quickfix-developers Mailing List for QuickFIX (Page 188)
Brought to you by:
orenmnero
You can subscribe to this list here.
| 2001 |
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
(1) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002 |
Jan
|
Feb
(5) |
Mar
(16) |
Apr
(15) |
May
(17) |
Jun
(33) |
Jul
(35) |
Aug
(34) |
Sep
(19) |
Oct
(40) |
Nov
(51) |
Dec
(43) |
| 2003 |
Jan
(45) |
Feb
(79) |
Mar
(124) |
Apr
(121) |
May
(132) |
Jun
(77) |
Jul
(110) |
Aug
(57) |
Sep
(48) |
Oct
(83) |
Nov
(60) |
Dec
(40) |
| 2004 |
Jan
(67) |
Feb
(72) |
Mar
(74) |
Apr
(87) |
May
(70) |
Jun
(96) |
Jul
(75) |
Aug
(147) |
Sep
(128) |
Oct
(83) |
Nov
(67) |
Dec
(42) |
| 2005 |
Jan
(110) |
Feb
(84) |
Mar
(68) |
Apr
(55) |
May
(51) |
Jun
(192) |
Jul
(111) |
Aug
(100) |
Sep
(79) |
Oct
(127) |
Nov
(73) |
Dec
(112) |
| 2006 |
Jan
(95) |
Feb
(120) |
Mar
(138) |
Apr
(127) |
May
(124) |
Jun
(97) |
Jul
(103) |
Aug
(88) |
Sep
(138) |
Oct
(91) |
Nov
(112) |
Dec
(57) |
| 2007 |
Jan
(55) |
Feb
(35) |
Mar
(56) |
Apr
(16) |
May
(20) |
Jun
(77) |
Jul
(43) |
Aug
(47) |
Sep
(29) |
Oct
(54) |
Nov
(39) |
Dec
(40) |
| 2008 |
Jan
(69) |
Feb
(79) |
Mar
(122) |
Apr
(106) |
May
(114) |
Jun
(76) |
Jul
(83) |
Aug
(71) |
Sep
(53) |
Oct
(75) |
Nov
(54) |
Dec
(43) |
| 2009 |
Jan
(32) |
Feb
(31) |
Mar
(64) |
Apr
(48) |
May
(38) |
Jun
(43) |
Jul
(35) |
Aug
(15) |
Sep
(52) |
Oct
(62) |
Nov
(62) |
Dec
(21) |
| 2010 |
Jan
(44) |
Feb
(10) |
Mar
(47) |
Apr
(22) |
May
(5) |
Jun
(54) |
Jul
(19) |
Aug
(54) |
Sep
(16) |
Oct
(15) |
Nov
(7) |
Dec
(8) |
| 2011 |
Jan
(18) |
Feb
(9) |
Mar
(5) |
Apr
(5) |
May
(41) |
Jun
(40) |
Jul
(29) |
Aug
(17) |
Sep
(12) |
Oct
(23) |
Nov
(22) |
Dec
(11) |
| 2012 |
Jan
(8) |
Feb
(24) |
Mar
(5) |
Apr
(5) |
May
(6) |
Jun
(5) |
Jul
(5) |
Aug
(5) |
Sep
(2) |
Oct
(9) |
Nov
(2) |
Dec
(18) |
| 2013 |
Jan
(25) |
Feb
(16) |
Mar
(8) |
Apr
(2) |
May
(16) |
Jun
(17) |
Jul
(2) |
Aug
(13) |
Sep
(3) |
Oct
(4) |
Nov
(1) |
Dec
|
| 2014 |
Jan
(2) |
Feb
|
Mar
(22) |
Apr
(9) |
May
(3) |
Jun
(1) |
Jul
(5) |
Aug
(11) |
Sep
(18) |
Oct
(4) |
Nov
(4) |
Dec
(3) |
| 2015 |
Jan
(2) |
Feb
|
Mar
|
Apr
(3) |
May
(4) |
Jun
(37) |
Jul
|
Aug
(4) |
Sep
(6) |
Oct
(1) |
Nov
(4) |
Dec
(2) |
| 2016 |
Jan
(9) |
Feb
(3) |
Mar
(7) |
Apr
(1) |
May
(8) |
Jun
|
Jul
|
Aug
|
Sep
(7) |
Oct
(3) |
Nov
(16) |
Dec
|
| 2017 |
Jan
(1) |
Feb
(15) |
Mar
(2) |
Apr
(12) |
May
(4) |
Jun
(7) |
Jul
(5) |
Aug
|
Sep
|
Oct
|
Nov
(23) |
Dec
(8) |
| 2018 |
Jan
(2) |
Feb
(4) |
Mar
(2) |
Apr
(8) |
May
(3) |
Jun
|
Jul
|
Aug
(1) |
Sep
|
Oct
|
Nov
|
Dec
|
| 2019 |
Jan
|
Feb
(1) |
Mar
|
Apr
|
May
|
Jun
|
Jul
(1) |
Aug
(1) |
Sep
|
Oct
(5) |
Nov
(3) |
Dec
|
| 2020 |
Jan
|
Feb
(4) |
Mar
(3) |
Apr
|
May
|
Jun
|
Jul
(12) |
Aug
(5) |
Sep
(3) |
Oct
(1) |
Nov
|
Dec
(1) |
| 2021 |
Jan
|
Feb
|
Mar
|
Apr
|
May
(1) |
Jun
|
Jul
|
Aug
(2) |
Sep
|
Oct
|
Nov
|
Dec
|
| 2022 |
Jan
|
Feb
(1) |
Mar
|
Apr
|
May
|
Jun
(1) |
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
| 2025 |
Jan
|
Feb
|
Mar
|
Apr
(1) |
May
(1) |
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
| 2026 |
Jan
|
Feb
(2) |
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
|
From: VP M. IT A. E. T. <ass...@gm...> - 2005-08-24 16:42:24
|
Thanks .. .will do... On 8/24/05, Oren Miller <or...@qu...> wrote: > Well first of all if you are doing anything with sequence resets, you sho= uld > be using the latest 1.10.2. Anything earlier didn't really have full > support for sequence resets. >=20 > Now, if you want to send a logon with a sequence reset, just add it to th= e > logon message in the toAdmin call. QuickFIX should then take care of all > the necessary sequence reset operations automatically. You should never > have to instantiate a new SocketInitiator. It is designed to recover fro= m > all scenarios. >=20 > --oren >=20 > ----- Original Message ----- > From: "VP Marketing IT Asset Enterprise Technologies" <ass...@gm...= m> > To: "Oren Miller" <or...@qu...> > Cc: "Alvin Wang" <AW...@ff...>; "Caleb Epstein" > <cal...@gm...>; <qui...@li...>; > <qui...@li...> > Sent: Wednesday, August 24, 2005 10:16 AM > Subject: Re: [Quickfix-developers] stop/start session programmatically >=20 >=20 > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html >=20 > This discussion has been quite useful. > Please consider the following scenario: >=20 > State: > Due to sequence number mismatch, a logon message is refused. > The counterparty actually disconnects. Consequently there is no > session. >=20 > Objective: Send a Logon (which presupposes a Session (new one) is created > for that counterparty) perhaps with tag 141 set to 'Y'. >=20 > After reviewing SessionSettings, Session, Logon/Message/MessageFactory... > I am still not clear about this. > Is it recommended that I instantiate SocketInitiator from scratch? > If so how can I pass the tag 141 related information. > Session does not declare a constant for 141. >=20 > thank you for your time and suggestion. > -- >=20 >=20 > On 8/16/05, Oren Miller <or...@qu...> wrote: > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Yeah, but this and the ResetOnDisconnect were originally put in > > because it is a convenient way to reset the system between acceptance > > tests. People have found them useful for various things (such as > > market data distribution where you don't care for resends and > > resetting the sequence numbers is convenient). Basically it's nice > > for internal systems where you want to pass things around, but they > > are not transactional, and you don't really care about FIX's > > guaranteed delivery. In reality I would not expect such a > > configuration to be used in a publicly exposed FIX session, > > particularly one which contains order routing traffic. > > > > --oren > > > > On Aug 16, 2005, at 4:59 PM, Alvin Wang wrote: > > > > > > > > I do not think this is default. But for example, QF has > > > ResetOnLogout configuration > > > > > > > > > > > > > > > "Oren Miller" <or...@qu...> > > > 08/16/2005 05:18 PM > > > > > > > > > To: "Alvin Wang" <AW...@FF...> > > > cc: "Caleb Epstein" <cal...@gm...>, > > > <qui...@li...>, <quickfix-developers- > > > ad...@li...> > > > bcc: > > > Subject: Re: [Quickfix-developers] stop/start > > > session programmatically > > > > > > > > > > > > Do you have reason to believe this is the case? It would be non- > > > standard behavior. > > > > > > --oren > > > ----- Original Message ----- > > > From: Alvin Wang > > > To: Oren Miller > > > Cc: Caleb Epstein ; qui...@li... ; > > > qui...@li... > > > Sent: Tuesday, August 16, 2005 4:47 PM > > > Subject: Re: [Quickfix-developers] stop/start session programmaticall= y > > > > > > > > > I see. > > > > > > But will it send logout msg? Some counterparty may configure to > > > reset seq number on receiving logout msg. > > > > > > > > > > > > "Oren Miller" <or...@qu...> > > > 08/16/2005 05:07 PM > > > > > > > > > To: "Caleb Epstein" <cal...@gm...>, "Alvin > > > Wang" <AW...@FF...> > > > cc: <qui...@li...>, > > > <qui...@li...> > > > bcc: > > > Subject: Re: [Quickfix-developers] stop/start session > > > programmatically > > > > > > > > > > > > > > > No, it does not reset sequence numbers. > > > > > > --oren > > > ----- Original Message ----- > > > From: Alvin Wang > > > To: Caleb Epstein > > > Cc: Oren Miller ; qui...@li... ; > > > qui...@li... > > > Sent: Tuesday, August 16, 2005 4:37 PM > > > Subject: Re: [Quickfix-developers] stop/start session programmaticall= y > > > > > > > > > session.logout() will send logout msg and reset seq number to 1, > > > right? But i only want to stop and restart later. I do not want to > > > reset seq number (and send logout msg).. > > > > > > > > > Caleb Epstein <cal...@gm...> > > > 08/16/2005 04:53 PM > > > > > > > > > To: Alvin Wang <AW...@ff...> > > > cc: qui...@li..., > > > qui...@li..., Oren Miller > > > <or...@qu...> > > > bcc: > > > Subject: Re: [Quickfix-developers] stop/start session > > > programmatically > > > > > > > > > > > > > > > > > > On 8/16/05, Alvin Wang <AW...@ff...> wrote: > > > > > > > Are there any APIs so that QF can stop/restart just a specific > > > session > > > > programmatically between start time and end time? > > > > > > Session::logout will effectively stop the session. If the session is > > > logged on, it will logout and disconnect cleanly. Then, if it is an > > > Initiator, it will stop connecting to the counterparty; and if it is > > > an Acceptor, it will refuse Logon attempts from the counterparty. Yo= u > > > can re-enable with Session::logon > > > > > > -- > > > Caleb Epstein > > > caleb dot epstein at gmail dot com > > > > > > > > > *********************************************************************= * > > > 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. > > > *********************************************************************= * > > > > > > > > > > > > > > ------------------------------------------------------- > > 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/bsce5= sf > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >=20 >=20 > ------------------------------------------------------- > SF.Net email is Sponsored by the Better Software Conference & EXPO > September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practic= es > 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 >=20 > |
|
From: Oren M. <or...@qu...> - 2005-08-24 16:38:29
|
Well first of all if you are doing anything with sequence resets, you should be using the latest 1.10.2. Anything earlier didn't really have full support for sequence resets. Now, if you want to send a logon with a sequence reset, just add it to the logon message in the toAdmin call. QuickFIX should then take care of all the necessary sequence reset operations automatically. You should never have to instantiate a new SocketInitiator. It is designed to recover from all scenarios. --oren ----- Original Message ----- From: "VP Marketing IT Asset Enterprise Technologies" <ass...@gm...> To: "Oren Miller" <or...@qu...> Cc: "Alvin Wang" <AW...@ff...>; "Caleb Epstein" <cal...@gm...>; <qui...@li...>; <qui...@li...> Sent: Wednesday, August 24, 2005 10:16 AM Subject: Re: [Quickfix-developers] stop/start session programmatically QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This discussion has been quite useful. Please consider the following scenario: State: Due to sequence number mismatch, a logon message is refused. The counterparty actually disconnects. Consequently there is no session. Objective: Send a Logon (which presupposes a Session (new one) is created for that counterparty) perhaps with tag 141 set to 'Y'. After reviewing SessionSettings, Session, Logon/Message/MessageFactory... I am still not clear about this. Is it recommended that I instantiate SocketInitiator from scratch? If so how can I pass the tag 141 related information. Session does not declare a constant for 141. thank you for your time and suggestion. -- On 8/16/05, Oren Miller <or...@qu...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Yeah, but this and the ResetOnDisconnect were originally put in > because it is a convenient way to reset the system between acceptance > tests. People have found them useful for various things (such as > market data distribution where you don't care for resends and > resetting the sequence numbers is convenient). Basically it's nice > for internal systems where you want to pass things around, but they > are not transactional, and you don't really care about FIX's > guaranteed delivery. In reality I would not expect such a > configuration to be used in a publicly exposed FIX session, > particularly one which contains order routing traffic. > > --oren > > On Aug 16, 2005, at 4:59 PM, Alvin Wang wrote: > > > > > I do not think this is default. But for example, QF has > > ResetOnLogout configuration > > > > > > > > > > "Oren Miller" <or...@qu...> > > 08/16/2005 05:18 PM > > > > > > To: "Alvin Wang" <AW...@FF...> > > cc: "Caleb Epstein" <cal...@gm...>, > > <qui...@li...>, <quickfix-developers- > > ad...@li...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start > > session programmatically > > > > > > > > Do you have reason to believe this is the case? It would be non- > > standard behavior. > > > > --oren > > ----- Original Message ----- > > From: Alvin Wang > > To: Oren Miller > > Cc: Caleb Epstein ; qui...@li... ; > > qui...@li... > > Sent: Tuesday, August 16, 2005 4:47 PM > > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > > > > I see. > > > > But will it send logout msg? Some counterparty may configure to > > reset seq number on receiving logout msg. > > > > > > > > "Oren Miller" <or...@qu...> > > 08/16/2005 05:07 PM > > > > > > To: "Caleb Epstein" <cal...@gm...>, "Alvin > > Wang" <AW...@FF...> > > cc: <qui...@li...>, > > <qui...@li...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start session > > programmatically > > > > > > > > > > No, it does not reset sequence numbers. > > > > --oren > > ----- Original Message ----- > > From: Alvin Wang > > To: Caleb Epstein > > Cc: Oren Miller ; qui...@li... ; > > qui...@li... > > Sent: Tuesday, August 16, 2005 4:37 PM > > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > > > > session.logout() will send logout msg and reset seq number to 1, > > right? But i only want to stop and restart later. I do not want to > > reset seq number (and send logout msg).. > > > > > > Caleb Epstein <cal...@gm...> > > 08/16/2005 04:53 PM > > > > > > To: Alvin Wang <AW...@ff...> > > cc: qui...@li..., > > qui...@li..., Oren Miller > > <or...@qu...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start session > > programmatically > > > > > > > > > > > > On 8/16/05, Alvin Wang <AW...@ff...> wrote: > > > > > Are there any APIs so that QF can stop/restart just a specific > > session > > > programmatically between start time and end time? > > > > Session::logout will effectively stop the session. If the session is > > logged on, it will logout and disconnect cleanly. Then, if it is an > > Initiator, it will stop connecting to the counterparty; and if it is > > an Acceptor, it will refuse Logon attempts from the counterparty. You > > can re-enable with Session::logon > > > > -- > > Caleb Epstein > > caleb dot epstein at gmail dot com > > > > > > ********************************************************************** > > 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. > > ********************************************************************** > > > > > > > > ------------------------------------------------------- > 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 |
|
From: VP M. IT A. E. T. <ass...@gm...> - 2005-08-24 15:16:45
|
This discussion has been quite useful. Please consider the following scenario: State: Due to sequence number mismatch, a logon message is refused. The counterparty actually disconnects. Consequently there is no session. Objective: Send a Logon (which presupposes a Session (new one) is created for that counterparty) perhaps with tag 141 set to 'Y'. After reviewing SessionSettings, Session, Logon/Message/MessageFactory... I am still not clear about this. Is it recommended that I instantiate SocketInitiator from scratch? If so how can I pass the tag 141 related information.=20 Session does not declare a constant for 141. thank you for your time and suggestion. -- On 8/16/05, Oren Miller <or...@qu...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/i= ndex.html > QuickFIX Support: http://www.quickfixengine.org/services.html >=20 > Yeah, but this and the ResetOnDisconnect were originally put in > because it is a convenient way to reset the system between acceptance > tests. People have found them useful for various things (such as > market data distribution where you don't care for resends and > resetting the sequence numbers is convenient). Basically it's nice > for internal systems where you want to pass things around, but they > are not transactional, and you don't really care about FIX's > guaranteed delivery. In reality I would not expect such a > configuration to be used in a publicly exposed FIX session, > particularly one which contains order routing traffic. >=20 > --oren >=20 > On Aug 16, 2005, at 4:59 PM, Alvin Wang wrote: >=20 > > > > I do not think this is default. But for example, QF has > > ResetOnLogout configuration > > > > > > > > > > "Oren Miller" <or...@qu...> > > 08/16/2005 05:18 PM > > > > > > To: "Alvin Wang" <AW...@FF...> > > cc: "Caleb Epstein" <cal...@gm...>, > > <qui...@li...>, <quickfix-developers- > > ad...@li...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start > > session programmatically > > > > > > > > Do you have reason to believe this is the case? It would be non- > > standard behavior. > > > > --oren > > ----- Original Message ----- > > From: Alvin Wang > > To: Oren Miller > > Cc: Caleb Epstein ; qui...@li... ; > > qui...@li... > > Sent: Tuesday, August 16, 2005 4:47 PM > > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > > > > I see. > > > > But will it send logout msg? Some counterparty may configure to > > reset seq number on receiving logout msg. > > > > > > > > "Oren Miller" <or...@qu...> > > 08/16/2005 05:07 PM > > > > > > To: "Caleb Epstein" <cal...@gm...>, "Alvin > > Wang" <AW...@FF...> > > cc: <qui...@li...>, > > <qui...@li...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start session > > programmatically > > > > > > > > > > No, it does not reset sequence numbers. > > > > --oren > > ----- Original Message ----- > > From: Alvin Wang > > To: Caleb Epstein > > Cc: Oren Miller ; qui...@li... ; > > qui...@li... > > Sent: Tuesday, August 16, 2005 4:37 PM > > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > > > > session.logout() will send logout msg and reset seq number to 1, > > right? But i only want to stop and restart later. I do not want to > > reset seq number (and send logout msg).. > > > > > > Caleb Epstein <cal...@gm...> > > 08/16/2005 04:53 PM > > > > > > To: Alvin Wang <AW...@ff...> > > cc: qui...@li..., > > qui...@li..., Oren Miller > > <or...@qu...> > > bcc: > > Subject: Re: [Quickfix-developers] stop/start session > > programmatically > > > > > > > > > > > > On 8/16/05, Alvin Wang <AW...@ff...> wrote: > > > > > Are there any APIs so that QF can stop/restart just a specific > > session > > > programmatically between start time and end time? > > > > Session::logout will effectively stop the session. If the session is > > logged on, it will logout and disconnect cleanly. Then, if it is an > > Initiator, it will stop connecting to the counterparty; and if it is > > an Acceptor, it will refuse Logon attempts from the counterparty. You > > can re-enable with Session::logon > > > > -- > > Caleb Epstein > > caleb dot epstein at gmail dot com > > > > > > ********************************************************************** > > 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. > > ********************************************************************** > > > > >=20 >=20 >=20 > ------------------------------------------------------- > SF.Net email is Sponsored by the Better Software Conference & EXPO > September 19-22, 2005 * San Francisco, CA * Development Lifecycle Practic= es > 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: Fanshteyn, T. <tfa...@bo...> - 2005-08-22 18:39:50
|
I've just uploaded the implementation http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=101&pos=1 6 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of DJM...@gl... Sent: Monday, August 22, 2005 11:34 AM To: qui...@li... Subject: [Quickfix-developers] MS SQL support QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Did Timur Fanshteyn ever post the MS-SQL support for LogFactory and MessageFactory that he wrote? I see in the archive that he had this around May 23...I could surely use these, and would be grateful for these contributions. Thanks. Regards, Daniel J. McCarthy Development Manager Global Link State Street Global Markets One Lincoln Street, SFC4 Boston, MA 02111-2900 617 664-3924 Confidentiality Notice: The information contained in the email is intended for the confidential use of the above-named recipient(s). If the reader of this message is not the intended recipient or person responsible for delivering it to the intended recipient, you are hereby notified that you have received this communication in error, and that any review, dissemination, distribution, or copying of this communication is strictly prohibited. If you have received this in error, please notify the sender immediately and destroy this message. ------------------------------------------------------- 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: Oren M. <or...@qu...> - 2005-08-22 17:41:35
|
I added a feature request to the bugtracker. You can add it as an attachment: http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=101 --oren ----- Original Message ----- From: "Fanshteyn, Timur" <tfa...@bo...> To: <DJM...@gl...>; <qui...@li...> Sent: Monday, August 22, 2005 11:54 AM Subject: RE: [Quickfix-developers] MS SQL support > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I have it (and using it). > > I was unable to send an email with attachment. If someone cal let me > know where submit it, I'll be glad to post it. > > Timur > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > DJM...@gl... > Sent: Monday, August 22, 2005 11:34 AM > To: qui...@li... > Subject: [Quickfix-developers] MS SQL support > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > Did Timur Fanshteyn ever post the MS-SQL support for LogFactory and > MessageFactory that he wrote? I see in the archive that he had this > around May 23...I could surely use these, and would be grateful for > these contributions. > > Thanks. > > Regards, > > Daniel J. McCarthy > Development Manager > Global Link > State Street Global Markets > One Lincoln Street, SFC4 > Boston, MA 02111-2900 > 617 664-3924 > > Confidentiality Notice: The information contained in the email is > intended for the confidential use of the above-named recipient(s). If > the reader of this message is not the intended recipient or person > responsible for delivering it to the intended recipient, you are hereby > notified that you have received this communication in error, and that > any review, dissemination, distribution, or copying of this > communication is strictly prohibited. If you have received this in > error, please notify the sender immediately and destroy this message. > > > > > ------------------------------------------------------- > 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 > |
|
From: Fanshteyn, T. <tfa...@bo...> - 2005-08-22 16:54:30
|
I have it (and using it). I was unable to send an email with attachment. If someone cal let me know where submit it, I'll be glad to post it. Timur -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of DJM...@gl... Sent: Monday, August 22, 2005 11:34 AM To: qui...@li... Subject: [Quickfix-developers] MS SQL support QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Did Timur Fanshteyn ever post the MS-SQL support for LogFactory and MessageFactory that he wrote? I see in the archive that he had this around May 23...I could surely use these, and would be grateful for these contributions. Thanks. Regards, Daniel J. McCarthy Development Manager Global Link State Street Global Markets One Lincoln Street, SFC4 Boston, MA 02111-2900 617 664-3924 Confidentiality Notice: The information contained in the email is intended for the confidential use of the above-named recipient(s). If the reader of this message is not the intended recipient or person responsible for delivering it to the intended recipient, you are hereby notified that you have received this communication in error, and that any review, dissemination, distribution, or copying of this communication is strictly prohibited. If you have received this in error, please notify the sender immediately and destroy this message. ------------------------------------------------------- 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: <DJM...@gl...> - 2005-08-22 15:35:19
|
Did Timur Fanshteyn ever post the MS-SQL support for LogFactory and MessageFactory that he wrote? I see in the archive that he had this around May 23...I could surely use these, and would be grateful for these contributions. Thanks. Regards, Daniel J. McCarthy Development Manager Global Link State Street Global Markets One Lincoln Street, SFC4 Boston, MA 02111-2900 617 664-3924 Confidentiality Notice: The information contained in the email is intended for the confidential use of the above-named recipient(s). If the reader of this message is not the intended recipient or person responsible for delivering it to the intended recipient, you are hereby notified that you have received this communication in error, and that any review, dissemination, distribution, or copying of this communication is strictly prohibited. If you have received this in error, please notify the sender immediately and destroy this message. |
|
From: Marcus M. <mar...@bo...> - 2005-08-22 09:09:56
|
Found it.
Actually using the noRelatedSymGroup works fine. I think the problem
with the my original group was that I omitted the tag "0".
fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
FIX42::QuoteRequest::NoRelatedSym noRelatedSymGroup;
noRelatedSymGroup.setField( FIX::Symbol( request.isin ) );
noRelatedSymGroup.setField( FIX::SecurityID( request.isin ) );
noRelatedSymGroup.setField( FIX::IDSource(
FIX::SecurityIDSource_ISIN_NUMBER ) ); // Isin
noRelatedSymGroup.setField( FIX::SecurityExchange( "L" ) );
noRelatedSymGroup.setField( request.buyOrSell.toFixSide() );
noRelatedSymGroup.setField( FIX::OrderQty( request.quantity ) );
// Add the group
fixMessage->addGroup( noRelatedSymGroup );
Regards,
Marcus
Marcus Monaghan wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren,
>
> Thanks for the reply. I have indeed read that section but it does not
> appear to be working. The section of code I have is:
>
> fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
>
> // Group these fields
> fixMessage->setField( FIX::NoRelatedSym( 1 )); // 146 tag
> FIX::Group grp =
> FIX::Group(146,55,FIX::message_order(55,48,22,207,54,38,64,63));
>
> grp.setField( FIX::Symbol( request.isin ) );
> grp.setField( FIX::SecurityID( request.isin ) );
> grp.setField( FIX::IDSource( FIX::SecurityIDSource_ISIN_NUMBER ) );
> // Isin
> grp.setField( FIX::SecurityExchange( "L" ) );
> grp.setField( request.buyOrSell.toFixSide() );
> grp.setField( FIX::OrderQty( request.quantity ) );
>
> // Add the group
> fixMessage->addGroup( grp );
>
> Have I missed something?
>
> Regards,
> Marcus
>
> Oren Miller wrote:
>
>> Did you read the section of the documentation on creating messages
>> with repeating groups?
>>
>> http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
>>
>> ----- Original Message ----- From: "Marcus Monaghan"
>> <mar...@bo...>
>> To: <qui...@li...>
>> Sent: Wednesday, August 17, 2005 12:38 PM
>> Subject: [Quickfix-developers] NoRelatedSym field order
>>
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> All,
>>> The order of tags in the quote request does not match the order in
>>> the FIX4.2 specification. What do I have to do to add NoRelatedSym
>>> tag with a value of 1, and get the appropriate (55,48,22,207 ...)
>>> tags to follow it?
>>>
>>> Currently the body of tags are in descending order.
>>>
>>> Regards,
>>> Marcus
>>>
>>>
>>>
>>>
>>> -------------------------------------------------------
>>> 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
|
|
From: Marcus M. <mar...@bo...> - 2005-08-22 07:35:51
|
Oren,
Thanks for the reply. I have indeed read that section but it does not
appear to be working. The section of code I have is:
fixMessage->setField( FIX::OrdType( FIX::OrdType_MARKET ));
// Group these fields
fixMessage->setField( FIX::NoRelatedSym( 1 )); // 146 tag
FIX::Group grp =
FIX::Group(146,55,FIX::message_order(55,48,22,207,54,38,64,63));
grp.setField( FIX::Symbol( request.isin ) );
grp.setField( FIX::SecurityID( request.isin ) );
grp.setField( FIX::IDSource( FIX::SecurityIDSource_ISIN_NUMBER ) );
// Isin
grp.setField( FIX::SecurityExchange( "L" ) );
grp.setField( request.buyOrSell.toFixSide() );
grp.setField( FIX::OrderQty( request.quantity ) );
// Add the group
fixMessage->addGroup( grp );
Have I missed something?
Regards,
Marcus
Oren Miller wrote:
> Did you read the section of the documentation on creating messages
> with repeating groups?
>
> http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html
>
> ----- Original Message ----- From: "Marcus Monaghan"
> <mar...@bo...>
> To: <qui...@li...>
> Sent: Wednesday, August 17, 2005 12:38 PM
> Subject: [Quickfix-developers] NoRelatedSym field order
>
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> All,
>> The order of tags in the quote request does not match the order in
>> the FIX4.2 specification. What do I have to do to add NoRelatedSym
>> tag with a value of 1, and get the appropriate (55,48,22,207 ...)
>> tags to follow it?
>>
>> Currently the body of tags are in descending order.
>>
>> Regards,
>> Marcus
>>
>>
>>
>>
>> -------------------------------------------------------
>> 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: Oren M. <or...@qu...> - 2005-08-17 17:45:09
|
Did you read the section of the documentation on creating messages with repeating groups? http://www.quickfixengine.org/quickfix/doc/html/repeating_groups.html ----- Original Message ----- From: "Marcus Monaghan" <mar...@bo...> To: <qui...@li...> Sent: Wednesday, August 17, 2005 12:38 PM Subject: [Quickfix-developers] NoRelatedSym field order > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > All, > The order of tags in the quote request does not match the order in the > FIX4.2 specification. What do I have to do to add NoRelatedSym tag with a > value of 1, and get the appropriate (55,48,22,207 ...) tags to follow it? > > Currently the body of tags are in descending order. > > Regards, > Marcus > > > > > ------------------------------------------------------- > 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: Marcus M. <mar...@bo...> - 2005-08-17 17:31:58
|
All, The order of tags in the quote request does not match the order in the FIX4.2 specification. What do I have to do to add NoRelatedSym tag with a value of 1, and get the appropriate (55,48,22,207 ...) tags to follow it? Currently the body of tags are in descending order. Regards, Marcus |
|
From: Roman K. <ter...@op...> - 2005-08-17 12:45:43
|
Hello! This email is about Start and Stop QuickFix issue (C# implementation). Long time ago I posted this bug on the web. Recently Oren Miller reported that bug is fixed in version 1.10.2 Unfortunately is not true. After initiator stopped application is hanging again, and it's become impossible to fire notification event From application class. I did this trough system timer after receiving logoff event. But Initiator works very weird. You stop and then started, if you try stopped again. You actually can send message, sort of logoff. It will sleep probably somewhere In the thread. Initiator behave differently depend how you stop it. Means initiator.stop() or chain - logoff message -> .stop method The communication part of QuickiFix looks like very weak. My logic is simple If I can not start and stop session properly, there is no reason to speak about FIX as it is. Sorry, but this is a truth. Roman Konstankevitch Senior Software Developer GlobalVestGroup.com |
|
From: Parthosarathi K. <par...@gm...> - 2005-08-17 07:39:44
|
thx a lot brian ur help is sincerely appreciated..:) regards=20 partho On 8/10/05, Brian Erst <azz...@ya...> wrote: > Not that I could understand any part of your message, but the subject > line is familiar. >=20 > The CME returns "Group state doesn't allow this function" whenever you > attempt to send an order, cancel or cancel replace into a market that > is currently closed. For instance, sending a Eurodollar order from 4:00 > to 4:30 CDT during the week or on a weekend at any time prior to 4:30 > CDT Sunday will cause this error to return. >=20 > - Brian Erst > Thynk Software, Inc. >=20 > |
|
From: Oren M. <or...@qu...> - 2005-08-16 22:48:25
|
Yeah, but this and the ResetOnDisconnect were originally put in because it is a convenient way to reset the system between acceptance tests. People have found them useful for various things (such as market data distribution where you don't care for resends and resetting the sequence numbers is convenient). Basically it's nice for internal systems where you want to pass things around, but they are not transactional, and you don't really care about FIX's guaranteed delivery. In reality I would not expect such a configuration to be used in a publicly exposed FIX session, particularly one which contains order routing traffic. --oren On Aug 16, 2005, at 4:59 PM, Alvin Wang wrote: > > I do not think this is default. But for example, QF has > ResetOnLogout configuration > > > > > "Oren Miller" <or...@qu...> > 08/16/2005 05:18 PM > > > To: "Alvin Wang" <AW...@FF...> > cc: "Caleb Epstein" <cal...@gm...>, > <qui...@li...>, <quickfix-developers- > ad...@li...> > bcc: > Subject: Re: [Quickfix-developers] stop/start > session programmatically > > > > Do you have reason to believe this is the case? It would be non- > standard behavior. > > --oren > ----- Original Message ----- > From: Alvin Wang > To: Oren Miller > Cc: Caleb Epstein ; qui...@li... ; > qui...@li... > Sent: Tuesday, August 16, 2005 4:47 PM > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > I see. > > But will it send logout msg? Some counterparty may configure to > reset seq number on receiving logout msg. > > > > "Oren Miller" <or...@qu...> > 08/16/2005 05:07 PM > > > To: "Caleb Epstein" <cal...@gm...>, "Alvin > Wang" <AW...@FF...> > cc: <qui...@li...>, > <qui...@li...> > bcc: > Subject: Re: [Quickfix-developers] stop/start session > programmatically > > > > > No, it does not reset sequence numbers. > > --oren > ----- Original Message ----- > From: Alvin Wang > To: Caleb Epstein > Cc: Oren Miller ; qui...@li... ; > qui...@li... > Sent: Tuesday, August 16, 2005 4:37 PM > Subject: Re: [Quickfix-developers] stop/start session programmatically > > > session.logout() will send logout msg and reset seq number to 1, > right? But i only want to stop and restart later. I do not want to > reset seq number (and send logout msg).. > > > Caleb Epstein <cal...@gm...> > 08/16/2005 04:53 PM > > > To: Alvin Wang <AW...@ff...> > cc: qui...@li..., > qui...@li..., Oren Miller > <or...@qu...> > bcc: > Subject: Re: [Quickfix-developers] stop/start session > programmatically > > > > > > On 8/16/05, Alvin Wang <AW...@ff...> wrote: > > > Are there any APIs so that QF can stop/restart just a specific > session > > programmatically between start time and end time? > > Session::logout will effectively stop the session. If the session is > logged on, it will logout and disconnect cleanly. Then, if it is an > Initiator, it will stop connecting to the counterparty; and if it is > an Acceptor, it will refuse Logon attempts from the counterparty. You > can re-enable with Session::logon > > -- > Caleb Epstein > caleb dot epstein at gmail dot com > > > ********************************************************************** > 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. > ********************************************************************** > > |
|
From: Alvin W. <AW...@FF...> - 2005-08-16 21:21:54
|
I do not think this is default. But for example, QF has ResetOnLogout
configuration
"Oren Miller" <or...@qu...>
08/16/2005 05:18 PM
To: "Alvin Wang" <AW...@FF...>
cc: "Caleb Epstein" <cal...@gm...>,
<qui...@li...>,
<qui...@li...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session programmatically
Do you have reason to believe this is the case? It would be non-standard
behavior.
--oren
----- Original Message -----
From: Alvin Wang
To: Oren Miller
Cc: Caleb Epstein ; qui...@li... ; qui...@li...
Sent: Tuesday, August 16, 2005 4:47 PM
Subject: Re: [Quickfix-developers] stop/start session programmatically
I see.
But will it send logout msg? Some counterparty may configure to reset seq
number on receiving logout msg.
"Oren Miller" <or...@qu...>
08/16/2005 05:07 PM
To: "Caleb Epstein" <cal...@gm...>, "Alvin Wang" <AW...@FF...>
cc: <qui...@li...>, <qui...@li...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session
programmatically
No, it does not reset sequence numbers.
--oren
----- Original Message -----
From: Alvin Wang
To: Caleb Epstein
Cc: Oren Miller ; qui...@li... ; qui...@li...
Sent: Tuesday, August 16, 2005 4:37 PM
Subject: Re: [Quickfix-developers] stop/start session programmatically
session.logout() will send logout msg and reset seq number to 1, right?
But i only want to stop and restart later. I do not want to reset seq
number (and send logout msg)..
Caleb Epstein <cal...@gm...>
08/16/2005 04:53 PM
To: Alvin Wang <AW...@ff...>
cc: qui...@li..., qui...@li..., Oren Miller <or...@qu...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session
programmatically
On 8/16/05, Alvin Wang <AW...@ff...> wrote:
> Are there any APIs so that QF can stop/restart just a specific session
> programmatically between start time and end time?
Session::logout will effectively stop the session. If the session is
logged on, it will logout and disconnect cleanly. Then, if it is an
Initiator, it will stop connecting to the counterparty; and if it is
an Acceptor, it will refuse Logon attempts from the counterparty. You
can re-enable with Session::logon
--
Caleb Epstein
caleb dot epstein at gmail dot com
**********************************************************************
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.
**********************************************************************
|
|
From: Oren M. <or...@qu...> - 2005-08-16 21:18:52
|
Do you have reason to believe this is the case? It would be =
non-standard behavior.
--oren
----- Original Message -----=20
From: Alvin Wang=20
To: Oren Miller=20
Cc: Caleb Epstein ; qui...@li... ; =
qui...@li...=20
Sent: Tuesday, August 16, 2005 4:47 PM
Subject: Re: [Quickfix-developers] stop/start session programmatically
I see.=20
But will it send logout msg? Some counterparty may configure to reset =
seq number on receiving logout msg.=20
"Oren Miller" <or...@qu...>=20
08/16/2005 05:07 PM=20
=20
To: "Caleb Epstein" <cal...@gm...>, =
"Alvin Wang" <AW...@FF...>=20
cc: <qui...@li...>, =
<qui...@li...>=20
bcc: =20
Subject: Re: [Quickfix-developers] stop/start =
session programmatically=20
No, it does not reset sequence numbers.=20
=20
--oren=20
----- Original Message -----=20
From: Alvin Wang=20
To: Caleb Epstein=20
Cc: Oren Miller ; qui...@li... ; =
qui...@li...=20
Sent: Tuesday, August 16, 2005 4:37 PM=20
Subject: Re: [Quickfix-developers] stop/start session programmatically =
session.logout() will send logout msg and reset seq number to 1, =
right? But i only want to stop and restart later. I do not want to reset =
seq number (and send logout msg)..=20
Caleb Epstein <cal...@gm...>=20
08/16/2005 04:53 PM=20
=20
To: Alvin Wang <AW...@ff...>=20
cc: qui...@li..., =
qui...@li..., Oren Miller =
<or...@qu...>=20
bcc: =20
Subject: Re: [Quickfix-developers] stop/start =
session programmatically=20
On 8/16/05, Alvin Wang <AW...@ff...> wrote:
> Are there any APIs so that QF can stop/restart just a specific =
session
> programmatically between start time and end time?=20
Session::logout will effectively stop the session. If the session is
logged on, it will logout and disconnect cleanly. Then, if it is an
Initiator, it will stop connecting to the counterparty; and if it is
an Acceptor, it will refuse Logon attempts from the counterparty. You
can re-enable with Session::logon
--=20
Caleb Epstein
caleb dot epstein at gmail dot com
********************************************************************** =
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. =
**********************************************************************=20
|
|
From: Alvin W. <AW...@FF...> - 2005-08-16 21:10:32
|
I see.
But will it send logout msg? Some counterparty may configure to reset seq
number on receiving logout msg.
"Oren Miller" <or...@qu...>
08/16/2005 05:07 PM
To: "Caleb Epstein" <cal...@gm...>, "Alvin Wang" <AW...@FF...>
cc: <qui...@li...>,
<qui...@li...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session programmatically
No, it does not reset sequence numbers.
--oren
----- Original Message -----
From: Alvin Wang
To: Caleb Epstein
Cc: Oren Miller ; qui...@li... ; qui...@li...
Sent: Tuesday, August 16, 2005 4:37 PM
Subject: Re: [Quickfix-developers] stop/start session programmatically
session.logout() will send logout msg and reset seq number to 1, right?
But i only want to stop and restart later. I do not want to reset seq
number (and send logout msg)..
Caleb Epstein <cal...@gm...>
08/16/2005 04:53 PM
To: Alvin Wang <AW...@ff...>
cc: qui...@li..., qui...@li..., Oren Miller <or...@qu...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session
programmatically
On 8/16/05, Alvin Wang <AW...@ff...> wrote:
> Are there any APIs so that QF can stop/restart just a specific session
> programmatically between start time and end time?
Session::logout will effectively stop the session. If the session is
logged on, it will logout and disconnect cleanly. Then, if it is an
Initiator, it will stop connecting to the counterparty; and if it is
an Acceptor, it will refuse Logon attempts from the counterparty. You
can re-enable with Session::logon
--
Caleb Epstein
caleb dot epstein at gmail dot com
**********************************************************************
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.
**********************************************************************
|
|
From: Oren M. <or...@qu...> - 2005-08-16 21:07:46
|
No, it does not reset sequence numbers.
--oren
----- Original Message -----=20
From: Alvin Wang=20
To: Caleb Epstein=20
Cc: Oren Miller ; qui...@li... ; =
qui...@li...=20
Sent: Tuesday, August 16, 2005 4:37 PM
Subject: Re: [Quickfix-developers] stop/start session programmatically
session.logout() will send logout msg and reset seq number to 1, =
right? But i only want to stop and restart later. I do not want to reset =
seq number (and send logout msg)..=20
Caleb Epstein <cal...@gm...>=20
08/16/2005 04:53 PM=20
=20
To: Alvin Wang <AW...@ff...>=20
cc: qui...@li..., =
qui...@li..., Oren Miller =
<or...@qu...>=20
bcc: =20
Subject: Re: [Quickfix-developers] stop/start =
session programmatically=20
On 8/16/05, Alvin Wang <AW...@ff...> wrote:
> Are there any APIs so that QF can stop/restart just a specific =
session
> programmatically between start time and end time?=20
Session::logout will effectively stop the session. If the session is
logged on, it will logout and disconnect cleanly. Then, if it is an
Initiator, it will stop connecting to the counterparty; and if it is
an Acceptor, it will refuse Logon attempts from the counterparty. You
can re-enable with Session::logon
--=20
Caleb Epstein
caleb dot epstein at gmail dot com
********************************************************************** =
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. =
********************************************************************** |
|
From: Alvin W. <AW...@FF...> - 2005-08-16 20:59:39
|
session.logout() will send logout msg and reset seq number to 1, right?
But i only want to stop and restart later. I do not want to reset seq
number (and send logout msg)..
Caleb Epstein <cal...@gm...>
08/16/2005 04:53 PM
To: Alvin Wang <AW...@ff...>
cc: qui...@li...,
qui...@li..., Oren Miller
<or...@qu...>
bcc:
Subject: Re: [Quickfix-developers] stop/start session programmatically
On 8/16/05, Alvin Wang <AW...@ff...> wrote:
> Are there any APIs so that QF can stop/restart just a specific session
> programmatically between start time and end time?
Session::logout will effectively stop the session. If the session is
logged on, it will logout and disconnect cleanly. Then, if it is an
Initiator, it will stop connecting to the counterparty; and if it is
an Acceptor, it will refuse Logon attempts from the counterparty. You
can re-enable with Session::logon
--
Caleb Epstein
caleb dot epstein at gmail dot com
**********************************************************************
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.
**********************************************************************
|
|
From: Caleb E. <cal...@gm...> - 2005-08-16 20:53:15
|
On 8/16/05, Alvin Wang <AW...@ff...> wrote: > Are there any APIs so that QF can stop/restart just a specific session > programmatically between start time and end time?=20 Session::logout will effectively stop the session. If the session is logged on, it will logout and disconnect cleanly. Then, if it is an Initiator, it will stop connecting to the counterparty; and if it is an Acceptor, it will refuse Logon attempts from the counterparty. You can re-enable with Session::logon --=20 Caleb Epstein caleb dot epstein at gmail dot com |
|
From: Alvin W. <AW...@FF...> - 2005-08-16 20:31:47
|
Hi,
Are there any APIs so that QF can stop/restart just a specific session
programmatically between start time and end time?
Thanks
Alvin
**********************************************************************
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.
**********************************************************************
|
|
From: <Ark...@ub...> - 2005-08-16 13:27:38
|
I was doing it by creating SessionSettings object and calling various = methods on it. Works fine in C++, don't know about Java. -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of Oren Miller Sent: Monday, August 15, 2005 1:21 PM To: Andrei Goldchleger; qui...@li... Subject: Re: [Quickfix-developers] Fill SessionSettings programmatically? QuickFIX Documentation: = http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html The only way to do this right now is to generate a stream in memory in = the=20 same format as the configuration file and pass that in. Not entirely=20 convenient, but it does allow you to populate the class programatically. --oren ----- Original Message -----=20 From: "Andrei Goldchleger" <an...@gm...> To: <qui...@li...> Sent: Wednesday, August 10, 2005 4:07 PM Subject: [Quickfix-developers] Fill SessionSettings programmatically? QuickFIX Documentation:=20 http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, Is there any way to programmatically populate a SessionSettings object? That is, I would like to configure my Initiator without resorting to the configuration file. Can this be accomplished in any way? Thanks, Andrei Goldchleger ------------------------------------------------------- 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 Visit our website at http://www.ubs.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments. |
|
From: Andrew M. <an...@nm...> - 2005-08-15 18:45:25
|
Hi,
I am having a problem w/moving to QuickFix/J. My Configuration works fine
with the JNI version. To change to /J I did this:
1) remove System.loadLibrary("quickfix_jni");
2) remove quickfix.jar from classpath
3) add to classpath
C:/quickfixj/lib/quickfixj.jar
C:/quickfixj/lib/backport-util-concurrent-2.0.jar
C:/quickfixj/lib/commons-logging-1.0.4.jar
C:/quickfixj/lib/quickfixj.jar
C:/quickfixj/lib/tl-netty2-1.8.0.jar
4) rebuilt the app even though I don't expect I should have to do
this since the APIs are the same.
I get no exceptions. The initiator object is being created ok. No files
are created on the drive (sessions, etc.). A JPG of the object when
running in JBuilder is here:
http://www.nmedia.net/~andrew/qf.JPG
SessionSettings settings = null;
try {
settings = new SessionSettings(new FileInputStream(cfgFile));
}
catch (FileNotFoundException ex1) {
logger.error(ex1);
}
catch (ConfigError ex2) {
logger.error(ex2);
}
MessageStoreFactory messageStoreFactory = new
FileStoreFactory(settings);
LogFactory logFactory = new FileLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();
try {
initiator = new SocketInitiator(application,
messageStoreFactory,
settings,
logFactory,
messageFactory);
}
catch (ConfigError ex1) {
ex1.printStackTrace();
}
[DEFAULT]
ConnectionType=initiator
HeartBtInt=30
FileStorePath=store_prod
FileLogPath=store_prod
StartTime=00:00:00
EndTime=00:00:00
UseDataDictionary=N
SocketConnectHost=c4
SocketConnectPort=5001
ResetOnLogout=N
ResetOnDisconnect=N
[SESSION]
BeginString=FIX.4.1
SenderCompID=TW3
TargetCompID=IN3
Something I am missing?
Thanks,
Andrew
|
|
From: Oren M. <or...@qu...> - 2005-08-15 17:29:19
|
Nope, this should likely be a reference. --oren ----- Original Message ----- From: "Alexey Zubko" <ale...@in...> To: <qui...@li...> Sent: Thursday, August 11, 2005 4:12 PM Subject: [Quickfix-developers] Session::send > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I use the latest release and I've just noted that Session::send gets > string not by reference > but creates a new object on a stack: Session::send( const std::string > string ) > > Is there a reason for that? > I use FIX::Session::sendToTarget to send messages: > > FIX::Session::sendToTarget(msg, m_SessionID) > ... > bool Session::sendRaw( Message& message, int num ) > .... > std::string messageString; > ... > message.toString( messageString ); > ... > result = send( messageString ); => Creates a new object on the > stack > ... > socket_send( int s, const char* msg, int length ) => system call > > > Thanks. > > -- > > Regards, > Alexey Zubko > > Infinium Capital Corporation > (416) 360-7000 ext. 305 > > > > ------------------------------------------------------- > 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: Oren M. <or...@qu...> - 2005-08-15 17:23:54
|
You need to implement an instance of the MessageFactory instead of using =
the DefaultMessageFactory. This factory is what the engine uses to =
create a message with the correct class type after reading it off the =
stream. If your type is not found in the factory, QuickFIX just creates =
a generic Message class, so your cast will fail when you try to crack =
it.
--oren
----- Original Message -----=20
From: Michael Lyszczek=20
To: qui...@li...=20
Sent: Thursday, August 11, 2005 7:58 AM
Subject: [Quickfix-developers] Using custom defined dictionaries and =
classes
Hi, i have a question about using custom defined classes with Session =
initiators. I am trying to host multiple connections on one process for =
order entry and If i generate classes from an XML spec file it will only =
seem to want to use that at the session level if that class package is =
named quickfix.fix42 or quickfix.fix43 but it i name it =
quickfix.fix42.custom and try to cast a logon to a custom.logon i will =
get a classs cast exception, is there any way to tell the session which =
package to use or does it just go by what the begin string is called?
On 8/10/05, qui...@li... < =
qui...@li...> wrote:
Send Quickfix-developers mailing list submissions to=20
qui...@li...
To subscribe or unsubscribe via the World Wide Web, visit =
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
or, via email, send a message with subject or body 'help' to
qui...@li...=20
You can reach the person managing the list at
qui...@li...
When replying, please edit your Subject line so it is more specific=20
than "Re: Contents of Quickfix-developers digest..."
QuickFIX Documentation: =
http://www.quickfixengine.org/quickfix/doc/html/index.html=20
QuickFIX FAQ: =
http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html
Today's Topics:
1. Fill SessionSettings programmatically? (Andrei Goldchleger)
--__--__--
Message: 1
Date: Wed, 10 Aug 2005 18:07:48 -0300=20
From: Andrei Goldchleger <an...@gm...>
To: qui...@li...
Subject: [Quickfix-developers] Fill SessionSettings =
programmatically?=20
Hi all,
Is there any way to programmatically populate a SessionSettings
object? That is, I would like to configure my Initiator without
resorting to the configuration file. Can this be accomplished in any =
way?
Thanks,
Andrei Goldchleger
--__--__--
_______________________________________________
Quickfix-developers mailing list
. Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
End of Quickfix-developers Digest=20
--=20
Michael Lyszczek
1 North End Ave
Suite 1321
New York, NY, 10282
NEW EMAIL : ml...@fl... |