12-15 15:50:51
|
SGkgdGhlcmUsDQoNCk15IHByb2JsZW0gaGVyZSBpcyBzaW1wbGUgOg0KZHVyaW5nIGEgc2Vzc2lv biAoaSBhbSBpbml0aWF0b3IpIHRoZSBGSVggYWNjZXB0b3Igc2VuZHMgYXBwbGljYXRpb24gbWVz c2FnZXMgd2l0aCBkaWZmZXJlbnRzIFNlbmRlckNvbXBJRCh0YWcgNDkpIGFuZCBRdWlja0ZJWCBy ZWplY3RzIHRoZXNlIG1lc3NhZ2VzLg0KVGhlIHJlamVjdCBtZXNzYWdlIHJlYXNvbiBpcyA6ICJD b21wSUQgcHJvYmxlbSIgYW5kIGltbWVkaWF0bHkgYWZ0ZXIgUUYgc2VuZHMgYSBsb2dvdXQuDQoN CldoYXQgaXMgdGhlIGJldHRlciB3YXkgdG8gbWFuYWdlIHRoaXMgaXNzdWUgPw0KLSBpbnRlcmNl cHQgdGhlIG1lc3NhZ2UgYW55d2F5IGFuZCBmb3JjZSBRRiB0byBub3QgcmVqZWN0IGl0ID8gaG93 IHRvID8NCi0gYSBjb25maWd1cmF0aW9uIHBhcmFtZXRlciBjb3VsZCBtYW5hZ2UgdGhpcyA/DQot IG90aGVyID8NCg0KRGV0YWlscyA6DQotIG1lc3NhZ2VzIGFyZSB0eXBlICdmJz1TZWN1cml0eSBT dGF0dXMNCi0gdGhlIEZJWCBhY2NlcHRvciBpcyBFdXJvbmV4dCBOU0MgKGFueW9uZSBhbHJlYWR5 IGltcGxlbWVudHMgYSBkaWFsb2cgd2l0aCA/IGl0IHdvdWxkIGdyZWF0bHkgaGVscCAhKQ0KDQoN ClRoYW5rcyBpbiBBZHZhbmNlDQp3aXRoIHJlZ2FyZHMNCg0KRmFiaWVu |
|
From: Dale W. <wil...@oc...> - 2005-12-15 15:00:40
|
Hi Ambareen,
There should be an "IN:" line after the "OUT:" line you are seeing. It=20
is displayed when the message arrives from the executor. The executor=20
should send a message when it accepts your order.
Since you don't see this line, there is a problem.
Probably your best bet to disagnose the problem is to look in the=20
quickfix/bin/logs directory.
There you will see a record of all the FIX messages sent from=20
tradeclient to executor in the file FIX.4.2-CLIENT1-TW.outgoing, and the=20
messages received from executor in FIX.4.2-CLIENT1-TW.incoming. =20
Interpreting these messages should tell you what's going on.
Dale
Ambareen Shahzadi wrote:
> Sir,
>
> =20
>
> I studied the Quick Fix Engine in detail, downloaded its source code=20
> and implemented it as per my requirements.
>
> I designed a FIX server which acts as an acceptor and a FIX client=20
> which acts as an initiator.
>
> =20
>
> When I m using examples directory that contains =E2=80=9C*executor=E2=80=
=9D* i.e.=20
> acting as an acceptor and *=E2=80=9CtradeClient*=E2=80=9D i.e. acting a=
s an initiator.
>
> I m facing a problem in getting confirmation from an initiator=20
> (tradeClient.dsw) whether it is communicating with the acceptor=20
> (executor.dsw) or not.
>
> When I m executing acceptor , it gives a meassge :
>
> =20
>
> *<20051214-04:39:19, FIX.4.2:SVR->CLIENT, event>*
>
> * (Created session)*
>
> =20
>
> And when I m executing initiator, *it just ask for some options* about=20
> order and then displays a message :
>
> =20
>
> 1) Enter Order
>
> 2) Cancel Order
>
> 3) Replace Order
>
> 4) Market data test
>
> 5) Quit
>
> Action: *1*
>
> =20
>
> 1) FIX.4.0
>
> 2) FIX.4.1
>
> 3) FIX.4.2
>
> 4) FIX.4.3
>
> 5) FIX.4.4
>
> BeginString: *3*
>
> =20
>
> NewOrderSingle
>
> =20
>
> 1) Market
>
> 2) Limit
>
> 3) Stop
>
> 4) Stop Limit
>
> OrdType: *1*
>
> =20
>
> 1) Buy
>
> 2) Sell
>
> 3) Sell Short
>
> 4) Sell Short Exempt
>
> 5) Cross
>
> 6) Cross Short
>
> 7) Cross Short Exempt
>
> Side: *1*
>
> =20
>
> Symbol: *PTC*
>
> =20
>
> ClOrdID: *123*
>
> =20
>
> OrderQty: *500*
>
> =20
>
> 1) Day
>
> 2) IOC
>
> 3) OPG
>
> 4) GTC
>
> 5) GTX
>
> TimeInForce: *1*
>
> =20
>
> SenderCompID: *CLIENT*
>
> =20
>
> TargetCompID: *SVR*
>
> =20
>
> Use a TargetSubID?: *N*
>
> =20
>
> Send order?: *Y*
>
> =20
>
> OUT:=20
> *8=3DFIX.4.2=E2=98=BA9=3D114=E2=98=BA35=3DD=E2=98=BA34=3D1=E2=98=BA49=3D=
CLIENT=E2=98=BA52=3D20051214-05:54:34.000=E2=98=BA56=3DSVR=E2=98=BA11=3D1=
23=E2=98=BA*
>
> *21=3D1=E2=98=BA38=3D500=E2=98=BA40=3D1=E2=98=BA54=3D1=E2=98=BA55=3DPTC=
=E2=98=BA59=3D0=E2=98=BA60=3D20051214-05:54:08=E2=98=BA10=3D040=E2=98=BA*
>
> =20
>
> =20
>
> My question is =E2=80=A6=E2=80=A6.how can I get the confirmation that t=
he *order* is=20
> sent to *executor* and communicated with it,, As I didn=E2=80=99t recei=
ved any=20
> message according to code for Login etc
>
> =20
>
> void Application::onLogon( const FIX::SessionID& sessionID )
>
> { =
=20
>
>
> std::cout << std::endl << "Logon - " << sessionID << std::endl;
>
> }
>
> =20
>
> =20
>
> *With Regards*.
>
> =20
>
--=20
-----------------------------------------------------
Dale Wilson, Senior Software Engineer
Object Computing, Inc. (OCI)
http://www.ociweb.com/ http://www.theaceorb.com/
----------------------------------------------------
|
|
From: Ambareen S. <Amb...@la...> - 2005-12-15 04:10:26
|
U2lyLA0KDQogDQoNCkkgc3R1ZGllZCB0aGUgUXVpY2sgRml4IEVuZ2luZSBpbiBkZXRhaWwsIGRv d25sb2FkZWQgaXRzIHNvdXJjZSBjb2RlIGFuZCBpbXBsZW1lbnRlZCBpdCBhcyBwZXIgbXkgcmVx dWlyZW1lbnRzLg0KDQpJIGRlc2lnbmVkIGEgRklYIHNlcnZlciB3aGljaCBhY3RzIGFzIGFuIGFj Y2VwdG9yIGFuZCBhIEZJWCBjbGllbnQgd2hpY2ggYWN0cyBhcyBhbiBpbml0aWF0b3IuIA0KDQog DQoNCldoZW4gSSBtIHVzaW5nICBleGFtcGxlcyBkaXJlY3RvcnkgdGhhdCBjb250YWlucyDigJxl eGVjdXRvcuKAnSBpLmUuIGFjdGluZyBhcyBhbiBhY2NlcHRvciBhbmQg4oCcdHJhZGVDbGllbnTi gJ0gaS5lLiBhY3RpbmcgYXMgYW4gaW5pdGlhdG9yLg0KDQpJIG0gZmFjaW5nIGEgcHJvYmxlbSBp biBnZXR0aW5nIGNvbmZpcm1hdGlvbiBmcm9tIGFuIGluaXRpYXRvciAodHJhZGVDbGllbnQuZHN3 KSB3aGV0aGVyIGl0IGlzIGNvbW11bmljYXRpbmcgd2l0aCB0aGUgYWNjZXB0b3IgKGV4ZWN1dG9y LmRzdykgb3Igbm90Lg0KDQpXaGVuIEkgbSBleGVjdXRpbmcgYWNjZXB0b3IgLCBpdCBnaXZlcyBh IG1lYXNzZ2UgOg0KDQogDQoNCjwyMDA1MTIxNC0wNDozOToxOSwgRklYLjQuMjpTVlItPkNMSUVO VCwgZXZlbnQ+DQoNCiAgKENyZWF0ZWQgc2Vzc2lvbikNCg0KIA0KDQpBbmQgd2hlbiBJIG0gZXhl Y3V0aW5nIGluaXRpYXRvciwgaXQganVzdCBhc2sgZm9yIHNvbWUgb3B0aW9ucyBhYm91dCBvcmRl ciBhbmQgdGhlbiBkaXNwbGF5cyBhIG1lc3NhZ2UgOg0KDQogDQoNCjEpIEVudGVyIE9yZGVyDQoN CjIpIENhbmNlbCBPcmRlcg0KDQozKSBSZXBsYWNlIE9yZGVyDQoNCjQpIE1hcmtldCBkYXRhIHRl c3QNCg0KNSkgUXVpdA0KDQpBY3Rpb246IDENCg0KIA0KDQoxKSBGSVguNC4wDQoNCjIpIEZJWC40 LjENCg0KMykgRklYLjQuMg0KDQo0KSBGSVguNC4zDQoNCjUpIEZJWC40LjQNCg0KQmVnaW5TdHJp bmc6IDMNCg0KIA0KDQpOZXdPcmRlclNpbmdsZQ0KDQogDQoNCjEpIE1hcmtldA0KDQoyKSBMaW1p dA0KDQozKSBTdG9wDQoNCjQpIFN0b3AgTGltaXQNCg0KT3JkVHlwZTogMQ0KDQogDQoNCjEpIEJ1 eQ0KDQoyKSBTZWxsDQoNCjMpIFNlbGwgU2hvcnQNCg0KNCkgU2VsbCBTaG9ydCBFeGVtcHQNCg0K NSkgQ3Jvc3MNCg0KNikgQ3Jvc3MgU2hvcnQNCg0KNykgQ3Jvc3MgU2hvcnQgRXhlbXB0DQoNClNp ZGU6IDENCg0KIA0KDQpTeW1ib2w6IFBUQw0KDQogDQoNCkNsT3JkSUQ6IDEyMw0KDQogDQoNCk9y ZGVyUXR5OiA1MDANCg0KIA0KDQoxKSBEYXkNCg0KMikgSU9DDQoNCjMpIE9QRw0KDQo0KSBHVEMN Cg0KNSkgR1RYDQoNClRpbWVJbkZvcmNlOiAxDQoNCiANCg0KU2VuZGVyQ29tcElEOiBDTElFTlQN Cg0KIA0KDQpUYXJnZXRDb21wSUQ6IFNWUg0KDQogDQoNClVzZSBhIFRhcmdldFN1YklEPzogTg0K DQogDQoNClNlbmQgb3JkZXI/OiBZDQoNCiANCg0KT1VUOiA4PUZJWC40LjLimLo5PTExNOKYujM1 PUTimLozND0x4pi6NDk9Q0xJRU5U4pi6NTI9MjAwNTEyMTQtMDU6NTQ6MzQuMDAw4pi6NTY9U1ZS 4pi6MTE9MTIz4pi6DQoNCjIxPTHimLozOD01MDDimLo0MD0x4pi6NTQ9MeKYujU1PVBUQ+KYujU5 PTDimLo2MD0yMDA1MTIxNC0wNTo1NDowOOKYujEwPTA0MOKYug0KDQogDQoNCiANCg0KTXkgcXVl c3Rpb24gaXMg4oCm4oCmLmhvdyBjYW4gSSBnZXQgdGhlIGNvbmZpcm1hdGlvbiB0aGF0IHRoZSBv cmRlciBpcyBzZW50IHRvIGV4ZWN1dG9yIGFuZCBjb21tdW5pY2F0ZWQgd2l0aCBpdCwsIEFzIEkg ZGlkbuKAmXQgcmVjZWl2ZWQgYW55IG1lc3NhZ2UgYWNjb3JkaW5nIHRvIGNvZGUgZm9yIExvZ2lu IGV0Yw0KDQogDQoNCnZvaWQgQXBwbGljYXRpb246Om9uTG9nb24oIGNvbnN0IEZJWDo6U2Vzc2lv bklEJiBzZXNzaW9uSUQgKQ0KDQp7ICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAg ICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAgICAN Cg0KICBzdGQ6OmNvdXQgPDwgc3RkOjplbmRsIDw8ICJMb2dvbiAtICIgPDwgc2Vzc2lvbklEIDw8 IHN0ZDo6ZW5kbDsNCg0KfSANCg0KIA0KDQogDQoNCldpdGggUmVnYXJkcy4NCg0KIA0KDQo= |
|
From: Loic G. <loi...@sw...> - 2005-12-14 22:58:50
|
Hi Caleb,
I am not the one setting those fields. These are getting set ( or enriched)
by the central hub system. This is what I get from the system and as far as
the sequence of the fields go within the messages they do correspond to
header section as defined by the protocol.
I do know how to set header fields and body fields. There is a problem here in
the library I do believe. The problem is in processing the inbound message
which gets rejected by the engine as the 627-630 fields seem to be expected
in the body by the QF library which is wrong.
In fact looking at the code of the DataDictionary.cpp, I believe within the
header section each line is expected to start with the string "field" and
unfortunately the tag 627 "NoHops" is a repeating group and doesn't start
with "field" and therefore doesn't get looked at:
// HEADER
DOMNodePtr pHeaderNode = pDoc->getNode("/fix/header");
if(!pHeaderNode.get())
throw ConfigError(url + ": <header> section not found in data
dictionary");
DOMNodePtr pHeaderFieldNode = pHeaderNode->getFirstChildNode();
if(!pHeaderFieldNode.get()) throw ConfigError(url + ": No header fields
defined");
while(pHeaderFieldNode.get())
{
======> if(pHeaderFieldNode->getName() == "field")
{
DOMAttributesPtr attrs = pHeaderFieldNode->getAttributes();
std::string name;
if(!attrs->get("name", name))
throw ConfigError(url + ": <field> does not have a name attribute");
std::string required = "false";
attrs->get("required", required);
addHeaderField(lookupXMLFieldNumber(pDoc.get(), name), required ==
"true");
}
RESET_AUTO_PTR(pHeaderFieldNode, pHeaderFieldNode->getNextSiblingNode());
}
I hope this helps.
Loic Guezennec
On Wednesday 14 December 2005 17.53, Caleb Epstein wrote:
> On 12/13/05, Loic Guezennec <loi...@sw...> wrote:
> > I got around this problem by moving the 627-630 field definition out of
> > the
> > header section into the different message sections in the FIX44.xml.
> > I don't think that's the best way to do it though, so I guess this is a
> > bug
> > really :)
>
> I doesn't look like those fields appeared in the header of the message you
> pasted. They seem to be in the message body. To add fields to the header
> you need to do something like msg.getHeader().setField (ARGS). Using
> msg.setField() will add the field to the body.
>
> --
> Caleb Epstein
> caleb dot epstein at gmail dot com
|
|
From: Oren M. <or...@qu...> - 2005-12-14 17:57:53
|
This looks ok to me. Why do you think it is incorrect? --oren Fanshteyn, Timur wrote: >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > >Actually, it has a constructor, but it doesn't seem to be doing the same >thing as regular message parsing does, It doesn't actually assign it to >the proper fields.: > > QuickFix.Message m = new Message(textBox1.Text); > MessageBox.Show(m.ToXML()) ; > > >8=FIX.4.09=17935=834=349=BOFA56=BFPB43=N50=BOFA52=20050526-14:53:046=0.0 >000000014=015=USD120=USD17=020=031=032=037=00000569850ORNY138=600039=044 >=0.00000054=155=MSFT109=G9M10=005 > > >Becomes: > > ><message> > <header> > <field number="8"><![CDATA[FIX.4.0]]></field> > <field number="9"><![CDATA[179]]></field> > <field number="35"><![CDATA[8]]></field> > <field number="34"><![CDATA[3]]></field> > <field number="43"><![CDATA[N]]></field> > <field number="49"><![CDATA[BOFA]]></field> > <field number="50"><![CDATA[BOFA]]></field> > <field number="52"><![CDATA[20050526-14:53:04]]></field> > <field number="56"><![CDATA[BFPB]]></field> > </header> > <body> > <field number="6"><![CDATA[0.00000000]]></field> > <field number="14"><![CDATA[0]]></field> > <field number="15"><![CDATA[USD]]></field> > <field number="17"><![CDATA[0]]></field> > <field number="20"><![CDATA[0]]></field> > <field number="31"><![CDATA[0]]></field> > <field number="32"><![CDATA[0]]></field> > <field number="37"><![CDATA[00000569850ORNY1]]></field> > <field number="38"><![CDATA[6000]]></field> > <field number="39"><![CDATA[0]]></field> > <field number="44"><![CDATA[0.000000]]></field> > <field number="54"><![CDATA[1]]></field> > <field number="55"><![CDATA[MSFT]]></field> > <field number="109"><![CDATA[G9M]]></field> > <field number="120"><![CDATA[USD]]></field> > </body> > <trailer> > <field number="10"><![CDATA[005]]></field> > </trailer> ></message> > >-----Original Message----- >From: qui...@li... >[mailto:qui...@li...] On Behalf Of >Fanshteyn, Timur >Sent: Wednesday, December 14, 2005 12:37 PM >To: Oren Miller >Cc: qui...@li... >Subject: RE: [Quickfix-developers] Parsing FIX message string > >QuickFIX Documentation: >http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > >NET implementation doesn't seem to have that constructor > >-----Original Message----- >From: Oren Miller [mailto:or...@qu...] >Sent: Wednesday, December 14, 2005 12:36 PM >To: Fanshteyn, Timur >Cc: qui...@li... >Subject: Re: [Quickfix-developers] Parsing FIX message string > >The Message class has a constructor which takes a string. Pass your >message in there. If you have one, you can also pass in a >DataDictionary into the constructor. > >--oren > >Fanshteyn, Timur wrote: > > > >>We are using QuickFix 10.0.2 with .NET >> >>How can I parse a message string into a QuickFix message. >> >>The reason for doing it is being able to send messages that are stored >> >> > > > >>in a database (resends), or to parse message logs and display user >>readable information. >> >>Thanks for the help >> >>Timur >> >> > > > >------------------------------------------------------- >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 > > > > |
|
From: Fanshteyn, T. <tfa...@bo...> - 2005-12-14 17:49:41
|
Actually, it has a constructor, but it doesn't seem to be doing the same
thing as regular message parsing does, It doesn't actually assign it to
the proper fields.:
QuickFix.Message m = new Message(textBox1.Text);
MessageBox.Show(m.ToXML()) ;
8=FIX.4.09=17935=834=349=BOFA56=BFPB43=N50=BOFA52=20050526-14:53:046=0.0
000000014=015=USD120=USD17=020=031=032=037=00000569850ORNY138=600039=044
=0.00000054=155=MSFT109=G9M10=005
Becomes:
<message>
<header>
<field number="8"><![CDATA[FIX.4.0]]></field>
<field number="9"><![CDATA[179]]></field>
<field number="35"><![CDATA[8]]></field>
<field number="34"><![CDATA[3]]></field>
<field number="43"><![CDATA[N]]></field>
<field number="49"><![CDATA[BOFA]]></field>
<field number="50"><![CDATA[BOFA]]></field>
<field number="52"><![CDATA[20050526-14:53:04]]></field>
<field number="56"><![CDATA[BFPB]]></field>
</header>
<body>
<field number="6"><![CDATA[0.00000000]]></field>
<field number="14"><![CDATA[0]]></field>
<field number="15"><![CDATA[USD]]></field>
<field number="17"><![CDATA[0]]></field>
<field number="20"><![CDATA[0]]></field>
<field number="31"><![CDATA[0]]></field>
<field number="32"><![CDATA[0]]></field>
<field number="37"><![CDATA[00000569850ORNY1]]></field>
<field number="38"><![CDATA[6000]]></field>
<field number="39"><![CDATA[0]]></field>
<field number="44"><![CDATA[0.000000]]></field>
<field number="54"><![CDATA[1]]></field>
<field number="55"><![CDATA[MSFT]]></field>
<field number="109"><![CDATA[G9M]]></field>
<field number="120"><![CDATA[USD]]></field>
</body>
<trailer>
<field number="10"><![CDATA[005]]></field>
</trailer>
</message>
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Fanshteyn, Timur
Sent: Wednesday, December 14, 2005 12:37 PM
To: Oren Miller
Cc: qui...@li...
Subject: RE: [Quickfix-developers] Parsing FIX message string
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
NET implementation doesn't seem to have that constructor
-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Wednesday, December 14, 2005 12:36 PM
To: Fanshteyn, Timur
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Parsing FIX message string
The Message class has a constructor which takes a string. Pass your
message in there. If you have one, you can also pass in a
DataDictionary into the constructor.
--oren
Fanshteyn, Timur wrote:
> We are using QuickFix 10.0.2 with .NET
>
> How can I parse a message string into a QuickFix message.
>
> The reason for doing it is being able to send messages that are stored
> in a database (resends), or to parse message logs and display user
> readable information.
>
> Thanks for the help
>
> Timur
-------------------------------------------------------
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
|
|
From: Fanshteyn, T. <tfa...@bo...> - 2005-12-14 17:36:38
|
NET implementation doesn't seem to have that constructor -----Original Message----- From: Oren Miller [mailto:or...@qu...] Sent: Wednesday, December 14, 2005 12:36 PM To: Fanshteyn, Timur Cc: qui...@li... Subject: Re: [Quickfix-developers] Parsing FIX message string The Message class has a constructor which takes a string. Pass your message in there. If you have one, you can also pass in a DataDictionary into the constructor. --oren Fanshteyn, Timur wrote: > We are using QuickFix 10.0.2 with .NET > > How can I parse a message string into a QuickFix message. > > The reason for doing it is being able to send messages that are stored > in a database (resends), or to parse message logs and display user > readable information. > > Thanks for the help > > Timur |
|
From: Oren M. <or...@qu...> - 2005-12-14 17:36:05
|
The Message class has a constructor which takes a string. Pass your message in there. If you have one, you can also pass in a DataDictionary into the constructor. --oren Fanshteyn, Timur wrote: > We are using QuickFix 10.0.2 with .NET > > How can I parse a message string into a QuickFix message. > > The reason for doing it is being able to send messages that are stored > in a database (resends), or to parse message logs and display user > readable information. > > Thanks for the help > > Timur |
|
From: Fanshteyn, T. <tfa...@bo...> - 2005-12-14 16:57:33
|
We are using QuickFix 10.0.2 with .NET How can I parse a message string into a QuickFix message. The reason for doing it is being able to send messages that are stored in a database (resends), or to parse message logs and display user readable information. Thanks for the help Timur |
|
From: Caleb E. <cal...@gm...> - 2005-12-14 16:53:38
|
On 12/13/05, Loic Guezennec <loi...@sw...> wrote: > I got around this problem by moving the 627-630 field definition out of > the > header section into the different message sections in the FIX44.xml. > I don't think that's the best way to do it though, so I guess this is a > bug > really :) I doesn't look like those fields appeared in the header of the message you pasted. They seem to be in the message body. To add fields to the header you need to do something like msg.getHeader().setField (ARGS). Using msg.setField() will add the field to the body. -- Caleb Epstein caleb dot epstein at gmail dot com |
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From: James W. <wi...@ra...> - 2005-12-14 13:35:59
|
I believe I've identified the issue here. Don't concern yourself further with it -- it was an error on my ExRep message handler, not properly checking to see if a field was set before attempting to read its value. The counterparty had identified it as a required field, but it was in fact only conditionally required. I'd updated the XML data dictionary to reflect that miscommunication, but not the code. Sorry for any trouble. regards, Jim On Wed, 2005-12-14 at 01:35 -0600, Oren Miller wrote: > Can you post the reject message? > > --oren > > James Wiggs wrote: > > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > >QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > Folks, > > > > Just upgraded to QF 1.10.2 to resolve some other issues, and > >I'm seeing QF send out Business-Level message rejects on some of > >the execution reports our counterparty sends us. I've gone over > >the message in detail versus the FIX 4.2 data dictionaries at > >b2bits.com, and I do *not* see why they are being rejected. Can > >anyone fill me in? We are currently still using the XML data > >dictionaries we installed previously when we were using 1.9.4; > >has there been a format change that might make these old files > >incompatible with the latest QF? Here are the messages that > >cause the rejects: > > > >8=FIX.4.29=030235=834=00017043=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.6747541=19011A4R4QUVR001150=620=039=655=QQQQ54=138=544=0.532=031=0.0014=0151=56=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=059 > > > >and > > > >8=FIX.4.29=030335=834=00017143=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.20254441=19011A4R4QUVR001150=420=039=455=QQQQ54=138=544=0.532=031=0.0014=0151=06=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=088 > > > > I have X'd out some identifying info. Oren, if you need the > >original messages to do a validation, please let me know and I can > >forward them to you. > > > >thanks, > >Jim > > > > > > > >------------------------------------------------------- > >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 > > > > > > > > > |
|
From: James W. <wi...@ra...> - 2005-12-14 12:22:22
|
Oren, The reject messages: 8=FIX.4.29=11435=j34=18449=XXXXXXXX52=20051214-03:19:50.17156=XX45=17058=Conditionally Required Field Missing372=8380=510=213 8=FIX.4.29=11435=j34=18549=XXXXXXXX52=20051214-03:19:50.30756=XX45=17158=Conditionally Required Field Missing372=8380=510=216 best, Jim On Wed, 2005-12-14 at 01:35 -0600, Oren Miller wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Can you post the reject message? > > --oren > > James Wiggs wrote: > > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > >QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > Folks, > > > > Just upgraded to QF 1.10.2 to resolve some other issues, and > >I'm seeing QF send out Business-Level message rejects on some of > >the execution reports our counterparty sends us. I've gone over > >the message in detail versus the FIX 4.2 data dictionaries at > >b2bits.com, and I do *not* see why they are being rejected. Can > >anyone fill me in? We are currently still using the XML data > >dictionaries we installed previously when we were using 1.9.4; > >has there been a format change that might make these old files > >incompatible with the latest QF? Here are the messages that > >cause the rejects: > > > >8=FIX.4.29=030235=834=00017043=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.6747541=19011A4R4QUVR001150=620=039=655=QQQQ54=138=544=0.532=031=0.0014=0151=56=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=059 > > > >and > > > >8=FIX.4.29=030335=834=00017143=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.20254441=19011A4R4QUVR001150=420=039=455=QQQQ54=138=544=0.532=031=0.0014=0151=06=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=088 > > > > I have X'd out some identifying info. Oren, if you need the > >original messages to do a validation, please let me know and I can > >forward them to you. > > > >thanks, > >Jim > > > > > > > >------------------------------------------------------- > >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 > |
|
From: Pasquale d'A. <pas...@ga...> - 2005-12-14 11:44:51
|
Hello Francesco,
I don't know why you and your counterpart go out of sequence,
but I think there is a bug in QuickFIX that doesn't let you to regain the
sequence
alignment.
The logs you get derive from the code in the function
void Session::doTargetTooHigh( const Message& msg ) (file Session.cpp):
.....
if( m_state.resendRequested() )
{
SessionState::ResendRange range =3D m_state.resendRange();
if( msgSeqNum > range.first
&& (range.second =3D=3D 0 || msgSeqNum < range.second) )
{
m_state.onEvent ("Already sent ResendRequest FROM: " +
IntConvertor::convert (range.first) + " TO: " =
+
IntConvertor::convert (range.second) +
". Not sending another.");
return;
}
}
.......
First time you reconnect, m_state.resendRequested() should return false b=
ut
I think
it returns true because the member m_state.m_resendRange is not
initialized. It seems to me that member m_state.m_resendRange is
initialized only in the function
Session::disconnect() (statement: m_state.resendRange( 0, 0 );) while it
should be initialized also in the Session or SessionState constructor.
About your last question, the choice of requesting the resending from n t=
o 0
(infinity)
is strongly recommended by the FIX protocol:
<<... if message number 7 is missed and 8-9 received, the application sho=
uld
ignore 8 and 9 and ask for a
resend of 7-9, or, preferably, 7-0 (0 represents infinity). This latter
approach is strongly recommended
to recover from out of sequence conditions as it allows for faster recove=
ry
in the presence of certain
race conditions when both sides are simultaneously attempting to recover =
a
gap....>>
(extracted from the document "fix-42-with_errata_20010501.pdf").
Regards, P. d'Aloise
------------------------------------
Pasquale d'Aloise
pas...@ga...
GATE T.I.
S.S. 17 - Loc. Nunziatella
86170 ISERNIA - Italy
Tel. 0039-0865-451890
> ----- Original Message -----
> From: <Fra...@mp...>
> To: <qui...@li...>
> Sent: Tuesday, December 13, 2005 1:46 PM
> Subject: [Quickfix-developers] Errors in sequence numbers
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I there!
> I'm experiencing this error while I reconnect to the server.
> Where in the code have I to catch this and what exactly have I to do?
> Change SeqNum, or force some other method?
> Why quickfix sends ResendRequest "FROM: 1 TO: 0" and not ResendRequest
> "FROM: 1 TO: 74"?
> Many thanks for your help.
>
> 20051213-12:41:02 : Created session
> 20051213-12:41:02 : Connecting to xxx.xxx.xxx.xxx on port xxxxx
> 20051213-12:41:02 : Connection succeeded
> 20051213-12:41:03 : Initiated logon request
> 20051213-12:41:03 : Received logon response
> 20051213-12:41:03 : MsgSeqNum too high, expecting 1 but received 72
> 20051213-12:41:03 : Sent ResendRequest FROM: 1 TO: 0
> 20051213-12:41:33 : MsgSeqNum too high, expecting 1 but received 73
> 20051213-12:41:33 : Already sent ResendRequest FROM: 1 TO: 0. Not send=
ing
> another.
> 20051213-12:42:03 : MsgSeqNum too high, expecting 1 but received 74
> 20051213-12:42:03 : Already sent ResendRequest FROM: 1 TO: 0. Not send=
ing
> another.
>
>
>
> Francesco Pispola
>
>
>
> http://www.mpsfinance.it
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Le informazioni contenute nel presente e-mail e nei documenti
eventualmente
> allegati sono confidenziali e sono comunque riservate al destinatario
delle
> stesse. La loro diffusione, distribuzione e/o copia da parte di ter=
zi
=E8
> proibita e pu=F2 costituire violazione della normativa che tutela il
diritto
> alla privacy. Se avete ricevuto questa comunicazione per errore=
,
Vi
> preghiamo di informare immediatamente il mittente del messaggio =
e
di
> distruggere questo e-mail.
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> This e-mail is confidential and it is legally privileged. If you have
> received it in error, please notify us immediately by reply e-mail and
then
> delete this message from your system. Please do not copy it or use it f=
or
> any purposes, or disclose its contents to any other person. Mind that t=
o
do
> so could be a breach of Italian privacy Law. Thank you for your
> co-operation.
>
>
>
>
> -------------------------------------------------------
> 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=16865&op=3Dick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
|
|
From: Shepheard, T. (London) <Tob...@ml...> - 2005-12-14 09:36:28
|
The To: 0 part just means "until the end". This is part of the FIX = specification (see http://www.fixprotocol.org/specifications/) for = resend requests. I'd suggest reading through the basic FIX spec = documents to get a better understanding of what's going on here with = sessions and sequence numbers. The problem would seem to be that the other side is not resetting the = sequence number, whilst you are expecting one. You may want to discuss = this with the other party and agree when you will reset and when you = won't. You can request a sequence reset on logon by setting the = SendResetSeqNumFlag in the config file (see the configuration = documentation page), which by default is disabled. There's also a = ResetOnDisconnect and ResetOnLogout option.=20 Regards, Toby -----Original Message----- From: qui...@li... = [mailto:qui...@li...] On Behalf Of = Fra...@mp... Sent: 14 December 2005 09:04 To: qui...@li... Subject: [Quickfix-developers] Errors in sequence numbers QuickFIX Documentation: = http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi there! I'm experiencing this error while I reconnect to the server. Where in the code have I to catch this and what exactly have I to do? Have to change SeqNum, or force some other method? Why quickfix sends ResendRequest "FROM: 1 TO: 0" and not ResendRequest "FROM: 1 TO: 74"? 20051213-12:41:02 : Created session 20051213-12:41:02 : Connecting to xxx.xxx.xxx.xxx on port xxxxx 20051213-12:41:02 : Connection succeeded 20051213-12:41:03 : Initiated logon request 20051213-12:41:03 : Received logon response 20051213-12:41:03 : MsgSeqNum too high, expecting 1 but received 72 20051213-12:41:03 : Sent ResendRequest FROM: 1 TO: 0 20051213-12:41:33 : MsgSeqNum too high, expecting 1 but received 73 20051213-12:41:33 : Already sent ResendRequest FROM: 1 TO: 0. Not = sending another. 20051213-12:42:03 : MsgSeqNum too high, expecting 1 but received 74 20051213-12:42:03 : Already sent ResendRequest FROM: 1 TO: 0. Not = sending another. After the error, I just can't restablish a normal connection... also if = I try to reset the file for seqnums manually, it doesn't work. Many thanks for your help. Francesco Pispola http://www.mpsfinance.it - - - - - - - - - - - - - - - - - - - - - - - - - - - - Le informazioni contenute nel presente e-mail e nei documenti = eventualmente allegati sono confidenziali e sono comunque riservate al destinatario = delle stesse. La loro diffusione, distribuzione e/o copia da parte di = terzi =E8 proibita e pu=F2 costituire violazione della normativa che tutela il = diritto alla privacy. Se avete ricevuto questa comunicazione per errore, = Vi preghiamo di informare immediatamente il mittente del messaggio e = di distruggere questo e-mail. - - - - - - - - - - - - - - - - - - - - - - - - - - - - This e-mail is confidential and it is legally privileged. If you have received it in error, please notify us immediately by reply e-mail and = then delete this message from your system. Please do not copy it or use it = for any purposes, or disclose its contents to any other person. Mind that to = do so could be a breach of Italian privacy Law. Thank you for your co-operation. ------------------------------------------------------- This SF.net email is sponsored by: 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=16865&op=3Dick _______________________________________________ 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/ -------------------------------------------------------- |
|
From: <Fra...@mp...> - 2005-12-14 09:23:09
|
Hi there! I'm experiencing this error while I reconnect to the server. Where in the code have I to catch this and what exactly have I to do? Have to change SeqNum, or force some other method? Why quickfix sends ResendRequest "FROM: 1 TO: 0" and not ResendRequest "FROM: 1 TO: 74"? 20051213-12:41:02 : Created session 20051213-12:41:02 : Connecting to xxx.xxx.xxx.xxx on port xxxxx 20051213-12:41:02 : Connection succeeded 20051213-12:41:03 : Initiated logon request 20051213-12:41:03 : Received logon response 20051213-12:41:03 : MsgSeqNum too high, expecting 1 but received 72 20051213-12:41:03 : Sent ResendRequest FROM: 1 TO: 0 20051213-12:41:33 : MsgSeqNum too high, expecting 1 but received 73 20051213-12:41:33 : Already sent ResendRequest FROM: 1 TO: 0. Not send= ing another. 20051213-12:42:03 : MsgSeqNum too high, expecting 1 but received 74 20051213-12:42:03 : Already sent ResendRequest FROM: 1 TO: 0. Not send= ing another. After the error, I just can't restablish a normal connection... also if= I try to reset the file for seqnums manually, it doesn't work. Many thanks for your help. Francesco Pispola http://www.mpsfinance.it - - - - - - - - - - - - - - - - - - - - - - - - - - - - Le informazioni contenute nel presente e-mail e nei documenti eventualm= ente allegati sono confidenziali e sono comunque riservate al destinatario d= elle stesse. La loro diffusione, distribuzione e/o copia da parte di ter= zi =E8 proibita e pu=F2 costituire violazione della normativa che tutela il d= iritto alla privacy. Se avete ricevuto questa comunicazione per errore= , Vi preghiamo di informare immediatamente il mittente del messaggio = e di distruggere questo e-mail. - - - - - - - - - - - - - - - - - - - - - - - - - - - - This e-mail is confidential and it is legally privileged. If you have received it in error, please notify us immediately by reply e-mail and = then delete this message from your system. Please do not copy it or use it f= or any purposes, or disclose its contents to any other person. Mind that t= o do so could be a breach of Italian privacy Law. Thank you for your co-operation. = |
|
From: Oren M. <or...@qu...> - 2005-12-14 07:35:54
|
Can you post the reject message? --oren James Wiggs wrote: >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > Folks, > > Just upgraded to QF 1.10.2 to resolve some other issues, and >I'm seeing QF send out Business-Level message rejects on some of >the execution reports our counterparty sends us. I've gone over >the message in detail versus the FIX 4.2 data dictionaries at >b2bits.com, and I do *not* see why they are being rejected. Can >anyone fill me in? We are currently still using the XML data >dictionaries we installed previously when we were using 1.9.4; >has there been a format change that might make these old files >incompatible with the latest QF? Here are the messages that >cause the rejects: > >8=FIX.4.29=030235=834=00017043=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.6747541=19011A4R4QUVR001150=620=039=655=QQQQ54=138=544=0.532=031=0.0014=0151=56=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=059 > >and > >8=FIX.4.29=030335=834=00017143=N52=20051214-03:19:5049=XX56=XXXXXXXX37=0000000d.00003bc8.439e6a33.000211=19011A4R4SAXN00117=1134530390.20254441=19011A4R4QUVR001150=420=039=455=QQQQ54=138=544=0.532=031=0.0014=0151=06=0167=OPT200=200512201=11=XXXXXXX60=20051214-03:19:5040=2202=4177=O204=010=088 > > I have X'd out some identifying info. Oren, if you need the >original messages to do a validation, please let me know and I can >forward them to you. > >thanks, >Jim > > > >------------------------------------------------------- >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 > > > > |
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