quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Encryption

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

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).

At moment, QuickFIX does not implement any encryption mechanism, neither encrypted or 
signed data fields/messages nor an SSL layer.

But since version 1.5 binary data fields containing any character including the field 
delimiter are supported, so you can store/retrieve encrypted binary data if you implement 
the encryption methods yourself.

If you want to encrypt the transport layer, stunnel is probably the easiest approach. 
Personally, I have no experience in using it, but others in this mailing list may have it.

It would be good to have SSL based socket acceptors/initiators, but there are none in the 
current QF code base. Jon Dahl asked some questions in the list in 2003; I am not aware of 
further efforts/implementations other QF users may have.

See also these links on the FPL site:

* http://www.fixprotocol.org/specifications/TechDoc-InfoSecurity
* http://fixprotocol.org/discuss/read/9ca77960

The latter thread contains the excellent posting of Ryan Pierce, leader of the "Global 
Technical Information Security" sub-committee of FPL.

HTH

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] Encryption

[<an...@rh...>]

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).
=20
Thank you,
=20
Andy Mareska
=20

[Quickfix-developers] Regarding Start time and End Time

[rohan j. p. <roh...@re...>]

 =A0=0AHi all,=0A       What the Exact use of start time, end time, start d=
ate and end date. =0A                with regards=0A                Rohan p=
ais

Re: [Quickfix-developers] integration of my sql and quick fix

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

On 9 Jun 2005 14:06:38 -0000, rohan joel pais <roh...@re...> wr=
ote:

>            Can Any body send me the exact procedure to follow, while
> integrating MySql with quick fix on linux machine.=20

This is the second time you've asked this question in a too-vague way.
 I replied to your first post, but you seem to have ignored my reply.

What precisely do you need to know?  How to build QF with MYSQL
support?  How to create a database?  How to configure an Application
to use MySQL?

http://quickfixengine.org/quickfix/doc/html/install.html

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

[Quickfix-developers] 64-bits JNI troubles ...

[Fabien G. <fab...@pr...>]

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] integration of my sql and quick fix

[rohan j. p. <roh...@re...>]

 =A0=0AHi all,=0A           Can Any body send me the exact procedure to fol=
low, while integrating MySql with quick fix on linux machine.=20

[Quickfix-developers] Re: some changes in C++ version

[Alexey Z. <ale...@in...>]

Hi,

The point 3a ( if (result && !num ) ) is not right, please ignore.
It was applied during integration with CME (GLOBEX) and solved one of 
problems,
but in real production it caused to losing messages.
Sorry.

Regards, Alexey.


Alexey Zubko wrote:

> Hi,
>
> I've just updated QF version from CVS and found out additional changes 
> I had in my code.
> I think some of these fixes are still important.
>
> 1. src\C++\FieldConvertors.h
> If one puts a char field with value '\0' - QF will truncate the 
> message during sending (send(..c_str()....).
>
>   static std::string convert( char value )
>   {
> -    return std::string( 1, value );
> +    std::string    ret;
> +    if(value)
> +    {
> +        ret.assign(1, value);
> +    }
> +    return ret;
>   }
>
> 2. src\C++\FieldMap.h
> I had a compilation error and I added FieldMap:: in several places in 
> this file.
> I think the problem was in different order of #include's, anyway:
>
> -  typedef Fields::const_iterator iterator;
> +  typedef FieldMap::Fields::const_iterator iterator;
> ....
>
> 3. src\C++\Session.cpp
> a) QF incremented seqnum even if result of the send() function wasn't 
> succeed.
>
> @@ -461,7 +461,7 @@
>       catch ( DoNotSend& ) { return false; }
>     }
>
> -    if ( !num )
> +    if (result && !num )
>     {
>       MsgSeqNum msgSeqNum;
>       header.getField( msgSeqNum );
>
> b) QF not always adds milliseconds when it's necessary:
>
> @@ -527,7 +527,12 @@
>   Header& header = message.getHeader();
>   header.getField( sendingTime );
>   header.getField( msgSeqNum );
> -  header.setField( OrigSendingTime( sendingTime ) );
> +
> +/***/
> +  bool millisecondsInTimeStamp = m_millisecondsInTimeStamp && 
> (m_sessionID.getBeginString() >= BeginString_FIX42);
> +  header.setField(FIELD::OrigSendingTime, 
> UtcTimeStampConvertor::convert(sendingTime, millisecondsInTimeStamp));
> +//  header.setField( OrigSendingTime( sendingTime ) );
> +
>   header.setField( PossDupFlag( true ) );
>   insertSendingTime( header );
>
> @@ -611,7 +620,11 @@
>   NewSeqNo newSeqNo( endSeqNo );
>   sequenceReset.getHeader().setField( MsgType( "4" ) );
>   sequenceReset.getHeader().setField( PossDupFlag( true ) );
> -  sequenceReset.getHeader().setField( OrigSendingTime() );
> +/***/
> +  UtcTimeStamp now;
> +  bool millisecondsInTimeStamp = m_millisecondsInTimeStamp && 
> (m_sessionID.getBeginString() >= BeginString_FIX42);
> +  sequenceReset.getHeader().setField(FIELD::OrigSendingTime, 
> UtcTimeStampConvertor::convert(now, millisecondsInTimeStamp));
> +//  sequenceReset.getHeader().setField( OrigSendingTime() );
>   sequenceReset.setField( newSeqNo );
>
>

Re: [Quickfix-developers] QuickFIX/J status update

[VP M. IT A. E. T. <ass...@gm...>]

This is very good news. I will attempt to migrate over this week
and let you know.

On 6/7/05, Steve Bate <st...@te...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/i=
ndex.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hello RK,
>=20
> The QuickFIX/J code is in the QuickFIX CVS repository. The module
> name is 'quickfixj'. The code is available under the same license
> as the C++ QF (open source, but not PD). Briefly, the current
> status is that we are passing almost all the acceptance tests
> (see QF bug tracker for details). Running the OpenFIX
> certification tests is somewhat time consuming but almost all
> the FIX 4.2 tests are passing at this point. We'll be running
> the certification tests against other FIX versions as well.
>=20
> We are currently preparing for a beta release (no date set at
> this time). With the release, we intend to have the documentation
> to support broader developer contribution.
>=20
> The initial release will implement almost exactly the same API
> as the Java bindings for the C++ QF. The intent is to make the
> transition to the pure Java QF as painless as possible for existing
> Java applications.
>=20
> Our plans for future versions include improved performance,
> possible migration to Java 5, JMX instrumentation, application
> server integration, and so on.
>=20
> QuickFIX/J is currently being used for real trading on some small
> applications.
>=20
> Steve
>=20
> > -----Original Message-----
> > From: VP Marketing IT Asset Enterprise Technologies
> > [mailto:ass...@gm...]
> > Sent: Tuesday, June 07, 2005 11:34 AM
> > To: Steve Bate
> > Subject: Re: [Quickfix-developers] OrigSendingTime on messages with
> > PossDup=3DY
> >
> > Hi Steve
> >
> > Do you have an estimated completion or release date for the pure java
> > implementation.
> >
> > We also faced serious problems with QF within JBOSS. So we are trying
> > to develop pure java quickfix. If you are planning to release it in PD
> > then
> > we do not have to do that.
> >
> > Please let us know. Thank you Steve. This is leadership initiative.
> > --
> > RK
> >
> > On 6/6/05, Steve Bate <st...@te...> 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
> > >
> > > Hello,
> > >
> > > I'm working on OpenFIX certification for the pure Java QuickFIX
> > > implementation. One test that's giving me problems involves a
> > > message with PossDup=3DY and no OrigSendingTime. I notice that the
> > > session implementation only validates the PossDup-related fields
> > > when when the target sequence number is lower than expected
> > > (doPossDup() is only called from doTargetTooLow()). The OpenFIX
> > > test (FIX 4.2) is sending a message with PossDup=3DY and
> > > a proper sequence number so the PossDup verification code is not
> > > being called.
> > >
> > > It seems a bit strange that PossDup=3DY in this scenario (normal
> > > sequence numbers)? Is this a problem with QuickFIX or the
> > > OpenFIX test? Comments?
> > >
> > > Steve
> > >
> > >
> > >
> > >
> > > -------------------------------------------------------
> > > 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 lu=
ge
> > 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=3D2=
0
> > > _______________________________________________
> > > Quickfix-developers mailing list
> > > Qui...@li...
> > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > >
>=20
>=20
>=20
> -------------------------------------------------------
> This SF.Net email is sponsored by: NEC IT Guy Games.  How far can you sho=
tput
> a projector? How fast can you ride your desk chair down the office luge t=
rack?
> 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=3D20
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] buffer underruns in QuickFIX/J (was: QuickFIX/J status update)

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

> FYI, we are using (testing really) quickfixj on a blackbox trading system.
> When we perform load testing (placing orders against a simulator at
> roughly 50ms intervals, where the simulator responds almost immediatly) we
> get buffer underuns originating in the netty library (see stack trace
> below).
> 
> Also, I ran the quickfixj test suite using the latest netty (1.9.2). All
> tests fail due to a buffer overflow on login.
> 
> We are in the process of swapping in the C++ quickfix in an attempt to
> determine if it might our code that is causing the error.
> 
> So, some questions Steve:
> 
> 1) I see when I run the test suite messages begining with "load: ...".
> What is the nature of these load tests? Can I tune them to heat things up?

Barry,

Those messages are related to loading the text-based AT definitions. We
don't currently have any load tests although it would be a good idea to
have some.
 
> 2) During some of the tests (well,quite a few actually) exceptions are
> printed (eg, "quickfix.InvalidMessage: Field not found: 9") but the tests
> do not fail. Is this the expected behavior. I saw that in the latest
> series of commits you converted lots of e.printStackTraces to log. Are
> these messages due to e.printStackTraces that are really errors but the
> tests don't get to fail, or is the test generating the message as part of
> logging.

Yes, there are tests that intentionally leave out required header fields
or send otherwise corrupt messages. These may result in stacktrace 
being printed in the logged output although the test passes.

It sounds like Netty 1.9.2 is more buggy than 1.8.0. We aren't seeing ATs
fail due to buffer underruns but it could just be that we aren't sending
messages fast enough to trigger the problem. It sounds like we need to
create a load test, try to reproduce this problem, and determine if it's
us or Netty.

Steve

[Quickfix-developers] some changes in C++ version

[Alexey Z. <ale...@in...>]

Hi,

I've just updated QF version from CVS and found out additional changes I 
had in my code.
I think some of these fixes are still important.

1. src\C++\FieldConvertors.h
If one puts a char field with value '\0' - QF will truncate the message 
during sending (send(..c_str()....).

   static std::string convert( char value )
   {
-    return std::string( 1, value );
+    std::string    ret;
+    if(value)
+    {
+        ret.assign(1, value);
+    }
+    return ret;
   }

2. src\C++\FieldMap.h
I had a compilation error and I added FieldMap:: in several places in 
this file.
I think the problem was in different order of #include's, anyway:

-  typedef Fields::const_iterator iterator;
+  typedef FieldMap::Fields::const_iterator iterator;
....

3. src\C++\Session.cpp
a) QF incremented seqnum even if result of the send() function wasn't 
succeed.

@@ -461,7 +461,7 @@
       catch ( DoNotSend& ) { return false; }
     }
 
-    if ( !num )
+    if (result && !num )
     {
       MsgSeqNum msgSeqNum;
       header.getField( msgSeqNum );

b) QF not always adds milliseconds when it's necessary:

@@ -527,7 +527,12 @@
   Header& header = message.getHeader();
   header.getField( sendingTime );
   header.getField( msgSeqNum );
-  header.setField( OrigSendingTime( sendingTime ) );
+
+/***/
+  bool millisecondsInTimeStamp = m_millisecondsInTimeStamp && 
(m_sessionID.getBeginString() >= BeginString_FIX42);
+  header.setField(FIELD::OrigSendingTime, 
UtcTimeStampConvertor::convert(sendingTime, millisecondsInTimeStamp));
+//  header.setField( OrigSendingTime( sendingTime ) );
+
   header.setField( PossDupFlag( true ) );
   insertSendingTime( header );
 
@@ -611,7 +620,11 @@
   NewSeqNo newSeqNo( endSeqNo );
   sequenceReset.getHeader().setField( MsgType( "4" ) );
   sequenceReset.getHeader().setField( PossDupFlag( true ) );
-  sequenceReset.getHeader().setField( OrigSendingTime() );
+/***/
+  UtcTimeStamp now;
+  bool millisecondsInTimeStamp = m_millisecondsInTimeStamp && 
(m_sessionID.getBeginString() >= BeginString_FIX42);
+  sequenceReset.getHeader().setField(FIELD::OrigSendingTime, 
UtcTimeStampConvertor::convert(now, millisecondsInTimeStamp));
+//  sequenceReset.getHeader().setField( OrigSendingTime() );
   sequenceReset.setField( newSeqNo );


-- 

Regards,
		Alexey Zubko

Infinium Capital Corporation
(416) 360-7000 ext. 305

[Quickfix-developers] Re: QuickFIX/J status update

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

FYI, we are using (testing really) quickfixj on a blackbox trading system. When we perform load testing (placing orders against a simulator at roughly 50ms intervals, where the simulator responds almost immediatly) we get buffer underuns originating in the netty library (see stack trace below).

Also, I ran the quickfixj test suite using the latest netty (1.9.2). All tests fail due to a buffer overflow on login. 

We are in the process of swapping in the C++ quickfix in an attempt to determine if it might our code that is causing the error.

So, some questions Steve: 

1) I see when I run the test suite messages begining with "load: ...". What is the nature of these load tests? Can I tune them to heat things up?

2) During some of the tests (well,quite a few actually) exceptions are printed (eg, "quickfix.InvalidMessage: Field not found: 9") but the tests do not fail. Is this the expected behavior. I saw that in the latest series of commits you converted lots of e.printStackTraces to log. Are these messages due to e.printStackTraces that are really errors but the tests don't get to fail, or is the test generating the message as part of logging.

(Steve, if this ain't clear, give me a buzz. Or just give a buzz anyway :-)

-barry


---
net.gleamynode.netty2.MessageParseException: (Hexdump: 38 3D 46 49 58 2E 34 2E 32 01 39 3D 32 37 37 01 33 35 3D 38 01 34 39 3D 52 54 5A 41 01 35 36 3D 48 4C 54 4E 01 33 34 3D 31 33 32 34 01 35 32 3D 32 30 30 35 30 36 30 38 2D 31 33 3A 35 39 3A 35 30 01 35 37 3D 42 42 4F 58 01 31 3D 73 69 6D 2D 62 6B 61 70 6C 61 6E 01 33 37 3D 73 69 6D 2D 62 6B 61 70 6C 61 6E 2E 32 30 30 35 30 36 30 38 2E 65 71 75 69 74 79 2E 49 4E 54 43 2E 33 32 30 01 31 39 38 3D 30 30 31 34 33 31 38 38 01 31 31 3D 49 4E 54 43 2D 31 31 31 38 32 33 39 31 38 35 31 31 30 01 33 39 3D 30 01 31 35 30 3D 36 01 32 30 3D 30 01 31 37 3D 73 69 6D 2D 62 6B 61 70 6C 61 6E 2E 32 30 30 35 30 36 30 38 2E 65 71 75 69 74 79 2E 49 4E 54 43 2E 33 32 30 2E 37 01 35 35 3D 49 4E 54 43 01 35 34 3D 31 01 35 38 3D 63 31 38 32 33 39 31 38 35 33 32 37 01 37 36 3D 53 49 4D 40 31 01 31 35 31 3D 31 30 30 01 33 31 3D 30 01 33 32 3D 30 01 36 3D 30 01 31 34 3D 30 01 33 38 3D 31 30 30 01 31 30 3D)
	at quickfix.netty.FIXMessageData.read(FIXMessageData.java:174)
	at net.gleamynode.netty2.ReadController.doRead(ReadController.java:502)
	at net.gleamynode.netty2.ReadController.processEvent(ReadController.java:332)
	at net.gleamynode.netty2.IoProcessor.process(IoProcessor.java:334)
	at net.gleamynode.netty2.IoProcessor.access$500(IoProcessor.java:73)
	at net.gleamynode.netty2.IoProcessor$Worker.run(IoProcessor.java:364)
Caused by: java.nio.BufferUnderflowException
	at java.nio.DirectByteBuffer.get(Unknown Source)
	at java.nio.ByteBuffer.get(Unknown Source)
	at quickfix.netty.FIXMessageData.read(FIXMessageData.java:164)
	... 5 more

Re: [Quickfix-developers] compiling with my sql support

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

On 7 Jun 2005 05:25:27 -0000, rohan joel pais <roh...@re...> wr=
ote:

>  3.I added the mysql/lib/ and mysql/lib/debug,and java related stuff in t=
he
> search path.

Be more clear here.  Did you add them to the PATH environment variable
or to the VC++ Tools > Options > Projects > VC++ Directories settings?
 Did you add them to the "Library Files" directories?  Do you actually
have a libmysql.lib file anywhere in your MySQL installation
directory?  If so, this is the directory you need to add to the
"Library Files" directory settings.


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

[Quickfix-developers] Re: Recovering from client side sequence number amnesia

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

I'm having the same problem.  How did you resolve the issue?

Thanks,

Francis

[Quickfix-developers] QuickFIX/J status update

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

Hello RK,

The QuickFIX/J code is in the QuickFIX CVS repository. The module
name is 'quickfixj'. The code is available under the same license
as the C++ QF (open source, but not PD). Briefly, the current
status is that we are passing almost all the acceptance tests
(see QF bug tracker for details). Running the OpenFIX 
certification tests is somewhat time consuming but almost all 
the FIX 4.2 tests are passing at this point. We'll be running
the certification tests against other FIX versions as well. 

We are currently preparing for a beta release (no date set at 
this time). With the release, we intend to have the documentation 
to support broader developer contribution.

The initial release will implement almost exactly the same API
as the Java bindings for the C++ QF. The intent is to make the
transition to the pure Java QF as painless as possible for existing
Java applications.

Our plans for future versions include improved performance,
possible migration to Java 5, JMX instrumentation, application
server integration, and so on.

QuickFIX/J is currently being used for real trading on some small
applications.

Steve

> -----Original Message-----
> From: VP Marketing IT Asset Enterprise Technologies
> [mailto:ass...@gm...]
> Sent: Tuesday, June 07, 2005 11:34 AM
> To: Steve Bate
> Subject: Re: [Quickfix-developers] OrigSendingTime on messages with
> PossDup=Y
> 
> Hi Steve
> 
> Do you have an estimated completion or release date for the pure java
> implementation.
> 
> We also faced serious problems with QF within JBOSS. So we are trying
> to develop pure java quickfix. If you are planning to release it in PD
> then
> we do not have to do that.
> 
> Please let us know. Thank you Steve. This is leadership initiative.
> --
> RK
> 
> On 6/6/05, Steve Bate <st...@te...> 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
> >
> > Hello,
> >
> > I'm working on OpenFIX certification for the pure Java QuickFIX
> > implementation. One test that's giving me problems involves a
> > message with PossDup=Y and no OrigSendingTime. I notice that the
> > session implementation only validates the PossDup-related fields
> > when when the target sequence number is lower than expected
> > (doPossDup() is only called from doTargetTooLow()). The OpenFIX
> > test (FIX 4.2) is sending a message with PossDup=Y and
> > a proper sequence number so the PossDup verification code is not
> > being called.
> >
> > It seems a bit strange that PossDup=Y in this scenario (normal
> > sequence numbers)? Is this a problem with QuickFIX or the
> > OpenFIX test? Comments?
> >
> > Steve
> >
> >
> >
> >
> > -------------------------------------------------------
> > 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] Re: logout message does not trigger fromAdmin callback?

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

Alvin, I believe this has been fixed in CVS.  Also, make sure you are =
actually receiving a logout as opposed to the socket just being dropped, =
which would not result in a fromAdmin call.

--oren
  ----- Original Message -----=20
  From: Alvin Wang=20
  To: qui...@li... ; =
qui...@li...=20
  Cc: Oren Miller ; Yihu Fang=20
  Sent: Tuesday, June 07, 2005 8:08 PM
  Subject: logout message does not trigger fromAdmin callback?



  Sorry for being verbose today. But this is the 3rd time I have asked =
this question in this mailing list. Can anyone help?=20

  It seems that a logout message from counterparty does not trigger =
fromAdmin callback. But the logon message triggers toAdmin callback. Why =
is that?

  Thanks a lot!=20
  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. =
********************************************************************** 

[Quickfix-developers] logout message does not trigger fromAdmin callback?

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

Sorry for being verbose today. But this is the 3rd time I have asked this 
question in this mailing list. Can anyone help?

It seems that a logout message from counterparty does not trigger 
fromAdmin callback. But the logon message triggers toAdmin callback. Why is that?

Thanks a lot! 
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.
**********************************************************************

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

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

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 ********************************************************************** 
This e-mail message is intended solely for the use of the addressee. The 
message may contain information that is privileged and confidential. 
Disclosure to anyone other than the intended recipient is prohibited. If 
you are not the intended recipient, please do not disseminate, distribute 
or copy this communication, by e-mail or otherwise. Instead, please notify 
us immediately by return e-mail (including the original message with your 
reply) and then delete and discard all copies of the message. We have 
taken precautions to minimize the risk of transmitting software viruses 
but nevertheless advise you to carry out your own virus checks on any 
attachment to this message. We accept no liability for any loss or damage 
caused by software viruses. 
********************************************************************** 

[Quickfix-developers] Re: "Value is incorrect (out of range) for this tag" error for proprietary field value

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

Great.  This sounds reasonable to me.  We'll add it as a feature.

--oren
  ----- Original Message -----=20
  From: Alvin Wang=20
  To: Oren Miller=20
  Cc: dav...@ma... ; Joerg Thoennes ; =
qui...@li... ; =
qui...@li... ; Yihu Fang=20
  Sent: Tuesday, June 07, 2005 7:45 PM
  Subject: Re: "Value is incorrect (out of range) for this tag" error =
for proprietary field value



  Oren, I meant to turn off as a whole, not on individual tag basis.  =
thx=20




       "Oren Miller" <or...@qu...>=20
        06/07/2005 12:56 PM=20

              =20
                To:        "Yihu Fang" <Yih...@re...>, "Alvin =
Wang" <AW...@FF...>=20
                cc:        <dav...@ma...>, "Joerg Thoennes" =
<Joe...@ma...>, <qui...@li...>, =
<qui...@li...>=20
                bcc:        =20
                Subject:        Re: "Value is incorrect (out of range) =
for this tag" error for proprietary field value=20



  I can see adding a configuration setting that would turn off =
enumeration checks as a whole.  I'm not so sure the configuration file =
is the place to turn them off on a field by field basis (I thought that =
was what was being talked about, perhaps not).=20
   =20
  Yes, our validation of repeating groups has been inconsistent with =
that of body messages.  This is changing and they should be moving =
together so that the same code block is being used for both.=20
   =20
  --oren=20
   =20
  ----- Original Message -----=20
  From: Yihu Fang=20
  To: Alvin Wang ; Oren Miller=20
  Cc: dav...@ma... ; Joerg Thoennes ; =
qui...@li... ; =
qui...@li...=20
  Sent: Tuesday, June 07, 2005 11:38 AM=20
  Subject: RE: "Value is incorrect (out of range) for this tag" error =
for proprietary field value=20

  Enumeration value check is a tricky one. QF strictly enforces this =
according to the FPL test case document and this could save additional =
check in the application level. However, I can see some application may =
want to have a more relaxed session layer check on this but still use QF =
data dictionary on the application level. Simply to delete all the =
values is not a clean solution. I could see some value in adding an =
option to turn on and off enumeration value check at the session layer.=20
   =20
  Another related problem to the enumeration value check in QF is its =
inconsistency: those enumeration values in repeating fields are not =
being checked at all. This could be related to QF validation of =
repeating groups.=20
   =20
  Thanks,=20
   =20
  -Yihu=20
   =20


-------------------------------------------------------------------------=
-----


  From: Alvin Wang [mailto:AW...@FF...]=20
  Sent: Tuesday, June 07, 2005 7:50 PM
  To: Oren Miller
  Cc: dav...@ma...; Joerg Thoennes; =
qui...@li...; =
qui...@li...; Yihu Fang
  Subject: Re: "Value is incorrect (out of range) for this tag" error =
for proprietary field value=20
   =20

  But that means we have to manually delete all the enum values in =
dictionary, to avoid the similar problem in the future. ? :)     Also we =
may want to have the control on each session level...=20

  UTF_8 or UTF-8 would not affect our application because it does not =
care about that field. However, since the message was rejected merely =
because of this "minor imperfection" in it, our application cannot =
receive the message (or callback). (Pls refer my another email about =
this topic today)=20

  Thanks a lot=20
  Alvin=20



           "Oren Miller" <or...@qu...>=20
        06/07/2005 11:56 AM=20
              =20
               To:        <qui...@li...>, =
<qui...@li...>, "Alvin Wang" =
<AW...@FF...>=20
               cc:        <dave.linaker@macdcom>,. "Joerg Thoennes" =
<Joe...@ma...>, "Yihu Fang" <Yih...@re...>=20
               bcc:        =20
               Subject:        Re: "Value is incorrect (out of range) =
for this tag" error for    proprietary field value=20




  Well, if you are ok with any value coming in, you can just delete all =
the enumeration elements from the field.  Basically it sounds like you =
want the field to be free form, in which case it makes no sense to have =
any enumeration elements to begin with.  Although I'm not really sure =
what your application would have done with the UTF_8 value if it didn't =
know to expect it beforehand.  =20
  =20
  --oren=20
  ----- Original Message -----=20
  From: Alvin Wang=20
  To: qui...@li... ; =
qui...@li...=20
  Cc: dav...@ma... ; Joerg Thoennes ; Oren Miller ; Yihu Fang=20
  Sent: Tuesday, June 07, 2005 5:03 PM=20
  Subject: "Value is incorrect (out of range) for this tag" error for =
proprietary field value=20


  Hi,=20

  Can we have a new configuration that allows proprietary field value =
for a tag.  For example, today we received a message with =
MessageEncoding(347)=3DUTF-8. However, in Quickfix dictionary, it is =
UTF_8 (BTW, i believe UTF-8 is official according to FIX document). We =
had to manually edit FIX44.xml and restart our FIX engine. That means, =
each time counterparty has a proprietary field value, we have to =
manually add it into the dictionary, otherwise the message will be =
rejected by QF.=20

  Thanks=20
  Alvin=20
  ********************************************************************** =
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



  -------------------------------------------------------- --------
  Visit our Internet site at http://www.reuters.com

  To find out more about Reuters Products and Services visit =
http://www.reuters.com/productinfo=20

  Any views expressed in this message are those of the individual
  sender, except where the sender specifically states them to be
  the views of Reuters Ltd.=20

[Quickfix-developers] Re: "Value is incorrect (out of range) for this tag" error for proprietary field value

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

Oren, I meant to turn off as a whole, not on individual tag basis.  thx






"Oren Miller" <or...@qu...>
06/07/2005 12:56 PM

 
        To:     "Yihu Fang" <Yih...@re...>, "Alvin Wang" <AW...@FF...>
        cc:     <dav...@ma...>, "Joerg Thoennes" <Joe...@ma...>, 
<qui...@li...>, 
<qui...@li...>
        bcc: 
        Subject:        Re: "Value is incorrect (out of range) for this tag" error for proprietary 
field value


I can see adding a configuration setting that would turn off enumeration 
checks as a whole.  I'm not so sure the configuration file is the place to 
turn them off on a field by field basis (I thought that was what was being 
talked about, perhaps not).
 
Yes, our validation of repeating groups has been inconsistent with that of 
body messages.  This is changing and they should be moving together so 
that the same code block is being used for both.
 
--oren
 
----- Original Message ----- 
From: Yihu Fang 
To: Alvin Wang ; Oren Miller 
Cc: dav...@ma... ; Joerg Thoennes ; qui...@li... ; qui...@li... 
Sent: Tuesday, June 07, 2005 11:38 AM
Subject: RE: "Value is incorrect (out of range) for this tag" error for 
proprietary field value

Enumeration value check is a tricky one. QF strictly enforces this 
according to the FPL test case document and this could save additional 
check in the application level. However, I can see some application may 
want to have a more relaxed session layer check on this but still use QF 
data dictionary on the application level. Simply to delete all the values 
is not a clean solution. I could see some value in adding an option to 
turn on and off enumeration value check at the session layer.
 
Another related problem to the enumeration value check in QF is its 
inconsistency: those enumeration values in repeating fields are not being 
checked at all. This could be related to QF validation of repeating 
groups.
 
Thanks,
 
-Yihu
 

From: Alvin Wang [mailto:AW...@FF...] 
Sent: Tuesday, June 07, 2005 7:50 PM
To: Oren Miller
Cc: dav...@ma...; Joerg Thoennes; 
qui...@li...; 
qui...@li...; Yihu Fang
Subject: Re: "Value is incorrect (out of range) for this tag" error for 
proprietary field value
 

But that means we have to manually delete all the enum values in 
dictionary, to avoid the similar problem in the future. ? :)     Also we 
may want to have the control on each session level... 

UTF_8 or UTF-8 would not affect our application because it does not care about that 
field. However, since the message was rejected merely because of this 
"minor imperfection" in it, our application cannot receive the message (or callback). (Pls refer my 
another email about this topic today) 

Thanks a lot 
Alvin 




 
"Oren Miller" <or...@qu...> 
06/07/2005 11:56 AM 
        
        To:        <qui...@li...>, 
<qui...@li...>, "Alvin Wang" 
<AW...@FF...> 
        cc:        <dave.linaker@macdcom>,. "Joerg Thoennes" 
<Joe...@ma...>, "Yihu Fang" <Yih...@re...> 
        bcc:         
        Subject:        Re: "Value is incorrect (out of range) for this 
tag" error for    proprietary field value



Well, if you are ok with any value coming in, you can just delete all the 
enumeration elements from the field.  Basically it sounds like you want 
the field to be free form, in which case it makes no sense to have any 
enumeration elements to begin with.  Although I'm not really sure what 
your application would have done with the UTF_8 value if it didn't know to 
expect it beforehand.   
  
--oren 
----- Original Message ----- 
From: Alvin Wang 
To: qui...@li... ; qui...@li... 
Cc: dav...@ma... ; Joerg Thoennes ; Oren Miller ; Yihu Fang 
Sent: Tuesday, June 07, 2005 5:03 PM 
Subject: "Value is incorrect (out of range) for this tag" error for proprietary 
field value 


Hi, 

Can we have a new configuration that allows proprietary field value for a 
tag.  For example, today we received a message with 
MessageEncoding(347)=UTF-8. However, in Quickfix dictionary, it is UTF_8 
(BTW, i believe UTF-8 is official according to FIX document). We had to 
manually edit FIX44.xml and restart our FIX engine. That means, each time 
counterparty has a proprietary field value, we have to manually add it 
into the dictionary, otherwise the message will be rejected by QF. 

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. 
********************************************************************** 


-------------------------------------------------------- --------
Visit our Internet site at http://www.reuters.com

To find out more about Reuters Products and Services visit http://www.reuters.com/productinfo 

Any views expressed in this message are those of the individual
sender, except where the sender specifically states them to be
the views of Reuters Ltd.

Re: [Quickfix-developers] Wiki removed?

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

Yeah,  we were having serious spam issues and haven't had time to mount an 
appropriate defense so it's been removed for now unfortunately.

--oren

----- Original Message ----- 
From: "Steve Bate" <st...@te...>
To: <qui...@li...>
Sent: Tuesday, June 07, 2005 11:50 AM
Subject: [Quickfix-developers] Wiki removed?


> 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 all,
>
> Has the wiki been removed from quickfixengine.org? I didn't see
> a link to it from the home page.
>
> Steve
>
>
>
>
> -------------------------------------------------------
> 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] Re: "Value is incorrect (out of range) for this tag" error for proprietary field value

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

I can see adding a configuration setting that would turn off enumeration =
checks as a whole.  I'm not so sure the configuration file is the place =
to turn them off on a field by field basis (I thought that was what was =
being talked about, perhaps not).

Yes, our validation of repeating groups has been inconsistent with that =
of body messages.  This is changing and they should be moving together =
so that the same code block is being used for both.

--oren

----- Original Message -----=20
  From: Yihu Fang=20
  To: Alvin Wang ; Oren Miller=20
  Cc: dav...@ma... ; Joerg Thoennes ; =
qui...@li... ; =
qui...@li...=20
  Sent: Tuesday, June 07, 2005 11:38 AM
  Subject: RE: "Value is incorrect (out of range) for this tag" error =
for proprietary field value


  Enumeration value check is a tricky one. QF strictly enforces this =
according to the FPL test case document and this could save additional =
check in the application level. However, I can see some application may =
want to have a more relaxed session layer check on this but still use QF =
data dictionary on the application level. Simply to delete all the =
values is not a clean solution. I could see some value in adding an =
option to turn on and off enumeration value check at the session layer.

  =20

  Another related problem to the enumeration value check in QF is its =
inconsistency: those enumeration values in repeating fields are not =
being checked at all. This could be related to QF validation of =
repeating groups.

  =20

  Thanks,

  =20

  -Yihu

  =20


-------------------------------------------------------------------------=
-----

  From: Alvin Wang [mailto:AW...@FF...]=20
  Sent: Tuesday, June 07, 2005 7:50 PM
  To: Oren Miller
  Cc: dav...@ma...; Joerg Thoennes; =
qui...@li...; =
qui...@li...; Yihu Fang
  Subject: Re: "Value is incorrect (out of range) for this tag" error =
for proprietary field value

  =20


  But that means we have to manually delete all the enum values in =
dictionary, to avoid the similar problem in the future. ? :)     Also we =
may want to have the control on each session level...=20

  UTF_8 or UTF-8 would not affect our application because it does not =
care about that field. However, since the message was rejected merely =
because of this "minor imperfection" in it, our application cannot =
receive the message (or callback). (Pls refer my another email about =
this topic today)=20

  Thanks a lot=20
  Alvin=20





        =20
       "Oren Miller" <or...@qu...>=20

        06/07/2005 11:56 AM=20
              =20
                To:        <qui...@li...>, =
<qui...@li...>, "Alvin Wang" =
<AW...@FF...>=20
                cc:        <dave.linaker@macdcom>,. "Joerg Thoennes" =
<Joe...@ma...>, "Yihu Fang" <Yih...@re...>=20
                bcc:        =20
                Subject:        Re: "Value is incorrect (out of range) =
for this tag" error for    proprietary field value
      =20




  Well, if you are ok with any value coming in, you can just delete all =
the enumeration elements from the field.  Basically it sounds like you =
want the field to be free form, in which case it makes no sense to have =
any enumeration elements to begin with.  Although I'm not really sure =
what your application would have done with the UTF_8 value if it didn't =
know to expect it beforehand.  =20
   =20
  --oren=20
  ----- Original Message -----=20
  From: Alvin Wang=20
  To: qui...@li... ; =
qui...@li...=20
  Cc: dav...@ma... ; Joerg Thoennes ; Oren Miller ; Yihu Fang=20
  Sent: Tuesday, June 07, 2005 5:03 PM=20
  Subject: "Value is incorrect (out of range) for this tag" error for =
proprietary field value=20


  Hi,=20

  Can we have a new configuration that allows proprietary field value =
for a tag.  For example, today we received a message with =
MessageEncoding(347)=3DUTF-8. However, in Quickfix dictionary, it is =
UTF_8 (BTW, i believe UTF-8 is official according to FIX document). We =
had to manually edit FIX44.xml and restart our FIX engine. That means, =
each time counterparty has a proprietary field value, we have to =
manually add it into the dictionary, otherwise the message will be =
rejected by QF.=20

  Thanks=20
  Alvin=20
  ********************************************************************** =
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



  -------------------------------------------------------- --------
  Visit our Internet site at http://www.reuters.com

  To find out more about Reuters Products and Services visit =
http://www.reuters.com/productinfo=20

  Any views expressed in this message are those of the individual
  sender, except where the sender specifically states them to be
  the views of Reuters Ltd.

[Quickfix-developers] Wiki removed?

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

Hi all,

Has the wiki been removed from quickfixengine.org? I didn't see
a link to it from the home page.

Steve

RE: [Quickfix-developers] OrigSendingTime validation on PossDup messages

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

Hello RK,

We don't validate the OrigSendingTime in the context of the PossDup
because the sequence numbers are valid. OpenFIX is expecting us to
reject the message because of the missing OrigSendingTime. There is
a similar test with an invalid OrigSendingTime, also with a correct
sequence number. We are currently failing both tests. It would be
easy to change the engine to pass the test but I'm wondering if this
is what we want to do. We'd also want to modify the C++ engine to
have consistent behavior.

Regards,

Steve

> -----Original Message-----
> From: qui...@li... [mailto:quickfix-
> dev...@li...] On Behalf Of VP Marketing IT Asset
> Enterprise Technologies
> Sent: Tuesday, June 07, 2005 11:32 AM
> To: Steve Bate
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] OrigSendingTime validation on PossDup
> messages
> 
> 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
> 
> Steve
> 
> OpenFIX is generating these to test and so it is perfectly logical for
> them to send
> non-sensical input and test how the system responds.
> 
> How do we process such messages?
> --
> RK
> 
> On 6/7/05, Steve Bate <st...@te...> 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
> >
> > Hello,
> >
> > I'm working on OpenFIX certification for the pure Java QuickFIX
> > implementation. One test that's giving me problems involves a message
> with
> > PossDup=Y and no OrigSendingTime. I notice that the session
> implementation
> > only validates the PossDup-related fields when when the target sequence
> > number is lower than expected
> > (doPossDup() is only called from doTargetTooLow()). The OpenFIX test
> (FIX
> > 4.2) is sending a message with PossDup=Y and a proper sequence number so
> the
> > PossDup verification code is not being called.
> >
> > It seems a bit strange that PossDup=Y in this scenario (normal sequence
> > numbers)? Is this a problem with QuickFIX or the OpenFIX test? Comments?
> >
> > Steve
> >
> >
> >
> >
> > -------------------------------------------------------
> > 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
> >
> 
> 
> -------------------------------------------------------
> 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
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] RE: "Value is incorrect (out of range) for this tag" error for proprietary field value

[Yihu F. <Yih...@re...>]

Enumeration value check is a tricky one. QF strictly enforces this
according to the FPL test case document and this could save additional
check in the application level. However, I can see some application may
want to have a more relaxed session layer check on this but still use QF
data dictionary on the application level. Simply to delete all the
values is not a clean solution. I could see some value in adding an
option to turn on and off enumeration value check at the session layer.

=20

Another related problem to the enumeration value check in QF is its
inconsistency: those enumeration values in repeating fields are not
being checked at all. This could be related to QF validation of
repeating groups.

=20

Thanks,

=20

-Yihu

=20

  _____ =20

From: Alvin Wang [mailto:AW...@FF...]=20
Sent: Tuesday, June 07, 2005 7:50 PM
To: Oren Miller
Cc: dav...@ma...; Joerg Thoennes;
qui...@li...;
qui...@li...; Yihu Fang
Subject: Re: "Value is incorrect (out of range) for this tag" error for
proprietary field value

=20


But that means we have to manually delete all the enum values in
dictionary, to avoid the similar problem in the future. ? :)     Also we
may want to have the control on each session level...=20

UTF_8 or UTF-8 would not affect our application because it does not care
about that field. However, since the message was rejected merely because
of this "minor imperfection" in it, our application cannot receive the
message (or callback). (Pls refer my another email about this topic
today)=20

Thanks a lot=20
Alvin=20





=20

"Oren Miller" <or...@qu...>=20

06/07/2005 11:56 AM=20

       =20
        To:        <qui...@li...>,
<qui...@li...>, "Alvin Wang"
<AW...@FF...>=20
        cc:        <dav...@ma...>, "Joerg Thoennes"
<Joe...@ma...>, "Yihu Fang" <Yih...@re...>=20
        bcc:        =20
        Subject:        Re: "Value is incorrect (out of range) for this
tag" error for    proprietary field value




Well, if you are ok with any value coming in, you can just delete all
the enumeration elements from the field.  Basically it sounds like you
want the field to be free form, in which case it makes no sense to have
any enumeration elements to begin with.  Although I'm not really sure
what your application would have done with the UTF_8 value if it didn't
know to expect it beforehand.  =20
 =20
--oren=20
----- Original Message -----=20
From: Alvin Wang <mailto:AW...@FF...> =20
To: qui...@li... ;
qui...@li...=20
Cc: dav...@ma... ; Joerg Thoennes
<mailto:Joe...@ma...>  ; Oren Miller
<mailto:or...@qu...>  ; Yihu Fang
<mailto:Yih...@re...> =20
Sent: Tuesday, June 07, 2005 5:03 PM=20
Subject: "Value is incorrect (out of range) for this tag" error for
proprietary field value=20


Hi,=20

Can we have a new configuration that allows proprietary field value for
a tag.  For example, today we received a message with
MessageEncoding(347)=3DUTF-8. However, in Quickfix dictionary, it is UTF_8
(BTW, i believe UTF-8 is official according to FIX document). We had to
manually edit FIX44.xml and restart our FIX engine. That means, each
time counterparty has a proprietary field value, we have to manually add
it into the dictionary, otherwise the message will be rejected by QF.=20

Thanks=20
Alvin=20
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RE: [Quickfix-developers] fromAdmin / fromApp callbacks in Application interface (java)

[Dave L. <dav...@ma...>]

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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