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From: Brian M. <bri...@ro...> - 2005-09-06 16:53:23
|
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
|
|
From: Oren M. <or...@qu...> - 2005-09-06 15:36:22
|
Can you please specify what version you are using? --oren ----- Original Message ----- 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 > StartTime and EndTime) I observe that the engine connects to the > counterparty and disconnects the whole time. > > I'm using the ThreadedSocketInitiator and found in the function > ThreadedSocketInitator::socketThread that the system will only leave 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 > the > doConnect function. > Today's implementation works only if I would shutdown the whole server > 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 > 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 > |
|
From: <Fra...@mp...> - 2005-09-06 15:12:41
|
First of all, thanks for the answer.
I have already installed these packages:
- make 3.80
- autoconf 2.59
- automake 1.7.2
- libtool 1.5
- libxml2 2.6.16
- gcc 3.4.1
- m4-1.4.2
You will see that some version is not equal to what you said; do you th=
ink
I have to install again the correct packages.
I'm having a lot of problems during the make phase, I can't understand =
if
they have origin from a wrong mix of that stuff.
Thanks a lot.
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...
--------------------------------------------------
|---------+---------------------------->
| | amit sharma |
| | <aamit.aks@gmail.|
| | com> |
| | |
| | 06/09/2005 15:45 |
|---------+---------------------------->
>--------------------------------------------------------------------=
------------------------------------------|
| =
|
| To: "Fra...@mp..." <Francesco.Pispol=
a...@mp...> |
| cc: qui...@li... =
|
| Fax to: =
|
| Subject: Re: [Quickfix-developers] Building up quickfix 1.10=
.2 on Solaris 2.8 |
>--------------------------------------------------------------------=
------------------------------------------|
hi Francesco,
You can begin with these packages
make 3.80
autoconf 2.59
automake 1.9.3
libtool 1.5.8
libxml2 2.6.15
gcc 3.2(This package will include g++ )
On 9/6/05, Fra...@mp... <Francesco.Pispola@mpsfinanc=
e.it
> wrote:
QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Hi there,
I have to set up an interface using quickfix on a solaris 2.8 machine=
.
I would like to know the packages to install and their exact version =
in
order to configure the system in an acceptable way.
Thanks for your help,
Francesco
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 t=
erzi
=E8
proibita e pu=F2 costituire violazione della normativa che tutela il=
diritto
alla privacy. Se avete ricevuto questa comunicazione per erro=
re,
Vi
preghiamo di informare immediatamente il mittente del messaggi=
o 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 an=
d
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/bsc=
e5sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
=
|
|
From: Rich H. <rh...@ql...> - 2005-09-06 13:58:46
|
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? Cheers, Rich |
|
From: amit s. <aam...@gm...> - 2005-09-06 13:45:28
|
hi Francesco, You can begin with these packages=20 make 3.80 autoconf 2.59 automake 1.9.3 libtool 1.5.8 libxml2 2.6.15 gcc 3.2(This package will include g++ ) On 9/6/05, Fra...@mp... <Francesco.Pispola@mpsfinance.i= t>=20 wrote:=20 >=20 > QuickFIX Documentation:=20 > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html >=20 > Hi there, > I have to set up an interface using quickfix on a solaris 2.8 machine. > I would like to know the packages to install and their exact version in > order to configure the system in an acceptable way. > Thanks for your help, >=20 >=20 > Francesco >=20 >=20 >=20 >=20 >=20 >=20 > http://www.mpsfinance.it > - - - - - - - - - - - - - - - - - - - - - - - - - - - - > Le informazioni contenute nel presente e-mail e nei documenti=20 > eventualmente > allegati sono confidenziali e sono comunque riservate al destinatario=20 > delle > stesse. La loro diffusione, distribuzione e/o copia da parte di terzi =E8 > proibita e pu=F2 costituire violazione della normativa che tutela il diri= tto > 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=20 > 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= =20 > do > so could be a breach of Italian privacy Law. Thank you for your > co-operation. >=20 >=20 >=20 >=20 > ------------------------------------------------------- > SF.Net email is Sponsored by the Better Software Conference & EXPO > September 19-22, 2005 * San Francisco, CA * Development Lifecycle=20 > Practices > Agile & Plan-Driven Development * Managing Projects & Teams * Testing & Q= A > Security * Process Improvement & Measurement * http://www.sqe.com/bsce5sf > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Phil C. <phi...@ta...> - 2005-09-06 13:42:20
|
Hi, I using using quick fix 1.10.2, .NET API. Fix Version 4.4 I am developing FX Trading Server/Client (Quick fix server and client). I am trying to add FX Positions to the message flow using Position Maintenance Request and Position Maintaince Report messages. When I attempt to send a "Position Maintainance Report" from the server to the client the client reports that their are "Incorrect NumInGroups in tag 702" for the position maintainace report message. Having reading the message below, this is clearly not the case. I have changed the Fix44.xml, only to make certain mandatory fields/non mandatory. I have tried validation both on/off. The Group in question is the "PositionQty" component block, 702 is the NoPositions. Recieved Message 8=FIX.4.49=18635=AM34=5049=GAIN.UAT.FXSERVER52=20050906-10:13:15.33456=TC1.UAT.FXCLIENT1=axc60=20050906-11:13:15702=5704=100000704=140000704=10000704=20000704=50000710=63261601986006623210=111 Message Log 20050906-10:13:15 : Message 50 Rejected: Incorrect NumInGroup count for repeating group:702 I believe my code is correctly adding the positions in the server. But can't understand why I would get this error? Any ideas? Do I need to do anything special with componenet blocks? Or any alternative messages to send a FX Position consisting of CcyPair, PosAmt, AvgPx would be appreciated. Many Thanks Phil Cave --------------------------------- Yahoo! Messenger NEW - crystal clear PC to PC calling worldwide with voicemail |
|
From: <Fra...@mp...> - 2005-09-06 10:06:16
|
Hi there, I have to set up an interface using quickfix on a solaris 2.8 machine. I would like to know the packages to install and their exact version in= order to configure the system in an acceptable way. Thanks for your help, Francesco http://www.mpsfinance.it - - - - - - - - - - - - - - - - - - - - - - - - - - - - Le informazioni contenute nel presente e-mail e nei documenti eventualm= ente allegati sono confidenziali e sono comunque riservate al destinatario d= elle stesse. La loro diffusione, distribuzione e/o copia da parte di ter= zi =E8 proibita e pu=F2 costituire violazione della normativa che tutela il d= iritto alla privacy. Se avete ricevuto questa comunicazione per errore= , Vi preghiamo di informare immediatamente il mittente del messaggio = e di distruggere questo e-mail. - - - - - - - - - - - - - - - - - - - - - - - - - - - - This e-mail is confidential and it is legally privileged. If you have received it in error, please notify us immediately by reply e-mail and = then delete this message from your system. Please do not copy it or use it f= or any purposes, or disclose its contents to any other person. Mind that t= o do so could be a breach of Italian privacy Law. Thank you for your co-operation. = |
|
From: Bill R. Hr. <bil...@ra...> - 2005-09-06 09:53:30
|
Hello during the offline period of a single FIX session (time not between StartTime and EndTime) I observe that the engine connects to the counterparty and disconnects the whole time. I'm using the ThreadedSocketInitiator and found in the function ThreadedSocketInitator::socketThread that the system will only leave 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 the doConnect function. Today's implementation works only if I would shutdown the whole server 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 |
|
From: amit s. <aam...@gm...> - 2005-09-05 13:58:10
|
Hi Limin,
You can do following things.
For run n missing related problems you delete missing ,configure ,install-=
sh=20
,libtool in quickfix homw directory and run bootstrap again.
For C++ compiler problem add g++' bin's path in LD_LIBRARY_PATH.FULL PATH=
=20
please
Regards,
On 9/1/05, Limin Xue <lx...@rc...> wrote:=20
>=20
> Hi,=20
> When I do configure, I got following messages, could anyone shed some=20
> light on me please?=20
> checking for a BSD-compatible install... ./install-sh -c=20
> checking whether build environment is sane... yes=20
> /export/home/rcgapp/docs/quickfix/missing: Unknown `--run' option=20
> Try `/export/home/rcgapp/docs/quickfix/missing --help' for more=20
> information=20
> configure: WARNING: `missing' script is too old or missing=20
> checking for gawk... no=20
> checking for mawk... no=20
> checking for nawk... nawk=20
> checking whether make sets $(MAKE)... yes=20
> checking for g++... g++=20
> checking for C++ compiler default output... a.out=20
> checking whether the C++ compiler works... configure: error: cannot run=
=20
> C++ compiled programs.=20
> If you meant to cross compile, use `--host'.=20
> See `config.log' for more details.=20
>=20
> Limin Xue=20
>=20
> 312-795-7558=20
> =20
> Rosenthal Collins Group, L.L.C. ("RCG") is a futures commission merchant=
=20
> registered under United States Laws. RCG makes no representations or=20
> warranties regarding the correctness of any information contained herein,=
or=20
> the appropriateness of any transaction for any person. Nothing contained=
=20
> herein shall be construed as a recommendation to buy or sell commodity=20
> futures or options on futures
>
|
|
From: Parthosarathi K. <par...@gm...> - 2005-09-02 12:42:51
|
hi friends.. im currently tryin to implement MSMQ in my orderserver(using quickfix 4.2 t= o=20 create a interface between different clients and cme exchange) the queue is located in the cmeorderserver machine and is implemented=20 between the clients and the cme order server. the ideal situation- 1) the client places a request(order/cancel order etc) to the=20 cmeorderserver..which in turn places the same request to cme 2)in return cme processes the order and sends the execution report to=20 cmeorderserver and cme orderserver passes on to the client now in pt.2 suppose the client gets dscon then we send the message(executio= n=20 report) to the queue (which stores it accoding to targetcomp id of the=20 client)...now when the client logs back in..the cme order server reads the= =20 pending msg from the q and sends it to the client now the problem im facing is that when the client logs in the 2nd time ,the= =20 messages are read from the queue to the client but the messages do not go t= o=20 the messagecrack function since as soon as the client logs on to cme orderserver it recives the unsen= t=20 msgs from the q with msg sequence mismatch at the cleint side..=20 the log files are /*****FIX.4.2-CLIENT1-CMEORDERSERVER.event******/ 20050901-14:54:04 : Initiated logon request 20050901-14:54:04 : Received logon response 20050901-14:54:04 : MsgSeqNum too high, expecting 535 but received=20 537(/**537 is the msg seq num of the execution 20050901-14:54:04 : Sent ResendRequest FROM: 535 TO: 0 20050901-14:54:09 : Received SequenceReset FROM: 536 TO: 538 20050901-15:01:48 : Dropped Connection /****FIX.4.2-CLIENT1-CMEORDERSERVER.incoming*****/ 8=3D FIX.4.2=019=3D113=0135=3DA=0134=3D537=0149=3DCMEORDERSERVER=0150=3DH65524N= =0152=3D20050901-14:54:04.000=0156=3DCLIENT1=01142=3Dtest123=0195=3D3=0196= =3DH65=0198=3D0=01108=3D30=0110=3D075=01 logon message from cmeorederserver 8=3D FIX.4.2=019=3D342=0135=3D8=0134=3D535=0143=3DY=0149=3DCMEORDERSERVER=0150= =3DH65524N=0152=3D20050901-14:54:04.000=0156=3DCLIENT1=01122=3D20050901-14:= 53:35=01142=3Dtest123=01369=3D2883=011=3D666666=016=3D0=0111=3D12345678=011= 4=3D0=0117=3D00014520050901095328=0120=3D0=0137=3D20050901002180=0138=3D100= =0139=3D0=0140=3D2=0141=3D0=0144=3D124275=0148=3DCME000010306=0154=3D1=0155= =3DES=0159=3D0=0160=3D20050901-14:53:28=01107=3DES20051200=01150=3D0=01151= =3D100=01167=3DFUT=01432=3D20050901=0110=3D028=01 execution report (read from the queue and sent to the client)=20 8=3D FIX.4.2=019=3D129=0135=3D4=0134=3D536=0143=3DY=0149=3DCMEORDERSERVER=0150= =3DH65524N=0152=3D20050901-14:54:09.000=0156=3DCLIENT1=01122=3D20050901-14:= 54:09=01142=3Dtest123=0136=3D538=01123=3DY=0110=3D159=01 =20 as a result the message is lost.. regards=20 Partho |
|
From: John G. <joh...@wa...> - 2005-09-02 08:55:26
|
Hi there, > ld.so.1: a.out: fatal: libstdc++.so.6: open failed: No such file or directory Would look to me that either your LD_LIBRARY_PATH is incomplete or libstdc++ is not installed on your system. Do a find / -name "libstdc*" to check if the lib exists in some weird place. If not, install it, I think it comes with g++ (which is different in distrib from gcc) HTH JG |
|
From: Limin X. <lx...@rc...> - 2005-09-01 19:28:19
|
here is content of my configure.log
=20
This file contains any messages produced by compilers while
running configure, to aid debugging if configure makes a mistake.
=20
It was created by configure, which was
generated by GNU Autoconf 2.57. Invocation command line was
=20
$ ./configure=20
=20
## --------- ##
## Platform. ##
## --------- ##
=20
hostname =3D unknown
uname -m =3D sun4u
uname -r =3D 5.9
uname -s =3D SunOS
uname -v =3D Generic_118558-10
=20
/usr/bin/uname -p =3D sparc
/bin/uname -X =3D System =3D SunOS
Node =3D unknown
Release =3D 5.9
KernelID =3D Generic_118558-10
Machine =3D sun4u
BusType =3D <unknown>
Serial =3D <unknown>
Users =3D <unknown>
OEM# =3D 0
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=20
/bin/arch =3D sun4
/usr/bin/arch -k =3D sun4u
/usr/convex/getsysinfo =3D unknown
hostinfo =3D unknown
/bin/machine =3D unknown
/usr/bin/oslevel =3D unknown
/bin/universe =3D unknown
=20
PATH: .
PATH: /export/home/rcgapp/bin
PATH: /usr/local/bin
PATH: /usr/ccs/bin
PATH: .
PATH: /export/home/rcgapp/bin
PATH: /usr/local/bin
PATH: /usr/ccs/bin
PATH: /usr/bin
PATH: /bin
PATH: /usr/sbin
PATH: /sbin
=20
## ----------- ##
## Core tests. ##
## ----------- ##
=20
configure:1510: checking for a BSD-compatible install
configure:1564: result: ./install-sh -c
configure:1575: checking whether build environment is sane
configure:1618: result: yes
configure:1643: WARNING: `missing' script is too old or missing
configure:1651: checking for gawk
configure:1680: result: no
configure:1651: checking for mawk
configure:1680: result: no
configure:1651: checking for nawk
configure:1667: found /usr/bin/nawk
configure:1677: result: nawk
configure:1687: checking whether make sets $(MAKE)
configure:1707: result: yes
configure:1952: checking for g++
configure:1968: found /usr/local/bin/g++
configure:1978: result: g++
configure:1994: checking for C++ compiler version
configure:1997: g++ --version </dev/null >&5
g++ (GCC) 3.4.2
Copyright (C) 2004 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is =
NO
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PURPOSE.
=20
configure:2000: $? =3D 0
configure:2002: g++ -v </dev/null >&5
Reading specs from /usr/local/lib/gcc/sparc-sun-solaris2.9/3.4.2/specs
Configured with: ../configure --with-as=3D/usr/ccs/bin/as =
--with-ld=3D/usr/ccs/bin/ld --disable-nls
Thread model: posix
gcc version 3.4.2
configure:2005: $? =3D 0
configure:2007: g++ -V </dev/null >&5
g++: `-V' option must have argument
configure:2010: $? =3D 1
configure:2034: checking for C++ compiler default output
configure:2037: g++ conftest.cc >&5
configure:2040: $? =3D 0
configure:2086: result: a.out
configure:2091: checking whether the C++ compiler works
configure:2097: ./a.out
ld.so.1: a.out: fatal: libstdc++.so.6: open failed: No such file or =
directory
./configure: line 1: 12308 Killed ./$ac_file
configure:2100: $? =3D 137
configure:2109: error: cannot run C++ compiled programs.
If you meant to cross compile, use `--host'.
See `config.log' for more details.
=20
## ---------------- ##
## Cache variables. ##
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=20
ac_cv_env_CC_set=3D
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ac_cv_env_CFLAGS_set=3D
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ac_cv_env_CXXFLAGS_set=3D
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ac_cv_env_LDFLAGS_set=3D
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ac_cv_prog_AWK=3Dnawk
ac_cv_prog_ac_ct_CXX=3Dg++
ac_cv_prog_make_make_set=3Dyes
=20
## ----------------- ##
## Output variables. ##
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=20
ACLOCAL=3D'aclocal-1.7'
AMDEPBACKSLASH=3D''
AMDEP_FALSE=3D''
AMDEP_TRUE=3D''
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ECHO_T=3D''
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EXEEXT=3D''
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FFLAGS=3D''
HAVE_FTIME_FALSE=3D''
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INSTALL_PROGRAM=3D'${INSTALL}'
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INSTALL_STRIP_PROGRAM=3D'${SHELL} $(install_sh) -c -s'
JAVA_CFLAGS=3D''
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PACKAGE_NAME=3D''
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PATH_SEPARATOR=3D':'
PYTHON_CFLAGS=3D''
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STLPORT_CFLAGS=3D''
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VERSION=3D'1.10.2'
XML2_CONFIG=3D''
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bindir=3D'${exec_prefix}/bin'
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host=3D''
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host_vendor=3D''
includedir=3D'${prefix}/include'
infodir=3D'${prefix}/info'
install_sh=3D'/export/home/rcgapp/docs/quickfix/install-sh'
jarlib=3D''
libdir=3D'${exec_prefix}/lib'
libexecdir=3D'${exec_prefix}/libexec'
localstatedir=3D'${prefix}/var'
mandir=3D'${prefix}/man'
oldincludedir=3D'/usr/include'
prefix=3D'NONE'
program_transform_name=3D's,x,x,'
sbindir=3D'${exec_prefix}/sbin'
sharedstatedir=3D'${prefix}/com'
sysconfdir=3D'${prefix}/etc'
target_alias=3D''
=20
## ----------- ##
## confdefs.h. ##
## ----------- ##
=20
#define PACKAGE "quickfix"
#define PACKAGE_BUGREPORT ""
#define PACKAGE_NAME ""
#define PACKAGE_STRING ""
#define PACKAGE_TARNAME ""
#define PACKAGE_VERSION ""
#define VERSION "1.10.2"
=20
configure: exit 1
-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...]
Sent: Thursday, September 01, 2005 12:25 PM
To: Limin Xue
Cc: qui...@li...
Subject: Re: [Quickfix-developers] have problem to do configure on =
solaris
On 9/1/05, Limin Xue < lx...@rc...> wrote:=20
checking for g++... g++=20
checking for C++ compiler default output... a.out=20
checking whether the C++ compiler works... configure: error: cannot run =
C++ compiled programs.=20
If you meant to cross compile, use `--host'.=20
See `config.log' for more details.=20
Clearly the contents of config.log would be helpful in diagnosing this, =
but it looks like something is wrong with your g++ installation. Are =
you sure you have a working compiler?
--=20
Caleb Epstein
caleb dot epstein at gmail dot com=20
=20
=20
=20
=20
Rosenthal Collins Group, L.L.C. ("RCG") is a futures commission merchant =
registered under United States Laws. RCG makes no representations or =
warranties regarding the correctness of any information contained =
herein, or the appropriateness of any transaction for any person. =
Nothing contained herein shall be construed as a recommendation to buy =
or sell commodity futures or options on futures=20
|
|
From: Caleb E. <cal...@gm...> - 2005-09-01 17:25:36
|
On 9/1/05, Limin Xue <lx...@rc...> wrote: >=20 > checking for g++... g++=20 > checking for C++ compiler default output... a.out=20 > checking whether the C++ compiler works... configure: error: cannot run= =20 > C++ compiled programs.=20 > If you meant to cross compile, use `--host'.=20 > See `config.log' for more details.=20 >=20 Clearly the contents of config.log would be helpful in diagnosing this, but= =20 it looks like something is wrong with your g++ installation. Are you sure= =20 you have a working compiler? --=20 Caleb Epstein caleb dot epstein at gmail dot com |
|
From: John G. <joh...@wa...> - 2005-09-01 15:56:24
|
Hi (again), > Seriously though. You raise some interesting points about keeping closer > track of which messages could/could not have possibly been sent previously. > This is something that the SessionState could perhaps keep track of, but it > would complicate the code for questionable benefit. > What is the harm in sending a message that might never before have been sent > as a PossDup? I know at least one system that just drops them, but they are wrong and should use fonctionnal data to ensure uniqueness as you describe. The only thing that bugs me is that I don't like the idea of relying on the counterparty to basically say "eh, are you sure you did not forget something ?" when I perfectly know I did. As I understand it, resend resquests are a way of recovering unforeseen errors, not a means to say "it's time to empty the sending queue". It works like this, it's just a question of having the right information. Now on the other hand : why then in examples, disable totally the resending of a message tagged (we know wrongly, because it works like this) PossDup ? In fact, why even try to disable it ? It is sure to cause losses of application messages that will go totally unnoticed for a long time. Sincerely, JG |
|
From: Alvin W. <AW...@FF...> - 2005-09-01 15:01:26
|
Where can we download it?
Caleb Epstein <cal...@gm...>
Sent by: qui...@li...
08/29/2005 05:31 PM
To: "qui...@li..."
<qui...@li...>
cc:
bcc:
Subject: [Quickfix-developers] Transact Tools + QF
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Can anyone with more knowledge of the product comment on this story:
http://biz.yahoo.com/prnews/050829/clm512.html?.v=6
Will this work with QuickFIX C++ API? I suspect not, since TT is a
pure Java shop, but a man can dream, can't he?
--
Caleb Epstein
caleb dot epstein at gmail dot com
-------------------------------------------------------
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September 19-22, 2005 * San Francisco, CA * Development Lifecycle
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_______________________________________________
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|
|
From: Limin X. <lx...@rc...> - 2005-09-01 13:50:56
|
Hi,
When I do configure, I got following messages, could anyone shed some =
light on me please?
checking for a BSD-compatible install... ./install-sh -c
checking whether build environment is sane... yes
/export/home/rcgapp/docs/quickfix/missing: Unknown `--run' option
Try `/export/home/rcgapp/docs/quickfix/missing --help' for more =
information
configure: WARNING: `missing' script is too old or missing
checking for gawk... no
checking for mawk... no
checking for nawk... nawk
checking whether make sets $(MAKE)... yes
checking for g++... g++
checking for C++ compiler default output... a.out
checking whether the C++ compiler works... configure: error: cannot run =
C++ compiled programs.
If you meant to cross compile, use `--host'.
See `config.log' for more details.
Limin Xue
312-795-7558=20
=20
=20
=20
=20
Rosenthal Collins Group, L.L.C. ("RCG") is a futures commission merchant =
registered under United States Laws. RCG makes no representations or =
warranties regarding the correctness of any information contained =
herein, or the appropriateness of any transaction for any person. =
Nothing contained herein shall be construed as a recommendation to buy =
or sell commodity futures or options on futures=20
|
|
From: Caleb E. <cal...@gm...> - 2005-09-01 13:42:13
|
On 8/31/05, Brian Erst <azz...@ya...> wrote:
I would distinguish between messages that may have been forwarded to
> your communications object and those that have simply been enqueued.
>=20
> I misspoke when I mentioned sequence-resend requests - obviously those
> require PosDup. I was envisioning the scenario when messages are being
> queued while there is no active login or socket - once the login
> occurs, the enqueued messages are sent. Would QF set the PosDup flag in
> this case?
I believe QF will set the PossDup flag on any message that is sent (or=20
re-sent) after having been read back from the MessageStore. This means any=
=20
message an application "sends" while a connection is down will be sent as a=
=20
PossDup, even if it could never have been sent before. For example, suppose=
=20
we have:
- Session is up and running, sequence numbers are 100:100=20
(yours:theirs)
- Session is dropped=20
- Your application "sends" 100 more messages, making the sequence=20
numbers 200:100=20
- Session reconnects, login is sent as message 201=20
- Counterparty requests resend of messages 101-0=20
- QF resends messages 101-200 all with PossDupFlag=3DY
=20
QuickFIX doesn't keep track of the fact that the transport associated with =
a=20
session is up or down at the time a message is sent, so it doesn't have any=
=20
way to know if a message might have been sent before. Basically, if it has=
=20
to read a message from the MessageStore (which it will only do when=20
processing a ResendRequest), it will send it as a PossDup.
Another scenario is the case of messages that are queued due to the
> engine processing a previous sequence-resend request. For instance,
> counterparty requests messages 1-0 (all messages). At the time of the
> request, the next sequence number is 996, so messages 1-995 are
> "resends" and anything after that are not. While QF is sending messages
> 1-995, messages 996-1000 are enqueued awaiting transmission (there are
> 995 messages in front of them and the socket takes time). Would
> messages 996-1000 have PosDup? I presume not, otherwise you might never
> be able to get out of the PosDup trap.
Given a resend request from N to 0, the Session::nextResendRequest code wil=
l=20
resend all messages from N to the next-expected-sender-sequence-number - 1=
=20
with PossDupFlag=3DY. In this case it would be 1-995. This is done while=20
holding the Session's mutex locked, so it will not be possible to send any=
=20
additional messages. Your application code would be blocked waiting on that=
=20
mutex. I think this is more or less what you'd expect.
I believe the answer to both questions above should be "no" and assume that=
=20
> QF works that way as well.
You know the old saying about "assume" :-)
Seriously though. You raise some interesting points about keeping closer=20
track of which messages could/could not have possibly been sent previously.=
=20
This is something that the SessionState could perhaps keep track of, but it=
=20
would complicate the code for questionable benefit.
What is the harm in sending a message that might never before have been sen=
t=20
as a PossDup? I know in our trading systems we don't even really make use o=
f=20
this flag at all. We do dupe detection based on IDs like ClOrdID, ExecID an=
d=20
the like and this has stood us in good stead.
--=20
Caleb Epstein
caleb dot epstein at gmail dot com
|
|
From: John G. <joh...@wa...> - 2005-09-01 07:46:02
|
Hi there, > I would distinguish between messages that may have been forwarded to > your communications object and those that have simply been enqueued. So I thought it worked, but it is not the case if I understood well. > require PosDup. I was envisioning the scenario when messages are being > queued while there is no active login or socket - once the login > occurs, the enqueued messages are sent. Would QF set the PosDup flag in > this case? This is exactly the case I had. I was enqueuing messages before trying to connect, and the snippet of code Caleb copied then prevented these messages from being sent as they were PosDup tagged. > I believe the answer to both questions above should be "no" and assume > that QF works that way as well. Can't say about the second case, but the first looks to me a "yes". JG |
|
From: John G. <joh...@wa...> - 2005-09-01 07:41:27
|
Hi, > Any message that is sent as a result of a resend request, will always > have a PosDupFlag=Y attached to it. Thanks for these explanations. In fact I had not figured that a message that had never been sent would be sent because of a resend request from the counterparty. This seems dangerous to me, relying *only* on the other side to determine which messages were sent and which were not. In fact I presumed (wrongly) that the "sending queue" was emptied after the connection went into "logged-on" state and all synchronisation issues were dealt with. > This isn't QuickFIX specific, > but is mandated by the FIX specification itself. Totally agreed. > In your case, if > something is added to the queue, it means that the message was not > successfully sent the first time around. So when it does finally get > sent, it would be due to a resend request. This is the piece of logic that I was getting wrong. I was thinking of the emission queue as a buffer independant from the admin messages, that would be emptyied when the admin part was done. In fact, I see the admin messages vs "real" messages a little as the two FTP channels (control and data), and this vision is not QF's (I am not pretending you guys are wrong, just explaining what I was missing). > Even though this message was never sent, it is still labeled PosDup. This was the information I needed. Thanks again to all for explanations. JG |
|
From: Brian E. <azz...@ya...> - 2005-09-01 02:05:06
|
Caleb - I would distinguish between messages that may have been forwarded to your communications object and those that have simply been enqueued. I misspoke when I mentioned sequence-resend requests - obviously those require PosDup. I was envisioning the scenario when messages are being queued while there is no active login or socket - once the login occurs, the enqueued messages are sent. Would QF set the PosDup flag in this case? Another scenario is the case of messages that are queued due to the engine processing a previous sequence-resend request. For instance, counterparty requests messages 1-0 (all messages). At the time of the request, the next sequence number is 996, so messages 1-995 are "resends" and anything after that are not. While QF is sending messages 1-995, messages 996-1000 are enqueued awaiting transmission (there are 995 messages in front of them and the socket takes time). Would messages 996-1000 have PosDup? I presume not, otherwise you might never be able to get out of the PosDup trap. I believe the answer to both questions above should be "no" and assume that QF works that way as well. - Brian --- Caleb Epstein <cal...@gm...> wrote: > On 8/31/05, Brian Erst <azz...@ya...> wrote: > > > I would expect that perhaps the first message that gets enqueued due > to > > a missing socket connection might have to be PosDup'd (perhaps the > > socket connection disappeared during a send), but on subsequent > > messages the engine would know for sure whether that message had > ever > > been sent to the counterparty (even though it may not know whether > it > > reached the counterparty). Almost by definition, any message with a > > sequence number greater than the sequence number of last message > that > > actually reached a valid socket/network-stream object is NOT a > PosDup. > > > > But you can't know which of your sequence numbers your counterparty > is up > to! Well, you could reconnect, or initiate a Test request and wait > for the > response. But sockets have buffers and networks go down and > applications > crash, so a successful send() on your end doesn't always mean the > other side > will recv() it. So you may have think you have sent several messages > that > your counterparty never got. > > In our own home-rolled FIX engine we don't set the PosDup flag unless > > the message is sent due to a sequence-resend request and the > sequence > > number is below the sequence number of the last known attempt at > > transmission. > > > But what if your last-known-attempt counter is too high (as I think I > > describe above)? I think this behavior is in violation of the spec, > which > says that the PossDupFlag will be set to Y on any message sent in > response > to a resend request. If a counterparty asks you for a bunch of > messages, you > shouldn't presume to know better than they do which ones they haven't > seen > yet :-) > > -- > Caleb Epstein > caleb dot epstein at gmail dot com > |
|
From: Caleb E. <cal...@gm...> - 2005-09-01 01:31:05
|
On 8/31/05, Brian Erst <azz...@ya...> wrote: I would expect that perhaps the first message that gets enqueued due to > a missing socket connection might have to be PosDup'd (perhaps the > socket connection disappeared during a send), but on subsequent > messages the engine would know for sure whether that message had ever > been sent to the counterparty (even though it may not know whether it > reached the counterparty). Almost by definition, any message with a > sequence number greater than the sequence number of last message that > actually reached a valid socket/network-stream object is NOT a PosDup. >=20 But you can't know which of your sequence numbers your counterparty is up= =20 to! Well, you could reconnect, or initiate a Test request and wait for the= =20 response. But sockets have buffers and networks go down and applications=20 crash, so a successful send() on your end doesn't always mean the other sid= e=20 will recv() it. So you may have think you have sent several messages that= =20 your counterparty never got. In our own home-rolled FIX engine we don't set the PosDup flag unless > the message is sent due to a sequence-resend request and the sequence > number is below the sequence number of the last known attempt at > transmission. But what if your last-known-attempt counter is too high (as I think I=20 describe above)? I think this behavior is in violation of the spec, which= =20 says that the PossDupFlag will be set to Y on any message sent in response= =20 to a resend request. If a counterparty asks you for a bunch of messages, yo= u=20 shouldn't presume to know better than they do which ones they haven't seen= =20 yet :-) --=20 Caleb Epstein caleb dot epstein at gmail dot com |
|
From: Brian E. <azz...@ya...> - 2005-08-31 23:54:23
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Oren - Does FIX mandate PosDup on messages that were never even *attempted* to be sent? That seems to be an odd requirement. I would expect that perhaps the first message that gets enqueued due to a missing socket connection might have to be PosDup'd (perhaps the socket connection disappeared during a send), but on subsequent messages the engine would know for sure whether that message had ever been sent to the counterparty (even though it may not know whether it reached the counterparty). Almost by definition, any message with a sequence number greater than the sequence number of last message that actually reached a valid socket/network-stream object is NOT a PosDup. In our own home-rolled FIX engine we don't set the PosDup flag unless the message is sent due to a sequence-resend request and the sequence number is below the sequence number of the last known attempt at transmission. - Brian Erst Thynk Software, Inc. --- Oren Miller <or...@qu...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Any message that is sent as a result of a resend request, will always > > have a PosDupFlag=Y attached to it. This isn't QuickFIX specific, > but is mandated by the FIX specification itself. In your case, if > something is added to the queue, it means that the message was not > successfully sent the first time around. So when it does finally get > > sent, it would be due to a resend request. Even though this message > > was never sent, it is still labeled PosDup. This is why they call the > > field PosDupFlag instead of DefinatelyDupFlag. > > --oren > > On Aug 31, 2005, at 2:26 AM, John GALLET wrote: > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > > > html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi there, > > > > > >> Here's the problem in the example code > (tradeclient/Application.cpp): > >> > > Thanks VERY MUCH for the explanation. > > > > > >> This application will *never* resend messages, since they always > have > >> PossDupFlag=Y > >> > > > > So the way it works is that the messages are written to the sending > > > queue > > with PossDupFlag=Y ? I would never have guessed the logic behind > > that. Is > > there some documentation explaining the inner works of QF for > message > > exchanges that I missed ? > > > > Thanks again. > > > > Sincerely, > > 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... > > 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 > |
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From: Alexey Z. <ale...@in...> - 2005-08-31 21:12:16
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Hello,
I know that your are going to change the UtcTimeStamp class, but till
it's in the release
I want to warn people not to compare these objects (VC++):
For example:
...
FIX::SendingTime time;
header.getField(time);
FIX::UtcTimeStamp m_time1;
FIX::UtcTimeStamp m_time2;
header1.getField(time);
m_time1 = time.getValue();
header2.getField(time);
m_time2 = time.getValue();
if(m_time1 > m_time2) ->
doesn't work because UtcTimeStampConvertor::convert is called with
default parameter bool calculateDays = false:
const UtcTimeStamp getValue() const throw ( IncorrectDataFormat )
{ try
{ return UtcTimeStampConvertor::convert( getString() ); }
catch( FieldConvertError& )
{ throw IncorrectDataFormat( getField() ); } }
but when you compare the times it uses tm_wday... - uninitialized values.
inline bool operator==( const UtcTimeStamp& lhs, const UtcTimeStamp& rhs )
{
return
lhs.m_ms == rhs.m_ms
&& lhs.tm_sec == rhs.tm_sec
&& lhs.tm_min == rhs.tm_min
&& lhs.tm_hour == rhs.tm_hour
&& lhs.tm_mday == rhs.tm_mday
&& lhs.tm_mon == rhs.tm_mon
&& lhs.tm_year == rhs.tm_year
&& lhs.tm_wday == rhs.tm_wday
&& lhs.tm_yday == rhs.tm_yday;
}
--
Regards,
Alexey Zubko
Infinium Capital Corporation
(416) 360-7000 ext. 305
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From: Oren M. <or...@qu...> - 2005-08-31 15:48:04
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Any message that is sent as a result of a resend request, will always have a PosDupFlag=Y attached to it. This isn't QuickFIX specific, but is mandated by the FIX specification itself. In your case, if something is added to the queue, it means that the message was not successfully sent the first time around. So when it does finally get sent, it would be due to a resend request. Even though this message was never sent, it is still labeled PosDup. This is why they call the field PosDupFlag instead of DefinatelyDupFlag. --oren On Aug 31, 2005, at 2:26 AM, John GALLET wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ > html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi there, > > >> Here's the problem in the example code (tradeclient/Application.cpp): >> > Thanks VERY MUCH for the explanation. > > >> This application will *never* resend messages, since they always have >> PossDupFlag=Y >> > > So the way it works is that the messages are written to the sending > queue > with PossDupFlag=Y ? I would never have guessed the logic behind > that. Is > there some documentation explaining the inner works of QF for message > exchanges that I missed ? > > Thanks again. > > Sincerely, > 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... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
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From: John G. <joh...@wa...> - 2005-08-31 07:26:00
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Hi there, > Here's the problem in the example code (tradeclient/Application.cpp): Thanks VERY MUCH for the explanation. > This application will *never* resend messages, since they always have > PossDupFlag=Y So the way it works is that the messages are written to the sending queue with PossDupFlag=Y ? I would never have guessed the logic behind that. Is there some documentation explaining the inner works of QF for message exchanges that I missed ? Thanks again. Sincerely, JG |