quickfix-developers — QuickFIX developers forum

[Quickfix-developers] QF 1.10.2 - Unexpected Message j on execution report

[James W. <wi...@ra...>]

 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.4.2
9=0302
35=8
34=000170
43=N
52=20051214-03:19:50
49=XX
56=XXXXXXXX
37=0000000d.00003bc8.439e6a33.0002
11=19011A4R4SAXN001
17=1134530390.67475
41=19011A4R4QUVR001
150=6
20=0
39=6
55=QQQQ
54=1
38=5
44=0.5
32=0
31=0.00
14=0
151=5
6=0
167=OPT
200=200512
201=1
1=XXXXXXX
60=20051214-03:19:50
40=2
202=41
77=O
204=0
10=059


and

8=FIX.4.2
9=0303
35=8
34=000171
43=N
52=20051214-03:19:50
49=XX
56=XXXXXXXX
37=0000000d.00003bc8.439e6a33.0002
11=19011A4R4SAXN001
17=1134530390.202544
41=19011A4R4QUVR001
150=4
20=0
39=4
55=QQQQ
54=1
38=5
44=0.5
32=0
31=0.00
14=0
151=0
6=0
167=OPT
200=200512
201=1
1=XXXXXXX
60=20051214-03:19:50
40=2
202=41
77=O
204=0
10=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

[Fwd: Re: [Quickfix-developers] Verbose logging/debugging]

[James W. <wi...@ra...>]

 Folks,

   Resending this as it may have gone out from another email which
is not subscribed to the list...

regards,
Jim Wiggs

Re: [Quickfix-developers] Verbose logging/debugging

[James W. <wi...@wi...>]

   Answered my own question.  It appears that ValidateUserDefinedFields
is not actually honored in 1.9.4, which is what we're using.  I bit the
bullet and upgraded to 1.10.2, and the gripes about the 6000 tags went
away.

regards,
Jim

On Mon, 2005-12-12 at 19:51 -0500, James Wiggs wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
>  Oren,
> 
>    This problem has been dealt with; the issue was definitely those
> two 6XXX tags.  They configured the account not to send the 6000-tags
> and voila!  Good connection!  I'm still trying to figure out why the
> "ValidateUserDefinedFields=N" in my configuration file didn't prevent
> this from happening, however, we have a working connection and I can
> move forward with my other testing and development work.  Thanks to
> all for the assistance on this one.
> 
> best,
> Jim
> 
> On Fri, 2005-12-09 at 15:16 -0600, Oren Miller wrote:
> > I ran it through and didn't see any problems.  Since the message has 
> > been changed, I cannot verify that the length and checksum fields were 
> > calculated correctly however.  Is it possible for you to run the system 
> > through a debugger?
> > 
> > --oren
> > 
> > James Wiggs wrote:
> > 
> > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> > >QuickFIX Support: http://www.quickfixengine.org/services.html
> > >
> > >
> > > Hello Dave,
> > >
> > >   Currently I am using the default settings for CheckLatency.
> > >The incoming/outgoing message logs show the machine's clocks to
> > >be within 1 second of each other.
> > >
> > >   I am using a data dictionary, but I have not added all of the
> > >counterparty's user-defined fields to it yet, and in fact there
> > >are two fields that were included in the Logon message that they
> > >sent which are not in their current documentation.  However, I
> > >have ValidateUserDefinedFields set to N.
> > >
> > >   In reply to Oren's comments in a separate note: according to
> > >the counterparty's logfiles, *my* end is the one dropping the
> > >connection, not theirs.  I'm trying to figure out how to get QF
> > >to tell me precisely *why* it is dropping the connection.  Here
> > >is the content of the event file:
> > >
> > >20051209-02:48:30 : Created session
> > >20051209-02:48:30 : Connecting to XXX.XXX.XXX.XXX on port XXXXX
> > >20051209-02:48:30 : Connection succeeded
> > >20051209-02:48:30 : Initiated logon request
> > >20051209-02:48:31 : Dropped Connection
> > >
> > >Here is the logon message I send out (substituting | for SOH):
> > >
> > >8=FIX.4.2|9=65|35=A|34=1|49=OurCompID|52=20051209-02:48:30.946|56=TheirCompID|98=0|108=30|10=121|
> > >
> > >Here is what I get back:
> > >
> > >8=FIX.4.2|9=0088|35=A|34=000001|43=N|52=20051209-02:48:31|49=TheirCompID|56=OurCompID|98=0|108=30|6179=0|6247=prod|10=252|
> > >
> > >   Within a second of receiving this, QuickFIX apparently closes
> > >the connection.  Their logfiles show no session-level message to
> > >say what the gripe was, and my logfiles don't tell me either.  I
> > >thought it might have something to do with tags 6179 and 6247
> > >but as I've said, I have validation on user defined fields turned
> > >off; Oren says it applies to both application and administrative,
> > >and I trust him on that.  BTW, we are working off QuickFIX 1.9.4
> > >right now.  We have not upgraded to the latest, and have no plan
> > >to do so until early next year unless it is absolutely necessary.
> > >Too many other irons in the fire right now.
> > >
> > >thanks,
> > >Jim
> > >
> > >  
> > >
> > >>Hi Jim,
> > >>
> > >>A couple of questions?
> > >>
> > >>Have you got CheckLatency set?  ...and is there a difference in the
> > >>clocks between the two machines running the FIX engines?
> > >>
> > >>Are you using a DataDictionary?
> > >>
> > >>Cheers
> > >>
> > >>Dave
> > >>    
> > >>
> > >
> > >
> > >
> > >-------------------------------------------------------
> > >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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> 

[Quickfix-developers] Re: Problem with 4.4 header fields 627-630

[Loic G. <loi...@sw...>]

Hi again,

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 :)

Kind regards,


Loic Guezennec

[Quickfix-developers] Problem with 4.4 header fields 627-630

[Loic G. <loi...@sw...>]

Hi,

I am currently setting an engine with FIX4.4 on QF 1.10.2 release, Sun CC and 
it seems that I am having a little problem. We are on a hub & spoke system 
where the hub is enriching the header with the 627 (NoHops), 628,629,630 
fields.

I am testing the system with both a buyside and sellside and I am getting the 
following errors on both engines:

8=FIX.4.4
9=212
35=3
49=SELLSIDE
56=SELLSIDE
115=BUYSIDE
34=34
43=N
52=20051214-00:34:59
369=28
627=1
628=HUB
629=20051214-00:34:58.457
630=16
45=28
371=627
372=3
373=2
58=Tag not defined for this message type
10=204

The original messages seem correct though orderwise:

8=FIX.4.4
9=364
35=D
49=SELLSIDE
56=SELLSIDE
115=BUYSIDE
34=22
43=N
52=20051214-00:34:12
369=4
627=1
628=HUB
629=20051214-00:34:11.352
630=4
11=12346111
....message...
10=196

I have tried with and without Dictionary validation and neither works.

Does anyone have any idea as to why and how I can get rid of this error. 
Should I do something to the FIX44.xml ?



Loic Guezennec

Re: [Quickfix-developers] FIX message replay by a quickfix acceptor

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

Right you are!

--oren

Dale Wilson wrote:

> Of course right after I sent the message I realized that I'd told you 
> how to find messages you had SENT.  That's different from finding 
> messages that arrived during the downtime which is probably what you 
> had in mind.
>
> Oh well.
>
> To make up for my confusion, I'll point out that is fairly easy to 
> provide a custom logger so if you don't like the file locking 
> technique FIX uses you can roll your own relatively easily.
>
> Dale
>
>
> Dale Wilson wrote:
>
>> Hi Andrew,
>>
>> Andrew Freese wrote:
>>
>>> Hello all, been looking through the online docs and list archives 
>>> but haven't found anything yet so here goes -
>>>
>>> In the system i've inherited (environment is C++ on 64bit Linux), 
>>> there is an "Order Matcher" (OM) which sometimes routes orders out 
>>> to the outside world via a Quickfix Initiator (QI).  OM and QI 
>>> communicate via messaging, ie. NOT via Quickfix.
>>>
>>> Here's my task:  when OM recovers from a crash, it must query QI for 
>>> all events which occurred since it crashed at XX:XX time.
>>
>>
>>> Broadly, the options i've considered are A) QA itself responds to 
>>> OM's query, or B) a separate process responds to OM's query.
>>>
>>>
>>> 1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, 
>>> i realize this would be a regular recovery reconnect.  Given that QI 
>>> acts as a sort of "Acceptor", as an Initiator object does it have 
>>> access to the same replay functionality?
>>>
>>> 2.  Further to option B), given that QI continuously writes to its 
>>> FIX logs, would there be any problem with a secondary process 
>>> reading the file?  Basically i'm asking what type of file locking is 
>>> the quickfix Initiator using?
>>
>>
>> Assuming you can identify the point in time at which the OM crashed 
>> and express that in terms of the FIX sequence numbers that were in 
>> use at the time of the crash, you can retrieve the FIX messages 
>> within the QI  (that would be option A) using code similar to:
>>
>>     std::vector< std::string > msgs;
>>     session_->getStore()->get(startNum, endNum, msgs);
>>     Then for each entry in msgs you can reconstitute a QuickFIX 
>> message like so:
>>       FIX::Message original(msgs[nEntry], session_->getDataDictionary());
>>
>> That leaves the task of translating the FIX messages into something 
>> meaningful to the OM, but you probably already have code to do that.
>>
>> I'll leave the question of sharing the file for others to answer.
>>
>> HTH,
>>
>> Dale
>>
>>
>>>
>>>
>>> Any help greatly appreciated.
>>>
>>>
>>> thank you,
>>>
>>> Andrew Freese
>>> af...@ra...
>>>
>>
>>
>>-- 
>>-----------------------------------------------------
>>  Dale Wilson, Senior Software Engineer
>>  Object Computing, Inc. (OCI)
>>  http://www.ociweb.com/  http://www.theaceorb.com/
>>----------------------------------------------------
>>
>
>
>-- 
>-----------------------------------------------------
>  Dale Wilson, Senior Software Engineer
>  Object Computing, Inc. (OCI)
>  http://www.ociweb.com/  http://www.theaceorb.com/
>----------------------------------------------------
>

Re: [Quickfix-developers] FIX message replay by a quickfix acceptor

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

The sessions store however only keeps track of outgoing messages.  
During the time that the OM is down, I would guess that no messages are 
going out, but some messages might be coming in as orders are executed.  
These messages do not get recorded in the store.  So the short answer is 
no, the initiator cannot replay the messages you would probably be 
interested in.  They would go into the log, but the log is not designed 
for retrieval.  Can you read this file?  I think so, as long as you did 
it read only.

A better option might be to create your own instance of a FileStore (no 
reason you can't make use of this class), and use it to store messages 
that come in through the fromApp method.  This would give you replay 
functionality for incoming messages.

--oren

Dale Wilson wrote:

> Hi Andrew,
>
> Andrew Freese wrote:
>
>> Hello all, been looking through the online docs and list archives but 
>> haven't found anything yet so here goes -
>>
>> In the system i've inherited (environment is C++ on 64bit Linux), 
>> there is an "Order Matcher" (OM) which sometimes routes orders out to 
>> the outside world via a Quickfix Initiator (QI).  OM and QI 
>> communicate via messaging, ie. NOT via Quickfix.
>>
>> Here's my task:  when OM recovers from a crash, it must query QI for 
>> all events which occurred since it crashed at XX:XX time.
>
>
>> Broadly, the options i've considered are A) QA itself responds to 
>> OM's query, or B) a separate process responds to OM's query.
>>
>>
>> 1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, 
>> i realize this would be a regular recovery reconnect.  Given that QI 
>> acts as a sort of "Acceptor", as an Initiator object does it have 
>> access to the same replay functionality?
>>
>> 2.  Further to option B), given that QI continuously writes to its 
>> FIX logs, would there be any problem with a secondary process reading 
>> the file?  Basically i'm asking what type of file locking is the 
>> quickfix Initiator using?
>
>
> Assuming you can identify the point in time at which the OM crashed 
> and express that in terms of the FIX sequence numbers that were in use 
> at the time of the crash, you can retrieve the FIX messages within the 
> QI  (that would be option A) using code similar to:
>
>     std::vector< std::string > msgs;
>     session_->getStore()->get(startNum, endNum, msgs);
>     Then for each entry in msgs you can reconstitute a QuickFIX 
> message like so:
>       FIX::Message original(msgs[nEntry], session_->getDataDictionary());
>
> That leaves the task of translating the FIX messages into something 
> meaningful to the OM, but you probably already have code to do that.
>
> I'll leave the question of sharing the file for others to answer.
>
> HTH,
>
> Dale
>
>
>>
>>
>> Any help greatly appreciated.
>>
>>
>> thank you,
>>
>> Andrew Freese
>> af...@ra...
>>
>
>
>-- 
>-----------------------------------------------------
>  Dale Wilson, Senior Software Engineer
>  Object Computing, Inc. (OCI)
>  http://www.ociweb.com/  http://www.theaceorb.com/
>----------------------------------------------------
>

Re: [Quickfix-developers] FIX message replay by a quickfix acceptor

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

Of course right after I sent the message I realized that I'd told you 
how to find messages you had SENT.  That's different from finding 
messages that arrived during the downtime which is probably what you had 
in mind.

Oh well.

To make up for my confusion, I'll point out that is fairly easy to 
provide a custom logger so if you don't like the file locking technique 
FIX uses you can roll your own relatively easily.

Dale


Dale Wilson wrote:

> Hi Andrew,
>
> Andrew Freese wrote:
>
>> Hello all, been looking through the online docs and list archives but 
>> haven't found anything yet so here goes -
>>
>> In the system i've inherited (environment is C++ on 64bit Linux), 
>> there is an "Order Matcher" (OM) which sometimes routes orders out to 
>> the outside world via a Quickfix Initiator (QI).  OM and QI 
>> communicate via messaging, ie. NOT via Quickfix.
>>
>> Here's my task:  when OM recovers from a crash, it must query QI for 
>> all events which occurred since it crashed at XX:XX time.
>
>
>> Broadly, the options i've considered are A) QA itself responds to 
>> OM's query, or B) a separate process responds to OM's query.
>>
>>
>> 1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, 
>> i realize this would be a regular recovery reconnect.  Given that QI 
>> acts as a sort of "Acceptor", as an Initiator object does it have 
>> access to the same replay functionality?
>>
>> 2.  Further to option B), given that QI continuously writes to its 
>> FIX logs, would there be any problem with a secondary process reading 
>> the file?  Basically i'm asking what type of file locking is the 
>> quickfix Initiator using?
>
>
> Assuming you can identify the point in time at which the OM crashed 
> and express that in terms of the FIX sequence numbers that were in use 
> at the time of the crash, you can retrieve the FIX messages within the 
> QI  (that would be option A) using code similar to:
>
>     std::vector< std::string > msgs;
>     session_->getStore()->get(startNum, endNum, msgs);
>     Then for each entry in msgs you can reconstitute a QuickFIX 
> message like so:
>       FIX::Message original(msgs[nEntry], session_->getDataDictionary());
>
> That leaves the task of translating the FIX messages into something 
> meaningful to the OM, but you probably already have code to do that.
>
> I'll leave the question of sharing the file for others to answer.
>
> HTH,
>
> Dale
>
>
>>
>>
>> Any help greatly appreciated.
>>
>>
>> thank you,
>>
>> Andrew Freese
>> af...@ra...
>>
>
>
>-- 
>-----------------------------------------------------
>  Dale Wilson, Senior Software Engineer
>  Object Computing, Inc. (OCI)
>  http://www.ociweb.com/  http://www.theaceorb.com/
>----------------------------------------------------
>


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

Re: [Quickfix-developers] FIX message replay by a quickfix acceptor

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

Hi Andrew,

Andrew Freese wrote:

> Hello all, been looking through the online docs and list archives but 
> haven't found anything yet so here goes -
>
> In the system i've inherited (environment is C++ on 64bit Linux), 
> there is an "Order Matcher" (OM) which sometimes routes orders out to 
> the outside world via a Quickfix Initiator (QI).  OM and QI 
> communicate via messaging, ie. NOT via Quickfix.
>
> Here's my task:  when OM recovers from a crash, it must query QI for 
> all events which occurred since it crashed at XX:XX time.


> Broadly, the options i've considered are A) QA itself responds to OM's 
> query, or B) a separate process responds to OM's query.
>
>
> 1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, i 
> realize this would be a regular recovery reconnect.  Given that QI 
> acts as a sort of "Acceptor", as an Initiator object does it have 
> access to the same replay functionality?
>
> 2.  Further to option B), given that QI continuously writes to its FIX 
> logs, would there be any problem with a secondary process reading the 
> file?  Basically i'm asking what type of file locking is the quickfix 
> Initiator using?


Assuming you can identify the point in time at which the OM crashed and 
express that in terms of the FIX sequence numbers that were in use at 
the time of the crash, you can retrieve the FIX messages within the QI  
(that would be option A) using code similar to:

    std::vector< std::string > msgs;
    session_->getStore()->get(startNum, endNum, msgs);
    Then for each entry in msgs you can reconstitute a QuickFIX message 
like so:
      FIX::Message original(msgs[nEntry], session_->getDataDictionary());

That leaves the task of translating the FIX messages into something 
meaningful to the OM, but you probably already have code to do that.

I'll leave the question of sharing the file for others to answer.

HTH,

Dale


>
>
> Any help greatly appreciated.
>
>
> thank you,
>
> Andrew Freese
> af...@ra...
>


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

[Quickfix-developers] FIX message replay by a quickfix acceptor

[Andrew F. <af...@ra...>]

Hello all, been looking through the online docs and list archives but 
haven't found anything yet so here goes -

In the system i've inherited (environment is C++ on 64bit Linux), there 
is an "Order Matcher" (OM) which sometimes routes orders out to the 
outside world via a Quickfix Initiator (QI).  OM and QI communicate via 
messaging, ie. NOT via Quickfix.

Here's my task:  when OM recovers from a crash, it must query QI for all 
events which occurred since it crashed at XX:XX time.

Broadly, the options i've considered are A) QA itself responds to OM's 
query, or B) a separate process responds to OM's query.


1.  If OM were a quickfix Initiator and QI were a quickfix Acceptor, i 
realize this would be a regular recovery reconnect.  Given that QI acts 
as a sort of "Acceptor", as an Initiator object does it have access to 
the same replay functionality?

2.  Further to option B), given that QI continuously writes to its FIX 
logs, would there be any problem with a secondary process reading the 
file?  Basically i'm asking what type of file locking is the quickfix 
Initiator using?


Any help greatly appreciated.


thank you,

Andrew Freese
af...@ra...

[Quickfix-developers] Compiling on Solaris - gcc problems and not reverting to SunPro

[Hedwig Da O. <hed...@gm...>]

Hi All,
  I downloaded the tar.gz yesterday and unzipped and tried to get this
compiling with the Python API. I am doing this on Solaris and the gcc we
have is pretty ancient 2.95.3. Using that I am not able to compile as
<limits> is not found (present in one of the test cases). So Itreid to get
it compiling with Sun PRO. I added the CC, CFLAGS, CXX etc variables in my
.bashrc file. But still when I run make (after running configure with
--with-python and --prefix options), it reverts to using gcc and g++ and
fails on not finding <limits>. How can I force it to try using SunPro
version ( Sun C 5.5 Patch 112760-09 2004/03/31 )

Thanks.

[Quickfix-developers] Errors in sequence numbers

[<Fra...@mp...>]

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



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Re: [Quickfix-developers] Verbose logging/debugging

[James W. <wi...@ra...>]

 Oren,

   This problem has been dealt with; the issue was definitely those
two 6XXX tags.  They configured the account not to send the 6000-tags
and voila!  Good connection!  I'm still trying to figure out why the
"ValidateUserDefinedFields=N" in my configuration file didn't prevent
this from happening, however, we have a working connection and I can
move forward with my other testing and development work.  Thanks to
all for the assistance on this one.

best,
Jim

On Fri, 2005-12-09 at 15:16 -0600, Oren Miller wrote:
> I ran it through and didn't see any problems.  Since the message has 
> been changed, I cannot verify that the length and checksum fields were 
> calculated correctly however.  Is it possible for you to run the system 
> through a debugger?
> 
> --oren
> 
> James Wiggs wrote:
> 
> >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hello Dave,
> >
> >   Currently I am using the default settings for CheckLatency.
> >The incoming/outgoing message logs show the machine's clocks to
> >be within 1 second of each other.
> >
> >   I am using a data dictionary, but I have not added all of the
> >counterparty's user-defined fields to it yet, and in fact there
> >are two fields that were included in the Logon message that they
> >sent which are not in their current documentation.  However, I
> >have ValidateUserDefinedFields set to N.
> >
> >   In reply to Oren's comments in a separate note: according to
> >the counterparty's logfiles, *my* end is the one dropping the
> >connection, not theirs.  I'm trying to figure out how to get QF
> >to tell me precisely *why* it is dropping the connection.  Here
> >is the content of the event file:
> >
> >20051209-02:48:30 : Created session
> >20051209-02:48:30 : Connecting to XXX.XXX.XXX.XXX on port XXXXX
> >20051209-02:48:30 : Connection succeeded
> >20051209-02:48:30 : Initiated logon request
> >20051209-02:48:31 : Dropped Connection
> >
> >Here is the logon message I send out (substituting | for SOH):
> >
> >8=FIX.4.2|9=65|35=A|34=1|49=OurCompID|52=20051209-02:48:30.946|56=TheirCompID|98=0|108=30|10=121|
> >
> >Here is what I get back:
> >
> >8=FIX.4.2|9=0088|35=A|34=000001|43=N|52=20051209-02:48:31|49=TheirCompID|56=OurCompID|98=0|108=30|6179=0|6247=prod|10=252|
> >
> >   Within a second of receiving this, QuickFIX apparently closes
> >the connection.  Their logfiles show no session-level message to
> >say what the gripe was, and my logfiles don't tell me either.  I
> >thought it might have something to do with tags 6179 and 6247
> >but as I've said, I have validation on user defined fields turned
> >off; Oren says it applies to both application and administrative,
> >and I trust him on that.  BTW, we are working off QuickFIX 1.9.4
> >right now.  We have not upgraded to the latest, and have no plan
> >to do so until early next year unless it is absolutely necessary.
> >Too many other irons in the fire right now.
> >
> >thanks,
> >Jim
> >
> >  
> >
> >>Hi Jim,
> >>
> >>A couple of questions?
> >>
> >>Have you got CheckLatency set?  ...and is there a difference in the
> >>clocks between the two machines running the FIX engines?
> >>
> >>Are you using a DataDictionary?
> >>
> >>Cheers
> >>
> >>Dave
> >>    
> >>
> >
> >
> >
> >-------------------------------------------------------
> >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
> >
> >
> >  
> >
> 

Re: [Quickfix-developers] Error on receiving trades

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

Actually it's not in there, there isn't a field for it.  In any case the 
reason this is happening is because you are trying to pull out a field 
that is not present in the fromApp method.  You need to be sure that a 
field exists before pulling it out, or catch the FieldNotFound exception.

--oren

Fra...@mp... wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>This is the appl. output:
>
>OUT:
>8=FIX.4.29=11735=j34=7149=ME52=20051212-14:15:31.06756=COUNTERPART45=7158=Conditionally
>
>Required Field Missing372=8380=510=075
>
>and this in ".outgoing" log:
>
>8=FIX.4.2^A9=97^A35=4^A34=7^A43=Y^A49=ME^A52=20051205-12:57:59.771^A56=COUNTERPART^A122=20051205-12:57:59^A36=17^A123=Y^A10=181^A
>
>Thanks for your attention.
>
>
>Francesco Pispola
>
>
>
>
>
>--------------------------------------------------
>Francesco Pispola
>Central Solution Centre
>
>
>EDS Italia S.p.A.
>Via Banchi di Sopra 31, Siena (SI) - ITALY
>Tel.: +39-577-22491
>Office: +39-577-20-9187/6
>fra...@mp...
>fra...@ed...
>--------------------------------------------------
>
>
>|---------+---------------------------->
>|         |           Oren Miller      |
>|         |           <oren@quickfixeng|
>|         |           ine.org>         |
>|         |                            |
>|         |           12/12/2005 17:57 |
>|---------+---------------------------->
>  >--------------------------------------------------------------------------------------------------------------|
>  |                                                                                                              |
>  |       To:       Fra...@mp...                                                              |
>  |       cc:       qui...@li...                                                    |
>  |       Fax to:                                                                                                |
>  |       Subject:  Re: [Quickfix-developers] Error on receiving trades                                          |
>  >--------------------------------------------------------------------------------------------------------------|
>
>
>
>
>The reject message should indicate what field is missing.  Can you post it?
>
>--oren
>
>Fra...@mp... wrote:
>
>  
>
>>QuickFIX Documentation:
>>    
>>
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>  
>
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>Hi there, thanks for your great job.
>>I'm testing an application; Logon is correct, but when I receive a trade
>>message, I see that application sends to the counterpart a message with
>>this string: "Conditionally Required Field Missing".
>>Maybe is the method "Session::generateBusinessReject"?
>>If yes, what is going wrong?
>>Where in the code can I individuate the field missing?
>>Thanks.
>>
>>
>>
>>Francesco Pispola
>>
>>
>>
>>
>>
>>--------------------------------------------------
>>Francesco Pispola
>>Central Solution Centre
>>
>>
>>EDS Italia S.p.A.
>>Via Banchi di Sopra 31, Siena (SI) - ITALY
>>Tel.: +39-577-22491
>>Office: +39-577-20-9187/6
>>fra...@mp...
>>fra...@ed...
>>--------------------------------------------------
>>
>>
>>
>>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
>>    
>>
>è
>  
>
>>proibita  e può 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_id865&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!
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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

Re: [Quickfix-developers] Error on receiving trades

[<Fra...@mp...>]

This is the appl. output:

OUT:
8=3DFIX.4.29=3D11735=3Dj34=3D7149=3DME52=3D20051212-14:15:31.06756=3DCO=
UNTERPART45=3D7158=3DConditionally

Required Field Missing372=3D8380=3D510=3D075

and this in ".outgoing" log:

8=3DFIX.4.2^A9=3D97^A35=3D4^A34=3D7^A43=3DY^A49=3DME^A52=3D20051205-12:=
57:59.771^A56=3DCOUNTERPART^A122=3D20051205-12:57:59^A36=3D17^A123=3DY^=
A10=3D181^A

Thanks for your attention.


Francesco Pispola





--------------------------------------------------
Francesco Pispola
Central Solution Centre


EDS Italia S.p.A.
Via Banchi di Sopra 31, Siena (SI) - ITALY
Tel.: +39-577-22491
Office: +39-577-20-9187/6
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+---------------------------->
|         |           Oren Miller      |
|         |           <oren@quickfixeng|
|         |           ine.org>         |
|         |                            |
|         |           12/12/2005 17:57 |
|---------+---------------------------->
  >--------------------------------------------------------------------=
------------------------------------------|
  |                                                                    =
                                          |
  |       To:       Fra...@mp...                    =
                                          |
  |       cc:       qui...@li...          =
                                          |
  |       Fax to:                                                      =
                                          |
  |       Subject:  Re: [Quickfix-developers] Error on receiving trades=
                                          |
  >--------------------------------------------------------------------=
------------------------------------------|




The reject message should indicate what field is missing.  Can you post=
 it?

--oren

Fra...@mp... wrote:

>QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi there, thanks for your great job.
>I'm testing an application; Logon is correct, but when I receive a tra=
de
>message, I see that application sends to the counterpart a message wit=
h
>this string: "Conditionally Required Field Missing".
>Maybe is the method "Session::generateBusinessReject"?
>If yes, what is going wrong?
>Where in the code can I individuate the field missing?
>Thanks.
>
>
>
>Francesco Pispola
>
>
>
>
>
>--------------------------------------------------
>Francesco Pispola
>Central Solution Centre
>
>
>EDS Italia S.p.A.
>Via Banchi di Sopra 31, Siena (SI) - ITALY
>Tel.: +39-577-22491
>Office: +39-577-20-9187/6
>fra...@mp...
>fra...@ed...
>--------------------------------------------------
>
>
>
>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 te=
rzi
=E8
>proibita  e pu=F2 costituire violazione della normativa che tutela il
diritto
>alla  privacy.  Se  avete  ricevuto  questa  comunicazione  per  error=
e,
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=3Dclick
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>


=

Re: [Quickfix-developers] Error on receiving trades

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

The reject message should indicate what field is missing.  Can you post it?

--oren

Fra...@mp... wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi there, thanks for your great job.
>I'm testing an application; Logon is correct, but when I receive a trade
>message, I see that application sends to the counterpart a message with
>this string: "Conditionally Required Field Missing".
>Maybe is the method "Session::generateBusinessReject"?
>If yes, what is going wrong?
>Where in the code can I individuate the field missing?
>Thanks.
>
>
>
>Francesco Pispola
>
>
>
>
>
>--------------------------------------------------
>Francesco Pispola
>Central Solution Centre
>
>
>EDS Italia S.p.A.
>Via Banchi di Sopra 31, Siena (SI) - ITALY
>Tel.: +39-577-22491
>Office: +39-577-20-9187/6
>fra...@mp...
>fra...@ed...
>--------------------------------------------------
>
>
>
>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 è
>proibita  e può 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_id865&op=click
>_______________________________________________
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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  
>

[Quickfix-developers] Error on receiving trades

[<Fra...@mp...>]

Hi there, thanks for your great job.
I'm testing an application; Logon is correct, but when I receive a trad=
e
message, I see that application sends to the counterpart a message with=

this string: "Conditionally Required Field Missing".
Maybe is the method "Session::generateBusinessReject"?
If yes, what is going wrong?
Where in the code can I individuate the field missing?
Thanks.



Francesco Pispola





--------------------------------------------------
Francesco Pispola
Central Solution Centre


EDS Italia S.p.A.
Via Banchi di Sopra 31, Siena (SI) - ITALY
Tel.: +39-577-22491
Office: +39-577-20-9187/6
fra...@mp...
fra...@ed...
--------------------------------------------------



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.
=

RE: [Quickfix-developers] Having problem with user defined fields in C sharp

[Sylvain L. <sla...@ho...>]

Hello,

Figured out something strange!

By defining classes for user defined fields as:
	public class MessageID:QuickFix.IntField
	{
		public MessageID():base(9000) {}
		public MessageID( int i ):base(9000, i ) {}
	}

And prefixing FIX to reference in the calling application:
       using QuickFix;

			FIX.MessageID	clsMessageType = new FIX.MessageID();

it's possible to compile without errors!?

My guess is that the documentation may be misleading a bit.
I'm still fairly new at using C sharp.  But I find code such as the above 
not looking nice, maybe there's a nicer way to do things...

Thanks for the help anyways, maybe I'll run into further problems later :)


>From: Francis Gingras <fr...@at...>
>To: 'Sylvain Lacasse' <sla...@ho...>
>CC: qui...@li...
>Subject: RE: [Quickfix-developers] Having problem with user defined fields 
>in C sharp
>Date: Sun, 11 Dec 2005 16:34:08 -0500
>
>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Sylvain,
>
>Have you looked at
>http://www.quickfixengine.org/quickfix/doc/html/user_defined.html
>
>Francis
>
>-----Original Message-----
>From: Sylvain Lacasse [mailto:sla...@ho...]
>Sent: Sunday, December 11, 2005 16:01
>To: qui...@li...
>Subject: [Quickfix-developers] Having problem with user defined fields in C
>sharp
>
>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hello,
>
>I'm trying to add user defined fields to some messages in C sharp.  I'm
>trying to defined field classes derived from the field classes in the FIX
>namespace in QuickFix, but I'm getting an error from the C sharp compiler
>saying that it's not possible to derived from a sealed class.
>
>Does the QuickFix need to be recompiled with special option or am I missing
>something?
>
>Thanks for your help
>
>_________________________________________________________________
>Scan and help eliminate destructive viruses from your inbound and outbound
>e-mail and attachments.
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>searching your log files as easy as surfing the  web.  DOWNLOAD SPLUNK!
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RE: [Quickfix-developers] Having problem with user defined fields in C sharp

[Francis G. <fr...@at...>]

Sylvain,

Have you looked at
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html

Francis 

-----Original Message-----
From: Sylvain Lacasse [mailto:sla...@ho...] 
Sent: Sunday, December 11, 2005 16:01
To: qui...@li...
Subject: [Quickfix-developers] Having problem with user defined fields in C
sharp

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

Hello,

I'm trying to add user defined fields to some messages in C sharp.  I'm
trying to defined field classes derived from the field classes in the FIX
namespace in QuickFix, but I'm getting an error from the C sharp compiler
saying that it's not possible to derived from a sealed class.

Does the QuickFix need to be recompiled with special option or am I missing
something?

Thanks for your help

_________________________________________________________________
Scan and help eliminate destructive viruses from your inbound and outbound
e-mail and attachments. 
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-------------------------------------------------------
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
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[Quickfix-developers] Having problem with user defined fields in C sharp

[Sylvain L. <sla...@ho...>]

Hello,

I'm trying to add user defined fields to some messages in C sharp.  I'm 
trying to defined field classes derived from the field classes in the FIX 
namespace in QuickFix, but I'm getting an error from the C sharp compiler 
saying that it's not possible to derived from a sealed class.

Does the QuickFix need to be recompiled with special option or am I missing 
something?

Thanks for your help

_________________________________________________________________
Scan and help eliminate destructive viruses from your inbound and outbound 
e-mail and attachments. 
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first two months FREE*.

[Quickfix-developers] Problems with xcopy Visual Studio post-build event

[John D. <joh...@ch...>]

Hi,

If I just get the QuickFIX code clean from CVS and build it in Visual Studio
7.1, the post-build event of the quickfix project fails. I get a ton of
these errors:

Does include\quickfix specify a file name or directory name on the target (F
= file, D = directory)?

To fix it, I had to add the /I switch to the command. According to the xcopy
help for /I, "If destination does not exist and copying more than one file,
assumes that destination must be a directory." It seems a little strange
that this error exists. Am I the only one with this problem?



My second problem is that the EXCLUDE portion of the command seems to cause
some random header files to not be copied over.

The problem is caused by the 'test' line in the EXCLUDE file. Some header
files contain 'test' as part of their name. For example,
QuoTESTatusReport.h. Thus QuoteStatusReport.h is not copied. Again, from the
xcopy help:

"Specifies a list of files containing strings.  Each string should be in a
separate line in the files.  When any of the strings match any part of the
absolute path of the file to be copied, that file will be excluded from
being copied.  For example, specifying a string like \obj\ or .obj will
exclude all files underneath the directory obj or all files with the .obj
extension respectively."

Thus changing "echo test > EXCLUDE" in the post-build event to "echo \test\
> EXCLUDE" fixed the problem.



And finally, would it not be nicer to just wrap the post-build event in a
batch file? It would make it easier to debug problems (you wouldn't have to
go through a build to run it again), and easier to make changes (you
wouldn't have to do it once for debug and once for release).

Here is my final post-build event:

echo \test\ > EXCLUDE
echo stdafx.h >> EXCLUDE
xcopy src\C++\*.h /S/Y/I /EXCLUDE:EXCLUDE include\quickfix
del /F EXCLUDE

Can this change be added to CVS? Better yet, can this be put in a batch file
and added to CVS?
--
John

[Quickfix-developers] SocketMonitor::drop(): use iterator instead of socket in m_socket s.erase()

[John D. <joh...@ch...>]

Hi,

The SocketMonitor::drop function gets passed a socket, looks for it in a
std::set, and, if it's found in the set, erases it. It erases it with the
value of the socket, though, instead of the iterator. This means m_sockets
will be searched again for the socket, even though it's already been found.
Can we just give erase() the iterator we've already retrieved and save
ourselves a redundant search?

It is, admittedly, a very minor change...
--
John


===================================================================
RCS file: /cvsroot/quickfix/quickfix/src/C++/SocketMonitor.cpp,v
retrieving revision 1.8
diff -u -r1.8 SocketMonitor.cpp
--- SocketMonitor.cpp   18 Jun 2005 11:00:52 -0000      1.8
+++ SocketMonitor.cpp   9 Dec 2005 23:20:52 -0000
@@ -76,7 +76,7 @@
   if ( i != m_sockets.end() )
   {
     socket_close( s );
-    m_sockets.erase( s );
+    m_sockets.erase( i );
     m_dropped.push( s );
     return true;
   }

Re: [Quickfix-developers] Verbose logging/debugging

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

I ran it through and didn't see any problems.  Since the message has 
been changed, I cannot verify that the length and checksum fields were 
calculated correctly however.  Is it possible for you to run the system 
through a debugger?

--oren

James Wiggs wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello Dave,
>
>   Currently I am using the default settings for CheckLatency.
>The incoming/outgoing message logs show the machine's clocks to
>be within 1 second of each other.
>
>   I am using a data dictionary, but I have not added all of the
>counterparty's user-defined fields to it yet, and in fact there
>are two fields that were included in the Logon message that they
>sent which are not in their current documentation.  However, I
>have ValidateUserDefinedFields set to N.
>
>   In reply to Oren's comments in a separate note: according to
>the counterparty's logfiles, *my* end is the one dropping the
>connection, not theirs.  I'm trying to figure out how to get QF
>to tell me precisely *why* it is dropping the connection.  Here
>is the content of the event file:
>
>20051209-02:48:30 : Created session
>20051209-02:48:30 : Connecting to XXX.XXX.XXX.XXX on port XXXXX
>20051209-02:48:30 : Connection succeeded
>20051209-02:48:30 : Initiated logon request
>20051209-02:48:31 : Dropped Connection
>
>Here is the logon message I send out (substituting | for SOH):
>
>8=FIX.4.2|9=65|35=A|34=1|49=OurCompID|52=20051209-02:48:30.946|56=TheirCompID|98=0|108=30|10=121|
>
>Here is what I get back:
>
>8=FIX.4.2|9=0088|35=A|34=000001|43=N|52=20051209-02:48:31|49=TheirCompID|56=OurCompID|98=0|108=30|6179=0|6247=prod|10=252|
>
>   Within a second of receiving this, QuickFIX apparently closes
>the connection.  Their logfiles show no session-level message to
>say what the gripe was, and my logfiles don't tell me either.  I
>thought it might have something to do with tags 6179 and 6247
>but as I've said, I have validation on user defined fields turned
>off; Oren says it applies to both application and administrative,
>and I trust him on that.  BTW, we are working off QuickFIX 1.9.4
>right now.  We have not upgraded to the latest, and have no plan
>to do so until early next year unless it is absolutely necessary.
>Too many other irons in the fire right now.
>
>thanks,
>Jim
>
>  
>
>>Hi Jim,
>>
>>A couple of questions?
>>
>>Have you got CheckLatency set?  ...and is there a difference in the
>>clocks between the two machines running the FIX engines?
>>
>>Are you using a DataDictionary?
>>
>>Cheers
>>
>>Dave
>>    
>>
>
>
>
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>  
>

Re: [Quickfix-developers] Verbose logging/debugging

[James W. <wi...@ra...>]

 Hello Dave,

   Currently I am using the default settings for CheckLatency.
The incoming/outgoing message logs show the machine's clocks to
be within 1 second of each other.

   I am using a data dictionary, but I have not added all of the
counterparty's user-defined fields to it yet, and in fact there
are two fields that were included in the Logon message that they
sent which are not in their current documentation.  However, I
have ValidateUserDefinedFields set to N.

   In reply to Oren's comments in a separate note: according to
the counterparty's logfiles, *my* end is the one dropping the
connection, not theirs.  I'm trying to figure out how to get QF
to tell me precisely *why* it is dropping the connection.  Here
is the content of the event file:

20051209-02:48:30 : Created session
20051209-02:48:30 : Connecting to XXX.XXX.XXX.XXX on port XXXXX
20051209-02:48:30 : Connection succeeded
20051209-02:48:30 : Initiated logon request
20051209-02:48:31 : Dropped Connection

Here is the logon message I send out (substituting | for SOH):

8=FIX.4.2|9=65|35=A|34=1|49=OurCompID|52=20051209-02:48:30.946|56=TheirCompID|98=0|108=30|10=121|

Here is what I get back:

8=FIX.4.2|9=0088|35=A|34=000001|43=N|52=20051209-02:48:31|49=TheirCompID|56=OurCompID|98=0|108=30|6179=0|6247=prod|10=252|

   Within a second of receiving this, QuickFIX apparently closes
the connection.  Their logfiles show no session-level message to
say what the gripe was, and my logfiles don't tell me either.  I
thought it might have something to do with tags 6179 and 6247
but as I've said, I have validation on user defined fields turned
off; Oren says it applies to both application and administrative,
and I trust him on that.  BTW, we are working off QuickFIX 1.9.4
right now.  We have not upgraded to the latest, and have no plan
to do so until early next year unless it is absolutely necessary.
Too many other irons in the fire right now.

thanks,
Jim

> Hi Jim,
> 
> A couple of questions?
> 
> Have you got CheckLatency set?  ...and is there a difference in the
> clocks between the two machines running the FIX engines?
> 
> Are you using a DataDictionary?
> 
> Cheers
> 
> Dave

Re: [Quickfix-developers] Verbose logging/debugging

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

Do you have access to the counterparty logs?  If the counterparty is 
dropping the connection, there isn't much QuickFIX can do to determine 
why the connection was dropped.  All it sees is a socket being killed.

The ValidateUserDefinedFields setting should apply to all messages.

--oren

James Wiggs wrote:

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Folks,
>
>   I'm working out the details of a new application and
>am running into unexplained session disconnects.  The only
>output I find in the logs is "Connection Dropped" which is
>not terribly informative.  I would like to know two things:
>
>1) Is there a flag or option for the configuration file
>that can get QF to produce more verbose output?
>
>2) Does the flag to ignore user-defined fields apply only
>to application-level messages but not to session-level or
>administrative messages?
>
>many thanks,
>Jim Wiggs
>
>
>
>
>-------------------------------------------------------
>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
>
>
>  
>