quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] SocketRecvFail exception

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

What's in your message logs and event logs?



On Mon, Dec 17, 2012 at 12:25 AM, Yan <gua...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Dear Sir/Madam,
>
> Once log on message sent , the log out event is triggered and the app
> throws
> "SocketRecvFail" exception.
> Could someone tell me what the problem is. What may lead to such an
> exception?
> Is the server IP/Port wrong?
>
>
> Best Regards,
> Yan
>
>
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

[Quickfix-developers] SocketRecvFail exception

[Yan <gua...@gm...>]

Dear Sir/Madam,

Once log on message sent , the log out event is triggered and the app throws
"SocketRecvFail" exception. 
Could someone tell me what the problem is. What may lead to such an exception?
Is the server IP/Port wrong?


Best Regards,
Yan

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

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

I can tell you that the onMessage callback is not happening because the
message is rejected beforehand.  The engine doesn't pass invalid messages
to the app.

I'm not sure about why the checksum is wrong.  Anybody else have an idea?



On Tue, Dec 11, 2012 at 1:27 AM, spsfix <gu...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi All, Any idea????
>
>
>
> spsfix wrote:
> >
> >
> > Here's the dummy msgs. This checksum issue mostly occurs on Trade Capture
> > Report.
> >
> > 8=FIX.4.4||9=406||35=AE||34=5098||49=AB_ABCDAE_LRD||52=20121120-13
> :54:28||56=AAAAA_ABCDAE_ARD||6=1.046||30=LOPI||31=1.046||48=JK0983977306||55=EH3571682||60=20121120-13:37:33||100=XPOP||107=LOP
> > CAPPPAL LLP 9.25% 05/06/2019
> >
> LK||167=CB||207=XPOP||461=DBXXPPP||487=0||570=N||571=H1bWrQXf99||828=0||10010=LKKI||10020=P1bRnAXV-00||10040=P1bRrQXP00||22=0||32=0||38=0||75=0||552=1||54=1||37=P1bRmr0P-00||11=MAUUAL||453=2||448=9KIU||447=D||452=17||581=3||15=RUB||528=A||10=063||
> >
> <-----------------------------------------------------------------------------------------------------
> >
> 8=FIX.4.4||9=427||35=AE||34=9999||49=AB_ABCDAE_LRD||52=20121204-11:32:48||56=AAAAA_ABCDAE_ARD||6=33.9664||30=PDOP||31=33.9664||48=LK0011357664||55=EJ4421362||60=20121203-21:55:42||100=HOPP||107=LOG
> > VPRIPAS 6.25% 01/01/2020
> >
> LK||167=CB||207=DPPP||461=DBXXPPP||487=0||570=N||571=LID-L-1ck97Yj-00||828=0||854=0||10010=KMKITE||10020=P1lpoPV7-00||10040=LID-L-1ck97YW-00||22=0||32=0||38=0||75=0||552=1||54=1||37=L1llpGNE-00||11=MAUUAL||453=2||448=3KIOP||447=D||452=17||581=3||15=RUB||528=A||10=096||
> >
> >
> >
> >
> >
> > Grant Birchmeier wrote:
> >>
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> You should include the message that's giving you trouble.  (For
> >> readability, please replace null-separators with something visible.)
> >>
> >> On Thu, Dec 6, 2012 at 2:42 AM, spsfix <gu...@gm...> wrote:
> >>
> >>> QuickFIX Documentation:
> >>> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>
> >>>
> >>> I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
> >>> running fine before
> >>> but now I am facing some problems with connectivity, It keeps timing
> out
> >>> .
> >>> The error logged in Fix event log  is Check Sum
> >>> error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 )
> and
> >>> after that there is timeout message.
> >>>
> >>> Interestingly  QuickfIX Engine logging all the message in the log file
> >>> but
> >>> it is not hitting
> >>> the override method(void onMessage(QuickFix44.TradeCaptureReport
> >>> _ExecutionReport, SessionID sessionID)).
> >>>
> >>> I have also  checked the FIx msg  and calculate the checksum value ,
> >>> which
> >>> seems right to
> >>> me, It is  same as written in the message.
> >>>
> >>> Can anybody provide some right direction on this issue?
> >>> --
> >>> View this message in context:
> >>>
> http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34765379.html
> >>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >>>
> >>>
> >>>
> >>>
> ------------------------------------------------------------------------------
> >>> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> >>> Remotely access PCs and mobile devices and provide instant support
> >>> Improve your efficiency, and focus on delivering more value-add
> services
> >>> Discover what IT Professionals Know. Rescue delivers
> >>> http://p.sf.net/sfu/logmein_12329d2d
> >>> _______________________________________________
> >>> Quickfix-developers mailing list
> >>> Qui...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>>
> >>
> >>
> >>
> >> --
> >> Grant Birchmeier
> >> *Connamara Systems, LLC*
> >> *Made-To-Measure Trading Solutions.*
> >> Exactly what you need. No more. No less.*
> >> *
> >> http://connamara.com
> >>
> >>
> ------------------------------------------------------------------------------
> >> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> >> Remotely access PCs and mobile devices and provide instant support
> >> Improve your efficiency, and focus on delivering more value-add services
> >> Discover what IT Professionals Know. Rescue delivers
> >> http://p.sf.net/sfu/logmein_12329d2d
> >> _______________________________________________
> >> Quickfix-developers mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>
> >
>
> --
> View this message in context:
> http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34782743.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

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

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

Hi All, Any idea????



spsfix wrote:
> 
> 
> Here's the dummy msgs. This checksum issue mostly occurs on Trade Capture
> Report.
> 
> 8=FIX.4.4||9=406||35=AE||34=5098||49=AB_ABCDAE_LRD||52=20121120-13:54:28||56=AAAAA_ABCDAE_ARD||6=1.046||30=LOPI||31=1.046||48=JK0983977306||55=EH3571682||60=20121120-13:37:33||100=XPOP||107=LOP
> CAPPPAL LLP 9.25% 05/06/2019
> LK||167=CB||207=XPOP||461=DBXXPPP||487=0||570=N||571=H1bWrQXf99||828=0||10010=LKKI||10020=P1bRnAXV-00||10040=P1bRrQXP00||22=0||32=0||38=0||75=0||552=1||54=1||37=P1bRmr0P-00||11=MAUUAL||453=2||448=9KIU||447=D||452=17||581=3||15=RUB||528=A||10=063||
> <-----------------------------------------------------------------------------------------------------
> 8=FIX.4.4||9=427||35=AE||34=9999||49=AB_ABCDAE_LRD||52=20121204-11:32:48||56=AAAAA_ABCDAE_ARD||6=33.9664||30=PDOP||31=33.9664||48=LK0011357664||55=EJ4421362||60=20121203-21:55:42||100=HOPP||107=LOG
> VPRIPAS 6.25% 01/01/2020
> LK||167=CB||207=DPPP||461=DBXXPPP||487=0||570=N||571=LID-L-1ck97Yj-00||828=0||854=0||10010=KMKITE||10020=P1lpoPV7-00||10040=LID-L-1ck97YW-00||22=0||32=0||38=0||75=0||552=1||54=1||37=L1llpGNE-00||11=MAUUAL||453=2||448=3KIOP||447=D||452=17||581=3||15=RUB||528=A||10=096||
> 
> 
> 
> 
> 
> Grant Birchmeier wrote:
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> You should include the message that's giving you trouble.  (For
>> readability, please replace null-separators with something visible.)
>> 
>> On Thu, Dec 6, 2012 at 2:42 AM, spsfix <gu...@gm...> wrote:
>> 
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
>>> running fine before
>>> but now I am facing some problems with connectivity, It keeps timing out
>>> .
>>> The error logged in Fix event log  is Check Sum
>>> error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 ) and
>>> after that there is timeout message.
>>>
>>> Interestingly  QuickfIX Engine logging all the message in the log file
>>> but
>>> it is not hitting
>>> the override method(void onMessage(QuickFix44.TradeCaptureReport
>>> _ExecutionReport, SessionID sessionID)).
>>>
>>> I have also  checked the FIx msg  and calculate the checksum value ,
>>> which
>>> seems right to
>>> me, It is  same as written in the message.
>>>
>>> Can anybody provide some right direction on this issue?
>>> --
>>> View this message in context:
>>> http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34765379.html
>>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>>> Remotely access PCs and mobile devices and provide instant support
>>> Improve your efficiency, and focus on delivering more value-add services
>>> Discover what IT Professionals Know. Rescue delivers
>>> http://p.sf.net/sfu/logmein_12329d2d
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>> 
>> 
>> 
>> -- 
>> Grant Birchmeier
>> *Connamara Systems, LLC*
>> *Made-To-Measure Trading Solutions.*
>> Exactly what you need. No more. No less.*
>> *
>> http://connamara.com
>> 
>> ------------------------------------------------------------------------------
>> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> Remotely access PCs and mobile devices and provide instant support
>> Improve your efficiency, and focus on delivering more value-add services
>> Discover what IT Professionals Know. Rescue delivers
>> http://p.sf.net/sfu/logmein_12329d2d
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> 
> 

-- 
View this message in context: http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34782743.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

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

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

Here's the dummy msgs. This checksum issue mostly occurs on Trade Capture
Report.

8=FIX.4.4||9=406||35=AE||34=5098||49=AB_ABCDAE_LRD||52=20121120-13:54:28||56=AAAAA_ABCDAE_ARD||6=1.046||30=LOPI||31=1.046||48=JK0983977306||55=EH3571682||60=20121120-13:37:33||100=XPOP||107=LOP
CAPPPAL LLP 9.25% 05/06/2019
LK||167=CB||207=XPOP||461=DBXXPPP||487=0||570=N||571=H1bWrQXf99||828=0||10010=LKKI||10020=P1bRnAXV-00||10040=P1bRrQXP00||22=0||32=0||38=0||75=0||552=1||54=1||37=P1bRmr0P-00||11=MAUUAL||453=2||448=9KIU||447=D||452=17||581=3||15=RUB||528=A||10=063||
<-----------------------------------------------------------------------------------------------------
8=FIX.4.4||9=427||35=AE||34=9999||49=AB_ABCDAE_LRD||52=20121204-11:32:48||56=AAAAA_ABCDAE_ARD||6=33.9664||30=PDOP||31=33.9664||48=LK0011357664||55=EJ4421362||60=20121203-21:55:42||100=HOPP||107=LOG
VPRIPAS 6.25% 01/01/2020
LK||167=CB||207=DPPP||461=DBXXPPP||487=0||570=N||571=LID-L-1ck97Yj-00||828=0||854=0||10010=KMKITE||10020=P1lpoPV7-00||10040=LID-L-1ck97YW-00||22=0||32=0||38=0||75=0||552=1||54=1||37=L1llpGNE-00||11=MAUUAL||453=2||448=3KIOP||447=D||452=17||581=3||15=RUB||528=A||10=096||





Grant Birchmeier wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> You should include the message that's giving you trouble.  (For
> readability, please replace null-separators with something visible.)
> 
> On Thu, Dec 6, 2012 at 2:42 AM, spsfix <gu...@gm...> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
>> running fine before
>> but now I am facing some problems with connectivity, It keeps timing out
>> .
>> The error logged in Fix event log  is Check Sum
>> error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 ) and
>> after that there is timeout message.
>>
>> Interestingly  QuickfIX Engine logging all the message in the log file
>> but
>> it is not hitting
>> the override method(void onMessage(QuickFix44.TradeCaptureReport
>> _ExecutionReport, SessionID sessionID)).
>>
>> I have also  checked the FIx msg  and calculate the checksum value ,
>> which
>> seems right to
>> me, It is  same as written in the message.
>>
>> Can anybody provide some right direction on this issue?
>> --
>> View this message in context:
>> http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34765379.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
>> Remotely access PCs and mobile devices and provide instant support
>> Improve your efficiency, and focus on delivering more value-add services
>> Discover what IT Professionals Know. Rescue delivers
>> http://p.sf.net/sfu/logmein_12329d2d
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> 
> 
> 
> -- 
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.*
> *
> http://connamara.com
> 
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
-- 
View this message in context: http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34766328.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

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

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

You should include the message that's giving you trouble.  (For
readability, please replace null-separators with something visible.)

On Thu, Dec 6, 2012 at 2:42 AM, spsfix <gu...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
> running fine before
> but now I am facing some problems with connectivity, It keeps timing out .
> The error logged in Fix event log  is Check Sum
> error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 ) and
> after that there is timeout message.
>
> Interestingly  QuickfIX Engine logging all the message in the log file but
> it is not hitting
> the override method(void onMessage(QuickFix44.TradeCaptureReport
> _ExecutionReport, SessionID sessionID)).
>
> I have also  checked the FIx msg  and calculate the checksum value , which
> seems right to
> me, It is  same as written in the message.
>
> Can anybody provide some right direction on this issue?
> --
> View this message in context:
> http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34765379.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> LogMeIn Rescue: Anywhere, Anytime Remote support for IT. Free Trial
> Remotely access PCs and mobile devices and provide instant support
> Improve your efficiency, and focus on delivering more value-add services
> Discover what IT Professionals Know. Rescue delivers
> http://p.sf.net/sfu/logmein_12329d2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

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

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

I am working on quick-fix engine (Initiator side) using FIX 4.4. It is
running fine before
but now I am facing some problems with connectivity, It keeps timing out .
The error logged in Fix event log  is Check Sum
error (Invalid message: Expected CheckSum=37, Recieved CheckSum=38 ) and 
after that there is timeout message.

Interestingly  QuickfIX Engine logging all the message in the log file but
it is not hitting
the override method(void onMessage(QuickFix44.TradeCaptureReport
_ExecutionReport, SessionID sessionID)).

I have also  checked the FIx msg  and calculate the checksum value , which 
seems right to
me, It is  same as written in the message.

Can anybody provide some right direction on this issue?
-- 
View this message in context: http://old.nabble.com/Need-a-direction-%28Checksum-issue%29-tp34765379p34765379.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Logging message direction ie. received or sent

[Matt P. <mat...@su...>]

Thanks Clebson we'll give this a try.

Regards,
Matt
On 03/12/12 11:08, Clebson Derivan wrote:
> Hey Matt,
>
> You can override Quickfix log factory to create yours:
>
> class MyLog : public FIX::Log
> {
> public:
>  // ...
> };
>
> class MyLogFactory : public FIX::LogFactory
> {
> public:
>  // ...
> };
>
> So you can use another log framework and put the >< by yourself (:
>
> Regards,
> Clebson
>
> On Mon, Dec 3, 2012 at 8:56 AM, Matt Pickering 
> <mat...@su... ><mailto:mat...@su...>> 
> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>     Hi,
>
>     We're migrating from CameronFix to Quickfix. With Cameron, incoming
>     messages in our logs are prepended with a '<' and outgoing with a
>     '>'.
>     Is there a way to mimic this behaviour with Quickfix, or to do
>     something
>     similar? The idea is to make it easier for us to be able to
>     quickly see
>     whether a message was sent by us or received from the exchange.
>
>     Thanks for you help.
>
>     Regards,
>
>     Matthew
>
>     www.sucdenfinancial.com <http://www.sucdenfinancial.com/>
>
>     Sucden Financial Limited, Plantation Place South, 60 Great Tower
>     Street, London EC3R 5AZ
>     Telephone +44 203 207 5000 <tel:%2B44%20203%20207%205000>
>
>     Registered in England no. 1095841
>     VAT registration no. GB 446 9061 33
>
>     Authorised and Regulated by the Financial Services Authority (FSA)
>     and entered in the FSA register under no. 114239
>
>     This email, including any files transmitted with it, is
>     confidential and may be privileged. It may be read, copied and
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>     <mailto:pos...@su...>_ immediately and delete it from
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>
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www.sucdenfinancial.com

Sucden Financial Limited, Plantation Place South, 60 Great Tower Street, London EC3R 5AZ
Telephone +44 203 207 5000

Registered in England no. 1095841
VAT registration no. GB 446 9061 33

Authorised and Regulated by the Financial Services Authority (FSA) and entered in the FSA register under no. 114239

This email, including any files transmitted with it, is confidential and may be privileged. It may be read, copied and used only by the intended recipient. If you are not the intended recipient of this message, please notify pos...@su... immediately and delete it from your computer system.

We believe, but do not warrant, that this email and its attachments are virus-free, but you should check.

Sucden Financial Limited may monitor traffic data of both business and personal emails. By replying to this email, you consent to Sucden Financial 's monitoring the content of any emails you send to or receive from Sucden Financial . Sucden Financial is not liable for any opinions expressed by the sender where this is a non-business email.

The contents of this e-mail do not constitute advice and should not be regarded as a recommendation to buy, sell or otherwise deal with any particular investment.

This message has been scanned for viruses by Mimecast.

Re: [Quickfix-developers] Logging message direction ie. received or sent

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

Hey Matt,

You can override Quickfix log factory to create yours:

class MyLog : public FIX::Log
{
public:
 // ...
};

class MyLogFactory : public FIX::LogFactory
{
public:
 // ...
};

So you can use another log framework and put the >< by yourself (:

Regards,
Clebson

On Mon, Dec 3, 2012 at 8:56 AM, Matt Pickering <mat...@su...
> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> We're migrating from CameronFix to Quickfix. With Cameron, incoming
> messages in our logs are prepended with a '<' and outgoing with a '>'.
> Is there a way to mimic this behaviour with Quickfix, or to do something
> similar? The idea is to make it easier for us to be able to quickly see
> whether a message was sent by us or received from the exchange.
>
> Thanks for you help.
>
> Regards,
>
> Matthew
>
> <http://www.sucdenfinancial.com/>www.sucdenfinancial.com
>
> Sucden Financial Limited, ****Plantation Place South, 60 Great Tower
> Street**, **London** **EC3R 5AZ****
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[Quickfix-developers] Logging message direction ie. received or sent

[Matt P. <mat...@su...>]

Hi,

We're migrating from CameronFix to Quickfix. With Cameron, incoming 
messages in our logs are prepended with a '<' and outgoing with a '>'. 
Is there a way to mimic this behaviour with Quickfix, or to do something 
similar? The idea is to make it easier for us to be able to quickly see 
whether a message was sent by us or received from the exchange.

Thanks for you help.

Regards,

Matthew

www.sucdenfinancial.com

Sucden Financial Limited, Plantation Place South, 60 Great Tower Street, London EC3R 5AZ
Telephone +44 203 207 5000

Registered in England no. 1095841
VAT registration no. GB 446 9061 33

Authorised and Regulated by the Financial Services Authority (FSA) and entered in the FSA register under no. 114239

This email, including any files transmitted with it, is confidential and may be privileged. It may be read, copied and used only by the intended recipient. If you are not the intended recipient of this message, please notify pos...@su... immediately and delete it from your computer system.

We believe, but do not warrant, that this email and its attachments are virus-free, but you should check.

Sucden Financial Limited may monitor traffic data of both business and personal emails. By replying to this email, you consent to Sucden Financial 's monitoring the content of any emails you send to or receive from Sucden Financial . Sucden Financial is not liable for any opinions expressed by the sender where this is a non-business email.

The contents of this e-mail do not constitute advice and should not be regarded as a recommendation to buy, sell or otherwise deal with any particular investment.

This message has been scanned for viruses by Mimecast.

[Quickfix-developers] QuickFix patch for CME iLink

[T Z <agu...@ho...>]

Hi all,
I am trying to certify CME iLink with QuickFix. I understand there are some changes needed. I wonder whether there is already a patch available, that would be extremely helpful. QM-4 mentioned he could post a patch early this year, but I have not been able to find his patch. Could somebody help?
Thanks so much!
AG 		 	   		  

[Quickfix-developers] QuickFIX and Eurex NTA

[Sphera S. T. <s.f...@kl...>]

Hi,

Eurex exchange will release soon its new trading architecture.
It will support FIX4.2 and FIX4.4

On the exchange website 
(http://www.eurexchange.com/exchange-en/technology/new-trading-architecture/system-documentation/176058/?frag=176066), 
is available the FIX specs in the following format:
- FPL Repository, V.1.1
- Eurex FIX Gateway - Fiximate FIX 4.2, V. 1.1

How can I do to convert the above specs format in one that can I use 
with QuickFix..?

Best regards,
Stefano.

[Quickfix-developers] (no subject)

[j j <htr...@ya...>]

http://kondicionierius.lt/images/yahoo.html?ey=at.jdg&smsb=ghj.wrhg&mbn=sjgu

Re: [Quickfix-developers] Queuing messages

[Alan K. <ala...@gm...>]

I am running a quickfix app that basically does routing. It receives a FIX
mssage on session A, does some processing, then sends it to session B. How
do I safestore any message destined for B when B is not connected? In the
event the quickfix app crashes in the interim these safestored messages
should persist.


On Thu, Oct 4, 2012 at 10:54 AM, Mikhail Veygman <mve...@gm...> wrote:

> Not quite sure I understand the query.
>
> The issue you're facing seems to be one of reliable storage medium like
> fully redundant disk storage or DB clusters or similar. Or is your question
> about something else?
> On Oct 4, 2012 9:39 AM, "Alan Kurlansky" <ala...@gm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> What would be the recommended way to save/persist FIX messages that
>> cannot at the moment be sent because the destination session is not
>> connected? I want to guarantee that the message would even persist in the
>> event of a crash/restart. Researching this I see a number of possibilities
>> but wanted to see if I am missing a very simple solution to this. Thanks
>>
>>
>> ------------------------------------------------------------------------------
>> Don't let slow site performance ruin your business. Deploy New Relic APM
>> Deploy New Relic app performance management and know exactly
>> what is happening inside your Ruby, Python, PHP, Java, and .NET app
>> Try New Relic at no cost today and get our sweet Data Nerd shirt too!
>> http://p.sf.net/sfu/newrelic-dev2dev
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>


-- 
Al Kurlansky
215-778-8173 cell

[Quickfix-developers] (no subject)

[j j <htr...@ya...>]

http://blog.stellenboschrugbyacademy.co.za/wp-content/plugins/google.html?fs=xss.jieg&mgo=te.gr&fhb=wuoc

[Quickfix-developers] Handling DB errors, etc

[Franssen, R. <Ron...@ko...>]

In our application's  current configuration:

After we "crack" the incoming message using the onMessage event (partially shown below)

public override void onMessage(QuickFix44.TradeCaptureReport message, SessionID session)


we store the message in an internal queue that is processed by ANOTHER thread.


If I changed this scheme,  such that the function to process the message was called directly by the onMessage event, how does one handle an error condition?

Specifically, I'm considering writing the trade capture XML data to a queue, for off-line processing.  In the event that writing to a queue generates an exception (or writing to a db, etc), is there a way to inform the quickfix engine that it needs to request that same message from the host again?  I could possibly see throwing an exception of a specific type, but I'm unaware what that exception type would be?

Any help would be appreciated.
Thanks

Ron



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Re: [Quickfix-developers] Queuing messages

[Alan K. <ala...@gm...>]

What would be the recommended way to save/persist FIX messages that cannot
at the moment be sent because the destination session is not connected? I
want to guarantee that the message would even persist in the event of a
crash/restart. Researching this I see a number of possibilities
but wanted to see if I am missing a very simple solution to this. Thanks

Re: [Quickfix-developers] FIX explicit logon

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

Ah, right, you are correct in that QF does give you limited ability to
alter the admin messages.

It doesn't cleanly give you the option to, say, forgo sending logon
messages or heartbeats, however.  (I mean, I think you can could block them
by throwing DoNotSend exceptions in the toAdmin() callback, but I wouldn't
recommend it.)

-Grant


On Wed, Oct 3, 2012 at 9:59 AM, Max Dmitrichenko <dmi...@gm...> wrote:

> 2012/10/3 Grant Birchmeier <gbi...@co...>:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > QF does not offer this feature.
> >
> > QF is intended to handle all the admin-level (e.g. session management)
> messages for you, of which Logon is one of those.
>
> Not absolute truth. You can modify any outgoing admin-level messages
> in toAdmin() callback. I've used it to add Password tag to the Logon
> or to catch various Rejects from QuickFix. But I'm not sure what
> happens if you modify some "core" tags like CRC, Length, SeqNum and so
> on...
>
> --
> Max
>



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

[Quickfix-developers] Fwd: FIX explicit logon

[Max D. <dmi...@gm...>]

---------- Forwarded message ----------
From: Max Dmitrichenko <dmi...@gm...>
Date: 2012/10/3
Subject: Re: [Quickfix-developers] FIX explicit logon
To: Grant Birchmeier <gbi...@co...>


2012/10/3 Grant Birchmeier <gbi...@co...>:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> QF does not offer this feature.
>
> QF is intended to handle all the admin-level (e.g. session management) messages for you, of which Logon is one of those.

Not absolute truth. You can modify any outgoing admin-level messages
in toAdmin() callback. I've used it to add Password tag to the Logon
or to catch various Rejects from QuickFix. But I'm not sure what
happens if you modify some "core" tags like CRC, Length, SeqNum and so
on...

--
Max

Re: [Quickfix-developers] FIX explicit logon

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

QF does not offer this feature.

QF is intended to handle all the admin-level (e.g. session management)
messages for you, of which Logon is one of those.

If you are writing a testing tool, you probably shouldn't write it with QF
because of that.  My company has an internal FIX test tool that read/writes
messages directly to the socket.  (We wrote it in Ruby, although any
language could do.)  I think this is probably a better approach, especially
if you want to simulate session-level errors like wrong sequence numbers
and such (which QF will not let you set wrong).

-Grant


On Wed, Oct 3, 2012 at 7:46 AM, Vinod Wagh <vin...@in...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>    1.  Hi ,
>
>    I have created a testing tool which enables me to construct my own fix
>    messages and send to FIX server. Now I also need to create my own Logon
>    message. But looks like when I do SocketInitiator.start(), quickfix will
>    send a logon message too . Is it possibe to override this and instruct
>    QuickFix not to send logon message but just create FIX session.
>
>    thanks,
>    vinod
>
>
>
>
> ------------------------------------------------------------------------------
> Don't let slow site performance ruin your business. Deploy New Relic APM
> Deploy New Relic app performance management and know exactly
> what is happening inside your Ruby, Python, PHP, Java, and .NET app
> Try New Relic at no cost today and get our sweet Data Nerd shirt too!
> http://p.sf.net/sfu/newrelic-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



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

[Quickfix-developers] FIX explicit logon

[Vinod W. <vin...@in...>]

  1.  Hi ,

    I have created a testing tool which enables me to construct my own
    fix messages and send to FIX server. Now I also need to create my own
    Logon message. But looks like when I do SocketInitiator.start(),
    quickfix will send a logon message too . Is it possibe to override
    this and instruct QuickFix not to send logon message but just create
    FIX session.

    thanks,
    vinod

Re: [Quickfix-developers] New custom message

[imran.tarbelvi <tar...@gm...>]

i have added 7 easy steps to add a custom message, u can follow these steps

http://adding-custom-fields-messages-in-qf-6-easy-steps.32054.n6.nabble.com


QFNabble wrote:
> 
> Hi,
> 
> My fix application (FIX43) receives a custom message and I need you help
> to adding the message on Quickfix.
> 
> How can I do to add a new customer messsage ?
> 
> THX 
> 

-- 
View this message in context: http://old.nabble.com/New-custom-message-tp32588062p34029340.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] NextExpectedMsgSeqNum support in C++

[Marcin G. <mar...@ar...>]

Hi all, 


During FIX changes for Warsaw UTP trading system we have added TAG789 support in C++ version of QF. If you're interested in this we can send a patch or do a commit on trunk. 


Thx 
Marcin 

[Quickfix-developers] CME iLink

[Tom B. <to...@al...>]

There is an archived message asking about interest in CME iLink
modifications.  I would love to see this as part of the production code,
but short of that, any tips with regard to the implementation would be
greatly appreciated.  If there is not a branch with these changes, I am
going to start on my own implementation, and would be willing to contribute
back, but it sounds like someone has already ventured down that path.

-- 
Tom Boyce
Developer
*Algo Design Solutions, LLC*
tp...@al...
(708) 297-8193 Mobile
(312) 241-1731 x 101
www.algodesignsolutions.com

[Quickfix-developers] Question About config.h

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

Hi,

In config.h, I see the following:

/* Define if you have stlport library */
/* #undef HAVE_STLPORT */


- Is there any advantage of using stlport over the standard library if I am on Linux in terms of performance?
- I found that if HAVE_STLPORT is defined, #define ALLOCATOR std::allocator is processed.  So it just points back to the standard library then (assuming no -lstlport)?
- In Utility.h, there are some "using" statements that I don't see how it affects anything:
#if (!defined(_MSC_VER) || (_MSC_VER >= 1300)) && !defined(HAVE_STLPORT)
using std::abort;
using std::sprintf;
using std::atoi;
using std::atol;
using std::atof;
using std::isdigit;
using std::strcmp;
using std::strftime;
using std::strlen;
using std::abs;
using std::labs;
using std::memcpy;
using std::memset;
using std::exit;
using std::strtod;
using std::strtol;
using std::strerror;
#endif

Am I missing something?

- 



Thanks in advance.


Cheers,
Hei