quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Question on Framework in Linux / Windows

[Christoph J. <chr...@ma...>]

Hmm, since everything is running fine in local mode and errors only appear after some time in network mode I am strongly assuming that this is rather a network related problem.
But I guess that does not really help you. ;-) Maybe you can trace on the network level what happens when the connection breaks.



Eri...@we... schrieb:

Would this apply to NAT addresses to the ECN as well? Hmm....we actually end up getting a "IOCOnnection" closed because something gets messed up between the two.....

I set the "SocketSynchronousWrites" property to put it in " synchronous mode". 



Eric Hatley

-----Original Message-----
From: Christoph John [mailto:chr...@ma...] 
Sent: Saturday, March 03, 2012 18:49
To: Hatley, Eric A.; qui...@li...
Subject: Re: [Quickfix-developers] Question on Framework in Linux / Windows

Hi,
we are running a lot of QFJ sessions on Linux and it works without hassles. However, QFJ does not currently support using proxies for Initiator connections ( http://www.quickfixj.org/jira/browse/QFJ-285 ). Maybe that explains the issues you are seeing.
Moreover, you can still send messages to the FIX session when disconnected. This will increase your sequence number and the missed messages should be requested to be resent on the next connection establishment.
What do you mean by "synchronous mode"?
Best regards,
Chris



Eri...@we... schrieb:

>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>My team is evaluating this software as a possible solution to become a 
>FIX client to an ECN. The framework was somewhat easy to work with and 
>straightforward to use, but we are hitting a major roadblock.
>
>The Quickfix/j framework is reporting that it is sending messages to 
>the ECN, and we do see some messages getting through (we see offers on 
>their site we sent) but after a period of time, the framework seems to 
>lose its ability to send messages (not sure if the acceptor is not 
>releasing our initiator) on Linux. We are trying to replicate the 
>issue in windows, but so far no luck. Even though it doesn't appear to 
>lose the ability to receive messages (we can see that we get a Test 
>Message requesting a heartbeat) and ultimately the acceptor closes the 
>connection
>
>Are there any known issues (I haven't found any searching the archives) 
>with running MINA on Linux?
>
>We have tried:
>* Running to a local FIX Acceptor (no issues) in Linux. (Pass)
>* Running a proxy on windows and relaying to the ECN (Failure)
>* Running to a proxy on another Linux machine (Failure)
>* Running high speed on windows to an ECN (looks like it passed)
>* Running from windows to a proxy on Linux (looks like it failed)
>- not sure of pass / fail on this one.
>* Adjusting the majority of the session parameters.
>* Just letting heart beating go between in Linux (Pass)
>* Running in synchronous mode in Linux (Failure)
>
>Any ideas would be appreciated.....and is it possible the acceptor 
>could stop our initiator from sending?
>
>
>
>
>Eric Hatley
>
>
>
>_____________________________________________

>This email is subject

Re: [Quickfix-developers] Question on Framework in Linux / Windows

[<Eri...@we...>]

Would this apply to NAT addresses to the ECN as well?  Hmm....we actually end up getting a "IOCOnnection" closed because something gets messed up between the two.....

I set the "SocketSynchronousWrites" property to put it in " synchronous mode".  



Eric Hatley

-----Original Message-----
From: Christoph John [mailto:chr...@ma...] 
Sent: Saturday, March 03, 2012 18:49
To: Hatley, Eric A.; qui...@li...
Subject: Re: [Quickfix-developers] Question on Framework in Linux / Windows

Hi,
we are running a lot of QFJ sessions on Linux and it works without hassles. However, QFJ does not currently support using proxies for Initiator connections ( http://www.quickfixj.org/jira/browse/QFJ-285 ). Maybe that explains the issues you are seeing.
Moreover, you can still send messages to the FIX session when disconnected. This will increase your sequence number and the missed messages should be requested to be resent on the next connection establishment.
What do you mean by "synchronous mode"?
Best regards,
Chris



Eri...@we... schrieb:

>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>My team is evaluating this software as a possible solution to become a 
>FIX client to an ECN.  The framework was somewhat easy to work with and 
>straightforward to use, but we are hitting a major roadblock.
>
>The Quickfix/j framework is reporting that it is sending messages to 
>the ECN, and we do see some messages getting through (we see offers on 
>their site we sent) but after a period of time, the framework seems to 
>lose its ability to send messages (not sure if the acceptor is not 
>releasing our initiator) on Linux.  We are trying to replicate the 
>issue in windows, but so far no luck.  Even though it doesn't appear to 
>lose the ability to receive messages (we can see that we get a Test 
>Message requesting a heartbeat) and ultimately the acceptor closes the 
>connection
>
>Are there any known issues (I haven't found any searching the archives) 
>with running MINA on Linux?
>
>We have tried:
>*       Running to  a local FIX Acceptor (no issues) in Linux. (Pass)
>*       Running a proxy on windows and relaying to the ECN (Failure)
>*       Running to a proxy on another Linux machine (Failure)
>*       Running high speed on windows to an ECN (looks like it passed)
>*       Running from windows to a proxy on Linux (looks like it failed)
>- not sure of pass / fail on this one.
>*       Adjusting the majority of the session parameters.
>*       Just letting heart beating go between in Linux (Pass)
>*       Running in synchronous mode in Linux (Failure)
>
>Any ideas would be appreciated.....and is it possible the acceptor 
>could stop our initiator from sending?
>
>
>
>
>Eric Hatley
>
>
>
>  ________________________________
>This email is subject to a disclaimer, please click on the following 
>link or cut and paste the link into the address bar of your browser.
>
>https://www.wellsfargo.com/com/disclaimer/ged2
>-----------------------------------------------------------------------
>------- Virtualization & Cloud Management Using Capacity Planning Cloud 
>computing makes use of virtualization - but cloud computing also 
>focuses on allowing computing to be delivered as a service.
>http://www.accelacomm.com/jaw/sfnl/114/51521223/_______________________
>________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Question on Framework in Linux / Windows

[Christoph J. <chr...@ma...>]

Hi,
we are running a lot of QFJ sessions on Linux and it works without hassles. However, QFJ does not currently support using proxies for Initiator connections ( http://www.quickfixj.org/jira/browse/QFJ-285 ). Maybe that explains the issues you are seeing.
Moreover, you can still send messages to the FIX session when disconnected. This will increase your sequence number and the missed messages should be requested to be resent on the next connection establishment.
What do you mean by "synchronous mode"?
Best regards,
Chris



Eri...@we... schrieb:

>QuickFIX Documentation:
>http://www.quickfixengine.org/quickfix/doc/html/index.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>My team is evaluating this software as a possible solution to become a
>FIX client to an ECN.  The framework was somewhat easy to work with and
>straightforward to use, but we are hitting a major roadblock.
>
>The Quickfix/j framework is reporting that it is sending messages to
>the ECN, and we do see some messages getting through (we see offers on
>their site we sent) but after a period of time, the framework seems to
>lose its ability to send messages (not sure if the acceptor is not
>releasing our initiator) on Linux.  We are trying to replicate the
>issue in windows, but so far no luck.  Even though it doesn't appear to
>lose the ability to receive messages (we can see that we get a Test
>Message requesting a heartbeat) and ultimately the acceptor closes the
>connection
>
>Are there any known issues (I haven't found any searching the archives)
>with running MINA on Linux?
>
>We have tried:
>*       Running to  a local FIX Acceptor (no issues) in Linux. (Pass)
>*       Running a proxy on windows and relaying to the ECN (Failure)
>*       Running to a proxy on another Linux machine (Failure)
>*       Running high speed on windows to an ECN (looks like it passed)
>*       Running from windows to a proxy on Linux (looks like it failed)
>- not sure of pass / fail on this one.
>*       Adjusting the majority of the session parameters.
>*       Just letting heart beating go between in Linux (Pass)
>*       Running in synchronous mode in Linux (Failure)
>
>Any ideas would be appreciated.....and is it possible the acceptor
>could stop our initiator from sending?
>
>
>
>
>Eric Hatley
>
>
>
>  ________________________________
>This email is subject to a disclaimer, please click on the following
>link or cut and paste the link into the address bar of your browser.
>
>https://www.wellsfargo.com/com/disclaimer/ged2
>------------------------------------------------------------------------------
>Virtualization & Cloud Management Using Capacity Planning
>Cloud computing makes use of virtualization - but cloud computing 
>also focuses on allowing computing to be delivered as a service.
>http://www.accelacomm.com/jaw/sfnl/114/51521223/_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Question on Framework in Linux / Windows

[<Eri...@we...>]

My team is evaluating this software as a possible solution to become a FIX client to an ECN.  The framework was somewhat easy to work with and straightforward to use, but we are hitting a major roadblock.

The Quickfix/j framework is reporting that it is sending messages to the ECN, and we do see some messages getting through (we see offers on their site we sent) but after a period of time, the framework seems to lose its ability to send messages (not sure if the acceptor is not releasing our initiator) on Linux.  We are trying to replicate the issue in windows, but so far no luck.  Even though it doesn't appear to lose the ability to receive messages (we can see that we get a Test Message requesting a heartbeat) and ultimately the acceptor closes the connection

Are there any known issues (I haven't found any searching the archives) with running MINA on Linux?

We have tried:
*       Running to  a local FIX Acceptor (no issues) in Linux. (Pass)
*       Running a proxy on windows and relaying to the ECN (Failure)
*       Running to a proxy on another Linux machine (Failure)
*       Running high speed on windows to an ECN (looks like it passed)
*       Running from windows to a proxy on Linux (looks like it failed) - not sure of pass / fail on this one.
*       Adjusting the majority of the session parameters.
*       Just letting heart beating go between in Linux (Pass)
*       Running in synchronous mode in Linux (Failure)

Any ideas would be appreciated.....and is it possible the acceptor could stop our initiator from sending?




Eric Hatley



  ________________________________
This email is subject to a disclaimer, please click on the following link or cut and paste the link into the address bar of your browser.

https://www.wellsfargo.com/com/disclaimer/ged2

[Quickfix-developers] QuickFix C++ FIXT.1.1 Session Config

[Sunil E. <Sun...@mo...>]

Hello,

 

Could anyone let me know the SESSION parameter Config setting for Quickfix tradeclient initiator application (version FIXT.1.1) ?

 

At the moment it sends out Logon message as soon as I start the application ignoring “StartDay” and “StartTime”.

Further it does not get automatically logged out at the specified "EndTime". Is there any special settings for FIXT.1.1 ?

 

Below is my session settings:

 

[SESSION]

SessionQualifier=Monday

StartDay=Monday

EndDay=Monday

StartTime=01:00:00

EndTime=02:00:00

 

 

 

Thanks

_________________________________________________

Sunil Esho - Developer

Morningstar Real-Time Data Ltd.

Morningstar. Illuminating Investing Worldwide.

Sun...@mo... <mailto:Usi...@mo...> 

 

1 Oliver’s Yard, 55-71 City Road, London EC1Y 1HQ

http://global.morningstar.com/realtime <http://global.morningstar.com/realtime> 

This e-mail contains privileged and confidential information and is intended only for the use of the person(s) named above. Any dissemination, distribution, or duplication of this communication without prior written consent from Morningstar is strictly prohibited. If you have received this message in error, please contact the sender immediately and delete the materials from any computer.

 

Re: [Quickfix-developers] C++ FIXT.1.1 Config files

[Grant B. <gbi...@co...>]

Look in the "spec" directory of the source release.
http://quickfix.svn.sourceforge.net/viewvc/quickfix/trunk/quickfix/spec/




2012/2/27 Sunil Esho <Sun...@mo...>

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello,
>
> Could anyone please send me the Configuration file and the correspinging
> DataDictionary file,  TransportDataDictionary file and AppDataDictionary
> file for C++ QuickFix version FIXT.1.1 ?
>
> As I am not able to get any "fromAdmin" callbacks.
>
> BeginString= FIXT.1.1
> DefaultApplVerID=FIXT1.1
> DataDictionary=FIXT11.xml
> TransportDataDictionary=FIXT11.xml
> AppDataDictionary=FIXT11.xml
>
>
> Thanks in advance.
> _________________________________________________
> Sunil Esho
> Morningstar Real-Time Data Ltd.
> Morningstar. Illuminating Investing Worldwide.
> Sun...@mo...
>
> 1 Oliver’s Yard, 55-71 City Road, London EC1Y 1HQ
> http://global.morningstar.com/realtime
> This e-mail contains privileged and confidential information and is
> intended only for the use of the person(s) named above. Any dissemination,
> distribution, or duplication of this communication without prior written
> consent from Morningstar is strictly prohibited. If you have received this
> message in error, please contact the sender immediately and delete the
> materials from any computer.
>
>
> ------------------------------------------------------------------------------
> Try before you buy = See our experts in action!
> The most comprehensive online learning library for Microsoft developers
> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
> Metro Style Apps, more. Free future releases when you subscribe now!
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> _______________________________________________
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> 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

[Quickfix-developers] Problem with m_validStructure field into class Message‏

[Abel M. <abe...@gm...>]

Hi all,

I found a problem within class Message and setString function.

If you use setString function to read a message that has some fields in
wrong order (i.e. header field into body message), setString function
marks the object as invalid

Message.cpp:325

      if ( type != header )
      {
        if(m_field == 0) m_field = field.getField();
        m_validStructure = false;
      }

If you, using setString function again, read another message that it's
correct, m_validStructure remains with its false value.

Then, if you try to check validity of the message, you will obtain an
exception (function validate in class DataDictionary)

  if( (pSessionDD !=0 && pSessionDD->m_checkFieldsOutOfOrder)
      || (pAppDD != 0 && pAppDD->m_checkFieldsOutOfOrder) )
  {
    if ( !message.hasValidStructure(field) )
      throw TagOutOfOrder(field);
  }

In Message.h:
  bool hasValidStructure(int& field) const
  { field = m_field;
    return m_validStructure;
  }

So you will obtain a TagOutOfOrder exception, but message is ok!!

I think, in order to solve this, you just need to set m_validStructure
and m_field fields at the beginning of setString function to its initial
values:

void Message::setString( const std::string& string,
                         bool doValidation,
                         const DataDictionary* pSessionDataDictionary,
                         const DataDictionary* pApplicationDataDictionary )
throw( InvalidMessage )
{ QF_STACK_PUSH(Message::setString)

  clear();

  std::string::size_type pos = 0;
  int count = 0;
  std::string msg;

  static int const headerOrder[] =
  {
    FIELD::BeginString,
    FIELD::BodyLength,
    FIELD::MsgType
  };

  field_type type = header;

>m_validStructure = true
>m_field = 0

  while ( pos < string.size() )
 ......


What do you think? Is this a valid workaround for this problem?

Best regards,
Abel Monroy

[Quickfix-developers] C++ FIXT.1.1 Config files

[Sunil E. <Sun...@mo...>]

Hello,

Could anyone please send me the Configuration file and the correspinging DataDictionary file,  TransportDataDictionary file and AppDataDictionary file for C++ QuickFix version FIXT.1.1 ?

As I am not able to get any "fromAdmin" callbacks.

BeginString= FIXT.1.1
DefaultApplVerID=FIXT1.1 
DataDictionary=FIXT11.xml 
TransportDataDictionary=FIXT11.xml 
AppDataDictionary=FIXT11.xml


Thanks in advance.
_________________________________________________
Sunil Esho
Morningstar Real-Time Data Ltd.
Morningstar. Illuminating Investing Worldwide.
Sun...@mo...

1 Oliver’s Yard, 55-71 City Road, London EC1Y 1HQ
http://global.morningstar.com/realtime
This e-mail contains privileged and confidential information and is intended only for the use of the person(s) named above. Any dissemination, distribution, or duplication of this communication without prior written consent from Morningstar is strictly prohibited. If you have received this message in error, please contact the sender immediately and delete the materials from any computer.

Re: [Quickfix-developers] quickfix_net.dll missing assembly

[Andrew C. <And...@tw...>]

You need to install in the Microsoft C++ runtime, it also appears you need
to install the debug versions of the dlls as well.

 

Andrew Culross

Direct +1 (914) 220-8849

 <http://www.twofour.com/> www.TwoFour.com 

 

From: Özlem Benden [mailto:ozl...@ya...] 
Sent: Monday, February 27, 2012 9:21 AM
To: qui...@li...
Subject: [Quickfix-developers] quickfix_net.dll missing assembly

 


Hi,

Ä° m developping  a windows service in .net 2005 , using quickfix_net.dll,
i can install the service in my own computer, however i cant install another
machine . when i start the service , in eventlog i see these errors. How
could i solve it

 

Generate Activation Context failed for
C:\autobahnservice20\quickfix_net.dll. Reference error message: The
referenced assembly is not installed on your system.

.

Resolve Partial Assembly failed for Microsoft.VC90.DebugCRT. Reference error
message: The referenced assembly is not installed on your system.

.

Dependent Assembly Microsoft.VC90.DebugCRT could not be found and Last Error
was The referenced assembly is not installed on your system.

 

[Quickfix-developers] quickfix_net.dll missing assembly

[Özlem B. <ozl...@ya...>]

Hi,

İ m developping  a windows service in .net 2005 , using
quickfix_net.dll,  i can install the service in my own computer, however i
cant install another machine . when i start the service , in eventlog i see
these errors. How could i solve it
Generate Activation Context failed for C:\autobahnservice20\quickfix_net.dll. Reference error message: The referenced assembly is not installed on your system..Resolve Partial Assembly failed for Microsoft.VC90.DebugCRT. Reference error message: The referenced assembly is not installed on your system..Dependent Assembly Microsoft.VC90.DebugCRT could not be found and Last Error was The referenced assembly is not installed on your system.

Re: [Quickfix-developers] quickfixn : QuickFix.DictionaryParseException: invalid type: String

[Rasheed W. <ras...@gm...>]

Yup this is fixed...

On Thu, Feb 23, 2012 at 3:53 PM, Grant Birchmeier <gbi...@co...
> wrote:

> From your other mail, it appears that you have this under control, correct?
>
>
> On Thu, Feb 23, 2012 at 5:37 AM, Rasheed Waraich <ras...@gm...
> > wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hi Experts,
>>
>> We are trying to port our existing connectors to new native version of
>> .net quickfixn (http://www.quickfixn.org/help) because nunit crashes
>> with the older versions of quickfixn due to managed/unmanaged issues...
>>
>> Right now we are facing following exception... we have to use the
>> dictionary because we are using repeating groups... we can't understand
>> that which field is causing this issue.
>>
>> We are using FIX43.xml ... is it possible to turn on some debugging to
>> figure out which field is creating this exception?
>>
>> It will be great if someone can suggest how to fix this problem?
>>
>> ---------------------------------------------------------
>> QuickFix.DictionaryParseException: invalid type: String
>>    at QuickFix.DataDictionary.DDField.FieldTypeFromFix(String type)
>>    at QuickFix.DataDictionary.DDField..ctor(Int32 tag, String name,
>> HashSet`1 enums, String fixFldType)
>>    at QuickFix.DataDictionary.DataDictionary.newField(XmlNode fldEl)
>>    at QuickFix.DataDictionary.DataDictionary.parseFields(XmlDocument doc)
>>    at QuickFix.DataDictionary.DataDictionary.Load(String path)
>>    at QuickFix.DataDictionary.DataDictionary..ctor(String path)
>>    at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID,
>> Dictionary settings, String settingsKey, String beginString)
>>    at QuickFix.SessionFactory.ProcessFixDataDictionary(SessionID
>> sessionID, Dictionary settings, DataDictionaryProvider provider)
>>    at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary
>> settings)
>>    at QuickFix.AbstractInitiator..ctor(Application app,
>> MessageStoreFactory storeFactory, SessionSettings settings, LogFactory
>> logFactory)
>>    at QuickFix.Transport.SocketInitiator..ctor(Application application,
>> MessageStoreFactory storeFactory, SessionSettings settings, LogFactory
>> logFactory)
>>
>> ----------------------------------------------------------
>>
>> Thanks,
>>
>> --
>> //Regards
>> Rasheed
>>
>>
>> ------------------------------------------------------------------------------
>> Virtualization & Cloud Management Using Capacity Planning
>> Cloud computing makes use of virtualization - but cloud computing
>> also focuses on allowing computing to be delivered as a service.
>> http://www.accelacomm.com/jaw/sfnl/114/51521223/
>> _______________________________________________
>> 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
>
>


-- 
//Regards
Rasheed

Re: [Quickfix-developers] quickfixn : QuickFix.DictionaryParseException: invalid type: String

[Grant B. <gbi...@co...>]

>From your other mail, it appears that you have this under control, correct?


On Thu, Feb 23, 2012 at 5:37 AM, Rasheed Waraich
<ras...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Experts,
>
> We are trying to port our existing connectors to new native version of
> .net quickfixn (http://www.quickfixn.org/help) because nunit crashes with
> the older versions of quickfixn due to managed/unmanaged issues...
>
> Right now we are facing following exception... we have to use the
> dictionary because we are using repeating groups... we can't understand
> that which field is causing this issue.
>
> We are using FIX43.xml ... is it possible to turn on some debugging to
> figure out which field is creating this exception?
>
> It will be great if someone can suggest how to fix this problem?
>
> ---------------------------------------------------------
> QuickFix.DictionaryParseException: invalid type: String
>    at QuickFix.DataDictionary.DDField.FieldTypeFromFix(String type)
>    at QuickFix.DataDictionary.DDField..ctor(Int32 tag, String name,
> HashSet`1 enums, String fixFldType)
>    at QuickFix.DataDictionary.DataDictionary.newField(XmlNode fldEl)
>    at QuickFix.DataDictionary.DataDictionary.parseFields(XmlDocument doc)
>    at QuickFix.DataDictionary.DataDictionary.Load(String path)
>    at QuickFix.DataDictionary.DataDictionary..ctor(String path)
>    at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID,
> Dictionary settings, String settingsKey, String beginString)
>    at QuickFix.SessionFactory.ProcessFixDataDictionary(SessionID
> sessionID, Dictionary settings, DataDictionaryProvider provider)
>    at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary
> settings)
>    at QuickFix.AbstractInitiator..ctor(Application app,
> MessageStoreFactory storeFactory, SessionSettings settings, LogFactory
> logFactory)
>    at QuickFix.Transport.SocketInitiator..ctor(Application application,
> MessageStoreFactory storeFactory, SessionSettings settings, LogFactory
> logFactory)
>
> ----------------------------------------------------------
>
> Thanks,
>
> --
> //Regards
> Rasheed
>
>
> ------------------------------------------------------------------------------
> Virtualization & Cloud Management Using Capacity Planning
> Cloud computing makes use of virtualization - but cloud computing
> also focuses on allowing computing to be delivered as a service.
> http://www.accelacomm.com/jaw/sfnl/114/51521223/
> _______________________________________________
> 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

Re: [Quickfix-developers] quickfixn: Currency field has been changed from string to decimal?

[Grant B. <gbi...@co...>]

This is a QF/n bug that will be fixed in the next release.


On Thu, Feb 23, 2012 at 5:45 AM, Rasheed Waraich
<ras...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All,
>
> I am porting the existing connector to latest version of quickfxn (
> http://www.quickfixn.org/help)
>
> I can't understand why the QuickFix.Fields.Currency filed has been changed
> to decimal from string?
>
> Or may be I am using the wrong field.. Can someone explain which fields
> maps to (Currency (Tag = 15, Type: Currency))?
>
> Thanks,
>
> --
> //Regards
> Rasheed
>
>
> ------------------------------------------------------------------------------
> Virtualization & Cloud Management Using Capacity Planning
> Cloud computing makes use of virtualization - but cloud computing
> also focuses on allowing computing to be delivered as a service.
> http://www.accelacomm.com/jaw/sfnl/114/51521223/
> _______________________________________________
> 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

[Quickfix-developers] quickfixn: Currency field has been changed from string to decimal?

[Rasheed W. <ras...@gm...>]

Hi All,

I am porting the existing connector to latest version of quickfxn (
http://www.quickfixn.org/help)

I can't understand why the QuickFix.Fields.Currency filed has been changed
to decimal from string?

Or may be I am using the wrong field.. Can someone explain which fields
maps to (Currency (Tag = 15, Type: Currency))?

Thanks,

-- 
//Regards
Rasheed

[Quickfix-developers] quickfixn : QuickFix.DictionaryParseException: invalid type: String

[Rasheed W. <ras...@gm...>]

Hi Experts,

We are trying to port our existing connectors to new native version of .net
quickfixn (http://www.quickfixn.org/help) because nunit crashes with the
older versions of quickfixn due to managed/unmanaged issues...

Right now we are facing following exception... we have to use the
dictionary because we are using repeating groups... we can't understand
that which field is causing this issue.

We are using FIX43.xml ... is it possible to turn on some debugging to
figure out which field is creating this exception?

It will be great if someone can suggest how to fix this problem?

---------------------------------------------------------
QuickFix.DictionaryParseException: invalid type: String
   at QuickFix.DataDictionary.DDField.FieldTypeFromFix(String type)
   at QuickFix.DataDictionary.DDField..ctor(Int32 tag, String name,
HashSet`1 enums, String fixFldType)
   at QuickFix.DataDictionary.DataDictionary.newField(XmlNode fldEl)
   at QuickFix.DataDictionary.DataDictionary.parseFields(XmlDocument doc)
   at QuickFix.DataDictionary.DataDictionary.Load(String path)
   at QuickFix.DataDictionary.DataDictionary..ctor(String path)
   at QuickFix.SessionFactory.createDataDictionary(SessionID sessionID,
Dictionary settings, String settingsKey, String beginString)
   at QuickFix.SessionFactory.ProcessFixDataDictionary(SessionID sessionID,
Dictionary settings, DataDictionaryProvider provider)
   at QuickFix.SessionFactory.Create(SessionID sessionID, Dictionary
settings)
   at QuickFix.AbstractInitiator..ctor(Application app, MessageStoreFactory
storeFactory, SessionSettings settings, LogFactory logFactory)
   at QuickFix.Transport.SocketInitiator..ctor(Application application,
MessageStoreFactory storeFactory, SessionSettings settings, LogFactory
logFactory)

----------------------------------------------------------

Thanks,

-- 
//Regards
Rasheed

Re: [Quickfix-developers] ClOrdId tag (11) sequence redefinition without shutdown session

[Grant B. <gbi...@co...>]

All I have to offer is the website documentation, which presumes a certain
amount of FIX knowledge.  (Note: FIX is an industry-standard protocol.
 QuickFIX is just a software engine that is designed to use the protocol.)

The main thing to remember is that FIX merely defines a system for
transmitting messages.  While it provides a lot of message types and fields
to be used in financial transactions, it does not force you to use them,
and a lot of institutions use the same messages in quite different ways.

Most institutions will provide some documentation about their FIX
connection.  These docs will tell you how they use FIX, which messages they
support, which custom-fields they've added, and which messages they've
altered for their own use.  You may have to modify your QuickFIX data
dictionary to match their revisions.

I think you should first try to find the docs for the FIX provider you want
to connect to.  I think those will be informative as a real-world example
of FIX in use.

-Grant


On Fri, Feb 17, 2012 at 6:46 AM, Marcelo Beckmann <
bec...@gm...> wrote:

> Hi Grant,
>
> Maybe I misunderstood some basic FIX concepts. Thanks anyway for your
> quick reply.
>
>
>  Do you have some book or link indication about quick fix?
>
> Thanks again four your help.
>
> Marcelo Beckmann
>
> On Wed, Feb 8, 2012 at 1:55 AM, Grant Birchmeier <
> gbi...@co...> wrote:
>
>> I don't understand the question.
>>
>> ClOrdId is just a field in a message.  You can always alter its value.
>>
>> If you're asking if you can change the id for a specific order flow,
>> well, that's a question for your broker, not for QuickFIX.
>>
>>
>>
>>
>> On Tue, Feb 7, 2012 at 7:05 PM, Marcelo Beckmann <
>> bec...@gm...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> PS.: I'm using 1.13.3 version for C++ in visual studio 2010.
>>>
>>> Thks again,
>>>
>>>
>>> On Tue, Feb 7, 2012 at 11:02 PM, Marcelo Beckmann <
>>> bec...@gm...> wrote:
>>>
>>>> Hi masters,
>>>>
>>>> Is it possible to redefine the ClOrdId sequence without to shutdown a
>>>> session?
>>>>
>>>> Thanks in advance for your help,
>>>>
>>>> --
>>>> Marcelo Beckmann
>>>>
>>>
>>>
>>>
>>> --
>>> Marcelo Beckmann
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Keep Your Developer Skills Current with LearnDevNow!
>>> The most comprehensive online learning library for Microsoft developers
>>> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
>>> Metro Style Apps, more. Free future releases when you subscribe now!
>>> http://p.sf.net/sfu/learndevnow-d2d
>>> _______________________________________________
>>> 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
>>
>>
>
>
> --
> Marcelo Beckmann
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.*
*
http://connamara.com

Re: [Quickfix-developers] ClOrdId tag (11) sequence redefinition without shutdown session

[Marcelo B. <bec...@gm...>]

Hi Grant,

Maybe I misunderstood some basic FIX concepts. Thanks anyway for your quick
reply.


 Do you have some book or link indication about quick fix?

Thanks again four your help.

Marcelo Beckmann

On Wed, Feb 8, 2012 at 1:55 AM, Grant Birchmeier
<gbi...@co...>wrote:

> I don't understand the question.
>
> ClOrdId is just a field in a message.  You can always alter its value.
>
> If you're asking if you can change the id for a specific order flow, well,
> that's a question for your broker, not for QuickFIX.
>
>
>
>
> On Tue, Feb 7, 2012 at 7:05 PM, Marcelo Beckmann <
> bec...@gm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> PS.: I'm using 1.13.3 version for C++ in visual studio 2010.
>>
>> Thks again,
>>
>>
>> On Tue, Feb 7, 2012 at 11:02 PM, Marcelo Beckmann <
>> bec...@gm...> wrote:
>>
>>> Hi masters,
>>>
>>> Is it possible to redefine the ClOrdId sequence without to shutdown a
>>> session?
>>>
>>> Thanks in advance for your help,
>>>
>>> --
>>> Marcelo Beckmann
>>>
>>
>>
>>
>> --
>> Marcelo Beckmann
>>
>>
>> ------------------------------------------------------------------------------
>> Keep Your Developer Skills Current with LearnDevNow!
>> The most comprehensive online learning library for Microsoft developers
>> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
>> Metro Style Apps, more. Free future releases when you subscribe now!
>> http://p.sf.net/sfu/learndevnow-d2d
>> _______________________________________________
>> 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
>
>


-- 
Marcelo Beckmann

Re: [Quickfix-developers] ClOrdId tag (11) sequence redefinition without shutdown session

[Grant B. <gbi...@co...>]

I don't understand the question.

ClOrdId is just a field in a message.  You can always alter its value.

If you're asking if you can change the id for a specific order flow, well,
that's a question for your broker, not for QuickFIX.




On Tue, Feb 7, 2012 at 7:05 PM, Marcelo Beckmann <bec...@gm...
> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> PS.: I'm using 1.13.3 version for C++ in visual studio 2010.
>
> Thks again,
>
>
> On Tue, Feb 7, 2012 at 11:02 PM, Marcelo Beckmann <
> bec...@gm...> wrote:
>
>> Hi masters,
>>
>> Is it possible to redefine the ClOrdId sequence without to shutdown a
>> session?
>>
>> Thanks in advance for your help,
>>
>> --
>> Marcelo Beckmann
>>
>
>
>
> --
> Marcelo Beckmann
>
>
> ------------------------------------------------------------------------------
> Keep Your Developer Skills Current with LearnDevNow!
> The most comprehensive online learning library for Microsoft developers
> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
> Metro Style Apps, more. Free future releases when you subscribe now!
> http://p.sf.net/sfu/learndevnow-d2d
> _______________________________________________
> 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

Re: [Quickfix-developers] ClOrdId tag (11) sequence redefinition without shutdown session

[Marcelo B. <bec...@gm...>]

PS.: I'm using 1.13.3 version for C++ in visual studio 2010.

Thks again,


On Tue, Feb 7, 2012 at 11:02 PM, Marcelo Beckmann <
bec...@gm...> wrote:

> Hi masters,
>
> Is it possible to redefine the ClOrdId sequence without to shutdown a
> session?
>
> Thanks in advance for your help,
>
> --
> Marcelo Beckmann
>



-- 
Marcelo Beckmann

[Quickfix-developers] ClOrdId tag (11) sequence redefinition without shutdown session

[Marcelo B. <bec...@gm...>]

Hi masters,

Is it possible to redefine the ClOrdId sequence without to shutdown a
session?

Thanks in advance for your help,

-- 
Marcelo Beckmann

Re: [Quickfix-developers] FileLogPath

[Grant B. <gbi...@co...>]

When you created your Initiator/Acceptor, did you provide a LogFactory?

That config setting alone isn't enough.



On Tue, Feb 7, 2012 at 1:42 PM, beau_brummel <pau...@ho...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have added a FileLogPath setting to my .cfg file, but nothing is being
> saved there.
>
> [DEFAULT]
> FileLogPath=C:\inboundlogs
>
> What am I missing ?
>
>
>
>
> --
> View this message in context:
> http://old.nabble.com/FileLogPath-tp33281190p33281190.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Keep Your Developer Skills Current with LearnDevNow!
> The most comprehensive online learning library for Microsoft developers
> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
> Metro Style Apps, more. Free future releases when you subscribe now!
> http://p.sf.net/sfu/learndevnow-d2d
> _______________________________________________
> 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

Re: [Quickfix-developers] FileLogPath

[paul q. <pau...@ho...>]

Solved, thx!

I replaced ScreenLogFactory logFactory = new  ScreenLogFactory(settings) with LogFactory logFactory = new FileLogFactory(settings);

Here is my code in full:

SessionSettings settings = new SessionSettings(_fixcfg);
FileStoreFactory storeFactory = new FileStoreFactory(settings);
LogFactory logFactory = new FileLogFactory(settings);
//ScreenLogFactory logFactory = new  ScreenLogFactory(settings);
MessageFactory messageFactory = new DefaultMessageFactory();

initiator = new SocketInitiator(_instance, storeFactory, settings, logFactory, messageFactory)
initiator.start();
Thread.Sleep(3000);
System.Collections.ArrayList list = initiator.getSessions();
SessionID sessionID = (SessionID)list[0];




From: gbi...@co...
Date: Tue, 7 Feb 2012 13:48:58 -0600
Subject: Re: [Quickfix-developers] FileLogPath
To: pau...@ho...
CC: qui...@li...

When you created your Initiator/Acceptor, did you provide a LogFactory?
That config setting alone isn't enough.





On Tue, Feb 7, 2012 at 1:42 PM, beau_brummel <pau...@ho...> wrote:


QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html



QuickFIX Support: http://www.quickfixengine.org/services.html





I have added a FileLogPath setting to my .cfg file, but nothing is being

saved there.



[DEFAULT]

FileLogPath=C:\inboundlogs



What am I missing ?









--

View this message in context: http://old.nabble.com/FileLogPath-tp33281190p33281190.html

Sent from the QuickFIX - Dev mailing list archive at Nabble.com.





------------------------------------------------------------------------------

Keep Your Developer Skills Current with LearnDevNow!

The most comprehensive online learning library for Microsoft developers

is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,

Metro Style Apps, more. Free future releases when you subscribe now!

http://p.sf.net/sfu/learndevnow-d2d

_______________________________________________

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



 		 	   		  

[Quickfix-developers] FileLogPath

[beau_brummel <pau...@ho...>]

I have added a FileLogPath setting to my .cfg file, but nothing is being
saved there.

[DEFAULT]
FileLogPath=C:\inboundlogs

What am I missing ?



 
-- 
View this message in context: http://old.nabble.com/FileLogPath-tp33281190p33281190.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] only admin-level messages are being saved to the log file

[beau_brummel <pau...@ho...>]

Resolved. Error on my part.
I was referring to the .body files which of course only log outgoing
messages.

Thx


-- 
View this message in context: http://old.nabble.com/only-admin-level-messages-are-being-saved-to-the-log-file-tp33244476p33258922.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] only admin-level messages are being saved to the log file

[Pablo M. <mar...@gm...>]

Hello,
I was looking at the code and you have a problem (AbstractIoHandler ->
messageReceived). The classes AbstractLog messages arrive before parsing.
Therefore you will not be able to distinguish them, unless you pay the cost
of manually parsing the string and implementing a AbstractLog LogFactory.


But what could make is in your class that implements the methods
quickfix.Application add in the methods toAdmin and fromAdmin a log of
their own.
public void toAdmin (Message message, SessionID sessionId) {
   log.debug ("to admin:" + message.toString ());
   ...
}

The problem is that since you'd have QuickFixJ logs before parsing the
messages, if there was an error in the message, it will not come to your
class Application


Look AbstractIoHandler class in MessageReceived method that can give you an
idea. Would have to modify the class to check after parsing the type of
message and decide whether or not logging.

I hope you find it helpful.
Good luck.

-
                                                            Pablo


On Wed, Feb 1, 2012 at 2:59 PM, beau_brummel <pau...@ho...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello All,
> I have a fix initiator connection up and running. I'm receiving admin and
> app level messages, although only the admin-level messages are being saved
> to the log file -> heartbeats, rejects etc
> No execution messages ( 35=8 ) are saved.
>
> Is there a setting I need to add to the cfg file ?
>
> Thanks in advance
> --
> View this message in context:
> http://old.nabble.com/only-admin-level-messages-are-being-saved-to-the-log-file-tp33244476p33244476.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Keep Your Developer Skills Current with LearnDevNow!
> The most comprehensive online learning library for Microsoft developers
> is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
> Metro Style Apps, more. Free future releases when you subscribe now!
> http://p.sf.net/sfu/learndevnow-d2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>