quickfix-developers — QuickFIX developers forum

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

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

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/i=
ndex.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>=20
> Hello,
>=20
> I'm working on OpenFIX certification for the pure Java QuickFIX
> implementation. One test that's giving me problems involves a message wit=
h
> PossDup=3DY and no OrigSendingTime. I notice that the session implementat=
ion
> 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 s=
o the
> PossDup verification code is not being called.
>=20
> 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?
>=20
> Steve
>=20
>=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
> _______________________________________________
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> Qui...@li...
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>

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

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

very good idea.
However, one must note that such messages causing those
error events cannot be parsed. App. is on our own.
--
RK

On 6/7/05, Alvin Wang <AW...@ff...> wrote:
>=20
> Hi,=20
>=20
> I have found that if a message is rejected by QF, fromAdmin or fromApp wi=
ll
> 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?)=20
>=20
> Thanks=20
> Alvin
> **********************************************************************
> This e-mail message is intended solely for the use of the addressee. The
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> 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 u=
s
> immediately by return e-mail (including the original message with your
> reply) and then delete and discard all copies of the message. We have tak=
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> precautions to minimize the risk of transmitting software viruses but
> nevertheless advise you to carry out your own virus checks on any attachm=
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[Quickfix-developers] Re: "Value is incorrect (out of range) for this tag" error for proprietary field value

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

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:     <dav...@ma...>, "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 
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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...>]

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

--oren
  ----- 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
  Subject: "Value is incorrect (out of range) for this tag" error for =
proprietary field value



  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. =
********************************************************************** 

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

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

Hi Jim,

I am just thinking to make QF more configurable, flexible, and maybe more 
forgiving if needed. There would still be value of dictionary even if QF 
allow proprietary field value. On top of my mind, for example, data type 
checking. Another example, we built a translator to convert raw FIX 
message to a more human readable with dictionary, for the purpose of 
debugging and display.

Counterparty spec is a moving target... You will be surprised by some of 
them from time to time.

Thanks
Alvin






"James C. Downs" <jc...@co...>
Sent by: qui...@li...
06/07/2005 10:56 AM

 
        To:     "'Alvin Wang'" <AW...@FF...>, 
<qui...@li...>, 
<qui...@li...>
        cc:     <dav...@ma...>, "'Joerg Thoennes'" <Joe...@ma...>, 
"'Oren Miller'" <or...@qu...>, "'Yihu Fang'" 
<Yih...@re...>
        bcc: 
        Subject:        [Quickfix-developers] RE: "Value is incorrect (out of range) for this tag" 
error for    proprietary field value


Alvin,
Please forgive me but I guess I am a little unclear as to the new 
configuration feature you are requesting. Would it be a setting that tells 
QF not to check the field values for a particular field? All fields? If 
this is the case what is the purpose of the data dictionary (other then 
needing it for repeating groups)? Additionally, when connecting to a 
counter party there is typically an exchange of interface specifications 
that delineate the deviations form the standard FIX specification thus 
avoiding the apparent "test in production" scenario you described above.
 
 
Jim

From: qui...@li... 
[mailto:qui...@li...] On Behalf Of Alvin Wang
Sent: Tuesday, June 07, 2005 5:03 PM
To: qui...@li...; 
qui...@li...
Cc: dav...@ma...; Joerg Thoennes; Oren Miller; Yihu Fang
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. 
********************************************************************** 

[Quickfix-developers] OrigSendingTime validation on PossDup messages

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

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

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

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

Alvin,
Please forgive me but I guess I am a little unclear as to the new
configuration feature you are requesting. Would it be a setting that tells
QF not to check the field values for a particular field? All fields? If this
is the case what is the purpose of the data dictionary (other then needing
it for repeating groups)? Additionally, when connecting to a counter party
there is typically an exchange of interface specifications that delineate
the deviations form the standard FIX specification thus avoiding the
apparent "test in production" scenario you described above.
 
 
Jim

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Alvin
Wang
Sent: Tuesday, June 07, 2005 5:03 PM
To: qui...@li...;
qui...@li...
Cc: dav...@ma...; Joerg Thoennes; Oren Miller; Yihu Fang
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.
********************************************************************** 

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

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

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] "Value is incorrect (out of range) for this tag" error for proprietary field value

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

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

[Quickfix-developers] compiling with my sql support

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

 =A0=0AHi,=0A	I am trying to batchbuild of quickfix.dsw with mysql support =
on visual c++,these are the steps I followed=0A1. I added "#define HAVE_MYS=
QL 1" in config_windows.h.=0A=0A2.Ten I opened the quickfix.dsw in visual c=
++=0A=0A3.I added the mysql/lib/ and mysql/lib/debug,and java related stuff=
 in the search path.=0A=0A4.Then I gave the batchbuild.=0A		The build compl=
eted with one error "LNK1104: cannot open file "libMySQL.lib".=0AHas anyone=
 came across such error,please help.How to resolve the issue.=0A				Regards=
=0A						Rohan		=0A	  =20

[Quickfix-developers] OrigSendingTime on messages with PossDup=Y

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

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

Re: [Quickfix-developers] Re: When is Logout Msg sent out?

[Dale W. <wil...@oc...>]

Xinji Gu wrote:

>
> I found it is bug #47.

You're right. 73 is a different issue.

Dale

>
>> From: Dale Wilson <wil...@oc...>
>> To: Xinji Gu <xin...@ho...>
>> CC: qui...@li...
>> Subject: Re: [Quickfix-developers] Re: When is Logout Msg sent out?
>> Date: Mon, 06 Jun 2005 13:56:25 -0500
>>
>> Xinji Gu wrote:
>>
>>>
>>> Is there a solution now? I have the same problem which caused=20
>>> Initiator to reset it sequence numbers, but Acceptor kept the old=20
>>> sequence numbers (because it didn't receive a logout) So when the=20
>>> next time initiator started, it couldn't connect to Acceptor.
>>
>>
>> I believe this is related to Bug *#73. The logout is being sent, but=20
>> ignored at the connector end.
>>
>> Dale
>> *
>>
>> --------------------------------------------------
>>
>
> _________________________________________________________________
> Don=92t just search. Find. Check out the new MSN Search!=20
> http://search.msn.click-url.com/go/onm00200636ave/direct/01/
>


--=20
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer     =20
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

Re: [Quickfix-developers] Re: When is Logout Msg sent out?

[Xinji G. <xin...@ho...>]

I found it is bug #47.

>From: Dale Wilson <wil...@oc...>
>To: Xinji Gu <xin...@ho...>
>CC: qui...@li...
>Subject: Re: [Quickfix-developers] Re: When is Logout Msg sent out?
>Date: Mon, 06 Jun 2005 13:56:25 -0500
>
>Xinji Gu wrote:
>
>>
>>Is there a solution now? I have the same problem which caused Initiator to 
>>reset it sequence numbers, but Acceptor kept the old sequence numbers 
>>(because it didn't receive a logout) So when the next time initiator 
>>started, it couldn't connect to Acceptor.
>
>I believe this is related to Bug *#73.  The logout is being sent, but 
>ignored at the connector end.
>
>Dale
>*
>
>--------------------------------------------------
>

_________________________________________________________________
Don’t just search. Find. Check out the new MSN Search! 
http://search.msn.click-url.com/go/onm00200636ave/direct/01/

Re: [Quickfix-developers] Re: When is Logout Msg sent out?

[Dale W. <wil...@oc...>]

Xinji Gu wrote:

>
> Is there a solution now? I have the same problem which caused 
> Initiator to reset it sequence numbers, but Acceptor kept the old 
> sequence numbers (because it didn't receive a logout) So when the next 
> time initiator started, it couldn't connect to Acceptor.

I believe this is related to Bug *#73.  The logout is being sent, but 
ignored at the connector end.

Dale
*

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

[Quickfix-developers] Re: When is Logout Msg sent out?

[Xinji G. <xin...@ho...>]

Is there a solution now? I have the same problem which caused Initiator to 
reset it sequence numbers, but Acceptor kept the old sequence numbers 
(because it didn't receive a logout) So when the next time initiator 
started, it couldn't connect to Acceptor.

thanks

Jim

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

 > This may be a bug, I"ll investigate it.
 >
 > --oren
 >
 > ----- Original Message -----
 > From: "Xizhen Wang" <wangxizhen@ya...>
 > To: <quickfix-developers@li...>
 > Sent: Wednesday, January 12, 2005 11:16 AM
 > Subject: [Quickfix-developers] When is Logout Msg
 > sent out?
 >
 >
 > > QuickFIX Documentation:
 > >
 >
http://www.quickfixengine.org/quickfix/doc/html/index.html
 > > QuickFIX FAQ:
 >
http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
 > > QuickFIX Support:
 > http://www.quickfixengine.org/services.html
 > >
 > > Hi, I just wonder on what condition QF sends out
 > the
 > > Logout message from Initiator? It seems it does
 > not
 > > send out the Logout msg at EndTime. It simply
 > drops
 > > the connection.
 > >
 > > Could anyone clarify? Thanks
 > > Alvin
 > >
 > > =====
 > > /)_/)
 > > ( ._.)
 > > c(")(")
 > >
 > >
 > >
 > > __________________________________
 > > Do you Yahoo!?
 > > Take Yahoo! Mail with you! Get it on your mobile
 > phone.
 > > http://mobile.yahoo.com/maildemo
 > >
 > >
 > >
 >
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 > > It"s fun and FREE -- well,
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 > > _______________________________________________
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 > > Quickfix-developers@li...
 > >
 >
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
 > >
 >
 >


=====
/)_/)
( ._.)
c(")(")




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Re: [Quickfix-developers] Application crash when receiving logon message

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

The callstack should print to standard output.

--oren

On Jun 6, 2005, at 11:06 AM, Jose Moreno wrote:

>
> On a related issue, I tried compiling quickfix with the callbacks =20
> enabled but ,is it supposed to create a file with the call stack at =20=

> the point of the crash?  I haven't been able to find out where the =20
> output is for this.
>
>
> Thanks for your help.
> Jose
>
>
>
>
>
>     -----Original Message-----
>     From: Caleb Epstein [mailto:cal...@gm...]
>     Sent: Mon 06/06/2005 16:31
>     To: Jose Moreno
>     Cc: qui...@li...
>     Subject: Re: [Quickfix-developers] Application crash when =20
> receiving logon message
>
>
>
>     On 6/6/05, Jose Moreno <jos...@db...> wrote:
>
>     > I am getting a crash when receiving the logon message from =20
> the server in reply to my logon request message.
>     >
>     > The logon request I am sending is
>     > 8=3DFIX.=20
> 4.2=019=3D84=0135=3DA=0134=3D3=0149=3DSRCE=0150=3DSUBID=0152=3D20050606-=
12:58:07.000=0156=3DTGT=0157=20
> =3DTARGSUBID=0198=3D0=01108=3D30=0110=3D169=01
>     >
>     > The reply I get from the acceptor is:
>     > 8=3DFIX.=20
> 4.2=019=3D86=0135=3DA=0149=3DTGT=0156=3DSRCE=0198=3D0=0150=3DTARGSUBID=01=
57=3DSUBID=0134=3D14=0152=3D20050=20
> 606-13:00:24=0198=3D0=01108=3D60=0110=3D244=01
>
>     The logon response message appears to have two instances of tag =20=

> 98 in
>     it, which would cause a message validation error.  Are you =20
> catching
>     exceptions in your code?
>
>     --
>     Caleb Epstein
>     caleb dot epstein at gmail dot com
>
>
>
> _______________________________________________
> Visit our website at http://www.dbfs.co.uk
> This email may contain confidential information, if you are not the =20=

> intended recipient for this email, please contact ad...@db....
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>
>

Re: [Quickfix-developers] Application crash when receiving logon message

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

On 6/6/05, Jose Moreno <jos...@db...> wrote:

> I don't think I am catching that error and that's why is probably being r=
aised all the way up the stack.

Actually, I think this error should be handled automatically by the QF
Session class, so I'm not sure why you're seeing a crash.  Unless
perhaps you've compiled your app or QuickFIX without exception
support?  Internally, the DataDictionary should throw a RepeatedTag
exception, but this should be caught by the calling code in
Session::next

It might be helpful to try running under the debugger or send along
some code samples so we can see what you're doing in your app.

> I haven't had the time to look into the internals of quickfix and I am no=
t sure where to put the error handler for this error.  Isn't it being raise=
d by a separate thread that reads messages from the TCP port?  I am not get=
ting a call into fromApp as I did put some trace messages there.

I think this exception should be dealt with internally by QuickFIX,
and yes it would be in the thread of your SocketConnection (separate
thread with ThreadedSocketConnection, main thread with the un-threaded
ver)..  In the case of a Logon message though, it should arrive at
your fromAdmin callback, not fromApp.

> On a related issue, I tried compiling quickfix with the callbacks enabled=
 but ,is it supposed to create a file with the call stack at the point of t=
he crash?  I haven't been able to find out where the output is for this.

I've never used the QF callstack stuff so I'm not sure where/how you'd
get data out of it.

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

RE: [Quickfix-developers] Application crash when receiving logon message

[Jose M. <jos...@db...>]

Thanks Celeb,
=20
I don't think I am catching that error and that's why is probably being =
raised all the way up the stack.
I haven't had the time to look into the internals of quickfix and I am =
not sure where to put the error handler for this error.  Isn't it being =
raised by a separate thread that reads messages from the TCP port?  I am =
not getting a call into fromApp as I did put some trace messages there.
=20
On a related issue, I tried compiling quickfix with the callbacks =
enabled but ,is it supposed to create a file with the call stack at the =
point of the crash?  I haven't been able to find out where the output is =
for this.
=20
=20
Thanks for your help.
Jose
=20
=20
=20
=20

	-----Original Message-----=20
	From: Caleb Epstein [mailto:cal...@gm...]=20
	Sent: Mon 06/06/2005 16:31=20
	To: Jose Moreno=20
	Cc: qui...@li...=20
	Subject: Re: [Quickfix-developers] Application crash when receiving =
logon message
=09
=09

	On 6/6/05, Jose Moreno <jos...@db...> wrote:
=09
	> I am getting a crash when receiving the logon message from the server =
in reply to my logon request message.
	>
	> The logon request I am sending is
	> =
8=3DFIX.4.2=019=3D84=0135=3DA=0134=3D3=0149=3DSRCE=0150=3DSUBID=0152=3D20=
050606-12:58:07.000=0156=3DTGT=0157=3DTARGSUBID=0198=3D0=01108=3D30=0110=3D=
169=01
	>
	> The reply I get from the acceptor is:
	> =
8=3DFIX.4.2=019=3D86=0135=3DA=0149=3DTGT=0156=3DSRCE=0198=3D0=0150=3DTARG=
SUBID=0157=3DSUBID=0134=3D14=0152=3D20050606-13:00:24=0198=3D0=01108=3D60=
=0110=3D244=01
=09
	The logon response message appears to have two instances of tag 98 in
	it, which would cause a message validation error.  Are you catching
	exceptions in your code?
=09
	--
	Caleb Epstein
	caleb dot epstein at gmail dot com
=09


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Re: [Quickfix-developers] User Defined Messages & Groups

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

More specifically you need to create a Group class which specified  
the order you need the fields to be.  For instance, you can that  
MassQuote::NoQuoteSets is created like so:

class NoQuoteSets: public FIX::Group
{
     public:
     NoQuoteSets() : FIX::Group(296,302,FIX::message_order 
(302,311,312,309,305,310,313,314,315,316,317,436,435,308,306,362,363,307 
,364,365,367,304,0)) {}
     ...
}

So the order is defined by what is passed into the FIX::Group  
constructor.  The first field passed in is the field which contains  
the count for the repeating groups, the second is the delimiter which  
separates repeating groups.  Then you pass in a FIX::message_order  
which defines the order.  The first field should always be the same  
as the delimiter as it should always be first, and the last field  
should always be 0 to indicate you are done supplying fields.

--oren

On Jun 6, 2005, at 6:51 AM, Michael Holm wrote:

> I am using QuickFix 1.9.4 to connect to SFE. They have user defined  
> messages with user defined repeating groups. I can process and  
> handle the incoming messages okay. My problem exists with outgoing  
> messages. I add the tags in the order I want them to be in the  
> message, but they are serialized in a random / different way. I am  
> just wondering what the best / recommended way to implement this  
> is. I searched through the library and found the message_order and  
> group_order structs. Should I create a new class and derive from  
> the Message class similar to the MassQuote class?
>
>
> Thanks
>
>
> Michael Holm
>
> Liquid Capital Markets Ltd
> 11 Old Jewry
> London EC2R 8DU
> Tel:020 7726 3028
>
>
>

Re: [Quickfix-developers] Application crash when receiving logon message

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

On 6/6/05, Jose Moreno <jos...@db...> wrote:

> I am getting a crash when receiving the logon message from the server in =
reply to my logon request message.
>=20
> The logon request I am sending is
> 8=3DFIX.4.2=019=3D84=0135=3DA=0134=3D3=0149=3DSRCE=0150=3DSUBID=0152=3D20=
050606-12:58:07.000=0156=3DTGT=0157=3DTARGSUBID=0198=3D0=01108=3D30=0110=3D=
169=01
>=20
> The reply I get from the acceptor is:
> 8=3DFIX.4.2=019=3D86=0135=3DA=0149=3DTGT=0156=3DSRCE=0198=3D0=0150=3DTARG=
SUBID=0157=3DSUBID=0134=3D14=0152=3D20050606-13:00:24=0198=3D0=01108=3D60=
=0110=3D244=01

The logon response message appears to have two instances of tag 98 in
it, which would cause a message validation error.  Are you catching
exceptions in your code?

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

[Quickfix-developers] Application crash when receiving logon message

[Jose M. <jos...@db...>]

Hi,
=20
I am getting a crash when receiving the logon message from the server in =
reply to my logon request message.
=20
The logon request I am sending is
8=3DFIX.4.2=019=3D84=0135=3DA=0134=3D3=0149=3DSRCE=0150=3DSUBID=0152=3D20=
050606-12:58:07.000=0156=3DTGT=0157=3DTARGSUBID=0198=3D0=01108=3D30=0110=3D=
169=01

The reply I get from the acceptor is:
8=3DFIX.4.2=019=3D86=0135=3DA=0149=3DTGT=0156=3DSRCE=0198=3D0=0150=3DTARG=
SUBID=0157=3DSUBID=0134=3D14=0152=3D20050606-13:00:24=0198=3D0=01108=3D60=
=0110=3D244=01

(Note: I have changed the contents of fields 49, 50, 56 and 57.)
=20
Output from events file:
20050606-14:11:32 : Created session
20050606-14:11:34 : Connecting to <IP dest> on port <port>
20050606-14:11:34 : Connection succeeded
20050606-14:11:36 : Initiated logon request

=20
It seems the application crashes before I receive a callback  =
fromAdmin()
=20
I am using version 1.9.4 but tested it as well with version 1.8.0 with =
the same result.
VC++ on Windows 2000.
=20
=20
The config file I am using is:
=20
[DEFAULT]
ConnectionType=3Dinitiator
HeartBtInt=3D30
FileStorePath=3DC:\store
FileLogPath=3DC:\logs
StartTime=3D00:00:00
EndTime=3D00:00:00
UseDataDictionary=3DN
SocketConnectHost=3D<target IP address>
ValidateFieldsOutOfOrder=3DN
CheckLatency=3DN
BeginString=3DFIX.4.2
MillisecondsInTimeStamp=3DN
=20
[SESSION]
SenderCompID=3DSRCE
TargetCompID=3DTGT
SocketConnectPort=3D<Port>
SessionQualifier=3Dxxxxxx

=20
I would appreciate any help in detecting where the problem is.
=20
Thanks
Jose
=20

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This email may contain confidential information, if you are not the =
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This email has been scanned for viruses using BitDefender v1.6 for =
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[Quickfix-developers] User Defined Messages & Groups

[Michael H. <mh...@li...>]

I am using QuickFix 1.9.4 to connect to SFE. They have user defined
messages with user defined repeating groups. I can process and handle
the incoming messages okay. My problem exists with outgoing messages. I
add the tags in the order I want them to be in the message, but they are
serialized in a random / different way. I am just wondering what the
best / recommended way to implement this is. I searched through the
library and found the message_order and group_order structs. Should I
create a new class and derive from the Message class similar to the
MassQuote class?=20

=20

Thanks

=20

Michael Holm

Liquid Capital Markets Ltd
11 Old Jewry
London EC2R 8DU
Tel:020 7726 3028

=20

RE: [Quickfix-developers] Re: [Quickfix-users] how to send response to a client

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

Steve -

I'd be happy to move this to one or the other list. The original
question went to both. I'm not currently subscribed to developers, so
users probably makes more sense.

In regards the use of "Pending New" vs. "New", I think I was a little
unclear in a previous message. According to the FIX specification,
"Pending New" is only to be used in response to a Status Request. Many
people in the industry have extended its use to mean "at the router",
but technically it's a violation of the protocol.

We thought it better to add field values (that could be ignored if
needed) rather than redefine existing values. Considering widespread
industry use, we probably would have been safe either way, but we
didn't want to cause problems with existing FIX engines. We've
generally found it is easier to extend an engine to accept new field
values than to change how it handles existing ones.

One could make the argument that we should have used "New" to indicate
acceptance by the exchange and an extended value to indicate acceptance
by our system. We felt that due to a number of issues (mainly having to
do with the fact that some orders would never end up at an exchange) it
made more sense the other way, but that was purely a judgment call. I
can easily see someone deciding the reverse is better.

- Brian Erst
Thynk Software, Inc.

--- 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
> 
> (Should we move this discussion to either the user or the developer
> list
> rather than both?)
> 
> At one place I've worked they used Pending New to acknowledge
> reception of
> the order at the order router. The order was then sent to an exchange
> and the exchange sent back a New or Rejected status after it received
> the order. That report and subsequent ones were forwarded back to the
> client. A few exchanges also sent a Pending New but we didn't send
> those back to the client. The customers of that system were satisfied
> 
> with that approach and it required no custom status codes.
> 
> I'm a little confused. Is the custom status code being used to 
> communicate that the order was /sent/ to the exchange rather than 
> as an acknowledgement that the exchange received the order?
> 
> Regards,
> 
> Steve
> 
> > -----Original Message-----
> > From: qui...@li...
> [mailto:quickfix-users-
> > ad...@li...] On Behalf Of James C. Downs
> > Sent: Friday, June 03, 2005 9:58 AM
> > To: azz...@ya...; 'rohan joel pais'; quickfix-
> > dev...@li...;
> qui...@li...
> > Subject: RE: [Quickfix-developers] Re: [Quickfix-users] how to send
> > response to a client
> > 
> > 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
> > 
> > Brian,
> > This is a great example of how all the differences in business
> > requirements
> > from implementation to implementation cannot be completely covered
> by a
> > standard protocol. This is also a good real world example for those
> who
> > are
> > new to FIX struggling with the map between the protocol and
> business needs
> > and how that gap is bridged.
> > 
> > Would you mind commenting on the general reaction of a new
> counterparty to
> > your system when they are presented with custom field values (at
> the
> > application level)? Is it an education process as to the value the
> custom
> > values bring to the implementation?
> > 
> > Thanks,
> > Jim
> > 
> > -----Original Message-----
> > From: Brian Erst [mailto:azz...@ya...]
> > Sent: Friday, June 03, 2005 9:39 AM
> > To: James C. Downs; azz...@ya...; 'rohan joel
> pais';
> > qui...@li...;
> > qui...@li...
> > Subject: RE: [Quickfix-developers] Re: [Quickfix-users] how to send
> > response
> > to a client
> > 
> > James -
> > 
> > The problem occurs when you have a fairly sophisticated order
> management
> > system that acts as more than just a proxy pass-through to an
> exchange.
> > Here's an example of an issue that (so far) has best been resolved
> through
> > additional OrdStatus values.
> > 
> > The system I work on has connections to 12 different futures
> exchanges.
> > We attempt to deliver a consistent interface for all these
> exchanges, even
> > when any particular underlying exchange may not support the
> superset of
> > functionality across the many exchanges. For instance, not all of
> the
> > exchange systems support stop orders (even though the use of such
> orders
> > is
> > widespread throughout the industry). For those exchanges that do
> not
> > support
> > stop orders, we have created a process that simulates stop order
> > processing
> > within our order management system.
> > Essentially, we hold the orders, listen to the price feed and
> submit the
> > orders once the trigger price has been touched.
> > 
> > For these orders, they may NEVER reach the exchange system (price
> is not
> > matched). We need a consistent way of telling our users when orders
> have
> > been accepted into our system for management, when (if) they have
> been
> > diverted to our internal stop processing ssytem, when the orders
> get
> > elected
> > into the market and when the order actually reaches the market.
> > 
> > The simplest way to handle this (by far) was to add a few
> additional
> > OrdStatus/ExecType values. We define "NEW" as being accepted by OUR
> > application and add three new values ('l' for locally working
> stops, 'e'
> > for
> > stop order election and 'x' for at the exchange).
> > 
> > In this way, our clients know where an order is at all times. Just
> as
> > importantly, our helpdesk knows where that order is as well. If the
> client
> > experiences a communications failure and needs to work their
> orders, they
> > should still have some idea as to what their current market risk is
> while
> > talking with our helpdesk to manage their open orders.
> > 
> > - Brian Erst
> > Thynk Software, Inc.
> > 
> > --- "James C. Downs" <jc...@co...> 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
> > >
> > > Brian,
> > > I'm curious why in your case the OrdStatus = "NEW" was not
> sufficient
> > > to indicate that the order was accepted by the exchange and in
> the
> > > market? What exchange/venue was most problematic for you in this
> > > regard?
> > >
> > > Thanks,
> > > Jim
> > >
> > > -----Original Message-----
> > > From: qui...@li...
> > > [mailto:qui...@li...] On
> Behalf Of
> > > Brian Erst
> > > Sent: Friday, June 03, 2005 7:45 AM
> > > To: rohan joel pais; qui...@li...;
> > > qui...@li...
> > > Subject: [Quickfix-developers] Re: [Quickfix-users] how to send
> > > response to a client
> > >
> > > 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
> > >
> > > I have a very similar application and I eventually decided that
> the
> > > "better"
> > > way was to add additional ExecType/OrdStatus values and use those
> to
> > > differentiate between "my application has received the order"
> > > and "the exchange has received the order".
> > >
> > > In my particular case, I use Pending New (OrdStatus='0') to
> indicate
> > > that my app received and databased the order. I created a new
> > > OrdStatus ('x'
> > > for at
> > > the eXchange) to indicate that the order had been received by the
> > > exchange.
> > >
> > > FIX hasn't fully come to terms with third-party order management
> > > systems acting as a bridge between clients and exchanges.
> Hopefully
> > > they will start looking at that (if they haven't already) as most
> of
> > > the ISVs out there are now adding some sort of FIX interface to
> their
> 
=== message truncated ===

RE: [Quickfix-developers] Re: [Quickfix-users] how to send response to a client

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

James -

We have two groups of users connecting to our applications. 

The first set are clients who are new to FIX. Their biggest issues tend
to be the session management parts and just getting their minds wrapped
around the whole FIX process. For these users, a couple of additional
field values isn't an issue - development is new and the values have no
intrinsic "meaning" to them anyway. They generally write to the FIX
documents that we provide.

The second set are clients that have pre-existing FIX implementations.
Many clients like to use FIX as a "standard" way to communicate to
several different ISV or FCM systems - a way to mitigate risk and
vendor lock-in. These users will sometimes grumble about yet another
instance of non-standard behavior, but pretty much EVERY ISV/FCM has to
deviate from the standard in some way. The addition of a few new field
values is actually pretty easy compared with different FIX versions
(4.2 and 4.3 being the most popular, but a few 4.0 and 4.4 versions are
out in the wild) and non-standard session management. 

Aside from the additional field values, we've only made a few other
extensions to the protocol: 

1. The addition of tag 789 (NextExpectedMsgSeqNum) on logout messages
(a 4.4 field backported to our 4.3 application). Nearly every customer
loves this addition.

2. Co-opting the SecurityExchange tag (207) to use as an exchange
specifier (e.g., which exchange is this order for?). The only other
choice was to mess around with the Symbol tag, and we thought this
implementation was cleaner.

3. Adding some additional exchange-specific OrdTypes - there are some
pretty funky order types out there and FIX doesn't have values for all
of them.

4. We also drop the ClOrdId on some of the ExecutionReports (due to
limitations within our own legacy app), but this is not unusual
behavior out in the real world.

We do a number of things to mitigate our changes to the specification.
First, we use a very small subset of available FIX fields on orders and
execution reports (typically for us, any order can be submitted using
only 12 tags). Second, we provide additional QuickFIX documentation and
a custom FIX43.XML file to encourage QuickFIX usage - it's vastly
simpler to use than coding all the session management stuff yourself.
(I know - I've written FIX engines into four different exchanges.)
There a couple of things I'd change about QuickFIX [which I've posted
about in the past], but it's vastly superior to anything else out
there.

I think pretty much everyone in the industry uses quotes when they
speak of the FIX "standard". It's a nice starting point, but no one in
the futures industry makes any attempt to stick closely to every
detail. In many cases, it's been impossible (until 4.4, many futures
industry-specific data simply did not have tags). In others, it's
inertia or hubris (the CME is notorious for its "improvements" to the
FIX specification - while simultaneously sticking to the 4.2 release
that doesn't support futures). I think the situation is getting better
now that the exchanges are much more active in the specification - but
even that is a mixed bag, as they continue to push the spec to handle
exchange needs while ignoring the needs of ISVs and FCMs.

Of course, wait until you see the "implicit tagging" specification
that's being worked on - the QuickFIX team will have PLENTY of work in
the future! >;-)

- Brian Erst
Thynk Software, Inc.

--- "James C. Downs" <jc...@co...> 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
> 
> Brian,
> This is a great example of how all the differences in business
> requirements
> from implementation to implementation cannot be completely covered by
> a
> standard protocol. This is also a good real world example for those
> who are
> new to FIX struggling with the map between the protocol and business
> needs
> and how that gap is bridged. 
> 
> Would you mind commenting on the general reaction of a new
> counterparty to
> your system when they are presented with custom field values (at the
> application level)? Is it an education process as to the value the
> custom
> values bring to the implementation?
> 
> Thanks,
> Jim
> 
> -----Original Message-----
> From: Brian Erst [mailto:azz...@ya...] 
> Sent: Friday, June 03, 2005 9:39 AM
> To: James C. Downs; azz...@ya...; 'rohan joel pais';
> qui...@li...;
> qui...@li...
> Subject: RE: [Quickfix-developers] Re: [Quickfix-users] how to send
> response
> to a client
> 
> James -
> 
> The problem occurs when you have a fairly sophisticated order
> management
> system that acts as more than just a proxy pass-through to an
> exchange.
> Here's an example of an issue that (so far) has best been resolved
> through
> additional OrdStatus values.
> 
> The system I work on has connections to 12 different futures
> exchanges.
> We attempt to deliver a consistent interface for all these exchanges,
> even
> when any particular underlying exchange may not support the superset
> of
> functionality across the many exchanges. For instance, not all of the
> exchange systems support stop orders (even though the use of such
> orders is
> widespread throughout the industry). For those exchanges that do not
> support
> stop orders, we have created a process that simulates stop order
> processing
> within our order management system.
> Essentially, we hold the orders, listen to the price feed and submit
> the
> orders once the trigger price has been touched.
> 
> For these orders, they may NEVER reach the exchange system (price is
> not
> matched). We need a consistent way of telling our users when orders
> have
> been accepted into our system for management, when (if) they have
> been
> diverted to our internal stop processing ssytem, when the orders get
> elected
> into the market and when the order actually reaches the market.
> 
> The simplest way to handle this (by far) was to add a few additional
> OrdStatus/ExecType values. We define "NEW" as being accepted by OUR
> application and add three new values ('l' for locally working stops,
> 'e' for
> stop order election and 'x' for at the exchange).
> 
> In this way, our clients know where an order is at all times. Just as
> importantly, our helpdesk knows where that order is as well. If the
> client
> experiences a communications failure and needs to work their orders,
> they
> should still have some idea as to what their current market risk is
> while
> talking with our helpdesk to manage their open orders.
> 
> - Brian Erst
> Thynk Software, Inc.
> 
> --- "James C. Downs" <jc...@co...> 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
> > 
> > Brian,
> > I'm curious why in your case the OrdStatus = "NEW" was not
> sufficient 
> > to indicate that the order was accepted by the exchange and in the 
> > market? What exchange/venue was most problematic for you in this 
> > regard?
> > 
> > Thanks,
> > Jim
> > 
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf
> Of 
> > Brian Erst
> > Sent: Friday, June 03, 2005 7:45 AM
> > To: rohan joel pais; qui...@li...;
> > qui...@li...
> > Subject: [Quickfix-developers] Re: [Quickfix-users] how to send 
> > response to a client
> > 
> > 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
> > 
> > I have a very similar application and I eventually decided that the
> 
> > "better"
> > way was to add additional ExecType/OrdStatus values and use those
> to 
> > differentiate between "my application has received the order"
> > and "the exchange has received the order".
> > 
> > In my particular case, I use Pending New (OrdStatus='0') to
> indicate 
> > that my app received and databased the order. I created a new 
> > OrdStatus ('x'
> > for at
> > the eXchange) to indicate that the order had been received by the 
> > exchange.
> > 
> > FIX hasn't fully come to terms with third-party order management 
> > systems acting as a bridge between clients and exchanges. Hopefully
> 
> > they will start looking at that (if they haven't already) as most
> of 
> > the ISVs out there are now adding some sort of FIX interface to
> their 
> > order management systems.
> > 
> > - Brian Erst
> > Thynk Software, Inc.
> > 
> > --- rohan joel pais <roh...@re...> wrote:
> > 
> > >   
> > > Hi all,
> > >        I need some help in developing a new project. It is like
> > this
> > > -  My application will act like a passer, which recieves fix
> > messages
> > > from the client and then converts it into another format and
> sends
> > it
> > > to the exchange.
> > > But my problem here is i want to tell the client that i have
> > recieved
> > > his order, without sending him the execution report. so i am
> asking
> > 
> > > whether i can build my own response message and send it to the
> > client.
> > > 
> > > with regards
> > > rohan pais
> > > 
> > 
> > 
> > 
> > -------------------------------------------------------
> > This SF.Net email is sponsored by Yahoo.
> > Introducing Yahoo! Search Developer Network - Create apps using
> Yahoo!
> > Search APIs Find out how you can build Yahoo! directly into your
> own 
> > Applications - visit
> > http://developer.yahoo.net/?fr=offad-ysdn-ostg-q22005
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> > 
> > 
> > 
> > -------------------------------------------------------
> > This SF.Net email is sponsored by Yahoo.
> > Introducing Yahoo! Search Developer Network - Create apps using
> Yahoo!
> 
=== message truncated ===

RE: [Quickfix-developers] Re: [Quickfix-users] how to send response to a client

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

(Should we move this discussion to either the user or the developer list
rather than both?)

At one place I've worked they used Pending New to acknowledge reception of
the order at the order router. The order was then sent to an exchange
and the exchange sent back a New or Rejected status after it received
the order. That report and subsequent ones were forwarded back to the
client. A few exchanges also sent a Pending New but we didn't send
those back to the client. The customers of that system were satisfied 
with that approach and it required no custom status codes.

I'm a little confused. Is the custom status code being used to 
communicate that the order was /sent/ to the exchange rather than 
as an acknowledgement that the exchange received the order?

Regards,

Steve

> -----Original Message-----
> From: qui...@li... [mailto:quickfix-users-
> ad...@li...] On Behalf Of James C. Downs
> Sent: Friday, June 03, 2005 9:58 AM
> To: azz...@ya...; 'rohan joel pais'; quickfix-
> dev...@li...; qui...@li...
> Subject: RE: [Quickfix-developers] Re: [Quickfix-users] how to send
> response to a client
> 
> 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
> 
> Brian,
> This is a great example of how all the differences in business
> requirements
> from implementation to implementation cannot be completely covered by a
> standard protocol. This is also a good real world example for those who
> are
> new to FIX struggling with the map between the protocol and business needs
> and how that gap is bridged.
> 
> Would you mind commenting on the general reaction of a new counterparty to
> your system when they are presented with custom field values (at the
> application level)? Is it an education process as to the value the custom
> values bring to the implementation?
> 
> Thanks,
> Jim
> 
> -----Original Message-----
> From: Brian Erst [mailto:azz...@ya...]
> Sent: Friday, June 03, 2005 9:39 AM
> To: James C. Downs; azz...@ya...; 'rohan joel pais';
> qui...@li...;
> qui...@li...
> Subject: RE: [Quickfix-developers] Re: [Quickfix-users] how to send
> response
> to a client
> 
> James -
> 
> The problem occurs when you have a fairly sophisticated order management
> system that acts as more than just a proxy pass-through to an exchange.
> Here's an example of an issue that (so far) has best been resolved through
> additional OrdStatus values.
> 
> The system I work on has connections to 12 different futures exchanges.
> We attempt to deliver a consistent interface for all these exchanges, even
> when any particular underlying exchange may not support the superset of
> functionality across the many exchanges. For instance, not all of the
> exchange systems support stop orders (even though the use of such orders
> is
> widespread throughout the industry). For those exchanges that do not
> support
> stop orders, we have created a process that simulates stop order
> processing
> within our order management system.
> Essentially, we hold the orders, listen to the price feed and submit the
> orders once the trigger price has been touched.
> 
> For these orders, they may NEVER reach the exchange system (price is not
> matched). We need a consistent way of telling our users when orders have
> been accepted into our system for management, when (if) they have been
> diverted to our internal stop processing ssytem, when the orders get
> elected
> into the market and when the order actually reaches the market.
> 
> The simplest way to handle this (by far) was to add a few additional
> OrdStatus/ExecType values. We define "NEW" as being accepted by OUR
> application and add three new values ('l' for locally working stops, 'e'
> for
> stop order election and 'x' for at the exchange).
> 
> In this way, our clients know where an order is at all times. Just as
> importantly, our helpdesk knows where that order is as well. If the client
> experiences a communications failure and needs to work their orders, they
> should still have some idea as to what their current market risk is while
> talking with our helpdesk to manage their open orders.
> 
> - Brian Erst
> Thynk Software, Inc.
> 
> --- "James C. Downs" <jc...@co...> 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
> >
> > Brian,
> > I'm curious why in your case the OrdStatus = "NEW" was not sufficient
> > to indicate that the order was accepted by the exchange and in the
> > market? What exchange/venue was most problematic for you in this
> > regard?
> >
> > Thanks,
> > Jim
> >
> > -----Original Message-----
> > From: qui...@li...
> > [mailto:qui...@li...] On Behalf Of
> > Brian Erst
> > Sent: Friday, June 03, 2005 7:45 AM
> > To: rohan joel pais; qui...@li...;
> > qui...@li...
> > Subject: [Quickfix-developers] Re: [Quickfix-users] how to send
> > response to a client
> >
> > 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
> >
> > I have a very similar application and I eventually decided that the
> > "better"
> > way was to add additional ExecType/OrdStatus values and use those to
> > differentiate between "my application has received the order"
> > and "the exchange has received the order".
> >
> > In my particular case, I use Pending New (OrdStatus='0') to indicate
> > that my app received and databased the order. I created a new
> > OrdStatus ('x'
> > for at
> > the eXchange) to indicate that the order had been received by the
> > exchange.
> >
> > FIX hasn't fully come to terms with third-party order management
> > systems acting as a bridge between clients and exchanges. Hopefully
> > they will start looking at that (if they haven't already) as most of
> > the ISVs out there are now adding some sort of FIX interface to their
> > order management systems.
> >
> > - Brian Erst
> > Thynk Software, Inc.
> >
> > --- rohan joel pais <roh...@re...> wrote:
> >
> > >
> > > Hi all,
> > >        I need some help in developing a new project. It is like
> > this
> > > -  My application will act like a passer, which recieves fix
> > messages
> > > from the client and then converts it into another format and sends
> > it
> > > to the exchange.
> > > But my problem here is i want to tell the client that i have
> > recieved
> > > his order, without sending him the execution report. so i am asking
> >
> > > whether i can build my own response message and send it to the
> > client.
> > >
> > > with regards
> > > rohan pais
> > >
> >
> >
> >
> > -------------------------------------------------------
> > This SF.Net email is sponsored by Yahoo.
> > Introducing Yahoo! Search Developer Network - Create apps using Yahoo!
> > Search APIs Find out how you can build Yahoo! directly into your own
> > Applications - visit
> > http://developer.yahoo.net/?fr=offad-ysdn-ostg-q22005
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
> >
> >
> >
> > -------------------------------------------------------
> > This SF.Net email is sponsored by Yahoo.
> > Introducing Yahoo! Search Developer Network - Create apps using Yahoo!
> > Search APIs Find out how you can build Yahoo! directly into your own
> > Applications - visit
> > http://developer.yahoo.net/?fr=offad-ysdn-ostg-q22005
> > _______________________________________________
> > Quickfix-users mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-users
> >
> 
> 
> 
> 
> 
> -------------------------------------------------------
> This SF.Net email is sponsored by Yahoo.
> Introducing Yahoo! Search Developer Network - Create apps using Yahoo!
> Search APIs Find out how you can build Yahoo! directly into your own
> Applications - visit http://developer.yahoo.net/?fr=offad-ysdn-ostg-q22005
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users