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From: Ananth <ans...@sp...> - 2005-04-19 12:58:13
|
<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"> </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"> = ;</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"> </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"> </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> </P>=0D </html><BR> |
|
From: Ananth <ana...@in...> - 2005-04-19 09:13:51
|
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 |
|
From: Kurkundi, M. H. \(Cognizant\) <Mah...@co...> - 2005-04-12 08:44:36
|
This e-mail and any files transmitted with it are for the sole use of the intended recipient(s) and may contain confidential and privileged information. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. Any unauthorised review, use, disclosure, dissemination, forwarding, printing or copying of this email or any action taken in reliance on this e-mail is strictly prohibited and may be unlawful. Visit us at http://www.cognizant.com |
|
From: J. C. <jca...@bo...> - 2005-04-11 18:43:15
|
Clive, [Sorry if you receive this twice - ISP probs...] Thank you very much for your contribution - it worked like a charm on my Fedora box! I noticed that Steve Shack had also contributed some RPMs in January: http://sourceforge.net/mailarchive/message.php?msg_id=10556474 I also extend thanks to him, although I wasn't on a Fedora FC3 box at that time... I appreciate both of your work. I wonder if either or both of you ran into any problems using the configure-make method, as I did. My C++ compiles go smoothly, but I have been making very slow progress sorting out the Java compilation errors. I started with the gnu 'gjc' 1.4.2 setup, then installed the Sun 1.4.2 SDK, yet to no avail. I'm still getting linkage errors, mainly from Ant or XML packages. Was your initial Fedora compile using the Sun SDK? Did the default build scripts work for you without fixing up env variables? Thanks again for your work! I look forward to hearing your experiences. Best, J. Carroll On Sun, 13 Feb 2005, Clive Messer 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 > > > I've built QuickFIX 1.9.4 RPMS for Fedora Core 3, which include support for > MySQL, Python and Java. May be of use to someone else. Build notes and links > to download ..... > > http://www.objectsoft-systems.ltd.uk/quickfix/ > > Regards > > Clive > |
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From: Edde <edd...@gm...> - 2005-04-11 08:18:46
|
Hi Oren, Thanks for the reply. Yes, this was my initial idea as well but is it possible to do this at the Java level? I've searched through the Java classes but all the logger related classes only have the JNI code on the Java level so it seems this has to be done at the C++ level in that case. Is that correct? Cheers, /Eddie > How about just overriding onError in your logger and trapping the error > there? >=20 > --oren >=20 > On Apr 5, 2005, at 8:53 AM, Edde wrote: >=20 > > 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 Guys, > > > > I'm using the Java version of QuickFIX (1.9.4) and I have a question > > about the logon process that is handled automatically by QuickFIX. > > When you try to logon and your logon message is using a sequence > > number that is too low you can't logon to your counterparty since this > > is considered a serious error. If I check the message log I can see > > that QuickFIX correctly recieves this message from the counterparty > > and then terminates the connection: > > > > <20050405-13:43:10, FIX.4.2:EDDE->FIP, incoming> > > > > (8=3DFIX.4.2=019=3D73=0135=3D5=0134=3D170=0149=3DFIP=0152=3D20050405-13= :43: > > 10.266=0156=3DEDDE=0158=3DInvalid > > MsgSeqNum=0110=3D061=01) > > > > > > My question is if it's possible to configure QuickFIX so that this > > message is also passed to the fromApp (or fromAdmin) methods in my > > application so that I can display the proper error message to initiate > > manual intervention? > > > > Cheers, > > /Eddie > > > > > > ------------------------------------------------------- > > SF email is sponsored by - The IT Product Guide > > Read honest & candid reviews on hundreds of IT Products from real > > users. > > Discover which products truly live up to the hype. Start reading now. > > http://ads.osdn.com/?ad_ide95&alloc_id=14396&op=3Dclick > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >=20 > |
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From: Stephen C. <ste...@gm...> - 2005-04-11 05:49:31
|
Feel free to ignore.. I just noticed UseDataDictionary was set to false. --Stephen On Apr 10, 2005 10:55 PM, Stephen Crowley <ste...@gm...> wrote: > Some more info on this one.. I stopped it in the debugger and examined > the Message structure.. > > m_fields.size is 279 and m_groups.size is 0. Any idea why this woudl > be the case? > > --Stephen > > On Apr 10, 2005 8:40 PM, Stephen Crowley <ste...@gm...> wrote: > > Interesting.. I extract the msg from my app and added it to the > > ParserTestCase class and it worked just fine. Is there any way the > > java wrapper could be doing something strange? Here is the string. > > > > m_fixMsg4 = "8=FIX.4.4\0019=357\00135=W\00134=2\00149=ELAB\00152=20050411-01:30:36.147\00156=CLIENT1\00155=QQQQ\001262=1\001268=12\001269=1\001270=41.48\001271=500\001269=1\001270=41.2\001271=300\001269=1\001270=39.13\001271=200\001269=1\001270=38.37\001271=200\001269=1\001270=38.21\001271=100\001269=0\001270=36.3\001271=100\001269=0\001270=36.11\001271=50\001269=0\001270=36.07\001271=24\001269=0\001270=36.05\001271=300\001269=0\001270=36.02\001271=200\001269=0\001270=35.8\001271=50\001269=0\001270=35.77\001271=200\00110=238\001"; > > > > --Stephen > > > > On Apr 10, 2005 1:39 AM, Oren Miller <or...@qu...> wrote: > > > I can't duplicate this one. I plugged this into the unit test and the > > > message passed validation. Any other information? > > > > > > --oren > > > > > > ----- Original Message ----- > > > From: "Stephen Crowley" <ste...@gm...> > > > To: "Oren Miller" <or...@qu...> > > > Cc: <qui...@li...> > > > Sent: Sunday, April 10, 2005 12:08 AM > > > Subject: [Quickfix-developers] Message Rejected: Tag appears more than > > > once:269 > > > > > > > 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, it seems to work now. I'm having another, probably related problem > > > > now. > > > > > > > > Getting Message 2 Rejected: Tag appears more than once:269 from the > > > > following message. > > > > > > > > Code follows > > > > > > > > <header> > > > > <field number="8"><![CDATA[FIX.4.4]]></field> > > > > <field number="35"><![CDATA[W]]></field> > > > > </header> > > > > <body> > > > > <field number="55"><![CDATA[QQQQ]]></field> > > > > <field number="262"><![CDATA[1]]></field> > > > > <field number="268"><![CDATA[2]]></field> > > > > <group> > > > > <field number="269"><![CDATA[1]]></field> > > > > <field number="270"><![CDATA[41.48]]></field> > > > > <field number="271"><![CDATA[500]]></field> > > > > </group> > > > > <group> > > > > <field number="269"><![CDATA[1]]></field> > > > > <field number="270"><![CDATA[41.2]]></field> > > > > <field number="271"><![CDATA[300]]></field> > > > > </group> > > > > </body> > > > > <trailer> > > > > </trailer> > > > > </message> > > > > > > > > MarketDataSnapshotFullRefresh md = new MarketDataSnapshotFullRefresh(); > > > > md.set( reqID ); > > > > md.set( symbol ); > > > > > > > > MarketDataSnapshotFullRefresh.NoMDEntries entry = new > > > > MarketDataSnapshotFullRefresh.NoMDEntries(); > > > > > > > > synchronized ( book ) > > > > { > > > > entry.set( new MDEntryType( MDEntryType.OFFER ) ); > > > > > > > > for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() ) > > > > { > > > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > > > entry.set( new MDEntrySize( pos.getValue() ) ); > > > > md.addGroup( entry ); > > > > } > > > > > > > > entry.set( new MDEntryType( MDEntryType.BID ) ); > > > > > > > > for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() ) > > > > { > > > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > > > entry.set( new MDEntrySize( pos.getValue() ) ); > > > > md.addGroup( entry ); > > > > } > > > > } > > > > > > > > Thanks, > > > > Stephen > > > > > > > > On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote: > > > >> Yeah, we applied a patch for validating required fields in repeating > > > >> groups > > > >> and only had a cursory unit test to validate the functionality. More > > > >> extensive testing shows some holes in the implementation. I've added a > > > >> more > > > >> thorough test based on your message and checked in a fix. It should > > > >> propogate to the public reposity in a few hours. > > > >> > > > >> --oren > > > >> > > > >> ----- Original Message ----- > > > >> From: "Stephen Crowley" <ste...@gm...> > > > >> To: <qui...@li...> > > > >> Sent: Saturday, April 09, 2005 6:52 PM > > > >> Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected: > > > >> Required tag missing:269 > > > >> > > > >> > 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'm using the latest cvs version as of this message. For some reason > > > >> > the server is bouncin my MarketDataRequest back with Rejected: > > > >> > Required tag missing:269. > > > >> > > > > >> > Here is the msg I'm sending. > > > >> > > > > >> > Any thoughts? Code is at the bottom. > > > >> > > > > >> > <message> > > > >> > <header> > > > >> > <field number="8"><![CDATA[FIX.4.4]]></field> > > > >> > <field number="35"><![CDATA[V]]></field> > > > >> > </header> > > > >> > <body> > > > >> > <field number="146"><![CDATA[1]]></field> > > > >> > <field number="262"><![CDATA[3]]></field> > > > >> > <field number="263"><![CDATA[1]]></field> > > > >> > <field number="264"><![CDATA[9999]]></field> > > > >> > <field number="265"><![CDATA[1]]></field> > > > >> > <field number="266"><![CDATA[Y]]></field> > > > >> > <field number="267"><![CDATA[3]]></field> > > > >> > <field number="547"><![CDATA[Y]]></field> > > > >> > <group> > > > >> > <field number="55"><![CDATA[QQQQ]]></field> > > > >> > </group> > > > >> > <group> > > > >> > <field number="269"><![CDATA[0]]></field> > > > >> > </group> > > > >> > <group> > > > >> > <field number="269"><![CDATA[1]]></field> > > > >> > </group> > > > >> > <group> > > > >> > <field number="269"><![CDATA[2]]></field> > > > >> > </group> > > > >> > </body> > > > >> > <trailer> > > > >> > </trailer> > > > >> > </message> > > > >> > > > > >> > > > > >> > > > > >> > MarketDataRequest mdr = new MarketDataRequest( reqId, > > > >> > new > > > >> > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES > > > >> > ), > > > >> > new MarketDepth( > > > >> > 9999 ) ); > > > >> > > > > >> > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) ); > > > >> > mdr.set( new AggregatedBook( true ) ); > > > >> > mdr.set( new MDImplicitDelete( true ) ); > > > >> > > > > >> > MarketDataRequest.NoRelatedSym rs = new > > > >> > MarketDataRequest.NoRelatedSym(); > > > >> > > > > >> > rs.set( new Symbol( "QQQQ" ) ); > > > >> > mdr.addGroup( rs ); > > > >> > > > > >> > // rs.set( new Symbol( "MSFT" ) ); > > > >> > // mdr.addGroup( rs ); > > > >> > > > > >> > MarketDataRequest.NoMDEntryTypes et = new > > > >> > MarketDataRequest.NoMDEntryTypes(); > > > >> > > > > >> > et.set( new MDEntryType( MDEntryType.BID ) ); > > > >> > mdr.addGroup( et ); > > > >> > > > > >> > et.set( new MDEntryType( MDEntryType.OFFER ) ); > > > >> > mdr.addGroup( et ); > > > >> > > > > >> > et.set( new MDEntryType( MDEntryType.TRADE ) ); > > > >> > mdr.addGroup( et ); > > > >> > > > > >> > Thanks in advance, > > > >> > Stephen > > > >> > > > > >> > > > > >> > ------------------------------------------------------- > > > >> > SF email is sponsored by - The IT Product Guide > > > >> > Read honest & candid reviews on hundreds of IT Products from real > > > >> > users. > > > >> > Discover which products truly live up to the hype. Start reading now. > > > >> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > > > >> > _______________________________________________ > > > >> > Quickfix-developers mailing list > > > >> > Qui...@li... > > > >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > >> > > > > >> > > > >> > > > > > > > > > > > > ------------------------------------------------------- > > > > SF email is sponsored by - The IT Product Guide > > > > Read honest & candid reviews on hundreds of IT Products from real users. > > > > Discover which products truly live up to the hype. Start reading now. > > > > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > > > > _______________________________________________ > > > > Quickfix-developers mailing list > > > > Qui...@li... > > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > > > > > > > > |
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From: Oren M. <or...@qu...> - 2005-04-11 04:00:03
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If you are parsing without a data dictionary, QuickFIX won't know how to identify groups. --oren On Apr 10, 2005, at 10:55 PM, Stephen Crowley 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 > > Some more info on this one.. I stopped it in the debugger and examined > the Message structure.. > > m_fields.size is 279 and m_groups.size is 0. Any idea why this woudl > be the case? > > --Stephen > > On Apr 10, 2005 8:40 PM, Stephen Crowley <ste...@gm...> > wrote: >> Interesting.. I extract the msg from my app and added it to the >> ParserTestCase class and it worked just fine. Is there any way the >> java wrapper could be doing something strange? Here is the string. >> >> m_fixMsg4 = >> "8=FIX.4.4\0019=357\00135=W\00134=2\00149=ELAB\00152=20050411-01:30: >> 36.147\00156=CLIENT1\00155=QQQQ\001262=1\001268=12\001269=1\001270=41. >> 48\001271=500\001269=1\001270=41.2\001271=300\001269=1\001270=39.13\00 >> 1271=200\001269=1\001270=38.37\001271=200\001269=1\001270=38.21\001271 >> =100\001269=0\001270=36.3\001271=100\001269=0\001270=36.11\001271=50\0 >> 01269=0\001270=36.07\001271=24\001269=0\001270=36.05\001271=300\001269 >> =0\001270=36.02\001271=200\001269=0\001270=35.8\001271=50\001269=0\001 >> 270=35.77\001271=200\00110=238\001"; >> >> --Stephen >> >> On Apr 10, 2005 1:39 AM, Oren Miller <or...@qu...> wrote: >>> I can't duplicate this one. I plugged this into the unit test and >>> the >>> message passed validation. Any other information? >>> >>> --oren >>> >>> ----- Original Message ----- >>> From: "Stephen Crowley" <ste...@gm...> >>> To: "Oren Miller" <or...@qu...> >>> Cc: <qui...@li...> >>> Sent: Sunday, April 10, 2005 12:08 AM >>> Subject: [Quickfix-developers] Message Rejected: Tag appears more >>> than >>> once:269 >>> >>>> 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, it seems to work now. I'm having another, probably related >>>> problem >>>> now. >>>> >>>> Getting Message 2 Rejected: Tag appears more than once:269 from the >>>> following message. >>>> >>>> Code follows >>>> >>>> <header> >>>> <field number="8"><![CDATA[FIX.4.4]]></field> >>>> <field number="35"><![CDATA[W]]></field> >>>> </header> >>>> <body> >>>> <field number="55"><![CDATA[QQQQ]]></field> >>>> <field number="262"><![CDATA[1]]></field> >>>> <field number="268"><![CDATA[2]]></field> >>>> <group> >>>> <field number="269"><![CDATA[1]]></field> >>>> <field number="270"><![CDATA[41.48]]></field> >>>> <field number="271"><![CDATA[500]]></field> >>>> </group> >>>> <group> >>>> <field number="269"><![CDATA[1]]></field> >>>> <field number="270"><![CDATA[41.2]]></field> >>>> <field number="271"><![CDATA[300]]></field> >>>> </group> >>>> </body> >>>> <trailer> >>>> </trailer> >>>> </message> >>>> >>>> MarketDataSnapshotFullRefresh md = new >>>> MarketDataSnapshotFullRefresh(); >>>> md.set( reqID ); >>>> md.set( symbol ); >>>> >>>> MarketDataSnapshotFullRefresh.NoMDEntries entry = new >>>> MarketDataSnapshotFullRefresh.NoMDEntries(); >>>> >>>> synchronized ( book ) >>>> { >>>> entry.set( new MDEntryType( MDEntryType.OFFER ) ); >>>> >>>> for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() ) >>>> { >>>> entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); >>>> entry.set( new MDEntrySize( pos.getValue() ) ); >>>> md.addGroup( entry ); >>>> } >>>> >>>> entry.set( new MDEntryType( MDEntryType.BID ) ); >>>> >>>> for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() ) >>>> { >>>> entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); >>>> entry.set( new MDEntrySize( pos.getValue() ) ); >>>> md.addGroup( entry ); >>>> } >>>> } >>>> >>>> Thanks, >>>> Stephen >>>> >>>> On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote: >>>>> Yeah, we applied a patch for validating required fields in >>>>> repeating >>>>> groups >>>>> and only had a cursory unit test to validate the functionality. >>>>> More >>>>> extensive testing shows some holes in the implementation. I've >>>>> added a >>>>> more >>>>> thorough test based on your message and checked in a fix. It >>>>> should >>>>> propogate to the public reposity in a few hours. >>>>> >>>>> --oren >>>>> >>>>> ----- Original Message ----- >>>>> From: "Stephen Crowley" <ste...@gm...> >>>>> To: <qui...@li...> >>>>> Sent: Saturday, April 09, 2005 6:52 PM >>>>> Subject: [Quickfix-developers] MarketDataRequest, Message 2 >>>>> Rejected: >>>>> Required tag missing:269 >>>>> >>>>>> 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'm using the latest cvs version as of this message. For some >>>>>> reason >>>>>> the server is bouncin my MarketDataRequest back with Rejected: >>>>>> Required tag missing:269. >>>>>> >>>>>> Here is the msg I'm sending. >>>>>> >>>>>> Any thoughts? Code is at the bottom. >>>>>> >>>>>> <message> >>>>>> <header> >>>>>> <field number="8"><![CDATA[FIX.4.4]]></field> >>>>>> <field number="35"><![CDATA[V]]></field> >>>>>> </header> >>>>>> <body> >>>>>> <field number="146"><![CDATA[1]]></field> >>>>>> <field number="262"><![CDATA[3]]></field> >>>>>> <field number="263"><![CDATA[1]]></field> >>>>>> <field number="264"><![CDATA[9999]]></field> >>>>>> <field number="265"><![CDATA[1]]></field> >>>>>> <field number="266"><![CDATA[Y]]></field> >>>>>> <field number="267"><![CDATA[3]]></field> >>>>>> <field number="547"><![CDATA[Y]]></field> >>>>>> <group> >>>>>> <field number="55"><![CDATA[QQQQ]]></field> >>>>>> </group> >>>>>> <group> >>>>>> <field number="269"><![CDATA[0]]></field> >>>>>> </group> >>>>>> <group> >>>>>> <field number="269"><![CDATA[1]]></field> >>>>>> </group> >>>>>> <group> >>>>>> <field number="269"><![CDATA[2]]></field> >>>>>> </group> >>>>>> </body> >>>>>> <trailer> >>>>>> </trailer> >>>>>> </message> >>>>>> >>>>>> >>>>>> >>>>>> MarketDataRequest mdr = new MarketDataRequest( reqId, >>>>>> new >>>>>> SubscriptionRequestType( >>>>>> SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES >>>>>> ), >>>>>> new MarketDepth( >>>>>> 9999 ) ); >>>>>> >>>>>> mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) >>>>>> ); >>>>>> mdr.set( new AggregatedBook( true ) ); >>>>>> mdr.set( new MDImplicitDelete( true ) ); >>>>>> >>>>>> MarketDataRequest.NoRelatedSym rs = new >>>>>> MarketDataRequest.NoRelatedSym(); >>>>>> >>>>>> rs.set( new Symbol( "QQQQ" ) ); >>>>>> mdr.addGroup( rs ); >>>>>> >>>>>> // rs.set( new Symbol( "MSFT" ) ); >>>>>> // mdr.addGroup( rs ); >>>>>> >>>>>> MarketDataRequest.NoMDEntryTypes et = new >>>>>> MarketDataRequest.NoMDEntryTypes(); >>>>>> >>>>>> et.set( new MDEntryType( MDEntryType.BID ) ); >>>>>> mdr.addGroup( et ); >>>>>> >>>>>> et.set( new MDEntryType( MDEntryType.OFFER ) ); >>>>>> mdr.addGroup( et ); >>>>>> >>>>>> et.set( new MDEntryType( MDEntryType.TRADE ) ); >>>>>> mdr.addGroup( et ); >>>>>> >>>>>> Thanks in advance, >>>>>> Stephen >>>>>> >>>>>> >>>>>> ------------------------------------------------------- >>>>>> SF email is sponsored by - The IT Product Guide >>>>>> Read honest & candid reviews on hundreds of IT Products from real >>>>>> users. >>>>>> Discover which products truly live up to the hype. Start reading >>>>>> now. >>>>>> http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click >>>>>> _______________________________________________ >>>>>> Quickfix-developers mailing list >>>>>> Qui...@li... >>>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>>>> >>>>> >>>>> >>>> >>>> >>>> ------------------------------------------------------- >>>> SF email is sponsored by - The IT Product Guide >>>> Read honest & candid reviews on hundreds of IT Products from real >>>> users. >>>> Discover which products truly live up to the hype. Start reading >>>> now. >>>> http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click >>>> _______________________________________________ >>>> Quickfix-developers mailing list >>>> Qui...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>>> >>> >>> >> > > > ------------------------------------------------------- > SF email is sponsored by - The IT Product Guide > Read honest & candid reviews on hundreds of IT Products from real > users. > Discover which products truly live up to the hype. Start reading now. > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Stephen C. <ste...@gm...> - 2005-04-11 03:55:33
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Some more info on this one.. I stopped it in the debugger and examined the Message structure.. m_fields.size is 279 and m_groups.size is 0. Any idea why this woudl be the case? --Stephen On Apr 10, 2005 8:40 PM, Stephen Crowley <ste...@gm...> wrote: > Interesting.. I extract the msg from my app and added it to the > ParserTestCase class and it worked just fine. Is there any way the > java wrapper could be doing something strange? Here is the string. > > m_fixMsg4 = "8=FIX.4.4\0019=357\00135=W\00134=2\00149=ELAB\00152=20050411-01:30:36.147\00156=CLIENT1\00155=QQQQ\001262=1\001268=12\001269=1\001270=41.48\001271=500\001269=1\001270=41.2\001271=300\001269=1\001270=39.13\001271=200\001269=1\001270=38.37\001271=200\001269=1\001270=38.21\001271=100\001269=0\001270=36.3\001271=100\001269=0\001270=36.11\001271=50\001269=0\001270=36.07\001271=24\001269=0\001270=36.05\001271=300\001269=0\001270=36.02\001271=200\001269=0\001270=35.8\001271=50\001269=0\001270=35.77\001271=200\00110=238\001"; > > --Stephen > > On Apr 10, 2005 1:39 AM, Oren Miller <or...@qu...> wrote: > > I can't duplicate this one. I plugged this into the unit test and the > > message passed validation. Any other information? > > > > --oren > > > > ----- Original Message ----- > > From: "Stephen Crowley" <ste...@gm...> > > To: "Oren Miller" <or...@qu...> > > Cc: <qui...@li...> > > Sent: Sunday, April 10, 2005 12:08 AM > > Subject: [Quickfix-developers] Message Rejected: Tag appears more than > > once:269 > > > > > 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, it seems to work now. I'm having another, probably related problem > > > now. > > > > > > Getting Message 2 Rejected: Tag appears more than once:269 from the > > > following message. > > > > > > Code follows > > > > > > <header> > > > <field number="8"><![CDATA[FIX.4.4]]></field> > > > <field number="35"><![CDATA[W]]></field> > > > </header> > > > <body> > > > <field number="55"><![CDATA[QQQQ]]></field> > > > <field number="262"><![CDATA[1]]></field> > > > <field number="268"><![CDATA[2]]></field> > > > <group> > > > <field number="269"><![CDATA[1]]></field> > > > <field number="270"><![CDATA[41.48]]></field> > > > <field number="271"><![CDATA[500]]></field> > > > </group> > > > <group> > > > <field number="269"><![CDATA[1]]></field> > > > <field number="270"><![CDATA[41.2]]></field> > > > <field number="271"><![CDATA[300]]></field> > > > </group> > > > </body> > > > <trailer> > > > </trailer> > > > </message> > > > > > > MarketDataSnapshotFullRefresh md = new MarketDataSnapshotFullRefresh(); > > > md.set( reqID ); > > > md.set( symbol ); > > > > > > MarketDataSnapshotFullRefresh.NoMDEntries entry = new > > > MarketDataSnapshotFullRefresh.NoMDEntries(); > > > > > > synchronized ( book ) > > > { > > > entry.set( new MDEntryType( MDEntryType.OFFER ) ); > > > > > > for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() ) > > > { > > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > > entry.set( new MDEntrySize( pos.getValue() ) ); > > > md.addGroup( entry ); > > > } > > > > > > entry.set( new MDEntryType( MDEntryType.BID ) ); > > > > > > for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() ) > > > { > > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > > entry.set( new MDEntrySize( pos.getValue() ) ); > > > md.addGroup( entry ); > > > } > > > } > > > > > > Thanks, > > > Stephen > > > > > > On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote: > > >> Yeah, we applied a patch for validating required fields in repeating > > >> groups > > >> and only had a cursory unit test to validate the functionality. More > > >> extensive testing shows some holes in the implementation. I've added a > > >> more > > >> thorough test based on your message and checked in a fix. It should > > >> propogate to the public reposity in a few hours. > > >> > > >> --oren > > >> > > >> ----- Original Message ----- > > >> From: "Stephen Crowley" <ste...@gm...> > > >> To: <qui...@li...> > > >> Sent: Saturday, April 09, 2005 6:52 PM > > >> Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected: > > >> Required tag missing:269 > > >> > > >> > 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'm using the latest cvs version as of this message. For some reason > > >> > the server is bouncin my MarketDataRequest back with Rejected: > > >> > Required tag missing:269. > > >> > > > >> > Here is the msg I'm sending. > > >> > > > >> > Any thoughts? Code is at the bottom. > > >> > > > >> > <message> > > >> > <header> > > >> > <field number="8"><![CDATA[FIX.4.4]]></field> > > >> > <field number="35"><![CDATA[V]]></field> > > >> > </header> > > >> > <body> > > >> > <field number="146"><![CDATA[1]]></field> > > >> > <field number="262"><![CDATA[3]]></field> > > >> > <field number="263"><![CDATA[1]]></field> > > >> > <field number="264"><![CDATA[9999]]></field> > > >> > <field number="265"><![CDATA[1]]></field> > > >> > <field number="266"><![CDATA[Y]]></field> > > >> > <field number="267"><![CDATA[3]]></field> > > >> > <field number="547"><![CDATA[Y]]></field> > > >> > <group> > > >> > <field number="55"><![CDATA[QQQQ]]></field> > > >> > </group> > > >> > <group> > > >> > <field number="269"><![CDATA[0]]></field> > > >> > </group> > > >> > <group> > > >> > <field number="269"><![CDATA[1]]></field> > > >> > </group> > > >> > <group> > > >> > <field number="269"><![CDATA[2]]></field> > > >> > </group> > > >> > </body> > > >> > <trailer> > > >> > </trailer> > > >> > </message> > > >> > > > >> > > > >> > > > >> > MarketDataRequest mdr = new MarketDataRequest( reqId, > > >> > new > > >> > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES > > >> > ), > > >> > new MarketDepth( > > >> > 9999 ) ); > > >> > > > >> > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) ); > > >> > mdr.set( new AggregatedBook( true ) ); > > >> > mdr.set( new MDImplicitDelete( true ) ); > > >> > > > >> > MarketDataRequest.NoRelatedSym rs = new > > >> > MarketDataRequest.NoRelatedSym(); > > >> > > > >> > rs.set( new Symbol( "QQQQ" ) ); > > >> > mdr.addGroup( rs ); > > >> > > > >> > // rs.set( new Symbol( "MSFT" ) ); > > >> > // mdr.addGroup( rs ); > > >> > > > >> > MarketDataRequest.NoMDEntryTypes et = new > > >> > MarketDataRequest.NoMDEntryTypes(); > > >> > > > >> > et.set( new MDEntryType( MDEntryType.BID ) ); > > >> > mdr.addGroup( et ); > > >> > > > >> > et.set( new MDEntryType( MDEntryType.OFFER ) ); > > >> > mdr.addGroup( et ); > > >> > > > >> > et.set( new MDEntryType( MDEntryType.TRADE ) ); > > >> > mdr.addGroup( et ); > > >> > > > >> > Thanks in advance, > > >> > Stephen > > >> > > > >> > > > >> > ------------------------------------------------------- > > >> > SF email is sponsored by - The IT Product Guide > > >> > Read honest & candid reviews on hundreds of IT Products from real > > >> > users. > > >> > Discover which products truly live up to the hype. Start reading now. > > >> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > > >> > _______________________________________________ > > >> > Quickfix-developers mailing list > > >> > Qui...@li... > > >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >> > > > >> > > >> > > > > > > > > > ------------------------------------------------------- > > > SF email is sponsored by - The IT Product Guide > > > Read honest & candid reviews on hundreds of IT Products from real users. > > > Discover which products truly live up to the hype. Start reading now. > > > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > > > _______________________________________________ > > > Quickfix-developers mailing list > > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > > > |
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From: Stephen C. <ste...@gm...> - 2005-04-11 01:40:23
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Interesting.. I extract the msg from my app and added it to the ParserTestCase class and it worked just fine. Is there any way the java wrapper could be doing something strange? Here is the string. m_fixMsg4 = "8=FIX.4.4\0019=357\00135=W\00134=2\00149=ELAB\00152=20050411-01:30:36.147\00156=CLIENT1\00155=QQQQ\001262=1\001268=12\001269=1\001270=41.48\001271=500\001269=1\001270=41.2\001271=300\001269=1\001270=39.13\001271=200\001269=1\001270=38.37\001271=200\001269=1\001270=38.21\001271=100\001269=0\001270=36.3\001271=100\001269=0\001270=36.11\001271=50\001269=0\001270=36.07\001271=24\001269=0\001270=36.05\001271=300\001269=0\001270=36.02\001271=200\001269=0\001270=35.8\001271=50\001269=0\001270=35.77\001271=200\00110=238\001"; --Stephen On Apr 10, 2005 1:39 AM, Oren Miller <or...@qu...> wrote: > I can't duplicate this one. I plugged this into the unit test and the > message passed validation. Any other information? > > --oren > > ----- Original Message ----- > From: "Stephen Crowley" <ste...@gm...> > To: "Oren Miller" <or...@qu...> > Cc: <qui...@li...> > Sent: Sunday, April 10, 2005 12:08 AM > Subject: [Quickfix-developers] Message Rejected: Tag appears more than > once:269 > > > 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, it seems to work now. I'm having another, probably related problem > > now. > > > > Getting Message 2 Rejected: Tag appears more than once:269 from the > > following message. > > > > Code follows > > > > <header> > > <field number="8"><![CDATA[FIX.4.4]]></field> > > <field number="35"><![CDATA[W]]></field> > > </header> > > <body> > > <field number="55"><![CDATA[QQQQ]]></field> > > <field number="262"><![CDATA[1]]></field> > > <field number="268"><![CDATA[2]]></field> > > <group> > > <field number="269"><![CDATA[1]]></field> > > <field number="270"><![CDATA[41.48]]></field> > > <field number="271"><![CDATA[500]]></field> > > </group> > > <group> > > <field number="269"><![CDATA[1]]></field> > > <field number="270"><![CDATA[41.2]]></field> > > <field number="271"><![CDATA[300]]></field> > > </group> > > </body> > > <trailer> > > </trailer> > > </message> > > > > MarketDataSnapshotFullRefresh md = new MarketDataSnapshotFullRefresh(); > > md.set( reqID ); > > md.set( symbol ); > > > > MarketDataSnapshotFullRefresh.NoMDEntries entry = new > > MarketDataSnapshotFullRefresh.NoMDEntries(); > > > > synchronized ( book ) > > { > > entry.set( new MDEntryType( MDEntryType.OFFER ) ); > > > > for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() ) > > { > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > entry.set( new MDEntrySize( pos.getValue() ) ); > > md.addGroup( entry ); > > } > > > > entry.set( new MDEntryType( MDEntryType.BID ) ); > > > > for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() ) > > { > > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > > entry.set( new MDEntrySize( pos.getValue() ) ); > > md.addGroup( entry ); > > } > > } > > > > Thanks, > > Stephen > > > > On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote: > >> Yeah, we applied a patch for validating required fields in repeating > >> groups > >> and only had a cursory unit test to validate the functionality. More > >> extensive testing shows some holes in the implementation. I've added a > >> more > >> thorough test based on your message and checked in a fix. It should > >> propogate to the public reposity in a few hours. > >> > >> --oren > >> > >> ----- Original Message ----- > >> From: "Stephen Crowley" <ste...@gm...> > >> To: <qui...@li...> > >> Sent: Saturday, April 09, 2005 6:52 PM > >> Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected: > >> Required tag missing:269 > >> > >> > 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'm using the latest cvs version as of this message. For some reason > >> > the server is bouncin my MarketDataRequest back with Rejected: > >> > Required tag missing:269. > >> > > >> > Here is the msg I'm sending. > >> > > >> > Any thoughts? Code is at the bottom. > >> > > >> > <message> > >> > <header> > >> > <field number="8"><![CDATA[FIX.4.4]]></field> > >> > <field number="35"><![CDATA[V]]></field> > >> > </header> > >> > <body> > >> > <field number="146"><![CDATA[1]]></field> > >> > <field number="262"><![CDATA[3]]></field> > >> > <field number="263"><![CDATA[1]]></field> > >> > <field number="264"><![CDATA[9999]]></field> > >> > <field number="265"><![CDATA[1]]></field> > >> > <field number="266"><![CDATA[Y]]></field> > >> > <field number="267"><![CDATA[3]]></field> > >> > <field number="547"><![CDATA[Y]]></field> > >> > <group> > >> > <field number="55"><![CDATA[QQQQ]]></field> > >> > </group> > >> > <group> > >> > <field number="269"><![CDATA[0]]></field> > >> > </group> > >> > <group> > >> > <field number="269"><![CDATA[1]]></field> > >> > </group> > >> > <group> > >> > <field number="269"><![CDATA[2]]></field> > >> > </group> > >> > </body> > >> > <trailer> > >> > </trailer> > >> > </message> > >> > > >> > > >> > > >> > MarketDataRequest mdr = new MarketDataRequest( reqId, > >> > new > >> > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES > >> > ), > >> > new MarketDepth( > >> > 9999 ) ); > >> > > >> > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) ); > >> > mdr.set( new AggregatedBook( true ) ); > >> > mdr.set( new MDImplicitDelete( true ) ); > >> > > >> > MarketDataRequest.NoRelatedSym rs = new > >> > MarketDataRequest.NoRelatedSym(); > >> > > >> > rs.set( new Symbol( "QQQQ" ) ); > >> > mdr.addGroup( rs ); > >> > > >> > // rs.set( new Symbol( "MSFT" ) ); > >> > // mdr.addGroup( rs ); > >> > > >> > MarketDataRequest.NoMDEntryTypes et = new > >> > MarketDataRequest.NoMDEntryTypes(); > >> > > >> > et.set( new MDEntryType( MDEntryType.BID ) ); > >> > mdr.addGroup( et ); > >> > > >> > et.set( new MDEntryType( MDEntryType.OFFER ) ); > >> > mdr.addGroup( et ); > >> > > >> > et.set( new MDEntryType( MDEntryType.TRADE ) ); > >> > mdr.addGroup( et ); > >> > > >> > Thanks in advance, > >> > Stephen > >> > > >> > > >> > ------------------------------------------------------- > >> > SF email is sponsored by - The IT Product Guide > >> > Read honest & candid reviews on hundreds of IT Products from real > >> > users. > >> > Discover which products truly live up to the hype. Start reading now. > >> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > >> > _______________________________________________ > >> > Quickfix-developers mailing list > >> > Qui...@li... > >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > >> > > >> > >> > > > > > > ------------------------------------------------------- > > SF email is sponsored by - The IT Product Guide > > Read honest & candid reviews on hundreds of IT Products from real users. > > Discover which products truly live up to the hype. Start reading now. > > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > |
|
From: mike <mi...@an...> - 2005-04-11 01:12:23
|
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 hi sol, sorry for not replying sooner. i've been away for a few weeks. i haven't kept up with the latest quickfix developments (we used version 1.5 for some proof of concept type work a couple of years ago) i've attached the mbean class i used successfully to load the quickfix jni. HTH Cheers Mike Sol wrote: | Hi Mike, I looked up your info from the quickfix-developers list. You | mentioned that you were able to successfully run quickfix as an MBean on | JBoss. | | I have a similar situation where my MBean does the following: | 1. Loads the quickfix_jni library. | 2. Creates a separate FixEngine (which implements Application). | 3. Creates a new ThreadedSocketInitiator. | 4. Starts the socket initiator. | | When running JBoss, the console shows "Connection succeeded", | immediately followed by: | | "This application has requested the Runtime to terminate it in an | unusual way. | Please contact the application's support team for more information." | | Is this the way you had configured your MBean? I would deeply appreciate | any help on this issue. Thanks. | | -sol -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.2.3-nr1 (Windows XP) Comment: Using GnuPG with Thunderbird - http://enigmail.mozdev.org iD8DBQFCWc5n1Go8kWxl8sERApWaAJ49FAdH4IiBRXnb5HjTNJLutbvJSwCfUXCW ApjHKm2oLHnerm6ElbK16kE= =t+4v -----END PGP SIGNATURE----- |
|
From: Oren M. <or...@qu...> - 2005-04-10 06:39:45
|
I can't duplicate this one. I plugged this into the unit test and the message passed validation. Any other information? --oren ----- Original Message ----- From: "Stephen Crowley" <ste...@gm...> To: "Oren Miller" <or...@qu...> Cc: <qui...@li...> Sent: Sunday, April 10, 2005 12:08 AM Subject: [Quickfix-developers] Message Rejected: Tag appears more than once:269 > 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, it seems to work now. I'm having another, probably related problem > now. > > Getting Message 2 Rejected: Tag appears more than once:269 from the > following message. > > Code follows > > <header> > <field number="8"><![CDATA[FIX.4.4]]></field> > <field number="35"><![CDATA[W]]></field> > </header> > <body> > <field number="55"><![CDATA[QQQQ]]></field> > <field number="262"><![CDATA[1]]></field> > <field number="268"><![CDATA[2]]></field> > <group> > <field number="269"><![CDATA[1]]></field> > <field number="270"><![CDATA[41.48]]></field> > <field number="271"><![CDATA[500]]></field> > </group> > <group> > <field number="269"><![CDATA[1]]></field> > <field number="270"><![CDATA[41.2]]></field> > <field number="271"><![CDATA[300]]></field> > </group> > </body> > <trailer> > </trailer> > </message> > > MarketDataSnapshotFullRefresh md = new MarketDataSnapshotFullRefresh(); > md.set( reqID ); > md.set( symbol ); > > MarketDataSnapshotFullRefresh.NoMDEntries entry = new > MarketDataSnapshotFullRefresh.NoMDEntries(); > > synchronized ( book ) > { > entry.set( new MDEntryType( MDEntryType.OFFER ) ); > > for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() ) > { > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > entry.set( new MDEntrySize( pos.getValue() ) ); > md.addGroup( entry ); > } > > entry.set( new MDEntryType( MDEntryType.BID ) ); > > for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() ) > { > entry.set( new MDEntryPx( pos.getKey().doubleValue() ) ); > entry.set( new MDEntrySize( pos.getValue() ) ); > md.addGroup( entry ); > } > } > > Thanks, > Stephen > > On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote: >> Yeah, we applied a patch for validating required fields in repeating >> groups >> and only had a cursory unit test to validate the functionality. More >> extensive testing shows some holes in the implementation. I've added a >> more >> thorough test based on your message and checked in a fix. It should >> propogate to the public reposity in a few hours. >> >> --oren >> >> ----- Original Message ----- >> From: "Stephen Crowley" <ste...@gm...> >> To: <qui...@li...> >> Sent: Saturday, April 09, 2005 6:52 PM >> Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected: >> Required tag missing:269 >> >> > 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'm using the latest cvs version as of this message. For some reason >> > the server is bouncin my MarketDataRequest back with Rejected: >> > Required tag missing:269. >> > >> > Here is the msg I'm sending. >> > >> > Any thoughts? Code is at the bottom. >> > >> > <message> >> > <header> >> > <field number="8"><![CDATA[FIX.4.4]]></field> >> > <field number="35"><![CDATA[V]]></field> >> > </header> >> > <body> >> > <field number="146"><![CDATA[1]]></field> >> > <field number="262"><![CDATA[3]]></field> >> > <field number="263"><![CDATA[1]]></field> >> > <field number="264"><![CDATA[9999]]></field> >> > <field number="265"><![CDATA[1]]></field> >> > <field number="266"><![CDATA[Y]]></field> >> > <field number="267"><![CDATA[3]]></field> >> > <field number="547"><![CDATA[Y]]></field> >> > <group> >> > <field number="55"><![CDATA[QQQQ]]></field> >> > </group> >> > <group> >> > <field number="269"><![CDATA[0]]></field> >> > </group> >> > <group> >> > <field number="269"><![CDATA[1]]></field> >> > </group> >> > <group> >> > <field number="269"><![CDATA[2]]></field> >> > </group> >> > </body> >> > <trailer> >> > </trailer> >> > </message> >> > >> > >> > >> > MarketDataRequest mdr = new MarketDataRequest( reqId, >> > new >> > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES >> > ), >> > new MarketDepth( >> > 9999 ) ); >> > >> > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) ); >> > mdr.set( new AggregatedBook( true ) ); >> > mdr.set( new MDImplicitDelete( true ) ); >> > >> > MarketDataRequest.NoRelatedSym rs = new >> > MarketDataRequest.NoRelatedSym(); >> > >> > rs.set( new Symbol( "QQQQ" ) ); >> > mdr.addGroup( rs ); >> > >> > // rs.set( new Symbol( "MSFT" ) ); >> > // mdr.addGroup( rs ); >> > >> > MarketDataRequest.NoMDEntryTypes et = new >> > MarketDataRequest.NoMDEntryTypes(); >> > >> > et.set( new MDEntryType( MDEntryType.BID ) ); >> > mdr.addGroup( et ); >> > >> > et.set( new MDEntryType( MDEntryType.OFFER ) ); >> > mdr.addGroup( et ); >> > >> > et.set( new MDEntryType( MDEntryType.TRADE ) ); >> > mdr.addGroup( et ); >> > >> > Thanks in advance, >> > Stephen >> > >> > >> > ------------------------------------------------------- >> > SF email is sponsored by - The IT Product Guide >> > Read honest & candid reviews on hundreds of IT Products from real >> > users. >> > Discover which products truly live up to the hype. Start reading now. >> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click >> > _______________________________________________ >> > Quickfix-developers mailing list >> > Qui...@li... >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > >> >> > > > ------------------------------------------------------- > SF email is sponsored by - The IT Product Guide > Read honest & candid reviews on hundreds of IT Products from real users. > Discover which products truly live up to the hype. Start reading now. > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Stephen C. <ste...@gm...> - 2005-04-10 05:08:40
|
Thanks, it seems to work now. I'm having another, probably related problem now.
Getting Message 2 Rejected: Tag appears more than once:269 from the
following message.
Code follows
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="35"><![CDATA[W]]></field>
</header>
<body>
<field number="55"><![CDATA[QQQQ]]></field>
<field number="262"><![CDATA[1]]></field>
<field number="268"><![CDATA[2]]></field>
<group>
<field number="269"><![CDATA[1]]></field>
<field number="270"><![CDATA[41.48]]></field>
<field number="271"><![CDATA[500]]></field>
</group>
<group>
<field number="269"><![CDATA[1]]></field>
<field number="270"><![CDATA[41.2]]></field>
<field number="271"><![CDATA[300]]></field>
</group>
</body>
<trailer>
</trailer>
</message>
MarketDataSnapshotFullRefresh md = new MarketDataSnapshotFullRefresh();
md.set( reqID );
md.set( symbol );
MarketDataSnapshotFullRefresh.NoMDEntries entry = new
MarketDataSnapshotFullRefresh.NoMDEntries();
synchronized ( book )
{
entry.set( new MDEntryType( MDEntryType.OFFER ) );
for ( Map.Entry<BigDecimal, Long> pos : book.asks.entrySet() )
{
entry.set( new MDEntryPx( pos.getKey().doubleValue() ) );
entry.set( new MDEntrySize( pos.getValue() ) );
md.addGroup( entry );
}
entry.set( new MDEntryType( MDEntryType.BID ) );
for ( Map.Entry<BigDecimal, Long> pos : book.bids.entrySet() )
{
entry.set( new MDEntryPx( pos.getKey().doubleValue() ) );
entry.set( new MDEntrySize( pos.getValue() ) );
md.addGroup( entry );
}
}
Thanks,
Stephen
On Apr 9, 2005 9:26 PM, Oren Miller <or...@qu...> wrote:
> Yeah, we applied a patch for validating required fields in repeating groups
> and only had a cursory unit test to validate the functionality. More
> extensive testing shows some holes in the implementation. I've added a more
> thorough test based on your message and checked in a fix. It should
> propogate to the public reposity in a few hours.
>
> --oren
>
> ----- Original Message -----
> From: "Stephen Crowley" <ste...@gm...>
> To: <qui...@li...>
> Sent: Saturday, April 09, 2005 6:52 PM
> Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected:
> Required tag missing:269
>
> > 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'm using the latest cvs version as of this message. For some reason
> > the server is bouncin my MarketDataRequest back with Rejected:
> > Required tag missing:269.
> >
> > Here is the msg I'm sending.
> >
> > Any thoughts? Code is at the bottom.
> >
> > <message>
> > <header>
> > <field number="8"><![CDATA[FIX.4.4]]></field>
> > <field number="35"><![CDATA[V]]></field>
> > </header>
> > <body>
> > <field number="146"><![CDATA[1]]></field>
> > <field number="262"><![CDATA[3]]></field>
> > <field number="263"><![CDATA[1]]></field>
> > <field number="264"><![CDATA[9999]]></field>
> > <field number="265"><![CDATA[1]]></field>
> > <field number="266"><![CDATA[Y]]></field>
> > <field number="267"><![CDATA[3]]></field>
> > <field number="547"><![CDATA[Y]]></field>
> > <group>
> > <field number="55"><![CDATA[QQQQ]]></field>
> > </group>
> > <group>
> > <field number="269"><![CDATA[0]]></field>
> > </group>
> > <group>
> > <field number="269"><![CDATA[1]]></field>
> > </group>
> > <group>
> > <field number="269"><![CDATA[2]]></field>
> > </group>
> > </body>
> > <trailer>
> > </trailer>
> > </message>
> >
> >
> >
> > MarketDataRequest mdr = new MarketDataRequest( reqId,
> > new
> > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES
> > ),
> > new MarketDepth(
> > 9999 ) );
> >
> > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) );
> > mdr.set( new AggregatedBook( true ) );
> > mdr.set( new MDImplicitDelete( true ) );
> >
> > MarketDataRequest.NoRelatedSym rs = new
> > MarketDataRequest.NoRelatedSym();
> >
> > rs.set( new Symbol( "QQQQ" ) );
> > mdr.addGroup( rs );
> >
> > // rs.set( new Symbol( "MSFT" ) );
> > // mdr.addGroup( rs );
> >
> > MarketDataRequest.NoMDEntryTypes et = new
> > MarketDataRequest.NoMDEntryTypes();
> >
> > et.set( new MDEntryType( MDEntryType.BID ) );
> > mdr.addGroup( et );
> >
> > et.set( new MDEntryType( MDEntryType.OFFER ) );
> > mdr.addGroup( et );
> >
> > et.set( new MDEntryType( MDEntryType.TRADE ) );
> > mdr.addGroup( et );
> >
> > Thanks in advance,
> > Stephen
> >
> >
> > -------------------------------------------------------
> > SF email is sponsored by - The IT Product Guide
> > Read honest & candid reviews on hundreds of IT Products from real users.
> > Discover which products truly live up to the hype. Start reading now.
> > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
>
|
|
From: Oren M. <or...@qu...> - 2005-04-10 02:26:19
|
Yeah, we applied a patch for validating required fields in repeating groups and only had a cursory unit test to validate the functionality. More extensive testing shows some holes in the implementation. I've added a more thorough test based on your message and checked in a fix. It should propogate to the public reposity in a few hours. --oren ----- Original Message ----- From: "Stephen Crowley" <ste...@gm...> To: <qui...@li...> Sent: Saturday, April 09, 2005 6:52 PM Subject: [Quickfix-developers] MarketDataRequest, Message 2 Rejected: Required tag missing:269 > 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'm using the latest cvs version as of this message. For some reason > the server is bouncin my MarketDataRequest back with Rejected: > Required tag missing:269. > > Here is the msg I'm sending. > > Any thoughts? Code is at the bottom. > > <message> > <header> > <field number="8"><![CDATA[FIX.4.4]]></field> > <field number="35"><![CDATA[V]]></field> > </header> > <body> > <field number="146"><![CDATA[1]]></field> > <field number="262"><![CDATA[3]]></field> > <field number="263"><![CDATA[1]]></field> > <field number="264"><![CDATA[9999]]></field> > <field number="265"><![CDATA[1]]></field> > <field number="266"><![CDATA[Y]]></field> > <field number="267"><![CDATA[3]]></field> > <field number="547"><![CDATA[Y]]></field> > <group> > <field number="55"><![CDATA[QQQQ]]></field> > </group> > <group> > <field number="269"><![CDATA[0]]></field> > </group> > <group> > <field number="269"><![CDATA[1]]></field> > </group> > <group> > <field number="269"><![CDATA[2]]></field> > </group> > </body> > <trailer> > </trailer> > </message> > > > > MarketDataRequest mdr = new MarketDataRequest( reqId, > new > SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES > ), > new MarketDepth( > 9999 ) ); > > mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) ); > mdr.set( new AggregatedBook( true ) ); > mdr.set( new MDImplicitDelete( true ) ); > > MarketDataRequest.NoRelatedSym rs = new > MarketDataRequest.NoRelatedSym(); > > rs.set( new Symbol( "QQQQ" ) ); > mdr.addGroup( rs ); > > // rs.set( new Symbol( "MSFT" ) ); > // mdr.addGroup( rs ); > > MarketDataRequest.NoMDEntryTypes et = new > MarketDataRequest.NoMDEntryTypes(); > > et.set( new MDEntryType( MDEntryType.BID ) ); > mdr.addGroup( et ); > > et.set( new MDEntryType( MDEntryType.OFFER ) ); > mdr.addGroup( et ); > > et.set( new MDEntryType( MDEntryType.TRADE ) ); > mdr.addGroup( et ); > > Thanks in advance, > Stephen > > > ------------------------------------------------------- > SF email is sponsored by - The IT Product Guide > Read honest & candid reviews on hundreds of IT Products from real users. > Discover which products truly live up to the hype. Start reading now. > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Stephen C. <ste...@gm...> - 2005-04-09 23:52:53
|
I'm using the latest cvs version as of this message. For some reason
the server is bouncin my MarketDataRequest back with Rejected:
Required tag missing:269.
Here is the msg I'm sending.
Any thoughts? Code is at the bottom.
<message>
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="35"><![CDATA[V]]></field>
</header>
<body>
<field number="146"><![CDATA[1]]></field>
<field number="262"><![CDATA[3]]></field>
<field number="263"><![CDATA[1]]></field>
<field number="264"><![CDATA[9999]]></field>
<field number="265"><![CDATA[1]]></field>
<field number="266"><![CDATA[Y]]></field>
<field number="267"><![CDATA[3]]></field>
<field number="547"><![CDATA[Y]]></field>
<group>
<field number="55"><![CDATA[QQQQ]]></field>
</group>
<group>
<field number="269"><![CDATA[0]]></field>
</group>
<group>
<field number="269"><![CDATA[1]]></field>
</group>
<group>
<field number="269"><![CDATA[2]]></field>
</group>
</body>
<trailer>
</trailer>
</message>
MarketDataRequest mdr = new MarketDataRequest( reqId,
new
SubscriptionRequestType( SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES
),
new MarketDepth( 9999 ) );
mdr.set( new MDUpdateType( MDUpdateType.INCREMENTAL_REFRESH ) );
mdr.set( new AggregatedBook( true ) );
mdr.set( new MDImplicitDelete( true ) );
MarketDataRequest.NoRelatedSym rs = new MarketDataRequest.NoRelatedSym();
rs.set( new Symbol( "QQQQ" ) );
mdr.addGroup( rs );
// rs.set( new Symbol( "MSFT" ) );
// mdr.addGroup( rs );
MarketDataRequest.NoMDEntryTypes et = new
MarketDataRequest.NoMDEntryTypes();
et.set( new MDEntryType( MDEntryType.BID ) );
mdr.addGroup( et );
et.set( new MDEntryType( MDEntryType.OFFER ) );
mdr.addGroup( et );
et.set( new MDEntryType( MDEntryType.TRADE ) );
mdr.addGroup( et );
Thanks in advance,
Stephen
|
|
From: Joerg T. <Joe...@ma...> - 2005-04-08 14:19:21
|
Hi Paul,
> When (if ever !) and How (if at all) are the persisted message (retransmission) stores
> "cleared down" under QuickFix.
The store has to be kept for the full live time of a session to satisfy any ResendRequests
issued by the other side.
A FIX session starts with sequence number 1 (both outgoing and expected incoming) and ends
with the start of the next session, ie a reset of the sequence numbers.
For day-long sessions, this is done at the end of the day: The engine is stopped, the file
store thrown away and the engine restarted. For 24x7 you have to reset sequence numbers
programmatically: Session::reset() disconnects the current session and resets the message
store to start from 1. Of course, this does not tell the other side that it should also reset.
> What is the generally accepted method to prevent ever-increasing persisted message
> store resource usage.
Basically, I guess you have to provide enough space to record the data of a trading day.
In case of market data, this may be a huge amount. You may agreed with your customers
shorter sessions and reset them a specific times.
Please also note the QF configuration option "Reset sequence numbers on logout." But then
every disconnect (e.g. due to network problems) will end the session and all history is
lost. In case of market data, this may be ok. But in case of order information, this may
cause some trouble to your customers.
Hope that helps.
Cheers, Jörg
--
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
|
|
From: Caleb E. <cal...@gm...> - 2005-04-08 13:49:23
|
On Apr 8, 2005 6:20 AM, Madden Paul <Pau...@sw...> wrote:
> When (if ever !) and How (if at all) are the persisted message (retransmission) stores "cleared down" under QuickFix.
>
> What is the generally accepted method to prevent ever-increasing persisted message store resource usage.
When your Sessions reset, the backing stores should be cleaned out
(e.g. MySQLStore will delete messages from the messages table,
FileStore will reset the *.headers, *.body, *.seqnums, and *.session
files).
If you mean the log files (e.g. *.incoming, *.outgoing, *.event), I
don't believe there is any automated mechanism for cleaning these up
and they are always opened in append mode.
In our production environment we just run a script that archives these
files each day before we bring up our engines in the morning (we don't
leave them running 24x7). For engines that run 24x7, there would need
to be some sort of log reset mechanism to cause these files to be
closed, possibly renamed, and re-opened.
I submitted this patch (see attached) against QuickFIX 1.9.2 last fall
that adds the ability to configure the base portion of the QuickFIX
FileStore and FileLog filenames (e.g. the FIX4.2-SENDER-TARGET part)
so that one can e.g. include a date stamp. This FilenamePrototype can
be specified in the config file. The Tokens "{BeginString}",
"{SenderCompID}", "{TargetCompID}", and "{SessionQualifier}" are
replaced with the appropriate values from the Session ID, and the
entire string is run through the strftime function so you can use
those %-escapes as well. Any other characters are just used in the
filename un-molested.
We use a custom FileLogFactory and FileStoreFactory in our production
systems (instead of patching QuickFIX) and they use a
FilenamePrototype of
"{SenderCompID}-{TargetCompID}{-SessionQualifier}.%Y%m%d".
Hope this helps,
--
Caleb Epstein
caleb dot epstein at gmail dot com
|
|
From: Madden P. <Pau...@sw...> - 2005-04-08 10:21:00
|
When (if ever !) and How (if at all) are the persisted message = (retransmission) stores "cleared down" under QuickFix. What is the generally accepted method to prevent ever-increasing = persisted message store resource usage. Many thanks. Paul. =20 =20 This message is for the named person's use only. It may contain = confidential, proprietary or legally privileged information. No = confidentiality or privilege is waived or lost by any mistransmission. = If you receive this message in error, please notify the sender urgently = and then immediately delete the message and any copies of it from your = system. Please also immediately destroy any hardcopies of the message. = You must not, directly or indirectly, use, disclose, distribute, print, = or copy any part of this message if you are not the intended recipient. = The sender's company reserves the right to monitor all e-mail = communications through their networks. Any views expressed in this = message are those of the individual sender, except where the message = states otherwise and the sender is authorised to state them to be the = views of the sender's company. |
|
From: Boby P. <bp...@gl...> - 2005-04-06 17:48:18
|
In my application, once in a while I am getting IncorrectDataFormat exception with field value 99. 99 is stop price and I am not seeing any anomalies in the stop price in log files. Anybody have any idea why it could be? My quickfix version is 1.9.4. Any helps are greatly appreciated. Thanks Boby |
|
From: Oren M. <or...@qu...> - 2005-04-05 23:31:19
|
How about just overriding onError in your logger and trapping the error =20= there? --oren On Apr 5, 2005, at 8:53 AM, Edde wrote: > QuickFIX Documentation: =20 > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: =20 > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi Guys, > > I'm using the Java version of QuickFIX (1.9.4) and I have a question > about the logon process that is handled automatically by QuickFIX. > When you try to logon and your logon message is using a sequence > number that is too low you can't logon to your counterparty since this > is considered a serious error. If I check the message log I can see > that QuickFIX correctly recieves this message from the counterparty > and then terminates the connection: > > <20050405-13:43:10, FIX.4.2:EDDE->FIP, incoming> > =20 > (8=3DFIX.4.2=019=3D73=0135=3D5=0134=3D170=0149=3DFIP=0152=3D20050405-13:= 43:=20 > 10.266=0156=3DEDDE=0158=3DInvalid > MsgSeqNum=0110=3D061=01) > > > My question is if it's possible to configure QuickFIX so that this > message is also passed to the fromApp (or fromAdmin) methods in my > application so that I can display the proper error message to initiate > manual intervention? > > Cheers, > /Eddie > > > ------------------------------------------------------- > SF email is sponsored by - The IT Product Guide > Read honest & candid reviews on hundreds of IT Products from real =20 > users. > Discover which products truly live up to the hype. Start reading now. > http://ads.osdn.com/?ad_ide95&alloc_id=14396&op=3Dclick > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Edde <edd...@gm...> - 2005-04-05 13:53:41
|
Hi Guys, I'm using the Java version of QuickFIX (1.9.4) and I have a question about the logon process that is handled automatically by QuickFIX. When you try to logon and your logon message is using a sequence number that is too low you can't logon to your counterparty since this is considered a serious error. If I check the message log I can see that QuickFIX correctly recieves this message from the counterparty and then terminates the connection: <20050405-13:43:10, FIX.4.2:EDDE->FIP, incoming> (8=3DFIX.4.2=019=3D73=0135=3D5=0134=3D170=0149=3DFIP=0152=3D20050405-13:4= 3:10.266=0156=3DEDDE=0158=3DInvalid MsgSeqNum=0110=3D061=01) My question is if it's possible to configure QuickFIX so that this message is also passed to the fromApp (or fromAdmin) methods in my application so that I can display the proper error message to initiate manual intervention? Cheers, /Eddie |
|
From: Dale W. <wil...@oc...> - 2005-04-01 21:44:29
|
Oren Miller wrote: > Those names are taken directly from the spec, and yes the names > sometimes change from version to version. If you look at the > specification documents, you should see the same inconsistencies. I was wondering if that was the case, but when I looked at the PDF version of the standards I couldn't find any place where the actual names associated with MsgTypes were defined, so I thought the names might have been pulled "by hand" from the descriptive text which is less likely to be consistent than the information in the tables. > There are similar issues with fields that change names or types from > version to version. What sort of problems is it causing for you? When I compile my code generated from the 4.2 standard I end up with: MessageTypeDecoder.h(17) : error C2039: 'MsgType_IndicationofInterest' : is not a member of 'FIX' MessageTypeDecoder.h(25) : error C2039: 'MsgType_QuoteAcknowledgement' : is not a member of 'FIX' MessageTypeDecoder.h(43) : error C2039: 'MsgType_Allocation' : is not a member of 'FIX' MessageTypeDecoder.h(44) : error C2039: 'MsgType_AllocationACK' : is not a member of 'FIX' If I generate from FIX44.xml, the errors go away. I can work around it, but if it is an oversight in the XML file I'd rather fix that. Dale > > --oren > > ----- Original Message ----- From: "Dale Wilson" <wil...@oc...> > To: <qui...@li...> > Sent: Friday, April 01, 2005 2:55 PM > Subject: [Quickfix-developers] Discrepancies between message names in > XML files > > >> 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 found some descrepancies in message names between FIX42.xml and >> FIX44.xml >> >> MsgType: 6 >> FIX4.2: IndicationofInterest >> FIX4.4 IndicationOfInterest (note caps) >> >> MsgType b >> FIX4.2: QuoteAcknowledgement >> FIX4.4: MassQuoteAcknowledgement >> >> MsgType J >> FIX4.2: Allocation >> FIX 4.4 AllocationInstruction >> >> MsgType P: >> FIX4.2: AllocationACK >> FIX4.4: AllocationInstructionAck >> >> This caused some grief in some auto-generated code I'm working on. >> >> Is this intentional or accidental? >> >> Dale >> >> -- >> ----------------------------------------------------- >> Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) >> http://www.ociweb.com/ http://www.theaceorb.com/ >> ---------------------------------------------------- >> >> >> >> ------------------------------------------------------- >> SF email is sponsored by - The IT Product Guide >> Read honest & candid reviews on hundreds of IT Products from real users. >> Discover which products truly live up to the hype. Start reading now. >> http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |
|
From: Oren M. <or...@qu...> - 2005-04-01 21:24:08
|
Those names are taken directly from the spec, and yes the names sometimes change from version to version. If you look at the specification documents, you should see the same inconsistencies. There are similar issues with fields that change names or types from version to version. What sort of problems is it causing for you? --oren ----- Original Message ----- From: "Dale Wilson" <wil...@oc...> To: <qui...@li...> Sent: Friday, April 01, 2005 2:55 PM Subject: [Quickfix-developers] Discrepancies between message names in XML files > 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 found some descrepancies in message names between FIX42.xml and > FIX44.xml > > MsgType: 6 > FIX4.2: IndicationofInterest > FIX4.4 IndicationOfInterest (note caps) > > MsgType b > FIX4.2: QuoteAcknowledgement > FIX4.4: MassQuoteAcknowledgement > > MsgType J > FIX4.2: Allocation > FIX 4.4 AllocationInstruction > > MsgType P: > FIX4.2: AllocationACK > FIX4.4: AllocationInstructionAck > > This caused some grief in some auto-generated code I'm working on. > > Is this intentional or accidental? > > Dale > > -- > ----------------------------------------------------- > Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) > http://www.ociweb.com/ http://www.theaceorb.com/ > ---------------------------------------------------- > > > > ------------------------------------------------------- > SF email is sponsored by - The IT Product Guide > Read honest & candid reviews on hundreds of IT Products from real users. > Discover which products truly live up to the hype. Start reading now. > http://ads.osdn.com/?ad_id=6595&alloc_id=14396&op=click > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Dale W. <wil...@oc...> - 2005-04-01 20:55:22
|
I found some descrepancies in message names between FIX42.xml and FIX44.xml MsgType: 6 FIX4.2: IndicationofInterest FIX4.4 IndicationOfInterest (note caps) MsgType b FIX4.2: QuoteAcknowledgement FIX4.4: MassQuoteAcknowledgement MsgType J FIX4.2: Allocation FIX 4.4 AllocationInstruction MsgType P: FIX4.2: AllocationACK FIX4.4: AllocationInstructionAck This caused some grief in some auto-generated code I'm working on. Is this intentional or accidental? Dale -- ----------------------------------------------------- Dale Wilson, Senior Software Engineer Object Computing, Inc. (OCI) http://www.ociweb.com/ http://www.theaceorb.com/ ---------------------------------------------------- |
|
From: Alvin W. <AW...@FF...> - 2005-04-01 14:31:44
|
Thanks Oren,
Also I wonder if you can set another tag to let the QF check valid value=20
of a tag. Sometimes, some dealers add their "nonofficial" values for some=
=20
"official" tags, as a result, QF will deny the msg.
Thanks
Alvin
"Oren Miller" <or...@qu...>
03/31/2005 11:17 AM
=20
To: "Yihu Fang" <Yih...@re...>, "Joerg Thoennes"=20
<Joe...@ma...>
cc: <dav...@ma...>, "Alvin Wang" <AW...@FF...>,=20
<qui...@li...>
bcc:=20
Subject: Re: [Quickfix-developers] "Invalid tag number" erro=
r for proprietary field
I've checked in an implementation with a ValidateUserDefinedFields=20
configuration property. It should show up in the public repository later=
=20
today.
--oren
----- Original Message -----=20
From: "Yihu Fang" <Yih...@re...>
To: "Joerg Thoennes" <Joe...@ma...>
Cc: <dav...@ma...>; "Alvin Wang" <AW...@FF...>;=20
<qui...@li...>
Sent: Wednesday, February 16, 2005 9:19 AM
Subject: RE: [Quickfix-developers] "Invalid tag number" error for=20
proprietary field
QuickFIX Documentation:=20
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
If we are going to have a configuration option to turn on and off=20
validation=20
of user defined field, it would be perfect.
But until then, this is your short term solution.
Thanks,
-Yihu
-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]
Sent: Wednesday, February 16, 2005 10:15 AM
To: Yihu Fang
Cc: dav...@ma...; Alvin Wang;=20
qui...@li...
Subject: Re: [Quickfix-developers] "Invalid tag number" error for=20
proprietary field
> If you always want to pass through user defined fields without using
> data dictionary for validation, change the line 154 of
> DataDictionary.cpp of QuickFIX 1.9.4 as following
>
> 154c154
> < if ( m_beginString.getValue().length() && field.getField() <
> FIELD::UserMin)
Instead of changing the code this could get a configuration option, e.g.
ValidateUserDefinedFields=3DY (default)
ValidateUserDefinedMessages=3DY (default)
I wonder what Oren thinks about this.
Cheers, J=F6rg
--=20
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
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the views of Reuters Ltd.
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|
From: Oren M. <or...@qu...> - 2005-03-31 16:17:35
|
I've checked in an implementation with a ValidateUserDefinedFields configuration property. It should show up in the public repository later today. --oren ----- Original Message ----- From: "Yihu Fang" <Yih...@re...> To: "Joerg Thoennes" <Joe...@ma...> Cc: <dav...@ma...>; "Alvin Wang" <AW...@FF...>; <qui...@li...> Sent: Wednesday, February 16, 2005 9:19 AM Subject: RE: [Quickfix-developers] "Invalid tag number" error for proprietary field 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 If we are going to have a configuration option to turn on and off validation of user defined field, it would be perfect. But until then, this is your short term solution. Thanks, -Yihu -----Original Message----- From: Joerg Thoennes [mailto:Joe...@ma...] Sent: Wednesday, February 16, 2005 10:15 AM To: Yihu Fang Cc: dav...@ma...; Alvin Wang; qui...@li... Subject: Re: [Quickfix-developers] "Invalid tag number" error for proprietary field > If you always want to pass through user defined fields without using > data dictionary for validation, change the line 154 of > DataDictionary.cpp of QuickFIX 1.9.4 as following > > 154c154 > < if ( m_beginString.getValue().length() && field.getField() < > FIELD::UserMin) Instead of changing the code this could get a configuration option, e.g. ValidateUserDefinedFields=Y (default) ValidateUserDefinedMessages=Y (default) I wonder what Oren thinks about this. Cheers, Jörg -- Joerg Thoennes http://macd.com Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen ----------------------------------------------------------------- Visit our Internet site at http://www.reuters.com Get closer to the financial markets with Reuters Messaging - for more information and to register, visit http://www.reuters.com/messaging Any views expressed in this message are those of the individual sender, except where the sender specifically states them to be the views of Reuters Ltd. ------------------------------------------------------- SF email is sponsored by - The IT Product Guide Read honest & candid reviews on hundreds of IT Products from real users. Discover which products truly live up to the hype. Start reading now. http://ads.osdn.com/?ad_ide95&alloc_id396&op=ick _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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