quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] [qfj] Publishing Messages to JMS

[Steve B. <st...@te...>]

Hi Caleb,

OK, I understand. I was looking at the message
logging in the send() method rather than the state's set()
method. The Java code is implemented the same way so it should
have the same behavior.

However, there's another potential difference.

Is the Session::send() operation in C++ never expected to throw
an exception, even if the connection is down? It appears that
it's designed to return a boolean based on a low-level system
call return value. If so, then we'll need to slightly modify
the Java code to catch low-level socket-related exceptions and=20
return a boolean result value instead of propagating an exception.

Steve

________________________________________
From: Caleb Epstein [mailto:cal...@gm...]=20
Sent: Monday, September 12, 2005 12:45 PM
To: Steve Bate
Cc: qui...@li...
Subject: Re: [Quickfix-developers] [qfj] Publishing Messages to JMS

On 9/12/05, Steve Bate <st...@te...> wrote:
I'm looking at the C++ Session code as I see the following
fragment for non-admin messages:

m_application.toApp( message, m_sessionID );
message.toString( messageString );
if ( isLoggedOn() )
=A0=A0=A0=A0result =3D send( messageString );=20
}

It looks like the message is not passed to the send() method
if the session is not logged on. The send() method is where
the message is persisted. Am I interpreting this correctly?


No, the persistence is done in this same method, a little bit below what =
you
pasted.=A0 I was actually mistaken when I said it is done before the =
send (it
probably should be):

=A0=A0=A0 if ( !num =
)=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0 <--
num is !0 if we are resending
=A0=A0=A0 {
=A0=A0=A0=A0=A0 MsgSeqNum msgSeqNum;
=A0=A0=A0=A0=A0 header.getField( msgSeqNum );
=A0=A0=A0=A0=A0 m_state.set( msgSeqNum, messageString );=A0=A0 <-- =
persistence happens
here
=A0=A0=A0=A0=A0 m_state.incrNextSenderMsgSeqNum();
=A0=A0=A0 }

--=20
Caleb Epstein
caleb dot epstein at gmail dot com=20

Re: [Quickfix-developers] [qfj] Publishing Messages to JMS

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

On 9/12/05, Steve Bate <st...@te...> wrote:
>=20
> I'm looking at the C++ Session code as I see the following
> fragment for non-admin messages:
>=20
> m_application.toApp( message, m_sessionID );
> message.toString( messageString );
> if ( isLoggedOn() )
> result =3D send( messageString );
> }
>=20
> It looks like the message is not passed to the send() method
> if the session is not logged on. The send() method is where
> the message is persisted. Am I interpreting this correctly?



No, the persistence is done in this same method, a little bit below what yo=
u=20
pasted. I was actually mistaken when I said it is done before the send (it=
=20
probably should be):

if ( !num ) <-- num is !0 if we are resending
{
MsgSeqNum msgSeqNum;
header.getField( msgSeqNum );
m_state.set( msgSeqNum, messageString ); <-- persistence happens here
m_state.incrNextSenderMsgSeqNum();
}


--=20
Caleb Epstein
caleb dot epstein at gmail dot com

RE: [Quickfix-developers] [qfj] Publishing Messages to JMS

[Steve B. <st...@te...>]

Hi Caleb,

I'm looking at the C++ Session code as I see the following
fragment for non-admin messages:

m_application.toApp( message, m_sessionID );
message.toString( messageString );
if ( isLoggedOn() )
    result =3D send( messageString );
}

It looks like the message is not passed to the send() method
if the session is not logged on. The send() method is where
the message is persisted. Am I interpreting this correctly?

Steve

________________________________________
From: Caleb Epstein [mailto:cal...@gm...]=20
Sent: Monday, September 12, 2005 10:46 AM
To: Steve Bate
Cc: qui...@li...
Subject: Re: [Quickfix-developers] [qfj] Publishing Messages to JMS

On 9/12/05, Steve Bate <st...@te...> wrote:
> Brad Harvey wrote:
> - If I start an initiator and send a message before the logon process =
is
> completed the message doesn't go anywhere.=A0=A0If I explicitly wait =
until
> the session is logged on then it works fine.=20

Is there a resend request after the logon? What is the expected behavior
of FIX when a message is sent before a session has been associated with
a connection? What does the C++ engine do in this case?

The C++ implementation always persists messages first, thereby assigning
them a sequence number, and then sends them (excepting of course =
resends).

So in the case that the conneciton is down when a message is sent by the
Application, it will be logged and resent as a PossDup once the =
connection
is re-established.=A0 The Application's first Logon message will have a =
higher
sequence number (e.g. 2) which will cause the counterparty to request a
resend, at which point the original message 1 will be resent.

--=20
Caleb Epstein
caleb dot epstein at gmail dot com=20

RE: [Quickfix-developers] [qfj] Publishing Messages to JMS

[Steve B. <st...@te...>]

Hi Caleb,

If the connection is up, but there's no logged on session would
you expect the behavior to be the same? I was expecting a resend
as well, but I need to look into it further. We should have the
same behavior as the C++ implementation. Are there any acceptance
tests that test this behavior for the C++ engine?

Thanks,

Steve

________________________________________
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Monday, September 12, 2005 10:46 AM
To: Steve Bate
Cc: qui...@li...
Subject: Re: [Quickfix-developers] [qfj] Publishing Messages to JMS

On 9/12/05, Steve Bate <st...@te...> wrote:
> Brad Harvey wrote:
> - If I start an initiator and send a message before the logon process is
> completed the message doesn't go anywhere.  If I explicitly wait until
> the session is logged on then it works fine. 

Is there a resend request after the logon? What is the expected behavior
of FIX when a message is sent before a session has been associated with
a connection? What does the C++ engine do in this case?

The C++ implementation always persists messages first, thereby assigning
them a sequence number, and then sends them (excepting of course resends).

So in the case that the conneciton is down when a message is sent by the
Application, it will be logged and resent as a PossDup once the connection
is re-established.  The Application's first Logon message will have a higher
sequence number (e.g. 2) which will cause the counterparty to request a
resend, at which point the original message 1 will be resent.

Re: [Quickfix-developers] [qfj] Publishing Messages to JMS

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

On 9/12/05, Steve Bate <st...@te...> wrote:
>=20
> > Brad Harvey wrote:
> > - If I start an initiator and send a message before the logon process i=
s
> > completed the message doesn't go anywhere. If I explicitly wait until
> > the session is logged on then it works fine.
>=20
> Is there a resend request after the logon? What is the expected behavior
> of FIX when a message is sent before a session has been associated with
> a connection? What does the C++ engine do in this case?


The C++ implementation always persists messages first, thereby assigning=20
them a sequence number, and then sends them (excepting of course resends).

So in the case that the conneciton is down when a message is sent by the=20
Application, it will be logged and resent as a PossDup once the connection=
=20
is re-established. The Application's first Logon message will have a higher=
=20
sequence number (e.g. 2) which will cause the counterparty to request a=20
resend, at which point the original message 1 will be resent.

--=20
Caleb Epstein
caleb dot epstein at gmail dot com

RE: [Quickfix-developers] [qfj] Publishing Messages to JMS

[Steve B. <st...@te...>]

> Brad Harvey wrote:
> The DataDictionary class isn't serializable, and messages keep a
> reference to this class which causes a java.io.NotSerializableException:
> quickfix.DataDictionary when I try to publish to JMS.
> 
> There's nothing stopping the DataDictionary and dependent classes from
> being made Serializable, but it may not be desirable to be sending this
> on every message.  I notice Message's clone method has been overridden
> to not copy the data dictionary, so this can be used to workaround the
> problem.  What impact will this have when I go to actually trying to use
> the message on the other side of the JMS queue?  I haven't got to the
> stage of trying messages with repeating groups yet.

Hi Brad,

This is a bug. We have unit tests for message serialization but the
data dictionary is always null so it doesn't cause a problem. That 
the problem when not doing test-first development. :-) It appears the
data dictionary might only be used for message parsing. If so, I'm
not sure if we need to keep a reference to it or not. I'll look into
some more after modifying the unit test.

Can you add a bug report for this?

http://www.quickfixengine.org/bugtracker/
 
> Many of the Serializable classes are missing serialVersionUID fields.  I
> think this is only a practical problem if you're using different
> compiled classes on either side of the serialization (I was initially
> publishing with eclipse compiled classes and receiving with the ant
> built jar and ran into some serialVersionUID mismatch problems).

I see the Field, FieldMap, and the FieldOrderComparator inner class
are missing serialVersionUIDs. I'll add those. Were there other classes
that were causing you problems?

> I wanted to be able to pick up the data dictionaries from my classpath.
> DefaultSessionFactory tries to load using FileInputStream(path) with no
> easy way to plug in something else.  As a temporary workaround I have
> replaced this with a Spring resource loader:
> 
>      	ResourceLoader defaultResourceLoader = new
> DefaultResourceLoader();
>       dataDictionary = new
> DataDictionary(defaultResourceLoader.getResource(path).getInputStream())
> ;

The constructor that takes a string for the filename will try to load
the data dictionary from either a URL or a file path. This was, more
or less, the intent of the JNI data dictionary API. The constructor
taking the input stream was intended to be used for the purpose you
describe above and for testing. At some point I'd like to add a data
dictionary locator class that encapsulates the mechanisms 
for finding data dictionaries.
 
> I can now specify the data dictionary location as classpath:FIX42.xml to
> pick it up from the classpath, FIX42.xml to read from file, or even
> http://www.quickfixengine.org/FIX42.xml if I want to eat up some
> bandwidth :)  Obviously this approach isn't directly suitable for
> quickfixj unless you want to add Spring as a dependency.  Perhaps a
> pluggable DataDictionaryFactory would be helpful?

The string based constructor should already be able to load data
dictionaries using HTTP. Opening a stream for a java.net.URL is
the first technique the data dictionary class attempts to use to
load it's data. The FileInputStream is the backup strategy. It's
a hassle with Java, but you could actually write a "classpath:" 
URL handler and use the existing URL-based constructor. The way
you are doing it probably easier.
 
> quickfix.SocketInitiator.onPoll() throws a ClassCastException if it gets
> a Session object from the event queue - it needs the same instanceof
> checks as onBlock().
> 
> quickfix.netty.AbstractSocketInitiator.quickfixSessions never gets
> filled in as far as I can tell, so isLoggedOn() and getSessions() don't
> work.

Can you also add bug reports for these issues?
 
> There were also some I didn't look into further:
> 
> - If I start an initiator and send a message before the logon process is
> completed the message doesn't go anywhere.  If I explicitly wait until
> the session is logged on then it works fine.

Is there a resend request after the logon? What is the expected behavior
of FIX when a message is sent before a session has been associated with
a connection? What does the C++ engine do in this case?

> - If a session is disconnected it doesn't seem to logon again.  It says
> 'Initiating Logon' but nothing further happens.

This has already been fixed in the beta branch of CVS.
 
> Sorry if I seem to be pointing out a lot of negatives - I do realise
> quickfixj is beta.  Keep up the good work!

It's no problem at all. I was hoping for more of this type of feedback,
so I appreciate it. We were planning to do another release with a few
previous bug fixes and an new SleepyCat JE message store, but 
I'd like to fix these problems first.

BTW, Barry Kaplan has been doing a lot of experimentation with Spring
and QuickFIX/J (but not JMS, so far). The code is not currently in CVS
but you may want to contact him about some collaboration or code sharing.
Eventually, I'd like to add the Spring-related code to CVS assuming there
is enough interest. Barry's email address is mailto://bkaplan@memelet.com/.

Regards,

Steve

RE: [Quickfix-developers] bad checksum on repeating groups

[Brian M. <bri...@ro...>]

I am using a data dictionary, yet the 9906 was not in the dictionary.
It did get picked up in the calculation.  I'll try and put it in the DD.

Thanks,
Brian

-----Original Message-----
From: Rich Holm [mailto:rh...@ql...]=20
Sent: Friday, September 09, 2005 11:00 PM
To: Brian McAndrews
Cc: qui...@li...
Subject: Re: [Quickfix-developers] bad checksum on repeating groups


I had this problem... the cause was not having a correct specification=20
in my data dictionary.
Are you using a data dictionary?

Cheers,
Rich


Brian McAndrews wrote:

> We are get a quote acknowledgement (35=3Db) message and quickfix =
appears

> to be calculating the checksum incorrectly. It appears that the=20
> checksum is always the number of quote entries - 1 off from what the=20
> checksum should be. Here's an example message:
>
>
8=3DFIX.4.29=3D044935=3Db34=3D54349=3DAFIX20256=3DRNS52=3D20050908-16:44:=
37117=3DQU_VLO2
97=3D0300=3D0336=3DW_MAIN296=3D1302=3D1311=3DVLO304=3D4295=3D4299=3DQU_16=
25819#VLO#2005#9#
80#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D80368=3D09006=3D0299=3DQU_1=
625832#VLO#2005
#9#85#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D85368=3D09006=3D0299=3DQ=
U_1674687#VLO#2
005#9#90#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D90368=3D09006=3D0299=3D=
QU_1838502#VL
O#2005#9#95#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D95368=3D09006=3D01=
0=3D101
>
> Here, 4 quote entries are being acked however the quickfix event log=20
> shows the computed check sum to be 98 instead of 101. One thing=20
> unusual here is the user defined 9006 tag in each of the quote=20
> entries. In stepping through the debugger, I noticed those tags=20
> checksums being computed outside of the field group.
>
> Any help would be appreciated.
>
> Thanks,
>
> Brian McAndrews
>

[Quickfix-developers] [qfj] Publishing Messages to JMS

[Brad H. <Bra...@gb...>]

Hi,=20

I'm having a look at quickfixj (quickfixj-1.0.0-beta1-src.tar.gz) at the
moment with a view to making it exchange messages with my application
via JMS.  I'm instantiating quickfixj from a web app listener using
Spring (http://www.springframework.org).  After a little jiggling I've
been able connect to the order executor sample and have messages
published to JMS as object messages.  quickfixj is certainly easier to
use for this sort of thing than trying to make jni play nicely with the
container.

I came across a few problems along the way which I was able to find a
solution to:

The DataDictionary class isn't serializable, and messages keep a
reference to this class which causes a java.io.NotSerializableException:
quickfix.DataDictionary when I try to publish to JMS. =20

There's nothing stopping the DataDictionary and dependent classes from
being made Serializable, but it may not be desirable to be sending this
on every message.  I notice Message's clone method has been overridden
to not copy the data dictionary, so this can be used to workaround the
problem.  What impact will this have when I go to actually trying to use
the message on the other side of the JMS queue?  I haven't got to the
stage of trying messages with repeating groups yet.

Many of the Serializable classes are missing serialVersionUID fields.  I
think this is only a practical problem if you're using different
compiled classes on either side of the serialization (I was initially
publishing with eclipse compiled classes and receiving with the ant
built jar and ran into some serialVersionUID mismatch problems).

I wanted to be able to pick up the data dictionaries from my classpath.
DefaultSessionFactory tries to load using FileInputStream(path) with no
easy way to plug in something else.  As a temporary workaround I have
replaced this with a Spring resource loader:

     	ResourceLoader defaultResourceLoader =3D new
DefaultResourceLoader();
      dataDictionary =3D new
DataDictionary(defaultResourceLoader.getResource(path).getInputStream())
;

I can now specify the data dictionary location as classpath:FIX42.xml to
pick it up from the classpath, FIX42.xml to read from file, or even
http://www.quickfixengine.org/FIX42.xml if I want to eat up some
bandwidth :)  Obviously this approach isn't directly suitable for
quickfixj unless you want to add Spring as a dependency.  Perhaps a
pluggable DataDictionaryFactory would be helpful?

quickfix.SocketInitiator.onPoll() throws a ClassCastException if it gets
a Session object from the event queue - it needs the same instanceof
checks as onBlock().

quickfix.netty.AbstractSocketInitiator.quickfixSessions never gets
filled in as far as I can tell, so isLoggedOn() and getSessions() don't
work.

There were also some I didn't look into further:

- If I start an initiator and send a message before the logon process is
completed the message doesn't go anywhere.  If I explicitly wait until
the session is logged on then it works fine.
- If a session is disconnected it doesn't seem to logon again.  It says
'Initiating Logon' but nothing further happens.

Sorry if I seem to be pointing out a lot of negatives - I do realise
quickfixj is beta.  Keep up the good work!
Regards,
Brad.

Re: [Quickfix-developers] bad checksum on repeating groups

[Rich H. <rh...@ql...>]

I had this problem... the cause was not having a correct specification 
in my data dictionary.
Are you using a data dictionary?

Cheers,
Rich


Brian McAndrews wrote:

> We are get a quote acknowledgement (35=b) message and quickfix appears 
> to be calculating the checksum incorrectly. It appears that the 
> checksum is always the number of quote entries – 1 off from what the 
> checksum should be. Here’s an example message:
>
> 8=FIX.4.29=044935=b34=54349=AFIX20256=RNS52=20050908-16:44:37117=QU_VLO297=0300=0336=W_MAIN296=1302=1311=VLO304=4295=4299=QU_1625819#VLO#2005#9#80#155=VLO167=OPT200=200509201=1202=80368=09006=0299=QU_1625832#VLO#2005#9#85#155=VLO167=OPT200=200509201=1202=85368=09006=0299=QU_1674687#VLO#2005#9#90#155=VLO167=OPT200=200509201=1202=90368=09006=0299=QU_1838502#VLO#2005#9#95#155=VLO167=OPT200=200509201=1202=95368=09006=010=101
>
> Here, 4 quote entries are being acked however the quickfix event log 
> shows the computed check sum to be 98 instead of 101. One thing 
> unusual here is the user defined 9006 tag in each of the quote 
> entries. In stepping through the debugger, I noticed those tags 
> checksums being computed outside of the field group.
>
> Any help would be appreciated.
>
> Thanks,
>
> Brian McAndrews
>

[Quickfix-developers] bad checksum on repeating groups

[Brian M. <bri...@ro...>]

We are get a quote acknowledgement (35=3Db) message and quickfix appears
to be calculating the checksum incorrectly.  It appears that the
checksum is always the number of quote entries - 1 off from what the
checksum should be.  Here's an example message:

=20

8=3DFIX.4.29=3D044935=3Db34=3D54349=3DAFIX20256=3DRNS52=3D20050908-16:44:=
37117=3DQU_VLO2
97=3D0300=3D0336=3DW_MAIN296=3D1302=3D1311=3DVLO304=3D4295=3D4299=3DQU_16=
25819#VLO#2005#9#
80#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D80368=3D09006=3D0299=3DQU_1=
625832#VLO#2005
#9#85#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D85368=3D09006=3D0299=3DQ=
U_1674687#VLO#2
005#9#90#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D90368=3D09006=3D0299=3D=
QU_1838502#VL
O#2005#9#95#155=3DVLO167=3DOPT200=3D200509201=3D1202=3D95368=3D09006=3D01=
0=3D101

=20

Here, 4 quote entries are being acked however the quickfix event log
shows the computed check sum to be 98 instead of 101.  One thing unusual
here is the user defined 9006 tag in each of the quote entries.  In
stepping through the debugger, I noticed those tags checksums being
computed outside of the field group. =20

=20

Any help would be appreciated.

=20

Thanks,

Brian McAndrews

=20

=20

[Quickfix-developers] crash report (QF 1.10.2 / Java JNI)

[Alvin W. <AW...@FF...>]

An unexpected exception has been detected in native code outside the VM.
Unexpected Signal : unknown exception code (0xe06d7363) occurred at 
PC=0x7C81EB33
Function=RaiseException+0x52
Library=C:\WINDOWS\system32\kernel32.dll

Current Java thread:
        at quickfix.CppMessageStore.reset0(Native Method)
        at quickfix.CppMessageStore.reset(Unknown Source)

Dynamic libraries:
0x00400000 - 0x00407000         C:\JBuilderX\jdk1.4\bin\javaw.exe
0x7C900000 - 0x7C9B0000         C:\WINDOWS\system32\ntdll.dll
0x7C800000 - 0x7C8F4000         C:\WINDOWS\system32\kernel32.dll
0x77DD0000 - 0x77E6B000         C:\WINDOWS\system32\ADVAPI32.dll
0x77E70000 - 0x77F01000         C:\WINDOWS\system32\RPCRT4.dll
0x77D40000 - 0x77DD0000         C:\WINDOWS\system32\USER32.dll
0x77F10000 - 0x77F56000         C:\WINDOWS\system32\GDI32.dll
0x77C10000 - 0x77C68000         C:\WINDOWS\system32\MSVCRT.dll
0x76390000 - 0x763AD000         C:\WINDOWS\system32\IMM32.DLL
0x629C0000 - 0x629C9000         C:\WINDOWS\system32\LPK.DLL
0x74D90000 - 0x74DFB000         C:\WINDOWS\system32\USP10.dll
0x08000000 - 0x08136000         C:\JBuilderX\jdk1.4\jre\bin\client\jvm.dll
0x76B40000 - 0x76B6D000         C:\WINDOWS\system32\WINMM.dll
0x10000000 - 0x10007000         C:\JBuilderX\jdk1.4\jre\bin\hpi.dll
0x00940000 - 0x0094E000         C:\JBuilderX\jdk1.4\jre\bin\verify.dll
0x00950000 - 0x00968000         C:\JBuilderX\jdk1.4\jre\bin\java.dll
0x00970000 - 0x0097D000         C:\JBuilderX\jdk1.4\jre\bin\zip.dll
0x02C60000 - 0x02C7C000         C:\JBuilderX\jdk1.4\jre\bin\jdwp.dll
0x06C80000 - 0x06C85000         C:\JBuilderX\jdk1.4\jre\bin\dt_socket.dll
0x71AB0000 - 0x71AC7000         C:\WINDOWS\system32\ws2_32.dll
0x71AA0000 - 0x71AA8000         C:\WINDOWS\system32\WS2HELP.dll
0x71A50000 - 0x71A8F000         C:\WINDOWS\System32\mswsock.dll
0x76F20000 - 0x76F47000         C:\WINDOWS\system32\DNSAPI.dll
0x76FB0000 - 0x76FB8000         C:\WINDOWS\System32\winrnr.dll
0x76F60000 - 0x76F8C000         C:\WINDOWS\system32\WLDAP32.dll
0x76FC0000 - 0x76FC6000         C:\WINDOWS\system32\rasadhlp.dll
0x662B0000 - 0x66308000         C:\WINDOWS\system32\hnetcfg.dll
0x71A90000 - 0x71A98000         C:\WINDOWS\System32\wshtcpip.dll
0x07460000 - 0x075A4000         C:\dev\quickfix\lib\quickfix_jni.dll
0x774E0000 - 0x7761D000         C:\WINDOWS\system32\ole32.dll
0x77120000 - 0x771AC000         C:\WINDOWS\system32\OLEAUT32.dll
0x76080000 - 0x760E5000         C:\WINDOWS\system32\MSVCP60.dll
0x075B0000 - 0x076B8000         C:\Program Files\MySQL\MySQL Server 
4.1\bin\LIBMYSQL.dll
0x71AD0000 - 0x71AD9000         C:\WINDOWS\system32\WSOCK32.dll
0x76FD0000 - 0x7704F000         C:\WINDOWS\system32\CLBCATQ.DLL
0x77050000 - 0x77115000         C:\WINDOWS\system32\COMRes.dll
0x77C00000 - 0x77C08000         C:\WINDOWS\system32\VERSION.dll
0x77F60000 - 0x77FD6000         C:\WINDOWS\system32\SHLWAPI.dll
0x4D4F0000 - 0x4D548000         C:\WINDOWS\system32\WINHTTP.dll
0x076F0000 - 0x076FF000         C:\JBuilderX\jdk1.4\jre\bin\net.dll
0x07700000 - 0x07708000         C:\JBuilderX\jdk1.4\jre\bin\nio.dll
0x77B40000 - 0x77B62000         C:\WINDOWS\system32\Apphelp.dll
0x07DA0000 - 0x07DA5000         C:\JBuilderX\jdk1.4\jre\bin\rmi.dll
0x76C90000 - 0x76CB8000         C:\WINDOWS\system32\imagehlp.dll
0x59A60000 - 0x59B01000         C:\WINDOWS\system32\DBGHELP.dll
0x76BF0000 - 0x76BFB000         C:\WINDOWS\system32\PSAPI.DLL

Heap at VM Abort:
Heap
 def new generation   total 4544K, used 2K [0x10010000, 0x104f0000, 
0x104f0000)
  eden space 4096K,   0% used [0x10010000, 0x10010868, 0x10410000)
  from space 448K,   0% used [0x10410000, 0x10410000, 0x10480000)
  to   space 448K,   0% used [0x10480000, 0x10480000, 0x104f0000)
 tenured generation   total 4580K, used 2264K [0x104f0000, 0x10969000, 
0x14010000)
   the space 4580K,  49% used [0x104f0000, 0x10726350, 0x10726400, 
0x10969000)
 compacting perm gen  total 12800K, used 12622K [0x14010000, 0x14c90000, 
0x18010000)
   the space 12800K,  98% used [0x14010000, 0x14c63b60, 0x14c63c00, 
0x14c90000)

Local Time = Thu Sep 08 18:39:31 2005
Elapsed Time = 94014
#
# The exception above was detected in native code outside the VM
#
# Java VM: Java HotSpot(TM) Client VM (1.4.2_01-b06 mixed mode)
#
# An error report file has been saved as hs_err_pid92992.log.
# Please refer to the file for further information.
#
                                                                                                                                                                                                                                                                                                    **********************************************************************
This e-mail message is intended solely for the use of the addressee.
The message may contain information that is privileged and confidential.  
Disclosure to anyone other than the intended recipient is
prohibited. If you are not the intended recipient, please do not
disseminate, distribute or copy this communication, by e-mail or
otherwise. Instead, please notify us immediately by return e-mail
(including the original message with your reply) and then delete
and discard all copies of the message. We have taken precautions to
minimize the risk of transmitting software viruses but nevertheless
advise you to carry out your own virus checks on any attachment to
this message.  We accept no liability for any loss or damage caused
by software viruses.
**********************************************************************

[Quickfix-developers] Re: Trying tradeclient example application

[Christina Z <cz...@th...>]

<Francesco.Pispola@...> writes:

> 
> QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Oren,
> you've been very kind.
> It works now!
> Thanks,
> 
> Francesco Pispola
> 

Francesco,

So what exactly did you type as message?  Thanks.  

Christina Z 

[Quickfix-developers] Callink callstack methods from application code?

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

Hi all,

I am trying to "trace" method calls in order to understand what
happens when the engine transmits and receives messages (i will
probably have to add built-in encryption support for my applications
in the near future). I noticed that there is a CallStack object that
is used to keep a trace of method calls.
I was wondering if this object can be used in the application code so
that I can Inspect the stack trace(CallStack::output(), maybe?), for
example, when control reaches "Application" methods(fromApp, toApp,
....).

I am currently using version 1.10.2  via the .NET API, which does not
seem to export the output method.

Any help will be much appreciated,

Regards,

Andrei

Re: [Quickfix-developers] Trying tradeclient example application

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

Oren,
you've been very kind.
It works now!
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+----------------------------------------------->
|         |           "Oren Miller"                       |
|         |           <or...@qu...>           |
|         |           Sent by:                            |
|         |           qui...@li...|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           07/09/2005 18:21                    |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------=
------------------------------------------|
  |                                                                    =
                                          |
  |       To:       <qui...@li...>, <Franc=
esc...@mp...>               |
  |       cc:                                                          =
                                          |
  |       Fax to:                                                      =
                                          |
  |       Subject:  Re: [Quickfix-developers] Trying tradeclient exampl=
e application                             |
  >--------------------------------------------------------------------=
------------------------------------------|




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

You need to use one of the values from the sessions that logon.  For
instance when you brought up the TradeClient, you saw this:

Logon - FIX.4.2:CLIENT1->TW
Logon - FIX.4.2:CLIENT2->TW

These are the the sessions the client has logged into.  They represent
BeginString:SenderCompID:TargetCompID.  See tradeclient.cfg for how the=
se
are setup.

So when you send a message, in this case, for your SenderCompID you mus=
t
use
either CLIENT1 or CLIENT2, and your TargetCompID must always be TW

--oren

----- Original Message -----
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 11:05 AM
Subject: Re: [Quickfix-developers] Trying tradeclient example applicati=
on


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


I'm sorry, but I was inserting random values; what have I to specify fo=
r
these fields?
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+----------------------------------------------->
|         |           "Oren Miller"                       |
|         |           <or...@qu...>           |
|         |           Sent by:                            |
|         |           qui...@li...|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           07/09/2005 17:56                    |
|---------+----------------------------------------------->
  >
-----------------------------------------------------------------------=
---------------------------------------|

  |
|
  |       To:       <qui...@li...>,
<Fra...@mp...>               |
  |       cc:
|
  |       Fax to:
|
  |       Subject:  Re: [Quickfix-developers] Trying tradeclient exampl=
e
application                             |
  >
-----------------------------------------------------------------------=
---------------------------------------|





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

What SenderCompID and TargetCompID are you using?

--oren

----- Original Message -----
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 10:51 AM
Subject: [Quickfix-developers] Trying tradeclient example application


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

Hi there,
after a few problems, I was able to install quickfix.
I'm trying to execute example applications coming with the package, exa=
ctly
"executor", "ordermatch", and "tradeclient".
I run executor, it seems to be working fine:
**************************************************************
<20050907-15:19:31, FIX.4.2:TW->CLIENT1, event>
  (Created session)
<20050907-15:19:31, FIX.4.2:TW->CLIENT2, event>
  (Created session)
**************************************************************

then I run tradeclient, this one  works fine too:

**************************************************************
Logon - FIX.4.2:CLIENT1->TW

Logon - FIX.4.2:CLIENT2->TW

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
**************************************************************

the executor recognizes tradeclient logons:

**************************************************************
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT152=3D20050907-15:19:38.63056=
=3DTW98=3D0108=3D3010=3D224)


<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.63656=3DCL=
IENT198=3D0108=3D3010=3D230)


<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Responding to logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT252=3D20050907-15:19:38.63356=
=3DTW98=3D0108=3D3010=3D228)


<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.64356=3DCL=
IENT298=3D0108=3D3010=3D229)


<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Responding to logon request)
**************************************************************

At this point, I try to enter an order via tradeclient, but the answer,=
 at
the end of order values insertion, is:

**************************************************************
Message Not Sent: Session Not Found
**************************************************************

Anybody can help me with this?
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: +39-577-20-9186/9187
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.
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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.




-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Pract=
ices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing &=
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SF.Net email is Sponsored by the Better Software Conference & EXPO
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SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Pract=
ices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing &=
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_______________________________________________
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-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Pract=
ices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing &=
 QA
Security * Process Improvement & Measurement * http://www.sqe.com/bsce5=
sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


=

Re: [Quickfix-developers] Trying tradeclient example application

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

You need to use one of the values from the sessions that logon.  For 
instance when you brought up the TradeClient, you saw this:

Logon - FIX.4.2:CLIENT1->TW
Logon - FIX.4.2:CLIENT2->TW

These are the the sessions the client has logged into.  They represent 
BeginString:SenderCompID:TargetCompID.  See tradeclient.cfg for how these 
are setup.

So when you send a message, in this case, for your SenderCompID you must use 
either CLIENT1 or CLIENT2, and your TargetCompID must always be TW

--oren

----- Original Message ----- 
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 11:05 AM
Subject: Re: [Quickfix-developers] Trying tradeclient example application


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


I'm sorry, but I was inserting random values; what have I to specify for
these fields?
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+----------------------------------------------->
|         |           "Oren Miller"                       |
|         |           <or...@qu...>           |
|         |           Sent by:                            |
|         |           qui...@li...|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           07/09/2005 17:56                    |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------------------------------------------------|
  | 
|
  |       To:       <qui...@li...>, 
<Fra...@mp...>               |
  |       cc: 
|
  |       Fax to: 
|
  |       Subject:  Re: [Quickfix-developers] Trying tradeclient example 
application                             |
  >--------------------------------------------------------------------------------------------------------------|




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

What SenderCompID and TargetCompID are you using?

--oren

----- Original Message -----
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 10:51 AM
Subject: [Quickfix-developers] Trying tradeclient example application


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

Hi there,
after a few problems, I was able to install quickfix.
I'm trying to execute example applications coming with the package, exactly
"executor", "ordermatch", and "tradeclient".
I run executor, it seems to be working fine:
**************************************************************
<20050907-15:19:31, FIX.4.2:TW->CLIENT1, event>
  (Created session)
<20050907-15:19:31, FIX.4.2:TW->CLIENT2, event>
  (Created session)
**************************************************************

then I run tradeclient, this one  works fine too:

**************************************************************
Logon - FIX.4.2:CLIENT1->TW

Logon - FIX.4.2:CLIENT2->TW

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
**************************************************************

the executor recognizes tradeclient logons:

**************************************************************
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, incoming>

(8=FIX.4.29=6535=A34=7549=CLIENT152=20050907-15:19:38.63056=TW98=0108=3010=224)

<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, outgoing>

(8=FIX.4.29=6535=A34=7549=TW52=20050907-15:19:38.63656=CLIENT198=0108=3010=230)

<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Responding to logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, incoming>

(8=FIX.4.29=6535=A34=7549=CLIENT252=20050907-15:19:38.63356=TW98=0108=3010=228)

<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, outgoing>

(8=FIX.4.29=6535=A34=7549=TW52=20050907-15:19:38.64356=CLIENT298=0108=3010=229)

<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Responding to logon request)
**************************************************************

At this point, I try to enter an order via tradeclient, but the answer, at
the end of order values insertion, is:

**************************************************************
Message Not Sent: Session Not Found
**************************************************************

Anybody can help me with this?
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: +39-577-20-9186/9187
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.




-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA
Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers



-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA
Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA
Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Trying tradeclient example application

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

I'm sorry, but I was inserting random values; what have I to specify fo=
r
these fields?
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+----------------------------------------------->
|         |           "Oren Miller"                       |
|         |           <or...@qu...>           |
|         |           Sent by:                            |
|         |           qui...@li...|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           07/09/2005 17:56                    |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------=
------------------------------------------|
  |                                                                    =
                                          |
  |       To:       <qui...@li...>, <Franc=
esc...@mp...>               |
  |       cc:                                                          =
                                          |
  |       Fax to:                                                      =
                                          |
  |       Subject:  Re: [Quickfix-developers] Trying tradeclient exampl=
e application                             |
  >--------------------------------------------------------------------=
------------------------------------------|




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

What SenderCompID and TargetCompID are you using?

--oren

----- Original Message -----
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 10:51 AM
Subject: [Quickfix-developers] Trying tradeclient example application


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

Hi there,
after a few problems, I was able to install quickfix.
I'm trying to execute example applications coming with the package, exa=
ctly
"executor", "ordermatch", and "tradeclient".
I run executor, it seems to be working fine:
**************************************************************
<20050907-15:19:31, FIX.4.2:TW->CLIENT1, event>
  (Created session)
<20050907-15:19:31, FIX.4.2:TW->CLIENT2, event>
  (Created session)
**************************************************************

then I run tradeclient, this one  works fine too:

**************************************************************
Logon - FIX.4.2:CLIENT1->TW

Logon - FIX.4.2:CLIENT2->TW

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
**************************************************************

the executor recognizes tradeclient logons:

**************************************************************
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT152=3D20050907-15:19:38.63056=
=3DTW98=3D0108=3D3010=3D224)

<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.63656=3DCL=
IENT198=3D0108=3D3010=3D230)

<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Responding to logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT252=3D20050907-15:19:38.63356=
=3DTW98=3D0108=3D3010=3D228)

<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.64356=3DCL=
IENT298=3D0108=3D3010=3D229)

<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Responding to logon request)
**************************************************************

At this point, I try to enter an order via tradeclient, but the answer,=
 at
the end of order values insertion, is:

**************************************************************
Message Not Sent: Session Not Found
**************************************************************

Anybody can help me with this?
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------



http://www.mpsfinance.it
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zi =E8
proibita  e pu=F2 costituire violazione della normativa che tutela il d=
iritto
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o do
so could be a breach of Italian privacy Law. Thank you for your
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Re: [Quickfix-developers] Trying tradeclient example application

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

What SenderCompID and TargetCompID are you using?

--oren

----- Original Message ----- 
From: <Fra...@mp...>
To: <qui...@li...>
Sent: Wednesday, September 07, 2005 10:51 AM
Subject: [Quickfix-developers] Trying tradeclient example application


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

Hi there,
after a few problems, I was able to install quickfix.
I'm trying to execute example applications coming with the package, exactly
"executor", "ordermatch", and "tradeclient".
I run executor, it seems to be working fine:
**************************************************************
<20050907-15:19:31, FIX.4.2:TW->CLIENT1, event>
  (Created session)
<20050907-15:19:31, FIX.4.2:TW->CLIENT2, event>
  (Created session)
**************************************************************

then I run tradeclient, this one  works fine too:

**************************************************************
Logon - FIX.4.2:CLIENT1->TW

Logon - FIX.4.2:CLIENT2->TW

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
**************************************************************

the executor recognizes tradeclient logons:

**************************************************************
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, incoming>

(8=FIX.4.29=6535=A34=7549=CLIENT152=20050907-15:19:38.63056=TW98=0108=3010=224)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, outgoing>

(8=FIX.4.29=6535=A34=7549=TW52=20050907-15:19:38.63656=CLIENT198=0108=3010=230)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Responding to logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, incoming>

(8=FIX.4.29=6535=A34=7549=CLIENT252=20050907-15:19:38.63356=TW98=0108=3010=228)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, outgoing>

(8=FIX.4.29=6535=A34=7549=TW52=20050907-15:19:38.64356=CLIENT298=0108=3010=229)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Responding to logon request)
**************************************************************

At this point, I try to enter an order via tradeclient, but the answer, at
the end of order values insertion, is:

**************************************************************
Message Not Sent: Session Not Found
**************************************************************

Anybody can help me with this?
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: +39-577-20-9186/9187
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.




-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA
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_______________________________________________
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[Quickfix-developers] Trying tradeclient example application

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

Hi there,
after a few problems, I was able to install quickfix.
I'm trying to execute example applications coming with the package, exa=
ctly
"executor", "ordermatch", and "tradeclient".
I run executor, it seems to be working fine:
**************************************************************
<20050907-15:19:31, FIX.4.2:TW->CLIENT1, event>
  (Created session)
<20050907-15:19:31, FIX.4.2:TW->CLIENT2, event>
  (Created session)
**************************************************************

then I run tradeclient, this one  works fine too:

**************************************************************
Logon - FIX.4.2:CLIENT1->TW

Logon - FIX.4.2:CLIENT2->TW

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
**************************************************************

the executor recognizes tradeclient logons:

**************************************************************
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT152=3D20050907-15:19:38.63056=
=3DTW98=3D0108=3D3010=3D224)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.63656=3DCL=
IENT198=3D0108=3D3010=3D230)
<20050907-15:19:38, FIX.4.2:TW->CLIENT1, event>
  (Responding to logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, incoming>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DCLIENT252=3D20050907-15:19:38.63356=
=3DTW98=3D0108=3D3010=3D228)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Received logon request)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, outgoing>

(8=3DFIX.4.29=3D6535=3DA34=3D7549=3DTW52=3D20050907-15:19:38.64356=3DCL=
IENT298=3D0108=3D3010=3D229)
<20050907-15:19:38, FIX.4.2:TW->CLIENT2, event>
  (Responding to logon request)
**************************************************************

At this point, I try to enter an order via tradeclient, but the answer,=
 at
the end of order values insertion, is:

**************************************************************
Message Not Sent: Session Not Found
**************************************************************

Anybody can help me with this?
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: +39-577-20-9186/9187
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] Building on FC4

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

On 9/6/05, Rich Holm <rh...@ql...> wrote:
>=20
>=20
> I had to make a few small changes to get 1.10.2 to build on FC4.
> Changes included adding 'template <>' on template specializations
> and forward declaring a few classes. Is anyone interested in these
> changes?
>=20
>=20
Of course! This is Open Source, so patches are always welcome. I think this=
=20
is probably a GCC 4.x or 3.4 thing and not an FC4 thing, so it will be=20
useful for a number of platforms.


--=20
Caleb Epstein
caleb dot epstein at gmail dot com

Re: [Quickfix-developers] Quickfix minimal hardware requirements

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

On 9/7/05, Martin Tanguay <mta...@ho...> wrote:
>=20
>=20
> What are the Quickfix minimal hardware requirements?



I doubt anyone has done any extensive studies on the minimal hardware=20
required to run QF, but I know we run it with no trouble on old, slow Sun=
=20
machines (300 MHz SPARC) and even 2-3 year old desktop class Linux hardware=
=20
(2.7 GHz P4) and it runs fine.=20

I'd say it would work fine on any reasonable 32-bit platform with a network=
=20
connection and 32 MB of memory or more available. Clearly you'll get better=
=20
performance by using faster hardware and especially faster disks.

--=20
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] Quickfix minimal hardware requirements

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

Hi,

What are the Quickfix minimal hardware requirements?

Thank you!
Martin

Re: [Quickfix-developers] Building up quickfix 1.10.2 on Solaris 2.8

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

Hi there,
errors I've having in building quickfix engine begin from bootstrap:

aclocal...
autoheader...
Can't locate object method "path" via package "Request" at
/usr/local/share/autoconf/Autom4te/C4che.pm line 69, <GEN1> chunk 111.
autoheader: error: AC_CONFIG_HEADERS not found in configure.in
libtoolize...
automake...
Can't locate object method "path" via package "Request" at
/usr/local/share/autoconf/Autom4te/C4che.pm line 69, <GEN1> chunk 111.
configure.in: `AM_INIT_AUTOMAKE' must be used
automake: your implementation of AM_INIT_AUTOMAKE comes from an
automake: old Automake version.  You should recreate aclocal.m4
automake: with aclocal and run automake again.
automake: no `Makefile.am' found or specified
autoconf...
Can't locate object method "path" via package "Request" at
/usr/local/share/autoconf/Autom4te/C4che.pm line 69, <GEN1> chunk 111.
Now run configure with any arguments necessary

Don' know if they are blocking; configure ends well, but when I start
"make", I have errors of this type:

make: Fatal error: Don't know how to make target `FieldBaseTestCase.lo'

It seems that the "object method path" not located during bootstrap lead
make to failure.
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: +39-577-20-9186/9187
fra...@mp...
fra...@ed...
--------------------------------------------------


|---------+----------------------------------------------->
|         |           John GALLET <joh...@wa...>|
|         |           Sent by:                            |
|         |           qui...@li...|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           07/09/2005 08:56                    |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------------------------------------------------|
  |                                                                                                              |
  |       To:       qui...@li...                                                    |
  |       cc:                                                                                                    |
  |       Fax to:                                                                                                |
  |       Subject:  Re: [Quickfix-developers] Building up quickfix 1.10.2 on Solaris 2.8                         |
  >--------------------------------------------------------------------------------------------------------------|




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

Hi there,

> I'm having a lot of problems during the make phase,

Without precise messages we can't be of much help.

Personnaly, on Solaris, I also installed bash because the default shell
here is csh and make install did not like that at all.

JG




-------------------------------------------------------
SF.Net email is Sponsored by the Better Software Conference & EXPO
September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practices
Agile & Plan-Driven Development * Managing Projects & Teams * Testing & QA
Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
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Re: [Quickfix-developers] Building up quickfix 1.10.2 on Solaris 2.8

[John G. <joh...@wa...>]

Hi there,

> I'm having a lot of problems during the make phase,

Without precise messages we can't be of much help. 

Personnaly, on Solaris, I also installed bash because the default shell 
here is csh and make install did not like that at all. 

JG

AW: [Quickfix-developers] Connections during offline period

[Bill R. Hr. <bil...@ra...>]

Sorry, forgot that information, it's 1.10.2 but observed the behaviour
(engine trying to connect outside of start and end-time) also with =
1.9.4.

Regards
Robert

-----Urspr=FCngliche Nachricht-----
Von: Oren Miller [mailto:or...@qu...]=20
Gesendet: Dienstag, 6. September 2005 17:36
An: Bill Robert Hr.; qui...@li...
Betreff: Re: [Quickfix-developers] Connections during offline period


Can you please specify what version you are using?

--oren

----- Original Message -----=20
From: "Bill Robert Hr." <bil...@ra...>
To: <qui...@li...>
Sent: Tuesday, September 06, 2005 4:48 AM
Subject: [Quickfix-developers] Connections during offline period


> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello
>
> during the offline period of a single FIX session (time not between=20
> StartTime and EndTime) I observe that the engine connects to the=20
> counterparty and disconnects the whole time.
>
> I'm using the ThreadedSocketInitiator and found in the function=20
> ThreadedSocketInitator::socketThread that the system will only leave=20
> the
> while(...) loop if the initiator received a OnStop call. The start- =
and
> endtime is not handled at all. The call to isSessionTime happens only =
in=20
> the
> doConnect function.
> Today's implementation works only if I would shutdown the whole =
server=20
> once
> a day.
> Is this assumption right?
>
> In my opinion during the offline-period not connect attempts should =
be
> made
> at all. Therefore a test in socketThread for isSessionTime is =
necessary,
> isn't it?
>
> Best regards
> Robert
>
>
> -------------------------------------------------------
> SF.Net email is Sponsored by the Better Software Conference & EXPO=20
> September 19-22, 2005 * San Francisco, CA * Development Lifecycle=20
> Practices Agile & Plan-Driven Development * Managing Projects & Teams =

> * Testing & QA Security * Process Improvement & Measurement *=20
> http://www.sqe.com/bsce5sf=20
> _______________________________________________
> Quickfix-developers mailing list=20
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>=20

Re: [Quickfix-developers] Default validation too aggressive?

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

Well the only time repeated tags are allowed is within the context of a =
repeating group.  The thing with repeating groups is that they can only =
be parsed if a data dictionary is present.  This is because the parser =
needs to know which fields constitute the begining of a group, what =
field is the delimiter, and what order all the fields need to be in.  If =
there is no data dictionary, then the parser must assume that the =
repeated tag is being placed inside the message body outside of the =
context of a repeating group.  This is not allowed, and would =
furthermore confuse the parser, so the message is rejected.

--oren
  ----- Original Message -----=20
  From: Brian McAndrews=20
  To: qui...@li...=20
  Sent: Tuesday, September 06, 2005 11:53 AM
  Subject: [Quickfix-developers] Default validation too aggressive?


  I had an app running without UseDataDictionary=3D false.  However, I =
was missing messages with repeated tags.  The problem occurs inside the =
DataDictionary validate call stack.  Here's a partial listing of the =
iterate method:

  =20

  void DataDictionary::iterate( const FieldMap& map, const MsgType& =
msgType )

  { QF_STACK_PUSH(DataDictionary::iterate)

  =20

    int lastField =3D 0;

  =20

    FieldMap::iterator i;

    for ( i =3D map.begin(); i !=3D map.end(); ++i )

    {

      const FieldBase& field =3D i->second;

      if( i !=3D map.begin() && (field.getField() =3D=3D lastField) )

        throw RepeatedTag( lastField ); =20

  =20

  =20

  note, that with repeated tags, the throw RepeatedTag will get called.  =
Isn't this a bit harsh not to allow repeated tags when not using a =
DataDictionary?  Or am I missing something more fundamental?

  =20

  Thanks