quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] RE: Logout reason

[Brian E. <azz...@ya...>]

Oren -

Some people have been using tag 789 (NextExpectedMsgSeqNum), introduced
in FIX 4.4, as a way to handle sequence number too low problems (the
CME does this).

Although it's still not a FIX standard (the FIX 4.4 use of this tag is
optional and on Logon messages only, but may become mandatory in 4.5),
it's a really nice way to recover from these situations. The acceptor,
when detecting a message too low, sends a Logout message with tag 789
set to the expected sequence number. The initiator can then adjust its
sequence number and attempt to log in again.

It's a lot cleaner way of recovering from a catastrophic client-side
failure than resetting both sequence numbers. If the initiator had some
sort of problem that prevents it from being able to resend any gaps,
but does NOT want to miss any gaps on the acceptor side, it's really
the only clean solution. In most cases, the initiator is definitely
going to want the ExecutionReports that have queued up since its
failure, but may not have the messages that were sent prior to its
failure (or may not want to send them - stale order messages are
potentially a HUGE risk, so why submit them?).

The use of this tag is VERY popular among the developers that are
connecting to my system and has been equally well-received by the CME
community. Hopefully, its use will be picked up in 4.5.

Speaking of logouts, I haven't noticed any changes to Session.cpp in
regards to using the "what" string in RejectLogon to populate the Text
field in a Logout message. You seemed to think it was a good idea last
month - I could resend the patch if you want (I haven't really done
much with CVS and the patch is trivial).

- Brian Erst
Thynk Software, Inc.

--- Oren Miller <or...@qu...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Yeah, this behavior is actually what the FPL recommends.  When
> receiving a 
> sequence number that is too low, you are supposed to kill the
> connection 
> because there isn't really anything you can do automatically.  In
> fact I 
> believe this is the one scenario where the protocol document states
> that 
> manual intervention is required.  Here is the exact quote: "If the
> incoming 
> message has a sequence number less than expected and the PossDupFlag
> is not 
> set, it indicates a serious error.  It is strongly recommended that
> the 
> session be terminated and manual intervention be initiated."
> 
> So really the third party engine is doing the right thing.  You'll
> find that 
> QF would do exact same thing in this situation.
> 
> If you really want to start the sequence numbers from scratch, you
> should 
> reset you sequence numbers and send your logon with the ResetSeqNum
> flag. 
> This can result in loss of messages if you are not careful.
> 
> --oren
> 
> ----- Original Message ----- 
> From: "Francis Gingras" <fr...@at...>
> To: <qui...@li...>
> Sent: Wednesday, June 15, 2005 7:35 PM
> Subject: [Quickfix-developers] RE: Logout reason
> 
> 
> > QuickFIX Documentation: 
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX FAQ:
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Oren,
> >
> > You're right QF did send a resend request but the counterparty
> closed the
> > socket so I didn't notice.  (see log below)
> >
> > The "sequence number too high" message is from the client
> (initiator) 
> > point
> > of view.  It appears that the counterparty does not send a logoff
> or a
> > session rejection message; it just closes the socket when it
> receives a
> > MsgSeqNum that is lower than what it expects.  BTW it's not a QF
> acceptor
> > but a custom 3rd party server.
> >
> > This is why the only solution I see is to increase the
> > setNextSenderMsgSeqNum by 1000 every time the socket drops during
> logon, 
> > but
> > I'm not comfortable with such a kludge; what if there are other
> conditions
> > that cause the socket to drop?  Comments welcome.
> >
> > So to conclude, it does not appear to be a QF issue after all
> because the
> > acceptor side does not send any notification that the logon failed.
> >
> > 20050613-20:26:19 : Created session
> > 20050613-20:26:19 : Connecting to 127.0.0.1 on port 10501
> > 20050613-20:26:19 : Connection succeeded
> > 20050613-20:26:19 : Initiated logon request
> > 20050613-20:26:19 : Received logon response
> > 20050613-20:26:19 : MsgSeqNum too high, expecting  1 but received
> 481
> > 20050613-20:26:19 : Socket Error: Connection reset by peer.
> > 20050613-20:26:19 : Disconnecting
> > 20050613-20:26:19 : Sent ResendRequest FROM: 1 TO: 0
> >
> > Thanks,
> >
> > Francis
> >
> >
> >
> >
> > -------------------------------------------------------
> > SF.Net email is sponsored by: Discover Easy Linux Migration
> Strategies
> > from IBM. Find simple to follow Roadmaps, straightforward articles,
> > informative Webcasts and more! Get everything you need to get up to
> > speed, fast.
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> > _______________________________________________
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> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> 
> 
> 
> -------------------------------------------------------
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[Quickfix-developers] FW: Need technical help asap

[Shah, A. <AJ...@cm...>]

=20

Hi,

=20

I have seen that in your cvsroot directory there are some java based
store implementations. I tried taking FileStore and FileStoreFactory and
some dependent files. But I can see that it has many other dependencies
too. Can I download the whole "quickfixj" folder together for unix
platform? If yes then How can I do that?

=20

Thanks for your help in advance.

Waiting for your reply.

Ajisha

=20

=20

________________________________

From: Oren Miller [mailto:or...@qu...]=20
Sent: Thursday, June 16, 2005 11:22 AM
To: Shah, Ajisha; as...@qu...
Subject: Re: Need technical help asap

=20

Yes, the MessageStore.java is designed to be inherited and extended.
You can implement this completely in Java to create custom storage.

=20

This is accomplished through the JavaMessageStore and
JavaMessageStoreFactory in the JNI library which act as a bridge between
the C++ and Java implementations of these interfaces.

=20

None of this really affects you.  You just need to implement the
interface in Java like normal and it should 'just work'.

=20

--oren

	----- Original Message -----=20

	From: Shah, Ajisha <mailto:AJ...@cm...> =20

	To: as...@qu...=20

	Sent: Thursday, June 16, 2005 9:05 AM

	Subject: Need technical help asap

	=20

	Hi,

	=20

	My application is written in java and We have one requirement
about store. We want to write our own store in java and publish those
messages on Tibco bus, as our other application does. For doing this can
I implement "MesssageStore.java and write my own set of store?=20

	=20

	My question is=20

	Quickfix gives java support by JNI, and writing store in java
will make quickfix to give a java call for getting messages and sequence
related information from my java based store. Isn't it reverse call from
C++ to java? Will JNI or quickfix support this?

	=20

	Please help me in this by clarifying this or let me know if you
have other solution to this.

	=20

	Thanks

	Ajisha

	=20

Re: [Quickfix-developers] RE: Logout reason

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

Yeah, this behavior is actually what the FPL recommends.  When receiving a 
sequence number that is too low, you are supposed to kill the connection 
because there isn't really anything you can do automatically.  In fact I 
believe this is the one scenario where the protocol document states that 
manual intervention is required.  Here is the exact quote: "If the incoming 
message has a sequence number less than expected and the PossDupFlag is not 
set, it indicates a serious error.  It is strongly recommended that the 
session be terminated and manual intervention be initiated."

So really the third party engine is doing the right thing.  You'll find that 
QF would do exact same thing in this situation.

If you really want to start the sequence numbers from scratch, you should 
reset you sequence numbers and send your logon with the ResetSeqNum flag. 
This can result in loss of messages if you are not careful.

--oren

----- Original Message ----- 
From: "Francis Gingras" <fr...@at...>
To: <qui...@li...>
Sent: Wednesday, June 15, 2005 7:35 PM
Subject: [Quickfix-developers] RE: Logout reason


> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Oren,
>
> You're right QF did send a resend request but the counterparty closed the
> socket so I didn't notice.  (see log below)
>
> The "sequence number too high" message is from the client (initiator) 
> point
> of view.  It appears that the counterparty does not send a logoff or a
> session rejection message; it just closes the socket when it receives a
> MsgSeqNum that is lower than what it expects.  BTW it's not a QF acceptor
> but a custom 3rd party server.
>
> This is why the only solution I see is to increase the
> setNextSenderMsgSeqNum by 1000 every time the socket drops during logon, 
> but
> I'm not comfortable with such a kludge; what if there are other conditions
> that cause the socket to drop?  Comments welcome.
>
> So to conclude, it does not appear to be a QF issue after all because the
> acceptor side does not send any notification that the logon failed.
>
> 20050613-20:26:19 : Created session
> 20050613-20:26:19 : Connecting to 127.0.0.1 on port 10501
> 20050613-20:26:19 : Connection succeeded
> 20050613-20:26:19 : Initiated logon request
> 20050613-20:26:19 : Received logon response
> 20050613-20:26:19 : MsgSeqNum too high, expecting  1 but received 481
> 20050613-20:26:19 : Socket Error: Connection reset by peer.
> 20050613-20:26:19 : Disconnecting
> 20050613-20:26:19 : Sent ResendRequest FROM: 1 TO: 0
>
> Thanks,
>
> Francis
>
>
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by: Discover Easy Linux Migration Strategies
> from IBM. Find simple to follow Roadmaps, straightforward articles,
> informative Webcasts and more! Get everything you need to get up to
> speed, fast. http://ads.osdn.com/?ad_id=7477&alloc_id=16492&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

[Quickfix-developers] RE: Logout reason

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

Oren,

You're right QF did send a resend request but the counterparty closed the
socket so I didn't notice.  (see log below)

The "sequence number too high" message is from the client (initiator) point
of view.  It appears that the counterparty does not send a logoff or a
session rejection message; it just closes the socket when it receives a
MsgSeqNum that is lower than what it expects.  BTW it's not a QF acceptor
but a custom 3rd party server.

This is why the only solution I see is to increase the
setNextSenderMsgSeqNum by 1000 every time the socket drops during logon, but
I'm not comfortable with such a kludge; what if there are other conditions
that cause the socket to drop?  Comments welcome.

So to conclude, it does not appear to be a QF issue after all because the
acceptor side does not send any notification that the logon failed.

20050613-20:26:19 : Created session
20050613-20:26:19 : Connecting to 127.0.0.1 on port 10501
20050613-20:26:19 : Connection succeeded
20050613-20:26:19 : Initiated logon request
20050613-20:26:19 : Received logon response
20050613-20:26:19 : MsgSeqNum too high, expecting  1 but received 481
20050613-20:26:19 : Socket Error: Connection reset by peer.
20050613-20:26:19 : Disconnecting
20050613-20:26:19 : Sent ResendRequest FROM: 1 TO: 0

Thanks,

Francis

Re: [Quickfix-developers] [patch] Create directories with user-configurable permissions

[Joerg T. <Joe...@ma...>]

Caleb Epstein wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> The following trivial patch allows the user of QuickFIX to control the
> permissions of any directories created by the FileLog and FileStore
> classes using their umask.  This is standard behavior.  The mode of a
> directory created by mkdir(2) is calculated from mode & ~umask, so the
> current value of 0700 makes it impossible to ever set any of the group
> or other access rights.
> 
> For example, we want our directories to have mode 0755 so that support
> personnel can monitor logfiles without needing to become the user that
> runs the FIX engine, which can be a security issue.

See bugtracker bug #79:

http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=79

Fixed in CVS; I removed the mode argument from the file_mkdir() interface
and used mkdir( dir, 0777 ) internally.

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] [patch] Create directories with user-configurable permissions

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

The following trivial patch allows the user of QuickFIX to control the
permissions of any directories created by the FileLog and FileStore
classes using their umask.  This is standard behavior.  The mode of a
directory created by mkdir(2) is calculated from mode & ~umask, so the
current value of 0700 makes it impossible to ever set any of the group
or other access rights.

For example, we want our directories to have mode 0755 so that support
personnel can monitor logfiles without needing to become the user that
runs the FIX engine, which can be a security issue.

Index: FileLog.cpp
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
RCS file: /cvsroot/quickfix/quickfix/src/C++/FileLog.cpp,v
retrieving revision 1.6
diff -u -b -r1.6 FileLog.cpp
--- FileLog.cpp 4 Aug 2004 00:30:02 -0000       1.6
+++ FileLog.cpp 15 Jun 2005 19:10:31 -0000
@@ -49,7 +49,7 @@
 FileLog::FileLog( std::string path, const SessionID& s )
 : m_sessionID( s )
 {
-  file_mkdir( path.c_str(), 0700 );
+  file_mkdir( path.c_str(), 0777 );
=20
   if ( path.empty() ) path =3D ".";
   const std::string& begin =3D
Index: FileStore.cpp
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D
RCS file: /cvsroot/quickfix/quickfix/src/C++/FileStore.cpp,v
retrieving revision 1.11
diff -u -b -r1.11 FileStore.cpp
--- FileStore.cpp       21 Feb 2005 20:55:37 -0000      1.11
+++ FileStore.cpp       15 Jun 2005 19:10:31 -0000
@@ -35,7 +35,7 @@
 FileStore::FileStore( std::string path, const SessionID& s )
 : m_msgFile( 0 ), m_headerFile( 0 ), m_seqNumsFile( 0 ), m_sessionFile( 0 =
)
 {
-  file_mkdir( path.c_str(), 0700 );
+  file_mkdir( path.c_str(), 0777 );
=20
   if ( path.empty() ) path =3D ".";
   const std::string& begin =3D

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

[Quickfix-developers] Strange error unknown "getField" property in quickfix.message

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

Hi,

I have this part of code as an example of my problem:
_____
    Public Sub processNewQuickFIX(ByRef qfxMessage As QuickFix.Message)
        Dim field As New QuickFix.StringField(myIntConstant)
        If (qfxMessage.isSetField(myIntConstant)) Then
            qfxMessage.getField(field)
        End If
        '.......
     End sub
_____

For that part of code, I get this error:
'getField' has a return type that is not supported or parameter types that 
are not supported.

Somewhere else in my code I get:
'setField' has a return type that is not supported or parameter types that 
are not supported.

The strange part of it is that yesterday, I was able to run that same code.  
If I close the VB.NET environment, and I re-open my solution, then I get 
more errors of that kind.  Other lines where I use the getField or setField 
are now in error and previously they were not, how come?

Does my .NET framework need to be reinstalled or repaired?  It is doing the 
same on two other computer that run VS.NET 2003.

Does anybody already get that kind of problem?

Thank you!
Martin

[Quickfix-developers] RE: Logout reason

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

Oren,

You're right QF did send a resend request but the counterparty closed the
socket so I didn't notice.  (see log below)

The "sequence number too high" message is from the client (initiator) point
of view.  It appears that the counterparty does not send a logoff or a
session rejection message; it just closes the socket when it receives a
MsgSeqNum that is lower than what it expects.  BTW it's not a QF acceptor
but a custom 3rd party server.

This is why the only solution I see is to increase the
setNextSenderMsgSeqNum by 1000 every time the socket drops during logon, but
I'm not comfortable with such a kludge; what if there are other conditions
that cause the socket to drop?  Comments welcome.

So to conclude, it does not appear to be a QF issue after all because the
acceptor side does not send any notification that the logon failed.

20050613-20:26:19 : Created session
20050613-20:26:19 : Connecting to 127.0.0.1 on port 10501
20050613-20:26:19 : Connection succeeded
20050613-20:26:19 : Initiated logon request
20050613-20:26:19 : Received logon response
20050613-20:26:19 : MsgSeqNum too high, expecting  1 but received 481
20050613-20:26:19 : Socket Error: Connection reset by peer.
20050613-20:26:19 : Disconnecting
20050613-20:26:19 : Sent ResendRequest FROM: 1 TO: 0

Thanks,

Francis

[Quickfix-developers] Running Quickfix on weblogic

[SnO2d S. <cs_...@ho...>]

Hi,

Does anyone have any experience of running an application implementing 
quickfix on a webserver e.g. weblogic?
If so, could you point me in the direction of any resources / documentation 
which would help.

Many thanks,
sno2d

_________________________________________________________________
It's fast, it's easy and it's free. Get MSN Messenger 7.0 today! 
http://messenger.msn.co.uk

Re: [Quickfix-developers] Logout reason

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

Well, this isn't really a serious error condition that requires any 
intervention on your part.  If the sequence number is too high, QuickFIX 
should just send out a resend request and recover the missing messages. 
There shouldn't even be a reject message because it isn't a reject 
scenarion.  I certainly don't think you need to be incrementing sequence 
numbers.  Are you sure that a resend request isn't going out?  Do you have 
more complete logs?

--oren

----- Original Message ----- 
From: "Francis Gingras" <fr...@at...>
To: <qui...@li...>
Sent: Monday, June 13, 2005 3:47 PM
Subject: [Quickfix-developers] Logout reason


> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Here's another question on an old favorite: finding the elusive logout (or
> failed login) reason.
>
> Scenario using QF from C# with the latest files from CVS.  RequestNums are
> set to 1,1, and the server is cycled only once a week.
>
> QF initiator send a Logon request:
> 8=FIX.4.2
9=75
35=A
34=1
49=USER
52=20050613-20:26:19.281
56=TEST
96=passwor
> d
98=0
108=30
10=136

>
> and server responds with:
> 8=FIX.4.2
9=00065
35=A
49=TEST
56=USER
34=481
52=20050613-20:26:19.312
108=3
> 0
98=0
10=180

>
> Now QF rejects the message and logs "MsgSeqNum too high, expecting 1 but
> received 481" in the event log.
>
> Question: how can I get this reject reason in fromAdmin? The client does 
> not
> 'see' this rejection message so it has no idea why the login didn't work.
>
> I added this to Session::validLogonState.  This should (I think) send the
> logout reason to fromAdmin, but it doesn't.
>
>  if ( msgType == MsgType_Logout )
>    return true;
>
> Then I tried implementing the QuickFix.Log interface and added
> public void onEvent(string @string)
> {  log everything here }
> but this method is never triggered.
>
> I looked for onError but it doesn't seem to be available from C#.
>
> What is the best way to work around this?  Arbitrarily incrementing
> setNextTargetMsgSeqNum() until the login is successful is clumsy at best.
>
> Thanks,
>
> Francis Gingras
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: NEC IT Guy Games.  How far can you 
> shotput
> a projector? How fast can you ride your desk chair down the office luge 
> track?
> If you want to score the big prize, get to know the little guy.
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

Re: [Quickfix-developers] Acceptor expected behavior when on a second connection?

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

> In the case when there already exists a session for a sessionID, what is 
> the expected behavior when the acceptor sees:
>
> - the first session is /not/ logged in, and a second connection is opened 
> for a session where the first message /is/ a login

Until a logon is received, a connection has no way of being associated with 
a session.  So if no logon has been received from a connection, then that 
session is open and up for grabs.

> - the first session is /not/ logged in, and a second connection is opened 
> for a session where the first message is /not/ a login

The first message always needs to be a login.  The connection will simply be 
dropped if it isn't.

> - the first session /is/ logged in, and a second connection is opened for 
> a session where the first message /is/ a login

The second connection will be dropped.  Only one connection is allowed an 
association with the session.  Whoever is there first retains access to that 
session.

> - the first session /is/ logged in, and a second connection is opened for 
> a session where the first message is /not/ a login

Again, the second connection will be dropped because the first message must 
be a login.

--oren 

[Quickfix-developers] Logout reason

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

Here's another question on an old favorite: finding the elusive logout (or
failed login) reason.

Scenario using QF from C# with the latest files from CVS.  RequestNums are
set to 1,1, and the server is cycled only once a week.

QF initiator send a Logon request:
8=FIX.4.2
9=75
35=A
34=1
49=USER
52=20050613-20:26:19.281
56=TEST
96=passwor
d
98=0
108=30
10=136


and server responds with:
8=FIX.4.2
9=00065
35=A
49=TEST
56=USER
34=481
52=20050613-20:26:19.312
108=3
0
98=0
10=180

 
Now QF rejects the message and logs "MsgSeqNum too high, expecting 1 but
received 481" in the event log.

Question: how can I get this reject reason in fromAdmin? The client does not
'see' this rejection message so it has no idea why the login didn't work.

I added this to Session::validLogonState.  This should (I think) send the
logout reason to fromAdmin, but it doesn't.

  if ( msgType == MsgType_Logout )
    return true; 

Then I tried implementing the QuickFix.Log interface and added
public void onEvent(string @string)
{  log everything here }
but this method is never triggered.

I looked for onError but it doesn't seem to be available from C#.

What is the best way to work around this?  Arbitrarily incrementing
setNextTargetMsgSeqNum() until the login is successful is clumsy at best.

Thanks,
 
Francis Gingras

RE: [Quickfix-developers] QuickFix41.message and QuickFix41.MessageCracker

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

Jim,

I just find out, I should have used the field.getValue() property.

Thank you and have a nice day!
Martin


>From: "James C. Downs" <jc...@co...>
>To: mta...@ho..., qui...@li...
>Subject: RE: [Quickfix-developers] QuickFix41.message and 
>QuickFix41.MessageCracker
>Date: Sun, 12 Jun 2005 09:07:32 -0500
>
>Martin,
>For fields contained in the message header try using the
>message.getHeader() method. This will expose the fields in the header.
>Jim
>---- Original Message ----
>From: mta...@ho...
>To: qui...@li...
>Subject: RE: [Quickfix-developers] QuickFix41.message and
> >QuickFix41.MessageCracker
>Date: Sun, 12 Jun 2005 09:49:15 -0400
>
> >QuickFIX Documentation:
> >http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX FAQ:
> >http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> >QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >Hi,
> >
> >I saw that the QuickFix41.message object has the getField property.
> >When I
> >tried it in runtime I was not able to extract the field 35
> >(MessageType).
> >
> >I am using VS.NET 2003, my code is written in VB.NET.
> >
> >How can I extract all the fields (maybe with getField()) from the
> >QuickFix41.message object without passing it to the
> >QuickFix41.MessageCracker ?
> >
> >Thanks you
> >Martin
> >
> >
> >
> >
> >-------------------------------------------------------
> >This SF.Net email is sponsored by: NEC IT Guy Games.  How far can
> >you shotput
> >a projector? How fast can you ride your desk chair down the office
> >luge track?
> >If you want to score the big prize, get to know the little guy.
> >Play to win an NEC 61" plasma display: http://www.necitguy.com/?r=20
> >_______________________________________________
> >Quickfix-developers mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>

RE: [Quickfix-developers] QuickFix41.message and QuickFix41.MessageCracker

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

Hello Jim,

Thank you, I can get the header and the trailer fields.

Is it possible to reach the others fields that would be specific to the 
msgType 35.  Let's say that I get msgType=8 for execution report, how can I 
reach the tag 11 (ClOrdID) without the message cracker?

In the online doc of quickfixengine.com it is specified that we can use:
---------
Imports QuickFix
Public Sub fromApp(ByVal message As Message, ByVal sessionID As SessionID)
  Dim field As New StringField(44)
  message.getField(field)
End Sub
---------

When I output the result with console.writeline(field.getfield()), it print 
"44".  Should it print the price value for that tag44 ?
I also tried with "Dim ClOrdID As New QuickFix.ClOrdID" and passed it to 
message.getField(ClOrdID) and it still return the TAG number instead of the 
content, how come?

Thank you!
Martin



>From: "James C. Downs" <jc...@co...>
>To: mta...@ho..., qui...@li...
>Subject: RE: [Quickfix-developers] QuickFix41.message and 
>QuickFix41.MessageCracker
>Date: Sun, 12 Jun 2005 09:07:32 -0500
>
>Martin,
>For fields contained in the message header try using the
>message.getHeader() method. This will expose the fields in the header.
>Jim
>---- Original Message ----
>From: mta...@ho...
>To: qui...@li...
>Subject: RE: [Quickfix-developers] QuickFix41.message and
> >QuickFix41.MessageCracker
>Date: Sun, 12 Jun 2005 09:49:15 -0400
>
> >QuickFIX Documentation:
> >http://www.quickfixengine.org/quickfix/doc/html/index.html
> >QuickFIX FAQ:
> >http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> >QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >Hi,
> >
> >I saw that the QuickFix41.message object has the getField property.
> >When I
> >tried it in runtime I was not able to extract the field 35
> >(MessageType).
> >
> >I am using VS.NET 2003, my code is written in VB.NET.
> >
> >How can I extract all the fields (maybe with getField()) from the
> >QuickFix41.message object without passing it to the
> >QuickFix41.MessageCracker ?
> >
> >Thanks you
> >Martin
> >
> >
> >
> >
> >-------------------------------------------------------
> >This SF.Net email is sponsored by: NEC IT Guy Games.  How far can
> >you shotput
> >a projector? How fast can you ride your desk chair down the office
> >luge track?
> >If you want to score the big prize, get to know the little guy.
> >Play to win an NEC 61" plasma display: http://www.necitguy.com/?r=20
> >_______________________________________________
> >Quickfix-developers mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>

[Quickfix-developers] Acceptor expected behavior when on a second connection?

[Barry K. <gr...@me...>]

In the case when there already exists a session for a sessionID, what is the expected behavior when the acceptor sees:

 - the first session is /not/ logged in, and a second connection is opened for a session where the first message /is/ a login
 - the first session is /not/ logged in, and a second connection is opened for a session where the first message is /not/ a login

 - the first session /is/ logged in, and a second connection is opened for a session where the first message /is/ a login
 - the first session /is/ logged in, and a second connection is opened for a session where the first message is /not/ a login


-- 
barry kaplan
gr...@me...

RE: [Quickfix-developers] QuickFix41.message and QuickFix41.MessageCracker

[James C. D. <jc...@co...>]

Martin,
For fields contained in the message header try using the
message.getHeader() method. This will expose the fields in the header.
Jim
---- Original Message ----
From: mta...@ho...
To: qui...@li...
Subject: RE: [Quickfix-developers] QuickFix41.message and 
>QuickFix41.MessageCracker
Date: Sun, 12 Jun 2005 09:49:15 -0400

>QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX FAQ: 
>http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>Hi,
>
>I saw that the QuickFix41.message object has the getField property.  
>When I 
>tried it in runtime I was not able to extract the field 35 
>(MessageType).
>
>I am using VS.NET 2003, my code is written in VB.NET.
>
>How can I extract all the fields (maybe with getField()) from the 
>QuickFix41.message object without passing it to the 
>QuickFix41.MessageCracker ?
>
>Thanks you
>Martin
>
>
>
>
>-------------------------------------------------------
>This SF.Net email is sponsored by: NEC IT Guy Games.  How far can 
>you shotput
>a projector? How fast can you ride your desk chair down the office 
>luge track?
>If you want to score the big prize, get to know the little guy.  
>Play to win an NEC 61" plasma display: http://www.necitguy.com/?r=20
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFix41.message and QuickFix41.MessageCracker

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

Hi,

I saw that the QuickFix41.message object has the getField property.  When I 
tried it in runtime I was not able to extract the field 35 (MessageType).

I am using VS.NET 2003, my code is written in VB.NET.

How can I extract all the fields (maybe with getField()) from the 
QuickFix41.message object without passing it to the 
QuickFix41.MessageCracker ?

Thanks you
Martin

[Quickfix-developers] Re: Encryption

[Barry K. <gr...@me...>]

I am nearly finished porting the network layer of quickfixj from netty to mina. Mina supports SSL transparently. Once I finish up I'll modify one of the examples to use SSL.

-barry

an...@rh... wrote:
> Does QuickFIX support encryption or do I need to use something like 
> stunnel?  If the latter is the case;  are there any good 
> samples/documentation of implementing it?  Any recommendations for the 
> best encryption tool to use? (Stunnel or another).
> 
>  
> 
> Thank you,
> 
>  
> 
> Andy Mareska
> 
>  
> 


-- 
barry kaplan
gr...@me...

[Quickfix-developers] Re: Quickfix-developers digest, Vol 1 #793 - 4 msgs

[Thomas W. <tw...@fo...>]

Fabien,

Try these two things:

1.   In /usr/lib, look for libxml2.so.     If all you see is (for
example) /usr/lib/libxml2.so.2, then create a softlink as follows:
                 cd /usr/lib
                 ln -s libxml2.so.2 libxml2.so
You need to do that as root.
I found that the linker could not the xml2 lib (in 32-bit mode that is)
unless there was a copy without version numbers after the .so.

2.   export both  of these
    export CFLAGS="-m32"
    export CXXFLAGS="-m32"

Then run configure, and I think that your system should be
OK....assuming that you have copies of all the necessary 32 bit libs.
I'm on RHEL 4.0, and everything was there but for mysql (which I got
from the mysql site)


Regards,
Tom

On Thu, 2005-06-09 at 20:35 -0700, quickfix-developers-
re...@li... wrote:


> 
> --__--__--
> 
> Message: 3
> From: "Fabien Galampoix" <fab...@pr...>
> To: "Quickfix-Developers" <qui...@li...>,
> 	"Quickfix-Users" <qui...@li...>
> Date: Thu, 9 Jun 2005 18:11:34 +0200
> Subject: [Quickfix-developers] 64-bits JNI troubles ...
> 
> Hi
> 
> I try to compile/run quickfix v1.9.4 under Redhat ES v3 with dual opteron
> (x86_64 arch).
> C++ works well but not the JNI library.
> As soon as i use libquickfix_jni.so in any java program (even quickfix
> example), there are troubles with :
> - Sun JVM 1.4 (j2ee 32b)
> - Sun JVM 1.5 32b or 64b
> - IBM JVM 1.4 32b or 64b
> The result is ... exception : core dumped ...
> I did set CLASSPATH, -Djava.library.path and jvm found the right library.
> 1) Does anyone use quickfix java on 64b platform with success ?
> 
> I saw in other thread from Tom Wood that he suggests to compile CPP code in
> 32b mode.
> I tried to set CPPFLAGS="-m32" but i obtained incompatibilty error with
> "libxml2.so" library.
> 2) does anyone successfully compile/run in 32-bits mode with 64-bits
> platform ? (x86_64)
> 
> This is my first post here, please apologize if a forgot some rules :)
> 
> 
> 
> 



> --__--__--
> 
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> End of Quickfix-developers Digest

Tom Wood
Fort Mason Capital
456 Montgomery Street, 22nd Floor
San Francisco, CA 94104
Direct: 415-249-3387
Fax: 415-249-3389
tw...@fo...

Fwd: [Quickfix-developers] QuickFix

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

On 6/10/05, Caleb Epstein <cal...@gm...> wrote:
> On 6/10/05, Andrei Goldchleger <an...@gm...> wrote:
> > I am currently evaluating several options for adding FIX support to a
> > large electronic trading system. We need that the solution adheres to
> > the complete FIX specification as much as possible. From my initial
> > evaluation, I believe that QuickFix implements all of the
> > "traditional"(everything but FixML) FIX protocol, including both
> > business messages (described in Vols 3-5)  and the session protocol
> > (Vol 2). Am I right on this one? If I am wrong, can you point any part
>
> Yes.
>
> > of the specification (even if minor) which is not implemented by the
> > current QuickFix version? What about built-in encription, is it
> > supported?
>
> It isn't (see a post from earlier today on this same subject).

OK, so please correct me if I am wrong: in order to implement "built
in encryption", I would have to modify QuickFix to decrypt the
SecureData field according to some pre-defined method, then "add" the
now decrypted fields to a message which also contains fields sent in
plain text, and finally pump the message through validation. I will
also need to negotiate the encryption method during logon, when I
would also setup the encryption method, if applicable.

>
> > Afer reading the documentation, I could not find any reference to
> > FixML support. I know that this is normally considered "extra", but it
> > will be nice  to know if it is supported.
>
> Short answer: It isn't.
>
> Longer answer: There is a method in the QuickFIX Message class to
> "render" it as XML based on an XML Data Dictionary.  However, the tag
> names in FIXML diverge from those in the FIX spec (why, in the name of
> all that is holy did they do that?)

I am not sure if we are talking about the same thing, but if I am not
mistaken some tags were modified in order to save bandwidth. Makes one
wonder why use XML at first place ;-)

> so the output generated using the
> default Data Dictionary files is not FIXML.  I suspect you could whip
> up a Data Dictionary that used the FIXML names and be able to generate
> mostly FIXML-compliant messages.  But I'm sure there will be other
> gotchas (e.g. should attributes be used, or nested text elements) that
> come up.

OK. Can you think of any other specification aspect that is currently
missing from QuickFix?

Again, thanks for all your help,

Andrei Goldchleger

Re: [Quickfix-developers] QuickFix

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

On 6/10/05, Andrei Goldchleger <an...@gm...> wrote:
> I am currently evaluating several options for adding FIX support to a
> large electronic trading system. We need that the solution adheres to
> the complete FIX specification as much as possible. From my initial
> evaluation, I believe that QuickFix implements all of the
> "traditional"(everything but FixML) FIX protocol, including both
> business messages (described in Vols 3-5)  and the session protocol
> (Vol 2). Am I right on this one? If I am wrong, can you point any part

Yes.

> of the specification (even if minor) which is not implemented by the
> current QuickFix version? What about built-in encription, is it
> supported?

It isn't (see a post from earlier today on this same subject).

> Afer reading the documentation, I could not find any reference to
> FixML support. I know that this is normally considered "extra", but it
> will be nice  to know if it is supported.

Short answer: It isn't.

Longer answer: There is a method in the QuickFIX Message class to
"render" it as XML based on an XML Data Dictionary.  However, the tag
names in FIXML diverge from those in the FIX spec (why, in the name of
all that is holy did they do that?) so the output generated using the
default Data Dictionary files is not FIXML.  I suspect you could whip
up a Data Dictionary that used the FIXML names and be able to generate
mostly FIXML-compliant messages.  But I'm sure there will be other
gotchas (e.g. should attributes be used, or nested text elements) that
come up.

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

[Quickfix-developers] QuickFix

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

Hi,

I am currently evaluating several options for adding FIX support to a
large electronic trading system. We need that the solution adheres to
the complete FIX specification as much as possible. From my initial
evaluation, I believe that QuickFix implements all of the
"traditional"(everything but FixML) FIX protocol, including both
business messages (described in Vols 3-5)  and the session protocol
(Vol 2). Am I right on this one? If I am wrong, can you point any part
of the specification (even if minor) which is not implemented by the
current QuickFix version? What about built-in encription, is it
supported?

Afer reading the documentation, I could not find any reference to
FixML support. I know that this is normally considered "extra", but it
will be nice  to know if it is supported.

Thanks in advance for any help,=20

Andrei Goldchleger

Re: [Quickfix-developers] Encryption

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

I know several people have used Stunnel for encryption.  My  
understanding is that Stunnel runs out of process and acts as a  
proxy.  So you just need to set up Stunnel as directed and set up the  
QF config files to connect to it (or have it forward requests to you  
if you are the acceptor).  Except for that i don't think you need to  
do anything special with QF.

--oren

On Jun 10, 2005, at 6:11 AM, <an...@rh...> wrote:

> Does QuickFIX support encryption or do I need to use something like  
> stunnel?  If the latter is the case;  are there any good samples/ 
> documentation of implementing it?  Any recommendations for the best  
> encryption tool to use? (Stunnel or another).
>
>
>
> Thank you,
>
>
>
> Andy Mareska
>
>
>
>

RE: [Quickfix-developers] fromAdmin / fromApp callbacks in Applic ation interface (java)

[Michael R. <mr...@li...>]

I'd second that, hit the issue myself. Why not have QF call toAdmin? 
Very often, you'd want to see what message was rejected.
 
Michael

-----Original Message-----
From: Alvin Wang [mailto:AW...@FF...] 
Sent: Tuesday, June 07, 2005 8:53 PM
To: dav...@ma...
Cc: qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] fromAdmin / fromApp callbacks in
Application interface (java)



Hi Dave, 

I can understand where you are coming from. But I think an onError callback
is more straighforward.  Otherwise, we would have to use the seqnum to
retrieve the original message from MySql (what if QF is configured to use
other logging method?) 

Thanks 
Alvin 







	"Dave Linaker" <dav...@ma...> 


06/07/2005 12:32 PM 
Please respond to dave.linaker 


        
        To:        "'Alvin Wang'" <AW...@FF...>,
<qui...@li...>,
<qui...@li...> 
        cc:         
        bcc:         
        Subject:        RE: [Quickfix-developers] fromAdmin / fromApp
callbacks in Application interface (java)



Hi Alvin, 
  
As you say, fromApp and fromAdmin aren't called if the message is rejected
at the Session level (i.e. if it fails the basic message validation) but
toAdmin is called as a result of the Reject message being sent.  The Reject
message will contain some basic information about why the message was
rejected, at the very least a SeqNum and Text containing a description of
why it was rejected.  So the application can be aware of the rejection,
although it's not being passed the message. Were you looking for something
more than this? 
  
Kind regards 
  
  
Dave 
  
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alvin
Wang
Sent: 07 June 2005 23:11
To: qui...@li...;
qui...@li...
Subject: [Quickfix-developers] fromAdmin / fromApp callbacks in Application
interface (java)


Hi, 

I have found that if a message is rejected by QF, fromAdmin or fromApp will
not be invoked by QF. As a result, we have no knowledge about the message
and what happened at all.  I can understand that QF tries to filter out
those malformated msgs, but application should also be notified by some
ways. (what about a callback called onError?) 

Thanks 
Alvin **********************************************************************
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[Quickfix-developers] MySql

[girish <gi...@om...>]

Hi All,
        I am new to this group,I am developing one application(Fix =
Adapter) which will be an intermidiate process between the client and =
our middleware process.
        I want to develop it on linux with mysql support.
Right now I am experimenting it on Winows,for that I have compiled the =
quickfix.jar and quickfix_jni.jar on VC++.It is working,same I have to =
do for linux.
     I will compile it on linux and will put the jars in classpath so I =
will use these to develop my process,I am developing it on Java.
    Can any one tell me in detail(step wise) that how I will compile and =
get the same jars on linux.Please tell me from installation of mysql as =
I am not aware of this also.Waitting for reply from you.
                            Thanks and Regards
                                                    Girish