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From: Nepali, M. (CWM-NR) <mah...@rb...> - 2018-05-04 18:31:07
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Hi, We have been using the quickfixengine .net C++ wrapper for our services . We need to upgrade those wrappers . I downloaded the latest source quickfix-1.15.1.zip however I could not build the Dlls. The quickfix project under quickfix_vs15.sln builds on lib files. The following link was the reference I used to use . There is no quickfix.sln either. http://www.quickfixengine.org/quickfix/doc/html/install.html#Windows (.NET) Regards Mahendra ________________________________________ This E-Mail (including any attachments) may contain privileged or confidential information. It is intended only for the addressee(s) indicated above. The sender does not waive any of its rights, privileges or other protections respecting this information. Any distribution, copying or other use of this E-Mail or the information it contains, by other than an intended recipient, is not sanctioned and is prohibited. If you received this E-Mail in error, please delete it and advise the sender (by return E-Mail or otherwise) immediately. This E-Mail (including any attachments) has been scanned for viruses. It is believed to be free of any virus or other defect that might affect any computer system into which it is received and opened. However, it is the responsibility of the recipient to ensure that it is virus free. The sender accepts no responsibility for any loss or damage arising in any way from its use. E-Mail received by or sent from RBC Capital Markets is subject to review by Supervisory personnel. Such communications are retained and may be produced to regulatory authorities or others with legal rights to the information. IRS CIRCULAR 230 NOTICE: TO COMPLY WITH U.S. TREASURY REGULATIONS, WE ADVISE YOU THAT ANY U.S. FEDERAL TAX ADVICE INCLUDED IN THIS COMMUNICATION IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, TO AVOID ANY U.S. FEDERAL TAX PENALTIES OR TO PROMOTE, MARKET, OR RECOMMEND TO ANOTHER PARTY ANY TRANSACTION OR MATTER. |
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From: trek <luk...@ho...> - 2018-04-26 13:45:58
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: trek <luk...@ho...> - 2018-04-25 19:27:49
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: lukas l. <luk...@ho...> - 2018-04-25 19:04:52
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! |
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From: lukas l. <luk...@ho...> - 2018-04-25 18:42:10
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! |
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From: trek <luk...@ho...> - 2018-04-25 18:39:28
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: trek <luk...@ho...> - 2018-04-25 18:37:29
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: trek <luk...@ho...> - 2018-04-25 18:36:30
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Hello everyone. Any attempt to use the quickfix with python 3 after the update was published ?? https://github.com/quickfix/quickfix/pull/158 " orenmnero commented 10 days ago Latest quickfix is on pypi with support for python 2 and 3. " TK! -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: aljebouri <ahm...@gm...> - 2018-04-05 23:38:56
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Hello All, I am trying to log all incoming messages into mysql DB, howeve, when i compile my application it through an error as per below. i am not sure on how to fix the issue? Error 2 error LNK2019: unresolved external symbol _mysql_num_rows@4 referenced in function "public: int __thiscall FIX::MySQLQuery::rows(void)" (?rows@MySQLQuery@FIX@@QAEHXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 3 error LNK2019: unresolved external symbol _mysql_errno@4 referenced in function "public: bool __thiscall FIX::MySQLQuery::execute(struct st_mysql *)" (?execute@MySQLQuery@FIX@@QAE_NPAUst_mysql@@@Z) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 4 error LNK2019: unresolved external symbol _mysql_error@4 referenced in function "private: void __thiscall FIX::MySQLConnection::connect(void)" (?connect@MySQLConnection@FIX@@AAEXXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 5 error LNK2019: unresolved external symbol _mysql_init@4 referenced in function "private: void __thiscall FIX::MySQLConnection::connect(void)" (?connect@MySQLConnection@FIX@@AAEXXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 6 error LNK2019: unresolved external symbol _mysql_real_connect@32 referenced in function "private: void __thiscall FIX::MySQLConnection::connect(void)" (?connect@MySQLConnection@FIX@@AAEXXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 7 error LNK2019: unresolved external symbol _mysql_query@8 referenced in function "public: bool __thiscall FIX::MySQLQuery::execute(struct st_mysql *)" (?execute@MySQLQuery@FIX@@QAE_NPAUst_mysql@@@Z) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 8 error LNK2019: unresolved external symbol _mysql_store_result@4 referenced in function "public: bool __thiscall FIX::MySQLQuery::execute(struct st_mysql *)" (?execute@MySQLQuery@FIX@@QAE_NPAUst_mysql@@@Z) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 9 error LNK2019: unresolved external symbol _mysql_ping@4 referenced in function "public: bool __thiscall FIX::MySQLConnection::connected(void)" (?connected@MySQLConnection@FIX@@QAE_NXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 10 error LNK2019: unresolved external symbol _mysql_options@12 referenced in function "private: void __thiscall FIX::MySQLConnection::connect(void)" (?connect@MySQLConnection@FIX@@AAEXXZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 11 error LNK2019: unresolved external symbol _mysql_free_result@4 referenced in function "public: __thiscall FIX::MySQLQuery::~MySQLQuery(void)" (??1MySQLQuery@FIX@@QAE@XZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 12 error LNK2019: unresolved external symbol _mysql_fetch_row@4 referenced in function "public: char * __thiscall FIX::MySQLQuery::getValue(int,int)" (?getValue@MySQLQuery@FIX@@QAEPADHH@Z) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 13 error LNK2019: unresolved external symbol _mysql_escape_string@12 referenced in function __catch$?create@MySQLStoreFactory@FIX@@AAEPAVMessageStore@2@ABVSessionID@2@ABVDictionary@2@@Z$8 C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 14 error LNK2019: unresolved external symbol _mysql_close@4 referenced in function "public: __thiscall FIX::MySQLConnection::~MySQLConnection(void)" (??1MySQLConnection@FIX@@QAE@XZ) C:\Users\Ahmed\Documents\Quickfix\quickfix\examples\tradeclient\quickfix.lib(MySQLStore.obj) example_tradeclient Error 15 error LNK1120: 13 unresolved externals C:\Users\Ahmed\Documents\Quickfix\quickfix\bin\debug\tradeclient\tradeclient.exe example_tradeclient -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: Joseph La V. <jo...@la...> - 2018-03-12 21:52:05
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Sorry all issue in my cfg file, thx -----Original message----- From: Joseph La Valle Sent: Monday, March 12 2018, 5:30 pm To: qui...@li... Subject: Cannot start initiator SessionSettings sessionSettings = new SessionSettings(Settings1.Default.FixSettingsFile); fixclass = new FIXClass(); IMessageStoreFactory storeFactory = new FileStoreFactory(sessionSettings); ILogFactory logFactory = new FileLogFactory(sessionSettings); SocketInitiator socketInitiator = new QuickFix.Transport.SocketInitiator(fixclass, storeFactory, sessionSettings, logFactory); socketInitiator.Start(); Causing this error "An item with the same key has already been added." Stack Trace "at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)\r\n at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)\r\n at QuickFix.DataDictionary.DataDictionary.parseMsgEl(XmlNode node, DDMap ddmap, Nullable`1 componentRequired)\r\n at QuickFix.DataDictionary.DataDictionary.parseMessages(XmlDocument doc)\r\n at QuickFix.DataDictionary.DataDictionary.Load(Stream stream)\r\n at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID, Dictionary settings, String settingsKey, String beginString)\r\n at QuickFix.SessionFactory.ProcessFixTDataDictionaries(SessionID sessionID, Dictionary settings, DataDictionaryProvider provider)\r\n at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary settings)\r\n at QuickFix.AbstractInitiator.CreateSession(SessionID sessionID, Dictionary dict)\r\n at QuickFix.AbstractInitiator.Start()\r\n at FIX_Integrator.Program.Main(String[] args) in D:\\Luxor\\SourceCode\\FIX_Integrator\\FIX_Integrator\\FIX_Integrator\\Program.cs:line 29" any thoughts? using quickfix 1.8 Joseph La Valle Chief Technology Officer La Valle Associates 732.272.4924 | www.lavalleassociates.com | jo...@la... |
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From: Joseph La V. <jo...@la...> - 2018-03-12 21:30:29
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SessionSettings sessionSettings = new SessionSettings(Settings1.Default.FixSettingsFile); fixclass = new FIXClass(); IMessageStoreFactory storeFactory = new FileStoreFactory(sessionSettings); ILogFactory logFactory = new FileLogFactory(sessionSettings); SocketInitiator socketInitiator = new QuickFix.Transport.SocketInitiator(fixclass, storeFactory, sessionSettings, logFactory); socketInitiator.Start(); Causing this error "An item with the same key has already been added." Stack Trace "at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)\r\n at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)\r\n at QuickFix.DataDictionary.DataDictionary.parseMsgEl(XmlNode node, DDMap ddmap, Nullable`1 componentRequired)\r\n at QuickFix.DataDictionary.DataDictionary.parseMessages(XmlDocument doc)\r\n at QuickFix.DataDictionary.DataDictionary.Load(Stream stream)\r\n at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID, Dictionary settings, String settingsKey, String beginString)\r\n at QuickFix.SessionFactory.ProcessFixTDataDictionaries(SessionID sessionID, Dictionary settings, DataDictionaryProvider provider)\r\n at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary settings)\r\n at QuickFix.AbstractInitiator.CreateSession(SessionID sessionID, Dictionary dict)\r\n at QuickFix.AbstractInitiator.Start()\r\n at FIX_Integrator.Program.Main(String[] args) in D:\\Luxor\\SourceCode\\FIX_Integrator\\FIX_Integrator\\FIX_Integrator\\Program.cs:line 29" any thoughts? using quickfix 1.8 Joseph La Valle Chief Technology Officer La Valle Associates 732.272.4924 | www.lavalleassociates.com | jo...@la... |
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From: <jo...@la...> - 2018-02-27 14:38:36
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Looks like the MessageCracker class is not complete? -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: Grant B. <gbi...@co...> - 2018-02-20 15:58:57
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Wrong list. This is the list for the C++ version of the QF engine. The QF/j list is here: https://quickfixj.org//support/index.html On Fri, Feb 16, 2018 at 9:47 AM, sayantani <say...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > Hi, > > We are trying to design a HA Fix engine solution with quickFixJ > > While playing with the code I got couple of questions stated below: > > 1. What happens if the socket connection drops? Does the initiator > reconnects automatically or this condition needs to be handled in code? > 2. When the connection is recreated, does the engine get any execution > report that has happened during the time frame when connection was lost? > > > > -- > Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: sayantani <say...@gm...> - 2018-02-16 15:47:06
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Hi, We are trying to design a HA Fix engine solution with quickFixJ While playing with the code I got couple of questions stated below: 1. What happens if the socket connection drops? Does the initiator reconnects automatically or this condition needs to be handled in code? 2. When the connection is recreated, does the engine get any execution report that has happened during the time frame when connection was lost? -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html |
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From: mukul k. <muk...@gm...> - 2018-02-06 18:05:10
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Hello Team, > > I am using quickfix c++ for connecting and parsing fix messages, I am able to do so but I am facing problem while parsing exchange specific groups in fix message like: > > In Market data incremental update : > - instrument > —symbol > —CFI code > —no of instrument legs > —-> prompt type > —->maturity date > > So in this no of instrument legs is a exchange specific group, kindly provide suggestions on that how we can handle in code and fix.xml file. > Hoping for positive response:) > > Thanks and Regards, > Mukul |
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From: Bob M. <bo...@gm...> - 2018-01-25 21:05:13
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I have 10 C++ programs running on a Redhat 6.9 server, all using some internally developed libraries. One of the libraries implements logging, and keeps file descriptor 3 open for the log file. If any of the process gets a segmentation violation signal (signal 11), a core file is produced in /tmp, as expected according to /proc/sys/kernel/core_pattern. However, 1 process in particular does not do this. If it gets a signal 11, it writes a core file to the log file, which becomes useless because log messages are interleaved with the binary core information. The main thing that is different about this process is that it uses the QuickFIX C++ library version 1.14.3. I have the source for that library, and have searched it to see what it might be doing to cause this. The only signal handler it overrides is for SIGPIPE. It opens some files, but does nothing specifically with file descriptor 3. The QuickFIX process uses about 8GB of memory, but processes that use more memory write their core files correctly, so I don't think it is a file size issue. Any ideas what the QuickFIX library could be doing to cause the core file to not go where it should, or anything else that could be doing this? This question is also posted on stackoverflow <https://stackoverflow.com/questions/48451149/why-does-a-quickfix-process-on-my-redhat-server-not-write-its-core-file-where-it> . Thanks, Bob McNaughton |
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From: Marcin G. <mar...@ar...> - 2018-01-24 12:03:02
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HI there, we've been trying to figure out what can be wrong with quite old but rather solid version of qf-1.13.3. The worst thing is we never observed such problems before running the same software on Ubuntu 14.04 but after switching to Centos 7.2 almost everyday on one particular server such problems occur: Invalid message: Header fields out of order TO collect more information we've extended debugs on qf to so what's going on inside. It seems like message is randomly stripped in this example start with "R" but message is old one which was already sent - look at TAG52 : 09:20:00.220194 R.9933=1.47=1.1=0110.58=MEMO.439=ARTEST.20051=200053873.20128=9900.9949=XWAR.20074=1.20077=0.22010=0.22012=0.22014=0.10=061.8=FIX.4.2.9=340.35=D.34=970.49=ARTEST.52=20180123-09:20:00.220194.56=INCR.115=ARTEST.128=ARTEST.11=180123000370.15=PLN.21=1.22=4.38=53.40=2.44=4.45.48=PLMSTSD00019.54=1.55=PLMSTSD00019.59=0.60=20180123-09:20:00.209082.167=CS.207=XWA counter 0 orderField 8 field 0 this is sessions setting 20180124 05:02:01.481 DEBUG : name: "BeginString" value "FIX.4.2" 20180124 05:02:01.481 DEBUG : name: "DataDictionary" value "/opt/quickfix-1.13.3/share/quickfix/FIX42XX.xml" 20180124 05:02:01.481 DEBUG : name: "EnableNextExpectedMsgSeqNum" value "Y" 20180124 05:02:01.481 DEBUG : name: "EndDay" value "sunday" 20180124 05:02:01.481 DEBUG : name: "EndTime" value "21:30:00" 20180124 05:02:01.481 DEBUG : name: "HeartBtInt" value "30" 20180124 05:02:01.481 DEBUG : name: "MicrosecondsInTimeStamp" value "Y" 20180124 05:02:01.481 DEBUG : name: "PersistMessages" value "Y" 20180124 05:02:01.481 DEBUG : name: "RefreshOnLogon" value "Y" 20180124 05:02:01.481 DEBUG : name: "ResetOnLogout" value "N" 20180124 05:02:01.481 DEBUG : name: "SendRedundantResendRequests" value "Y" 20180124 05:02:01.481 DEBUG : name: "SenderCompID" value "ARTST" 20180124 05:02:01.481 DEBUG : name: "SenderLocationID" value "XXX" 20180124 05:02:01.481 DEBUG : name: "SessionQualifier" value "A03" 20180124 05:02:01.481 DEBUG : name: "SocketConnectHost" value "193.X.Y.Z" 20180124 05:02:01.481 DEBUG : name: "SocketConnectPort" value "22000" 20180124 05:02:01.481 DEBUG : name: "StartDay" value "monday" 20180124 05:02:01.481 DEBUG : name: "StartTime" value "04:00:00" 20180124 05:02:01.481 DEBUG : name: "TargetCompID" value "INCR" event log: 20180123-04:03:04.518464 : Initiated logon request 20180123-04:03:04.526790 : Received logon response 20180123-09:43:09.066969 : Sent test request TEST 20180123-09:43:45.104563 : Timed out waiting for heartbeat 20180123-09:43:45.104604 : Disconnecting 20180123-09:44:04.978081 : Connecting to 193.X.Y.Z on port 22000 20180123-09:44:12.001407 : Initiated logon request 20180123-09:44:12.003893 : Received logon response 20180123-09:44:12.003927 : MsgSeqNum too high, expecting 1890 but received 1893 20180123-09:44:12.003973 : Detected fill gap FROM: 1890 TO: 1892. NextExpectedSeqNum enabled - no resend request sent 20180123-09:44:12.003987 : GenerateResendMessages, persist: Y 20180123-09:44:12.004345 : Msg to resend: 8=FIX.4.2.9=269.35=F.34=1244.43=Y.49=ARTEST.52=20180123-09:44:12.004215.56=INCR.115=ARTEST.122=20180123-09:42:59.550926.128=ARTEST.11=180123000612.22=4.37=20180123000306.38=1.41=180123000605.48=NL0000474351.54=1.55=NL0000474351.58=MEMO.60=20180123-09:42:59.543119.167=CS.207=XWAR.10=233. 20180123-09:44:12.004436 : Resending Message: 1244 20180123-09:44:12.004708 : Msg to resend: 8=FIX.4.2.9=270.35=F.34=1245.43=Y.49=ARTEST.52=20180123-09:44:12.004589.56=INCR.115=ARTEST.122=20180123-09:42:59.583347.128=ARTEST.11=180123000613.22=4.37=20180123001095.38=53.41=180123000606.48=PLMSTSD00019.54=1.55=PLMSTSD00019.58=MEMO.60=20180123-09:42:59.569505.167=CS.207=XWAR.10=087. 20180123-09:44:12.004752 : Resending Message: 1245 20180123-09:44:12.004960 : Msg to resend: 8=FIX.4.2.9=270.35=F.34=1246.43=Y.49=ARTEST.52=20180123-09:44:12.004860.56=INCR.115=ARTEST.122=20180123-09:42:59.598277.128=ARTEST.11=180123000614.22=4.37=20180123000224.38=68.41=180123000610.48=PLROBYG00016.54=1.55=PLROBYG00016.58=MEMO.60=20180123-09:42:59.594677.167=CS.207=XWAR.10=069. 20180123-09:44:12.004989 : Resending Message: 1246 20180123-09:44:12.005238 : Invalid message: Header fields out of order R.9933=1.47=1.1=0110.58=MEMO.439=ARTEST.20051=200053873.20128=9900.9949=XWAR.20074=1.20077=0.22010=0.22012=0.22014=0.10=061.8=FIX.4.2.9=340.35=D.34=970.49=ARTEST.52=20180123-09:20:00.220194.56=INCR.115=ARTEST.128=ARTEST.11=180123000370.15=PLN.21=1.22=4.38=53.40=2.44=4.45.48=PLMSTSD00019.54=1.55=PLMSTSD00019.59=0.60=20180123-09:20:00.209082.167=CS.207=XWA counter 0 orderField 8 field 0 20180123-09:44:12.006203 : ResendRequest for messages FROM: 1890 TO: 1892 has been satisfied. 20180123-09:44:12.006529 : Received SequenceReset FROM: 1892 TO: 1894 message log: 20180123-09:42:33.021497 : 8=FIX.4.2 | 9=60 | 35=0 | 34=1889 | 49=INCR | 56=ARTEST | 52=20180123-09:42:33.020154 | 10=132 | 20180123-09:42:33.022005 : 8=FIX.4.2 | 9=73 | 35=0 | 34=1242 | 49=ARTEST | 52=20180123-09:42:33.021864 | 56=INCR | 142=811P01GF | 10=045 | 20180123-09:42:59.520949 : 8=FIX.4.2 | 9=236 | 35=F | 34=1243 | 49=ARTEST | 52=20180123-09:42:59.520838 | 56=INCR | 115=ARTEST | 128=ARTEST | 11=180123000611 | 22=4 | 37=20180123001216 | 38=20 | 41=180123000604 | 48=PLGTBCK00297 | 54=1 | 55 =PLGTBCK00297 | 58=MEMO | 60=20180123-09:42:59.510429 | 167=CS | 207=XWAR | 10=108 | 20180123-09:42:59.551024 : 8=FIX.4.2 | 9=235 | 35=F | 34=1244 | 49=ARTEST | 52=20180123-09:42:59.550926 | 56=INCR | 115=ARTEST | 128=ARTEST | 11=180123000612 | 22=4 | 37=20180123000306 | 38=1 | 41=180123000605 | 48=NL0000474351 | 54=1 | 55= NL0000474351 | 58=MEMO | 60=20180123-09:42:59.543119 | 167=CS | 207=XWAR | 10=081 | 20180123-09:42:59.583517 : 8=FIX.4.2 | 9=236 | 35=F | 34=1245 | 49=ARTEST | 52=20180123-09:42:59.583347 | 56=INCR | 115=ARTEST | 128=ARTEST | 11=180123000613 | 22=4 | 37=20180123001095 | 38=53 | 41=180123000606 | 48=PLMSTSD00019 | 54=1 | 55 =PLMSTSD00019 | 58=MEMO | 60=20180123-09:42:59.569505 | 167=CS | 207=XWAR | 10=186 | 20180123-09:42:59.598380 : 8=FIX.4.2 | 9=236 | 35=F | 34=1246 | 49=ARTEST | 52=20180123-09:42:59.598277 | 56=INCR | 115=ARTEST | 128=ARTEST | 11=180123000614 | 22=4 | 37=20180123000224 | 38=68 | 41=180123000610 | 48=PLROBYG00016 | 54=1 | 55 =PLROBYG00016 | 58=MEMO | 60=20180123-09:42:59.594677 | 167=CS | 207=XWAR | 10=176 | 20180123-09:43:09.066925 : 8=FIX.4.2 | 9=82 | 35=1 | 34=1247 | 49=ARTEST | 52=20180123-09:43:09.066558 | 56=INCR | 142=811P01GF | 112=TEST | 10=082 | 20180123-09:44:12.001348 : 8=FIX.4.2 | 9=94 | 35=A | 34=1248 | 49=ARTEST | 52=20180123-09:44:12.001120 | 56=INCR | 142=811P01GF | 98=0 | 108=30 | 789=1890 | 10=006 | 20180123-09:44:12.003111 : 8=FIX.4.2 | 9=87 | 35=A | 34=1893 | 49=INCR | 56=ARTEST | 52=20180123-09:44:12.002028 | 108=30 | 98=0 | 141=N | 789=1244 | 10=132 | 20180123-09:44:12.004380 : 8=FIX.4.2 | 9=269 | 35=F | 34=1244 | 43=Y | 49=ARTEST | 52=20180123-09:44:12.004215 | 56=INCR | 115=ARTEST | 122=20180123-09:42:59.550926 | 128=ARTEST | 11=180123000612 | 22=4 | 37=20180123000306 | 38=1 | 41=18012 3000605 | 48=NL0000474351 | 54=1 | 55=NL0000474351 | 58=MEMO | 60=20180123-09:42:59.543119 | 167=CS | 207=XWAR | 10=233 | 20180123-09:44:12.004735 : 8=FIX.4.2 | 9=270 | 35=F | 34=1245 | 43=Y | 49=ARTEST | 52=20180123-09:44:12.004589 | 56=INCR | 115=ARTEST | 122=20180123-09:42:59.583347 | 128=ARTEST | 11=180123000613 | 22=4 | 37=20180123001095 | 38=53 | 41=1801 23000606 | 48=PLMSTSD00019 | 54=1 | 55=PLMSTSD00019 | 58=MEMO | 60=20180123-09:42:59.569505 | 167=CS | 207=XWAR | 10=087 | 20180123-09:44:12.004976 : 8=FIX.4.2 | 9=270 | 35=F | 34=1246 | 43=Y | 49=ARTEST | 52=20180123-09:44:12.004860 | 56=INCR | 115=ARTEST | 122=20180123-09:42:59.598277 | 128=ARTEST | 11=180123000614 | 22=4 | 37=20180123000224 | 38=68 | 41=1801 23000610 | 48=PLROBYG00016 | 54=1 | 55=PLROBYG00016 | 58=MEMO | 60=20180123-09:42:59.594677 | 167=CS | 207=XWAR | 10=069 | has anyone observed such strange issue ? Could it be Centos problem ? Thx Marcin |
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From: mike l. <mob...@gm...> - 2017-12-26 22:27:56
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Hi, I'm trying to integrate quickfix into my (c++) project but having some issues. I'd like to hire someone who understands quickfix well to help me for 1-3 hours and give me a better understanding of how to use quickfix as well as work through the problems I'm having. I'm basically thinking of something like skype+screenshare for the duration of the "lesson", and it will be pair-coding + q&a during that time. 1-3 is an estimate, I don't think we would need longer than 3 hours but depending on how useful it turns out to be and how much we cover, we could potentially do more. You will not be required to write code for me outside of code written during the "lesson" to help me understand whatever we're discussing. Bonus if you know how to use stunnel (https://www.stunnel.org/index.html) since it looks like the fix server I'm connecting to only allows connections secured by SSL, so I will need to connect via an stunnel proxy. If this sounds interesting to anyone, please give me an email and we can discuss rates. Thanks! Mike |
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From: Maninder S. <hun...@gm...> - 2017-12-14 12:08:41
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HI all, I am quite new to quick fix. For now i have managed to build it on Linux box and run some sample code provided with in. Now i need to connect to LME and get thw market data but LME needs a logon message which i dont know how to add in C++ Quick fix. Any quick help or references appreciated. Regards manindar |
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-12-14 12:03:30
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Hi, I would like to know if there is a good approach to handle many incoming SecurityList messages? My current implementation is really slow handling all these fast incoming messages and I am running into problems like 'SendingTime accuracy problem'. My implementation checks all incoming messages (e.g. fromApp) for further processing. Thanks Steffen |
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From: Sanjay K. <hbs...@gm...> - 2017-12-09 03:53:48
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Hi All, I am trying to build quickerFix engine and I am facing an issue with PostgreSQL. When the configure is run, I see that PostgreSQL is enabled and HAVE_POSTGRESQL is defined to be 1. Could you please advise how this information is inferred and how to turn it off? Basically, I would like to switch off the compilation of PostgreSQL related files. Thanks. Sanjay |
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From: Christoph J. <chr...@ma...> - 2017-12-05 14:40:17
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What do you mean by "still needs to start with MsgSeqNum =1"? This is the normal case. Sequence number in FIX do no start with 0. Cheers, Chris. On 05/12/17 15:18, Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > > Is there a way to start the Logon with MsgSeqNum = 0 instead of 1? I'm trying to connect to a > counterparty which still needs to start with MsgSeqNum = 1 after Login. > > > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Christoph John Development & Support Direct: +49 241 557080-28 Mailto:Chr...@ma... http://www.macd.com <http://www.macd.com/> ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald ---------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------- take care of the environment - print only if necessary |
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-12-05 14:33:42
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I know but unfortunately the counterparty is not acting in a standardized way. This means that after a logon the next message (for example a heartbeat) will have MsgSeqNum = 2. This gets declined by the counterparty with "Sequence number gap detected, expected 1, received 2". I'm now looking for a way to start with sequence number 1 again after logon.
From: chr...@ma... At: 12/05/17 15:20:52
To: Steffen Wiederspahn (BLOOMBERG/ RTS FRANK), qui...@li...
Subject: Re: [Quickfix-developers] Change starting Sequence Number
What do you mean by "still needs to start with MsgSeqNum = 1"? This is the normal case. Sequence number in FIX do no start with 0.
Cheers,
Chris.
On 05/12/17 15:18, Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
Is there a way to start the Logon with MsgSeqNum = 0 instead of 1? I'm trying to connect to a counterparty which still needs to start with MsgSeqNum = 1 after Login.
------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:Chr...@ma... http://www.macd.com
MACD GmbH Amtsgericht Aachen: HRB 8151
Oppenhoffallee 103 Ust.-Id: DE 813021663
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Geschäftsführer: George Macdonald
take care of the environment - print only if necessary
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-12-05 14:18:49
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Is there a way to start the Logon with MsgSeqNum = 0 instead of 1? I'm trying to connect to a counterparty which still needs to start with MsgSeqNum = 1 after Login. |
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-12-01 08:31:49
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Hi Gary, thank you for your reply. I managed to include the patch from Pull Request #155 into the latest master branch. Now I am able to compile quickfix with python2 and microseconds support. From: gbi...@co... At: 11/30/17 18:17:48 To: Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) Cc: qui...@li... Subject: Re: [Quickfix-developers] How to handle a Logon reply with microseconds timestamp I don't think anyone has implemented microseconds support in QuickFIX. I'm sure there are many people who would be interested in seeing a patch. On Wed, Nov 15, 2017 at 12:56 AM, Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) <s.w...@bl...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ Hi, I asked the same question already in the quickfix-user mailing list but did not received any reply so I will ask it again here. Is there a fix/workaround to logon to a counterparty which sends back timestamps in microseconds? I saw the same Issue (https://github.com/quickfix/quickfix/issues/156) opened on github but there is no activity since over 20 days. I am curious how others are handling this in times of Mifid II. thanks and regards ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Grant Birchmeier Connamara Systems, LLC Made-To-Measure Trading Solutions. Exactly what you need. No more. No less. http://connamara.com |
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