quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] StartTime or EndTime parsing error message

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

Thanks Emil,

Sure, if you have a patch for this we would be glad to take a look at it and 
consider integrating it into a future release.

--oren

----- Original Message ----- 
From: "Emil Vladov" <que...@ho...>
To: <qui...@li...>
Sent: Tuesday, May 17, 2005 3:24 AM
Subject: [Quickfix-developers] StartTime or EndTime parsing error message


> 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 Oren,
>
> Seems that if the StartTime or EndTime can't be parsed the error message 
> is lost when rethrowing the FieldConvert exception in 
> SessionFactory::create.
>
> I could fix this and submit a change if you think it's appropriate - I 
> propose adding one method to the Dictionary class - getTime for example 
> and encoding the field name in the exception text as the remaining 
> members.
>
> Cheers, Emil
>
> (The SourceForge's search facility isn't working so sorry if I'm 
> duplicating anything.)
>
> _________________________________________________________________
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>
>
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> 

RE: [Quickfix-developers] Help if possible

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

Hi Raphael,
 
Try using a single threaded apartment ( i.e. precede main with  [
STAThread ] ).
 
e.g.
 
[ STAThread ] 
static void Main()
{
}
 
Kind regards
 
Dave
 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Raphael Nascimento
Sent: 18 May 2005 18:36
To: qui...@li...
Subject: [Quickfix-developers] Help if possible


Hi,
 
I'm developing an application with QuickFix and i'm receving an error: 

QuickFix.ConfigError: Configuration failed: Could not initialize COM

 

My code:

static void Main()

{ 

log.Debug("Aplicativo inicializado.");

String fileName = "FIXSettings.txt";

try

{

SessionSettings settings = new SessionSettings(fileName);

QuickFix.Application app = new ROXApplication();

FileStoreFactory storeFactory = new FileStoreFactory(settings);

FileLogFactory logFactory = new FileLogFactory(settings);

MessageFactory messageFactory = new DefaultMessageFactory();

SocketInitiator initiator = new SocketInitiator

(app, storeFactory, settings, logFactory /*optional*/, messageFactory); 

initiator.start();

// while( condition == true ) { do something; }

initiator.stop(); 

}

catch(Exception e)

{

Console.WriteLine(e);

}

}

 

 

Any sugestions??

Tks.



Raphael Nascimento
Metatron
Project Manager

 

 

 

[Quickfix-developers] 64-bit JNI

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

Hey folks,

I didn't see anything on this topic in the archives - apologies if it's
been covered before.

I'm running RHEL4.0 on a dual Opteron box.  I tried building Quickfix
along with the new 64-bit JDK from Sun.
Although this may be stating the obvious, trying to use the Java
wrappers in 64-bit mode will probably not work.   A quick guess is that
some of the pointer passing in the JNI glue layer will need changing
before 64-bit JNI will work.    The 64-bit version of the core lib,
however, passed all of the acceptance tests with flying colors.

For anyone who is going to use Java (like me), I suggest sticking with
the 32-bit JDK and compiling the CPP code in 32-bit mode.   This was not
too hard, and RHEL had 32-bit versions of all the libs I needed, except
MySQL client, but that was easy enough to get from the MySQL web site.

Tom

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

[Quickfix-developers] Help if possible

[Raphael N. <rs...@me...>]

Hi,
 
I'm developing an application with QuickFix and i'm receving an error: 

QuickFix.ConfigError: Configuration failed: Could not initialize COM

 

My code:

static void Main()

{ 

log.Debug("Aplicativo inicializado.");

String fileName = "FIXSettings.txt";

try

{

SessionSettings settings = new SessionSettings(fileName);

QuickFix.Application app = new ROXApplication();

FileStoreFactory storeFactory = new FileStoreFactory(settings);

FileLogFactory logFactory = new FileLogFactory(settings);

MessageFactory messageFactory = new DefaultMessageFactory();

SocketInitiator initiator = new SocketInitiator

(app, storeFactory, settings, logFactory /*optional*/, messageFactory); 

initiator.start();

// while( condition == true ) { do something; }

initiator.stop(); 

}

catch(Exception e)

{

Console.WriteLine(e);

}

}

 

 

Any sugestions??

Tks.

Raphael Nascimento
Metatron
Project Manager

 

 

 

[Quickfix-developers] Multiple FIX acceptor servers

[Pasquale d'A. <pas...@ga...>]

Hi,
I have the need to start two FIX acceptors on two different machines =
letting an initiator connect alternatively to both ones. This scenario =
is useful to implement fault-tolerant services.

With the current release of QuickFIX library (1.9.4) I have the problem =
of maintaining the sequence numbers synchronized, even if I use the =
database storing; QuickFIX, in fact, keeps an internal copy of sequence =
numbers that it uses to validate the incoming messages and to set the =
outgoing ones.

So I have worked around the problem by adding the virtual method =
ReloadSeqNums() to the class MessageStore and to its derived MySQLStore. =
The MySQLStore implementation of this method is:

    void MySQLStore::ReloadSeqNums() { populateCache(); }

I call the above mentioned method in void Session::nextLogon( const =
Message& logon ) by means of the following statement:

    m_state.store()->ReloadSeqNums();

Do you think this update could be extended to future versions of the =
QuickFIX library?
If you have any concerns about my update, please let me know.

Regards,
Pasquale d'Aloise
GATE Tecnologie Informatiche s.r.l.

[Quickfix-developers] JBOSS + Quickfix integration summary and findings.

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

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a2ZpeC5kZXZlbC83MzEgW3BhdHJpY2tdCmh0dHA6Ly9zb3VyY2Vmb3JnZS5uZXQvbWFpbGFyY2hp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[Quickfix-developers] StartTime or EndTime parsing error message

[Emil V. <que...@ho...>]

Hi Oren,

Seems that if the StartTime or EndTime can't be parsed the error message is 
lost when rethrowing the FieldConvert exception in SessionFactory::create.

I could fix this and submit a change if you think it's appropriate - I 
propose adding one method to the Dictionary class - getTime for example and 
encoding the field name in the exception text as the remaining members.

Cheers, Emil

(The SourceForge's search facility isn't working so sorry if I'm duplicating 
anything.)

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[Quickfix-developers] acceptor/initiator communication problem

[Suparno D. <su...@gm...>]

hi friends

im working on c#  where im implementing quickfix acceptor & initiator progr=
am
when i m running both acceptor then initiator program, my problem is :
while sending new Order single from initiator , acceptor receives it &
sends execution plan to initiator but initiator does not receive it.
im using quickfix44.
its ok in quickfix42.

i m looking forward to ur suggestion &thaking u in advance

suparno

Re: [Quickfix-developers] Question about quickfix Session object

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

A session represents a single counterparty, but it isn't exactly an 
abstraction for a connection in the networking sense of the word.  A session 
can exist without a connection, and multiple connections can come and go 
throughout the lifetime of a session.

I'm not sure about how you want to go about destroying a socket connection. 
If you use the Session::logout method, the connection will be closed (either 
through the normal logout procedure, or forcefully if necessary). 
Session::logon will then establish a new connection.

--oren

----- Original Message ----- 
From: "VP Marketing IT Asset Enterprise Technologies" <ass...@gm...>
To: <qui...@li...>
Sent: Sunday, May 08, 2005 6:11 PM
Subject: [Quickfix-developers] Question about quickfix Session object


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

From http://www.quickfixengine.org/quickfix/doc/html/application.html
I read that Session object once created stays for the duration of the
application.

If there is a need to detroy and recreate the Session object is it possible?

Is the Session object an abstraction for connection with a Single 
counterparty
or multiple counterparties?

Besides sending login-logout-login cycles, it is possible to destroy the
communication abstraction socket and recreate a socket.

I would appreciate if someone can provide some clarification.

Thank you
--
Raman


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_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Question about quickfix Session object

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

Hi

From http://www.quickfixengine.org/quickfix/doc/html/application.html
I read that Session object once created stays for the duration of the
application.

If there is a need to detroy and recreate the Session object is it possible=
?

Is the Session object an abstraction for connection with a Single counterpa=
rty
or multiple counterparties?

Besides sending login-logout-login cycles, it is possible to destroy the
communication abstraction socket and recreate a socket.

I would appreciate if someone can provide some clarification.=20

Thank you
--
Raman

[Quickfix-developers] config error exception when using SessionQualifier

[Michael L. <mly...@gm...>]

Hi,=20
I have a config that works perfectly with mysql logging and mysql
message storing, but when i add a session qualifier to it, i get a
config error exception at the mysqlStore.create() function.
any ideas?
is there something i need to do before
=09
try {
=09=09=09settings =3D new SessionSettings(new
FileInputStream("c:/work/fixconfigs/test.cfg"));
=09=09} catch (FileNotFoundException e) {
=09=09=09// TODO Auto-generated catch block
=09=09=09e.printStackTrace();
=09=09} catch (ConfigError e) {
=09=09=09// TODO Auto-generated catch block
=09=09=09e.printStackTrace();
=09=09}
MessageStoreFactory messageStoreFactory =3D new MySQLStoreFactory(settings)=
;
        LogFactory logFactory =3D  new MySQLLogFactory(settings);
     =20
  MessageFactory messageFactory =3D  new DefaultMessageFactory();
        try {
=09=09=09initiator =3D new SocketInitiator(application, messageStoreFactory=
,
settings,logFactory, messageFactory);
=09=09} catch (ConfigError e1) {
=09=09=09// TODO Auto-generated catch block
=09=09=09System.out.println(e1.getLocalizedMessage());
=09=09=09e1.printStackTrace();
=09=09}
--=20
Michael Lyszczek

NEW EMAIL : ml...@fl...

[Quickfix-developers] (no subject)

[abhijit <ab...@in...>]

I want to create a GUI based project. but when i'm call following part =
from my GUI Form, it's not work & "application.Run(new FIX_Acceptor.FIX =
())" code is automatic deleted.
SessionSettings settings =3D new SessionSettings( "hello" );

Application application =3D new Application();

MySQLStoreFactory factory =3D new MySQLStoreFactory( settings );

MySQLLogFactory logFactory =3D new MySQLLogFactory( settings );

MessageFactory messageFactory =3D new DefaultMessageFactory();

SocketAcceptor acceptor=3D new SocketAcceptor( application, factory, =
settings, logFactory, messageFactory );



Please give me some advice how i create a Gui based project with =
quickfix functionality.



Thanks

Avijit

[Quickfix-developers] (no subject)

[abhijit <ab...@in...>]

I want to create a GUI based project. but when i'm call following part =
from my GUI Form, it's not work & "application.Run(new FIX_Acceptor.FIX =
())" code is automatic deleted.
SessionSettings settings =3D new SessionSettings( "hello" );

Application application =3D new Application();

MySQLStoreFactory factory =3D new MySQLStoreFactory( settings );

MySQLLogFactory logFactory =3D new MySQLLogFactory( settings );

MessageFactory messageFactory =3D new DefaultMessageFactory();

SocketAcceptor acceptor=3D new SocketAcceptor( application, factory, =
settings, logFactory, messageFactory );



Please give me some advice how i create a Gui based project with =
quickfix functionality.



Thanks

Avijit

[Quickfix-developers] Unexpected session drops when start time greater than end time

[Emil V. <que...@ho...>]

Hi Oren,

We've come upon interesting problem when the QFix session drops unexpectedly 
at what at first looks seemingly random time, with event message (Dropped 
Connection) that looks like comm failure, if it wasn't the sequence 
numberings reset too.

Here's how to reproduce - firstly the StartTime should be greater than the 
end time.
In our case we had it accidentally setup to quite unrealistic values of 
23:00 and 20:00 respectively.

Then suppose the session is started manually at 12:30 one day, then stopped 
manually later, and then started at 10:00 the next day.

(Also note that here the sequence numbers weren't reset to 1 as this looks 
like the same session to QFix. But unfortunatelly the other party we 
connected to decided not to disconnect us because of this, but continued 
happily with the last ones from previous day).

When 12:30 comes, I suppose the check checkSessionTime(now) in Session::next 
was false, as the SessionTime::isSameSession looks like this when start time 
 > end time:
{
...
    if ( start < end || start == end )
      return time1Date == time2Date;
    else if( start > end )
      return labs(time1 - time2) < UTC_DAY;
}

which lead to calling of reset() in Session::next, Which dropped the 
connection as it was active and with misleading message of 'Dropped 
Connection'.

Guess that would be a problem if someone is using sessions that spawn across 
midnight. I have a feeling that this check for < UTC_DAY won't work, without 
having some concept of 'midnight in other venue's local time'

Cheers, Emil

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[Quickfix-developers] Quickfix with .Net

[abhijit <ab...@in...>]

Hi All

i'm want to create a C# project for quickfix with following =
functionality list:
1) Logon
2) Logout
3) Test Request
4) Resend Request
5) Reject (session-level)
6) Sequence Reset
7) Gap Fill
8) New Order - single
9) Order Cancel Request
10) Order Cancel Reject
11) Order Cancel/Replace (=3D Order Modification Request)
12) Execution Report (Receive)

Any body help me for what is the right way?

Thanks
Avijit Mitra

[Quickfix-developers] about cofiguring a new client

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

 =A0=0AHI,=0A  i wanted to know how to configure a new client, can anybody =
help me.=0Aif we are doing this using xml file, then please tell me which a=
pi's to use to read the xml file.=0A      thank you=0A

[Quickfix-developers] (no subject)

[abhijit <ab...@in...>]

Hi All,

I'm trying to convert FixSample Application 4.2 to 4.4.
I have change all 4.2 to 4.4, Build ok, but when i have running the =
acceptor & initiator. In Initiator return 'Sending Message' but Acceptor =
not return any thing.
But data store into Mysql db properly.

Plz help me.

Thanks
Avijit

[Quickfix-developers] Creating arbitrary typed fields in Java

[Graham M. <gm...@de...>]

Hello all,=20

I'm trying to create an arbitrary field in an arbitrary QuickFIX message =
for the purposes of passing some fields straight through my app from my =
end user to my counterparty.  That is, I want to copy all of the extra =
fields in an incoming non-QuickFIX message into a new QuickFIX message, =
without needing to know ahead of time what type the fields are.

I'm working in Java-land, so bear with me (the Java API, not the Java =
port of QuickFIX).

Here's what I want to do--imagine it's in a loop copying all the =
fields... (does not compile):


quickfix.Message aMessage =3D getMessageFromSomewhereElse();
Field aField =3D new Field(
     someFieldIdentifier,  // for example 201, PutOrCall, but could be =
any valid field ID
     someObject            // in this example, an Integer, 0, Put
     );
aMessage.setField(aField);


But unfortunately there's no setField method overloaded to take just a =
Field.  There are overloaded versions that can take any of the =
subclasses of Field, but that doesn't help me very much, because I want =
to try to avoid having to determine the type.

It may be the case that I can't get around determining the type myself =
(but it seems that there should be a way).  In that case, I am guessing =
that I need to use an explicit DataDictionary, loaded up with the =
version of FIX I'm interested in. There doesn't seem to be a way to get =
a default data dictionary from the MessageFactory, for example.  Even =
then, after calling getFieldType(int fieldID), I am left with an integer =
specifier of the type, which there doesn't seem to be a good way to map =
to the subclasses of Field.

Thanks in advance for any help you can provide.

graham



This message is intended only for the personal and confidential use of =
the designated recipient(s) named above. If you are not the intended =
recipient of this message you are hereby notified that any review, =
dissemination, distribution or copying of this message is strictly =
prohibited. This communication is for information purposes only and =
should not be regarded as an offer to sell or as a solicitation of an =
offer to buy any financial product, an official confirmation of any =
transaction, or as an official statement of Del Mar Asset Management. =
Email transmission cannot be guaranteed to be secure or error-free. =
Therefore, we do not represent that this information is complete or =
accurate and it should not be relied upon as such. All information is =
subject to change without notice.=20

[Quickfix-developers] fromAdmin callback

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

Hi,

It seems that a logout message does not invoke fromAdmin callback:
public void fromAdmin(Message message, SessionID sessionID) 

On the other hand the logon message invokes toAdmin callback. I wonder if 
this is a bug? Thanks!

Alvin 
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[Quickfix-developers] QF as a MBean in JBOSS... Architecture Question...

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

With reference to=20
http://sourceforge.net/mailarchive/forum.php?thread_id=3D7019969&forum_id=
=3D103

I would appreciate comment:
QF Version 1.9.+
JBoss Version 3.2.2 or higher.
jvm version 1.4.2_07

I am thinking of a MBean encapsulating QF.
Users in the firm would send orders in XML.
The MBean service would translate and send it over the appropriate Session.
When a FILL is received this MBean will invoke other MBean or publish over
an internal JMS.

the implications are=20
MBean would maintain the session (TCP Connection).

I am choosing MBean so that I can create JMX console functions to
monitor and Session Specific functions by counterparty.

Is this the standard approach? Has anyone done anything different?

Thank you very much for your comments. The MBean example posted
in this thread was quite helpful. Thanks

--
RK

[Quickfix-developers] CVS version

[Loic G. <loi...@sw...>]

Hi,

I have a little question with the CVS version. We are thinking of upgrading 
our current version of QF (1.6.0) and I am wondering which is best for 
production purposes, whether the last release 1.9.4 or the current version of 
the CVS repository. It seems that the CVS fixes a few problems but I am not 
sure if it considered stable.


-------------------------------------------
Loic Guezennec
Swissquote

www.swissquote.ch
____________________________________________

Re: [Quickfix-developers] NewOrderMultileg compilation issue.

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

Hi Boby,

In FIX43.xml:
Message Type NewOrderMultileg(AB) contains a required component=20
Instrument.   Component Instrument contains a required field Symbol (55).

Dale

Boby Paul wrote:

> =20
>
> Thanks a bunch guys. I have the logs below. Temporarily I forced the=20
> sender to send a tag 55 with this Message and it started working. Here=20
> is the non-working logs below.
>
> =20
>
> Incoming
>
> 8=3DFIX.4.3|9=3D253|35=3DAB|34=3D5|49=3DEXCH|52=3D20050427-18:00:43|56=3D=
PPT|1=3D62|11=3D050427O0000008|18=3Dl|21=3D1|38=3D1|40=3D1|54=3D1|59=3D0|=
60=3D20050427-18:00:43|167=3DMLEG|555=3D2|600=3DGOUFD|608=3DOCXXXX|610=3D=
052005|612=3D20|623=3D0|624=3D1|564=3DO|600=3DGOUFF|608=3DOCXXXX|610=3D05=
2005|612=3D30|623=3D0|624=3D1|564=3DO|10=3D080|
>
> =20
>
> =20
>
> Outgoing
>
> 8=3DFIX.4.3|9=3D102|35=3D3|34=3D5|49=3DPPT|52=3D20050427-18:00:43.978|5=
6=3DEXCH|45=3D5|58=3DRequired=20
> tag missing|371=3D55|372=3DAB|373=3D1|10=3D229|
>
> 8
>
> =20
>
> =20
>
> Thank you,
>
> Boby
>
> -----------------------------------------------------------------------=
-
>
> *From:* qui...@li...=20
> [mailto:qui...@li...] *On Behalf Of=20
> *Oren Miller
> *Sent:* Wednesday, April 27, 2005 1:16 PM
> *To:* Boby Paul; qui...@li...
> *Subject:* Re: [Quickfix-developers] NewOrderMultileg compilation issue=
.
>
> =20
>
> Can you post a copy of this message from your logs?
>
> =20
>
> --oren
>
>     ----- Original Message -----
>
>     *From:* Boby Paul <mailto:bp...@gl...>
>
>     *To:* qui...@li...
>     <mailto:qui...@li...>
>
>     *Sent:* Wednesday, April 27, 2005 1:06 PM
>
>     *Subject:* RE: [Quickfix-developers] NewOrderMultileg compilation
>     issue.
>
>     =20
>
>     =20
>
>     In fact I haven't got up to my
>
>     onMessage(const FIX43::NewOrderMultileg& aMsg, const
>     FIX::SessionID& aSessionID)
>
>     {
>
>           Printf("Multileg order arrived\n");       // =DF-------not
>     coming up here.
>
>     =20
>
>           /*
>
>                 All my message handling code here
>
>     =20
>
>     */
>
>     =20
>
>     =20
>
>     }
>
>     =20
>
>     It seems that somewhere behind itself, it is rejecting the order
>     by looking at the tag 55
>
>     =20
>
>     Thanks
>
>     Boby
>
>     =20
>
>     =20
>
>     -------------------------------------------------------------------=
-----
>
>     *From:* qui...@li...
>     <mailto:qui...@li...>
>     [mailto:qui...@li...] *On
>     Behalf Of *Dale Wilson
>     *Sent:* Wednesday, April 27, 2005 12:40 PM
>     *To:* Boby Paul
>     *Cc:* 'Caleb Epstein'; qui...@li...
>     *Subject:* Re: [Quickfix-developers] NewOrderMultileg compilation
>     issue.
>
>     =20
>
>     Boby Paul wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/=
index.html
>
>QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFA=
Q
>
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>=20
>
>Thanks. I got it the answer from that doc.=20
>
>But some how when a multileg order comes, the order is rejecting by sayi=
ng
>
>"Required tag missing" 371=3D55. But 55 is not a reqd tag in Multi-leg o=
rder.
>
>I am wondering why that could be happening. FIX43.xml does not specify 5=
5 as
>
>a reqd tag either.
>
> =20
>
>     If you attempt to get a field that isn't present in the message
>     without enclosing it in a try/catch the quickfix library catches
>     the exception and interprets it as a missing required tag.
>
>     Dale
>
>
>=20
>
>=20
>
>-----Original Message-----
>
>From: Caleb Epstein [mailto:cal...@gm...]=20
>
>Sent: Wednesday, April 27, 2005 10:53 AM
>
>To: Boby Paul
>
>Cc: qui...@li... <mailto:quickfix-developer=
s...@li...>
>
>Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.
>
>=20
>
>On 4/27/05, Boby Paul <bpaul@globaltecsolutionscom> <mailto:bpaul@global=
tecsolutions.com> wrote:
>
>=20
>
> =20
>
>>How can I get the leg components? How should I loop thru legs?
>>
>>Any helps are highly appreciated.
>>
>>   =20
>>
>=20
>
>Please take some time to read the documentation.
>
>=20
>
>http://quickfixengine.org/quickfix/doc/html/repeating_groups.html
>
>=20
>
> =20
>
>
>
>--=20
>
>-----------------------------------------------------
>
>  Dale Wilson, Senior Software Engineer     =20
>
>  Object Computing, Inc. (OCI)
>
>  http://www.ociweb.com/  http://www.theaceorb.com/
>
>----------------------------------------------------
>


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

RE: [Quickfix-developers] NewOrderMultileg compilation issue.

[Boby P. <bp...@gl...>]

 

Thanks a bunch guys. I have the logs below. Temporarily I forced the sender
to send a tag 55 with this Message and it started working. Here is the
non-working logs below.

 

Incoming

8=FIX.4.3|9=253|35=AB|34=5|49=EXCH|52=20050427-18:00:43|56=PPT|1=62|11=05042
7O0000008|18=l|21=1|38=1|40=1|54=1|59=0|60=20050427-18:00:43|167=MLEG|555=2|
600=GOUFD|608=OCXXXX|610=052005|612=20|623=0|624=1|564=O|600=GOUFF|608=OCXXX
X|610=052005|612=30|623=0|624=1|564=O|10=080|

 

 

Outgoing

8=FIX.4.3|9=102|35=3|34=5|49=PPT|52=20050427-18:00:43.978|56=EXCH|45=5|58=Re
quired tag missing|371=55|372=AB|373=1|10=229|

8

 

 

Thank you,

Boby

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: Wednesday, April 27, 2005 1:16 PM
To: Boby Paul; qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.

 

Can you post a copy of this message from your logs?

 

--oren

----- Original Message ----- 

From: Boby <mailto:bp...@gl...>  Paul 

To: qui...@li... 

Sent: Wednesday, April 27, 2005 1:06 PM

Subject: RE: [Quickfix-developers] NewOrderMultileg compilation issue.

 

 

In fact I haven't got up to my 

onMessage(const FIX43::NewOrderMultileg& aMsg, const FIX::SessionID&
aSessionID)

{

      Printf("Multileg order arrived\n");       // <---------not coming up
here.

 

      /*

            All my message handling code here

 

*/

 

 

}

 

It seems that somewhere behind itself, it is rejecting the order by looking
at the tag 55

 

Thanks

Boby

 

 


  _____  


From: qui...@li...
[mailto:qui...@li...] On Behalf Of Dale
Wilson
Sent: Wednesday, April 27, 2005 12:40 PM
To: Boby Paul
Cc: 'Caleb Epstein'; qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.

 

Boby Paul 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
 
Thanks. I got it the answer from that doc. 
But some how when a multileg order comes, the order is rejecting by saying
"Required tag missing" 371=55. But 55 is not a reqd tag in Multi-leg order.
I am wondering why that could be happening. FIX43.xml does not specify 55 as
a reqd tag either.
  

If you attempt to get a field that isn't present in the message without
enclosing it in a try/catch the quickfix library catches the exception and
interprets it as a missing required tag.

Dale




 
 
-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Wednesday, April 27, 2005 10:53 AM
To: Boby Paul
Cc: qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.
 
On 4/27/05, Boby Paul  <mailto:bp...@gl...>
<bpaul@globaltecsolutionscom> wrote:
 
  

How can I get the leg components? How should I loop thru legs?
Any helps are highly appreciated.
    

 
Please take some time to read the documentation.
 
http://quickfixengine.org/quickfix/doc/html/repeating_groups.html
 
  





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

[Quickfix-developers] Message Header info...

[Qui P. <qp...@ho...>]

Can some one tell me how I could safely get the message header
information using VB.NET

I have tried the following without success:

=20

Imports QuickFix

=20

Public Class Application

    Inherits QuickFix.MessageCracker

    Implements QuickFix.Application

=20

Public Sub fromApp(ByVal message As QuickFix.Message, ByVal sessionID As
QuickFix.SessionID) Implements QuickFix.Application.fromApp

        crack(message, sessionID)

End Sub

=20

Public Overloads Overrides Sub onMessage(ByVal order As
QuickFix42.NewOrderSingle, ByVal sessionID As QuickFix.SessionID)

=20

    Dim senderCompID As SenderCompID

    Dim header As QuickFix42.Header =3D order.getHeader()

    header.get(senderCompID)

    Console.WriteLine(senderCompID.getValue.ToString)

=20

End Sub

=20

End Class

=20

=20

=20

Would appreciate any help.

=20

Kind regards,

--Q

Re: [Quickfix-developers] NewOrderMultileg compilation issue.

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

Can you post a copy of this message from your logs?

--oren
  ----- Original Message -----=20
  From: Boby Paul=20
  To: qui...@li...=20
  Sent: Wednesday, April 27, 2005 1:06 PM
  Subject: RE: [Quickfix-developers] NewOrderMultileg compilation issue.


  =20

  In fact I haven't got up to my=20

  onMessage(const FIX43::NewOrderMultileg& aMsg, const FIX::SessionID& =
aSessionID)

  {

        Printf("Multileg order arrived\n");       // =DF-------not =
coming up here.

  =20

        /*

              All my message handling code here

  =20

  */

  =20

  =20

  }

  =20

  It seems that somewhere behind itself, it is rejecting the order by =
looking at the tag 55

  =20

  Thanks

  Boby

  =20

  =20


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

  From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Dale Wilson
  Sent: Wednesday, April 27, 2005 12:40 PM
  To: Boby Paul
  Cc: 'Caleb Epstein'; qui...@li...
  Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.

  =20

  Boby Paul wrote:=20

QuickFIX Documentation: =
http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX FAQ: =
http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQQuickFIX =
Support: http://www.quickfixengine.org/services.html Thanks. I got it =
the answer from that doc. But some how when a multileg order comes, the =
order is rejecting by saying"Required tag missing" 371=3D55. But 55 is =
not a reqd tag in Multi-leg order.I am wondering why that could be =
happening. FIX43.xml does not specify 55 asa reqd tag either.  If you =
attempt to get a field that isn't present in the message without =
enclosing it in a try/catch the quickfix library catches the exception =
and interprets it as a missing required tag.

  Dale





  -----Original Message-----From: Caleb Epstein =
[mailto:cal...@gm...] Sent: Wednesday, April 27, 2005 10:53 =
AMTo: Boby PaulCc: qui...@li...: Re: =
[Quickfix-developers] NewOrderMultileg compilation issue. On 4/27/05, =
Boby Paul <bpaul@globaltecsolutionscom> wrote:   How can I get the leg =
components? How should I loop thru legs?Any helps are highly =
appreciated.     Please take some time to read the documentation. =
http://quickfixengine.org/quickfix/doc/html/repeating_groups.html  =20




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