quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] NewOrderMultileg compilation issue.

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

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 <bp...@gl...> 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/
----------------------------------------------------

RE: [Quickfix-developers] NewOrderMultileg compilation issue.

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

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.


-----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 <bp...@gl...> 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

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] SSL support for QuickFIX

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

Hi, Oren, guys,

Can you please tell me if there are any plans to add open source SSL library 
into QuickFIX, or does anyone have experience doing this with utilities like 
stunnel?

Thanks, Emil

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

Re: [Quickfix-developers] NewOrderMultileg compilation issue.

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

On 4/27/05, Boby Paul <bp...@gl...> 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
Caleb Epstein
caleb dot epstein at gmail dot com

RE: [Quickfix-developers] NewOrderMultileg compilation issue.

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

Hi Caleb/quickfixers,

Can anybody please tell me how to get multi-leg components (eg LegSymbol
(600) from a Multi-leg order? For example


void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
FIX::SessionID& aSessionID) 
{ 
	FIX::NoLegs aNoLegs;
	FIX::LegSymbol aSymbol;

	aMsg.get(aNoLegs) ;        // this is ok
	aMsg.get(aSymbol);		// NOT good
	aNoLegs.get(aSymbol);		// NOT good  see below my Note
	
}

Note : But it seems NoLeg is a class in Quickfix derived from Group.


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

Boby



-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Tuesday, April 26, 2005 8:27 AM
To: Boby Paul
Cc: qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.

On 4/25/05, Boby Paul <bp...@gl...> wrote:
> void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
> FIX::SessionID& aSessionID) 
> { 
> FIX::SenderCompID aSenderCompID;                  // this is OK 
> aMsg.getHeader().get(aSenderCompID);              // this
> is NOT ok 

I suspect you have not included the header
<quickfix/fix43/NewOrderMultileg.h>.  The MessageCracker includes a
forward declaration for it, but does not include the header file
itself.  You need to do this in your application.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

RE: [Quickfix-developers] NewOrderMultileg compilation issue.

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

Caleb,

Thanks very much. In fact that was the problem. It helped a lot.

Boby

-----Original Message-----
From: Caleb Epstein [mailto:cal...@gm...] 
Sent: Tuesday, April 26, 2005 8:27 AM
To: Boby Paul
Cc: qui...@li...
Subject: Re: [Quickfix-developers] NewOrderMultileg compilation issue.

On 4/25/05, Boby Paul <bp...@gl...> wrote:
> void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
> FIX::SessionID& aSessionID) 
> { 
> FIX::SenderCompID aSenderCompID;                  // this is OK 
> aMsg.getHeader().get(aSenderCompID);              // this
> is NOT ok 

I suspect you have not included the header
<quickfix/fix43/NewOrderMultileg.h>.  The MessageCracker includes a
forward declaration for it, but does not include the header file
itself.  You need to do this in your application.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

Re: [Quickfix-developers] Query about User Defined Fields

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

On 4/26/05, Ananth <ans...@sp...> wrote:

>  I am a newbie in quickfix.
>  I want to know more about 'User Defined Fields'.

Try starting here and see if you still have questions:

http://www.quickfixengine.org/quickfix/doc/html/user_defined.html


>  My questions are as follows:
>  1)Basically why it is used for?

So systems/applications can include their own non-standard fields in
messages.  You might need to pass some system-specific identifer or
control data between trading systems for example.

>  2)How it is used?

See URL above.

>  3)Can we add User defined fields in any message

Yes.

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

Re: [Quickfix-developers] NewOrderMultileg compilation issue.

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

On 4/25/05, Boby Paul <bp...@gl...> wrote:
> void CMyApplication::onMessage(const FIX43::NewOrderMultileg& aMsg, const
> FIX::SessionID& aSessionID)=20
> {=20
> FIX::SenderCompID aSenderCompID;                  // this is OK=20
> aMsg.getHeader().get(aSenderCompID);              // this
> is NOT ok=20

I suspect you have not included the header
<quickfix/fix43/NewOrderMultileg.h>.  The MessageCracker includes a
forward declaration for it, but does not include the header file
itself.  You need to do this in your application.

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

[Quickfix-developers] Query about User Defined Fields

[Ananth <ans...@sp...>]

<html>=0D
Hi,<BR>
<BR>
I am a newbie in quickfix.<BR>
I want to know more about 'User Defined Fields'.<BR>
<BR>
My questions are as follows:<BR>
&nbsp;<BR>
1)Basically why it is used for?<BR>
<BR>
2)How it is used?<BR>
<BR>
3)Can we add User defined fields in any message<BR>
<BR>
I"d appreciate any help or insight.<BR>
<BR>
<BR>
Thanks,<BR>
Ananth =0D
</html><BR>

[Quickfix-developers] FW: NewOrderMultileg compilation issue.

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

 

 

  _____  

From: Boby Paul [mailto:bp...@gl...] 
Sent: Monday, April 25, 2005 8:40 AM
To: 'qui...@li...'
Subject: NewOrderMultileg compilation issue.

 

 

Dear Quickfixers,

 

I have the following issue in compiling my application with quickfix
library.

 

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

{

FIX::SenderCompID aSenderCompID;                  // this is OK

aMsg.getHeader().get(aSenderCompID);              // this is NOT ok

            ....

...

 

}

 

ERROR:

CMyApplication.cpp: In member function `virtual void 

   CMyApplication::onMessage(const FIX43::NewOrderMultileg&, const
FIX::SessionID&)

CMyApplication.cpp:202: error: `getHeader' undeclared (first use this
function)

 

 

But I am using the same format in another function and it WORKS FINE.

 

void CMyApplication::onMessage(const FIX43::NewOrderSingle& aMsg, const
FIX::SessionID& aSessionID)

{

FIX::SenderCompID aSenderCompID;                  // this is OK

aMsg.getHeader().get(aSenderCompID);              // this is  OK

            ....

...

}

 

 

Can anybody help me with why is it causing and remedy for that? 

 

I am using solaris with gcc 3.3.2 with quickfix version 1.9.4

 

Thanks

 

    

 

boby paul

bp...@gl...

1-888-304-8881x2400

 

[Quickfix-developers] NewOrderMultileg compilation issue.

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

 

Dear Quickfixers,

 

I have the following issue in compiling my application with quickfix
library.

 

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

{

FIX::SenderCompID aSenderCompID;                  // this is OK

aMsg.getHeader().get(aSenderCompID);              // this is NOT ok

            ....

...

 

}

 

ERROR:

CMyApplication.cpp: In member function `virtual void 

   CMyApplication::onMessage(const FIX43::NewOrderMultileg&, const
FIX::SessionID&)

CMyApplication.cpp:202: error: `getHeader' undeclared (first use this
function)

 

 

But I am using the same format in another function and it WORKS FINE.

 

void CMyApplication::onMessage(const FIX43::NewOrderSingle& aMsg, const
FIX::SessionID& aSessionID)

{

FIX::SenderCompID aSenderCompID;                  // this is OK

aMsg.getHeader().get(aSenderCompID);              // this is  OK

            ....

...

}

 

 

Can anybody help me with why is it causing and remedy for that? 

 

I am using solaris with gcc 3.3.2 with quickfix version 1.9.4

 

Thanks

 

    

 

boby paul

bp...@gl...

1-888-304-8881x2400

 

Re: [Quickfix-developers] Recovery/Resend Conundrum

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

On 4/25/05, kri...@rb... <kri...@rb...> wro=
te:
=20
> Until I corrected the Solaris ioctl(I_NREAD) problem, QuickFIX would regu=
lary disconnect
> during the Japanese opening/closing auctions. Reconnection during such ti=
mes would=20
> regularly take over thirty seconds; in one case, it took five minutes and=
 over 21,000=20
> messages were resent, of these, 116 messages were resent 115 times each, =
before the
> latency check finally killed the socket.

Ouch.

> The primary cause was this, fairly common, scenario:
>=20
> QF: (101)Logon
> BK: (801)Logon
> BK: (802)ResendRequest <xx> to 100
> QF: (102)ResendRequest <yyy> to 0
> QF: <resent messages>
> BK: <resent messages>
> BK: (801)GapFill next(803)

So QuickFIX is not the only engine that may send the SAME sequence
number more than once, with different content.  I was concerned that
this was out-of-spec, but I guess not.

> BK: (803)New mesage
> QF: (103)ResendRequest 802 to 0  <=3D=3D=3D QuickFIX should not be sendin=
g this resend request
> BK: (802)GapFill next(803)
> BK: (803)New message resent
> ...
>=20
> This problem becomes catastrophic when live messages are exchanged during=
 the=20
> recovery. In the case above, QuickFIX will generate a 'resend everything'=
 message for=20
> each new message (803) onwards.
>=20
> For example, assuming the broker has fifty new fills to send. After the b=
roker has filled=20
> the sequence gap, the fifty fills will be sent down the line. Because Qui=
ckFIX effectivly=20
> ignores the GapFill covering the broker's logon and resendrequest, QuickF=
IX will generate=20
> 50 resend requests for the 50 fills that were just sent. The broker then =
dutifully sends 50=20
> copies of the 50 fills resulting in 2,500 needlessly resent messages.
>=20
> Taking it all in perspective, although QuickFIX can not be relied upon to=
 reconnect quickly=20
> during periods of active trading, it will eventually recover and it will =
not drop a message=20

I think this is a crucial failing that we are *this* close to fixing.

> nor will it report a message twice to the application. As correcting the =
Solaris ioctl=20
> problem has eliminated the disconnections we can live with this suboptima=
l behaviour for=20
> the time being, although it should be addressed.

I think my patch of Feb 28 (see
http://sourceforge.net/mailarchive/forum.php?thread_id=3D6704777&forum_id=
=3D103)
prevents this overlapping ResendRequest problem.  In a nutshell, it
stops the Session layer from sending a new ResendRequest when there is
still one outstanding that covers the same range of messages.  This
patch is in the latest QuickFIX CVS codebase, so it will be in the
next official release.

I think there is just one more fix (heh) required, which is to *not*
enqueue admin-type messages in the Session layer when a sequence
number too high condition is detected.  In this situation, the
resending of messages by the other side may cause the enqueued message
to become invalid (e.g. covered by a GapFill), so processing it as it
was initially sent will cause sub-optimal or potentially even
erroneous behavior.

Unfortunately, the logic in my ResendRequest patch depends on the
popping of messages off of the Session's m_state queue to determine
when the request has been fully satisfied.  If the message which
causes the ResendRequest is not enqueued (because it is an admin
message), this logic may need some tweaking.

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

RE: [Quickfix-developers] Recovery/Resend Conundrum

[<kri...@rb...>]

Caleb -

Until I corrected the Solaris ioctl(I_NREAD) problem, QuickFIX would regula=
ry disconnect during the Japanese opening/closing auctions. Reconnection du=
ring such times would regularly take over thirty seconds; in one case, it t=
ook five minutes and over 21,000 messages were resent, of these, 116 messag=
es were resent 115 times each, before the latency check finally killed the =
socket.

The primary cause was this, fairly common, scenario:

QF: (101)Logon
BK: (801)Logon
BK: (802)ResendRequest <xx> to 100
QF: (102)ResendRequest <yyy> to 0
QF: <resent messages>
BK: <resent messages>
BK: (801)GapFill next(803)
BK: (803)New mesage
QF: (103)ResendRequest 802 to 0  <=3D=3D=3D QuickFIX should not be sending =
this resend request
BK: (802)GapFill next(803)
BK: (803)New message resent
...

This problem becomes catastrophic when live messages are exchanged during t=
he recovery. In the case above, QuickFIX will generate a 'resend everything=
' message for each new message (803) onwards.

For example, assuming the broker has fifty new fills to send. After the bro=
ker has filled the sequence gap, the fifty fills will be sent down the line=
. Because QuickFIX effectivly ignores the GapFill covering the broker's log=
on and resendrequest, QuickFIX will generate 50 resend requests for the 50 =
fills that were just sent. The broker then dutifully sends 50 copies of the=
 50 fills resulting in 2,500 needlessly resent messages.

Taking it all in perspective, although QuickFIX can not be relied upon to r=
econnect quickly during periods of active trading, it will eventually recov=
er and it will not drop a message nor will it report a message twice to the=
 application. As correcting the Solaris ioctl problem has eliminated the di=
sconnections we can live with this suboptimal behaviour for the time being,=
 although it should be addressed.

- Kris

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
Caleb Epstein
Sent: 20 April 2005 22:59
To: qui...@li...
Subject: [Quickfix-developers] Recovery/Resend Conundrum


QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ind=
ex.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Here's something we saw in production today.  A connection was
dropped, and when we reconnected, both sides did the normal
ResendRequest dance and messages were retransmitted.  But when my side
of the connection got to the end of the gap, we saw this:

20050420-14:24:01 : Initiated logon request
20050420-14:24:01 : Received logon response
20050420-14:24:01 : MsgSeqNum too high, expecting  8570 but received 8666
20050420-14:24:01 : Sent ResendRequest FROM: 8570 TO: 0
<our side resends lots of messages>
20050420-14:24:02 : Processing QUEUED message: 8666
20050420-14:24:02 : MsgSeqNum too high, expecting  8667 but received 8668

Here's what happened:

Message 8666 was the Logon response.  Message 8667 was the other
side's ResendRequest.  When our side was done with the resent message
8665, it pulled the old message 8666 off of its queue and processed
that.  But the other side had sent a NEW message 8666 which was a
SEQUENCE_RESET to NewSeqNo 8668.  Because we processed the old message
8666, not the SEQUENCE_RESET, we thought message 8668 was a gap.

Any thoughts on fixing this?  Perhaps QF should not enqueue admin
messages?  These are the ones that would be skipped by a
SEQUENCE_RESET, so if we don't keep possibly-outdated copies of them
around, we won't see this error.

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


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Re: [Quickfix-developers] C# for linux

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

Hi Clark,

Clark Sims wrote:

> Is there a C# compiler for linux? I am using Debian linux. I just 
> ordered a copy of Fedora. In Debian apt-cache search Csharp shows 
> nothing. The user's group can't help me either.

Take a look at
http://www.mono-project.com/Main_Page

Dale

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

Re: [Quickfix-developers] C# for linux

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

There are a couple.  There is mono: http://www.go-mono.com/c-sharp.html, =
and DotGnu: http://www.dotgnu.org/

Of these I've used Mono which seems to work quite well.  However, the =
QuickFIX .NET library is mostly implemented in Managed C++, and for that =
I do not believe there is a linux compiler.  I've not experimented with =
pulling in QuickFIX assemblies into mono that were compiled in Visual =
Studio.  The managed code shouldn't be a problem since it will all be =
compiled into IL, but there is also unmanaged code in there, so I'm not =
really sure what would happen. I imagine something disasterous.

--oren
  ----- Original Message -----=20
  From: Clark Sims=20
  To: QuickFIX=20
  Sent: Friday, April 22, 2005 1:36 PM
  Subject: [Quickfix-developers] C# for linux


  Is there a C# compiler for linux? I am using Debian linux. I just =
ordered a copy of Fedora. In Debian apt-cache search Csharp shows =
nothing. The user's group can't help me either.


-------------------------------------------------------------------------=
-----
  Do you Yahoo!?
  Make Yahoo! your home page 

[Quickfix-developers] C# for linux

[Clark S. <cla...@ya...>]

Is there a C# compiler for linux? I am using Debian linux. I just ordered a copy of Fedora. In Debian apt-cache search Csharp shows nothing. The user's group can't help me either.

		
---------------------------------
Do you Yahoo!?
 Make Yahoo! your home page   

[Quickfix-developers] Recovery/Resend Conundrum

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

Here's something we saw in production today.  A connection was
dropped, and when we reconnected, both sides did the normal
ResendRequest dance and messages were retransmitted.  But when my side
of the connection got to the end of the gap, we saw this:

20050420-14:24:01 : Initiated logon request
20050420-14:24:01 : Received logon response
20050420-14:24:01 : MsgSeqNum too high, expecting  8570 but received 8666
20050420-14:24:01 : Sent ResendRequest FROM: 8570 TO: 0
<our side resends lots of messages>
20050420-14:24:02 : Processing QUEUED message: 8666
20050420-14:24:02 : MsgSeqNum too high, expecting  8667 but received 8668

Here's what happened:

Message 8666 was the Logon response.  Message 8667 was the other
side's ResendRequest.  When our side was done with the resent message
8665, it pulled the old message 8666 off of its queue and processed
that.  But the other side had sent a NEW message 8666 which was a
SEQUENCE_RESET to NewSeqNo 8668.  Because we processed the old message
8666, not the SEQUENCE_RESET, we thought message 8668 was a gap.

Any thoughts on fixing this?  Perhaps QF should not enqueue admin
messages?  These are the ones that would be skipped by a
SEQUENCE_RESET, so if we don't keep possibly-outdated copies of them
around, we won't see this error.

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

Re: [Quickfix-developers] deal with TrasactTools

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

You can see TT's anouncement on the FPL forums: 
http://www.fixprotocol.org/discuss/read/64596924

No details are being released yet.  It will still be a little whie before 
they are ready to distribute anything.

--oren

----- Original Message ----- 
From: "Caleb Epstein" <cal...@gm...>
To: "Oren Miller" <or...@qu...>
Cc: "Michael Raykh" <mr...@li...>; 
<qui...@li...>
Sent: Tuesday, April 19, 2005 1:20 PM
Subject: Re: [Quickfix-developers] deal with TrasactTools


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

On 4/19/05, Oren Miller <or...@qu...> wrote:

> It won't effect you at all really.  What it amounts to is that they
> will be releasing administrative tools that will work with the QuickFIX
> engine.  These tools will will be built on top of the QF code base, and
> will not be part of the core library.  The tools will be free and open
> source just like the QuickFIX library.  Essentially it means that QF
> users will have more powerful administrative features that the core
> library itself does not provide.

This is very cool stuff, especially since we already use TT in-house.
Any URL for more details?  I can't find anything on their site.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com


-------------------------------------------------------
This SF.Net email is sponsored by: New Crystal Reports XI.
Version 11 adds new functionality designed to reduce time involved in
creating, integrating, and deploying reporting solutions. Free runtime info,
new features, or free trial, at: http://www.businessobjects.com/devxi/728
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] deal with TrasactTools

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

On 4/19/05, Oren Miller <or...@qu...> wrote:

> It won't effect you at all really.  What it amounts to is that they
> will be releasing administrative tools that will work with the QuickFIX
> engine.  These tools will will be built on top of the QF code base, and
> will not be part of the core library.  The tools will be free and open
> source just like the QuickFIX library.  Essentially it means that QF
> users will have more powerful administrative features that the core
> library itself does not provide.

This is very cool stuff, especially since we already use TT in-house.=20
Any URL for more details?  I can't find anything on their site.

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

Re: [Quickfix-developers] deal with TrasactTools

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

It won't effect you at all really.  What it amounts to is that they 
will be releasing administrative tools that will work with the QuickFIX 
engine.  These tools will will be built on top of the QF code base, and 
will not be part of the core library.  The tools will be free and open 
source just like the QuickFIX library.  Essentially it means that QF 
users will have more powerful administrative features that the core 
library itself does not provide.

--oren

On Apr 19, 2005, at 12:51 PM, Michael Raykh wrote:

> Any comments on this - TransactTools Announces Support for Open Source 
> FIX Project?
> How would this effect us?
>
> Michael
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[Quickfix-developers] deal with TrasactTools

[Michael R. <mr...@li...>]

Any comments on this - TransactTools Announces Support for Open Source FIX
Project?
How would this effect us?

Michael
This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error please notify the system manager. This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail.

Re: [Quickfix-developers] Help needed in Configuration

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

On 4/19/05, Ananth <ana...@in...> wrote:
> [DEFAULT]=20
> ConnectionType=3Dinitator=20

You missspelled "initiator"

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

[Quickfix-developers] ExecInst in FIX40.xml and FIX41.xml

[<Joh...@TD...>]

Recently, we started using QuickFix Version 1.9.4 in Production. We used it
to replace the older 1.6 version. 

Problem/Issue: 

Tag 18 = ExecInst is defined as a 'char' in the  Fix 4.0 and Fix 4.1
specifications. So it follows that QuickFix's FIX40.xml and FIX41.xml files
have the "type" set to "char". This is an error: The "type" should be
"MULTIPLEVALUESTRING" in the xml files.

I discovered this when the QuickFix Engine started rejecting production
orders back to the customer where ExecInst was arriving in the form of
"<01>18=1 F<01>". This specifies "NOT HELD" and "DO NOT REDUCE"
simultaneously. As specified, this is completely legal. Please refer to the
FIX 4.0 or FIX 4.1 specifications for confirmation. 

Since it would appear that the use of multiple ExecInst values is both 

1) valid via Fix 4.0 and Fix 4.1 Specifications, and 

2) Quickfix 1.9.4 will work correctly if the ExecInst type in the FIX40.xml
and FIX41.xml files is set to "MULTIPLEVALUESTRING", 

It would seem appropriate to update these 2 XML files in the 1.9.4 Quickfix
Version immediately to reflect this behavior. This will prevent future users
who upgrade from an older version of Quickfix to a new version from
unnecessarily causing real production order flow issues. 

Thank you for your time. 

John Perez
Perseids Technologies, L.L.C.

[Quickfix-developers] Help needed in Configuration

[Ananth <ans...@sp...>]

<html>=0D
=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">Hi,</SPAN></FONT><FONT face=3DArial size=3D2><SPA=
N style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial">&nbsp;</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">I am new to QuickFixEngine. I am developin an app=
lication that is based on FIX4.2 protocol.<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">I have studied QuickFix Docs and tried to run the Exampl=
e Apllication =93TradeClient=94=85..<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial"><BR>
For this I have copied the Sample Configuration settings in a file and had =
given the name of File as argument to the function</SPAN></FONT><FONT face=
=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial">&nbsp=
;</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">The File contents are as follows:</SPAN></FONT><F=
ONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Aria=
l">&nbsp;</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">[DEFAULT]<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">ConnectionType=3Dinitiator<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">ReconnectInterval=3D60<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">SenderCompID=3DTW<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">[SESSION]<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">BeginString=3DFIX.4.2<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">TargetCompID=3DINCA<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">StartTime=3D</SPAN></FONT><FONT face=3DArial size=3D2><S=
PAN style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial">12:30:00<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">EndTime=3D</SPAN></FONT><FONT face=3DArial size=3D2><SPA=
N style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial">21:30:00<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">HeartBtInt=3D30<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">SocketConnectPort=3D6523<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">SocketConnectHost=3D3.3.3.3<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">DataDictionary=3Dspec/FIX42.xml</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial"></SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial"></SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial"><BR>
But Program is throwing Exception<BR>
</SPAN></FONT><BR>
<STRONG>FileStorePath not defined<BR>
<BR>
</STRONG>How to specify the file path to DataDictionary--(spec directory is=
 in Current working Directory)</P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">Could anyone throw some light on it</SPAN></FONT>=
<FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Ar=
ial">&nbsp;</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: =
10pt; FONT-FAMILY: Arial">Thanks in Advance,<BR>
</SPAN></FONT><FONT face=3DArial size=3D2><SPAN style=3D"FONT-SIZE: 10pt; F=
ONT-FAMILY: Arial">Ananth</SPAN></FONT></P>=0D
<P class=3DMsoNormal><FONT face=3D"Times New Roman" size=3D3><SPAN style=3D=
"FONT-SIZE: 12pt"></SPAN></FONT>&nbsp;</P>=0D
</html><BR>

[Quickfix-developers] Help needed in Configuration

[Ananth <ana...@in...>]

Hi,

 

I am new to QuickFixEngine. I am developin an application that is based on
FIX4.2 protocol.

I have studied QuickFix Docs and tried to run the Example Apllication
"TradeClient"...

 

For this I have copied the Sample Configuration settings in a file and had
given the name of File as argument to the function

 

The File contents are as follows:

 

[DEFAULT]

ConnectionType=initator

ReconnectInterval=60

SenderCompID=TW

[SESSION]

BeginString=FIX.4.2

TargetCompID=INCA

StartTime=12:30:00

EndTime=21:30:00

HeartBtInt=30

SocketConnectPort=6523

SocketConnectHost=3.3.3.3

DataDictionary=somewhere/FIX42.xml

 

 

But Program is throwing Exception

 

No sessions defined for initiator

 

Could anyone throw some light on it

 

 

Thanks in Advance,

Ananth