quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] ResendRequest onMessage

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

On Tue, 15 Mar 2005 21:18:49 -0000, Mo <mo...@ab...> wrote:

> Hi evrybody
> How can i parse all the mesSages i get by doing the resendRequest.
> When i get the messages, The onMessage function is not called. So i can not
> get the Object it self.

Messages which are being processed as a result of a ResendRequest
should be no different than any other messages.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] ResendRequest onMessage

[Mo <mo...@ab...>]

<P>Hi evrybody<BR>How can i parse all the mesSages i get by doing the
resendRequest.<BR>When i get the messages, The onMessage function is not
called. So i can not get the Object it self.<BR><BR>Please Help
:(<BR><BR>Thx</P><BR />
<BR
/>
________________________________________________<BR />
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Re: [Quickfix-developers] Link to InteractiveBrokers?

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

I did with quickfix (FIX 42). No problem. :)





<bma...@ya...>
Sent by: qui...@li...
03/15/2005 07:07 AM
Please respond to bmalp98-grp

 
        To:     qui...@li...
        cc: 
        bcc: 
        Subject:        [Quickfix-developers] Link to InteractiveBrokers?


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,

don't know if it is appropriate to ask here, but I
would like to inquire if someone has managed to use
quickfix to link for trading with InteractiveBrokers.

Thanks,
bmalp


 

 
 
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[Quickfix-developers] Link to InteractiveBrokers?

[<bma...@ya...>]

Hi,

don't know if it is appropriate to ask here, but I
would like to inquire if someone has managed to use
quickfix to link for trading with InteractiveBrokers.

Thanks,
bmalp


	

	
		
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Re: [Quickfix-developers] Stopping and starting individual Sessions?

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

Yeah, but you only need to call logout.  You don't want to call 
disconnect because that will force a connection by shutting down the 
socket.  Calling logout alone will allow QuickFIX to go through the 
proper logout sequence before shutting down.  The logon call will then 
reawaken the session when you want to bring it back up.

We have talked about adding dynamic session configuration.  I think it 
will become one of the primary focuses for the next release.

--oren

On Mar 14, 2005, at 10:11 AM, Caleb Epstein 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
>
> We have a requirement to be able to stop and start individual Sessions
> without having to bring down our entire QuickFIX engine.  It is not
> immediately obvious how to do this from browsing the code.  As near as
> I can figure calling Session::logout () and Session::disconnect ()
> should have the desired effect; the Initiator will not try
> reconnecting, since logout sets m_enabled = false.  Is this correct?
>
>   for ( ; i != disconnected.end(); ++i )
>   {
>     Session* pSession = Session::lookupSession( *i );
>     if ( pSession->isEnabled() && pSession->isSessionTime() )
>       setConnected( *i, doConnect( *i, m_settings.get( *i ) ) );
>   }
>
> Also, any thoughts on modifying the Initiator class to allow sessions
> to be *reconfigured* while the engine is running?  Essentially, I'd
> like to be able to pass a new SessionSettings to the Intiiator at
> runtime and then any Sessions which are started/restarted after this
> point will use these updated settings.  This would primarily be for
> changing things like the host and port on the connection intra-day if
> required (e.g. some sort of failover scenario).
>
> To implement this I think I'd just add a new Initiator::reconfigure
> method which would re-initialize the m_settings member and then call
> onConfigure.
>
> -- 
> Caleb Epstein
> caleb dot epstein at gmail dot 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
>

[Quickfix-developers] Stopping and starting individual Sessions?

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

We have a requirement to be able to stop and start individual Sessions
without having to bring down our entire QuickFIX engine.  It is not
immediately obvious how to do this from browsing the code.  As near as
I can figure calling Session::logout () and Session::disconnect ()
should have the desired effect; the Initiator will not try
reconnecting, since logout sets m_enabled = false.  Is this correct?

  for ( ; i != disconnected.end(); ++i )
  {
    Session* pSession = Session::lookupSession( *i );
    if ( pSession->isEnabled() && pSession->isSessionTime() )
      setConnected( *i, doConnect( *i, m_settings.get( *i ) ) );
  }

Also, any thoughts on modifying the Initiator class to allow sessions
to be *reconfigured* while the engine is running?  Essentially, I'd
like to be able to pass a new SessionSettings to the Intiiator at
runtime and then any Sessions which are started/restarted after this
point will use these updated settings.  This would primarily be for
changing things like the host and port on the connection intra-day if
required (e.g. some sort of failover scenario).

To implement this I think I'd just add a new Initiator::reconfigure
method which would re-initialize the m_settings member and then call
onConfigure.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] QuickFIX Intermittent

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

Barry -

I read your emails from about a month ago regarding intermittent disconnect=
s and I believe we are experiencing a similar problem.

Our app currently runs with QuickFIX 1.7.1 (socket initiator with a single =
session), patched to compile with Sun CC 5.3 with Roguewave and runs on SPA=
RC Solaris 2.8 (SunOS 5.8) w/two 1Ghz UltraSparc3 CPUs.

Below is one packet capture summary of this disconnect problem, 159.55.203.=
30 is the box running our QuickFIX app. Packet number 12 is a FIN packet wh=
ich is indicates QuickFIX closed the socket at this point. The app continue=
d to run after the disconnect and eventually reconnected.

The QuickFIX event log (see far below) simply reports 'Disconnecting' with =
no explanation reason. All incoming messages appear normal (i.e. no missing=
 heart beats) until they abruptly stop, after the execution report sent in =
packet 8; only four outgoing messages (all cancels) were sent in the three =
seconds prior to the disconnect.

Is this similar to the problem you experienced? If so, how have you dealt w=
ith it?

Regards,

- Kris

No.     Time        Source                Destination           Protocol In=
fo
      1 0.000000    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [ACK] Seq=3D0 Ack=3D0 Win=3D24820 Len=3D0
      2 0.050587    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D0 Ack=3D0 Len=3D264
      3 0.052171    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D264 Ack=3D0 Len=3D264
      4 0.053779    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D528 Ack=3D0 Len=3D264
      5 0.055386    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D792 Ack=3D0 Len=3D264
      6 0.057082    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D1056 Ack=3D0 Len=3D264
      7 0.058694    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D1320 Ack=3D0 Len=3D264
      8 0.060296    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report [ACK, PUSH] Seq=3D1584 Ack=3D0 Len=3D262
      9 0.060933    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [ACK] Seq=3D0 Ack=3D528 Win=3D24820 Len=3D0
     10 0.060949    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [ACK] Seq=3D0 Ack=3D1056 Win=3D24820 Len=3D0
     11 0.060971    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [ACK] Seq=3D0 Ack=3D1584 Win=3D24820 Len=3D0
=3D=3D>  12 0.061022    159.55.203.30         155.195.58.69         TCP    =
  33113 > 58038 [FIN, ACK] Seq=3D0 Ack=3D1846 Win=3D24820 Len=3D0
     13 0.074235    155.195.58.69         159.55.203.30         TCP      58=
038 > 33113 [ACK] Seq=3D1846 Ack=3D1 Win=3D24820 Len=3D0
     14 0.080098    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report
     15 0.080115    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [RST] Seq=3D1 Ack=3D2483465659 Win=3D24820 Len=3D0
     16 0.082228    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report
     17 0.082279    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [RST] Seq=3D1 Ack=3D2483465659 Win=3D0 Len=3D0
     18 0.082985    155.195.58.69         159.55.203.30         FIX      Ex=
ecution Report
     19 0.083007    159.55.203.30         155.195.58.69         TCP      33=
113 > 58038 [RST] Seq=3D1 Ack=3D2483465659 Win=3D0 Len=3D0
     20 4.101816    159.55.203.30         155.195.58.69         TCP      33=
116 > 58038 [SYN] Seq=3D0 Ack=3D0 Win=3D24820 Len=3D0 MSS=3D1460
     21 4.117612    155.195.58.69         159.55.203.30         TCP      58=
038 > 33116 [RST, ACK] Seq=3D0 Ack=3D0 Win=3D0 Len=3D0
     22 34.410854   159.55.203.30         155.195.58.69         TCP      33=
117 > 58038 [SYN] Seq=3D0 Ack=3D0 Win=3D24820 Len=3D0 MSS=3D1460
     23 34.426502   155.195.58.69         159.55.203.30         TCP      58=
038 > 33117 [SYN, ACK] Seq=3D0 Ack=3D1 Win=3D24820 Len=3D0 MSS=3D1460
     24 34.426646   159.55.203.30         155.195.58.69         TCP      33=
117 > 58038 [ACK] Seq=3D1 Ack=3D1 Win=3D24820 Len=3D0
     25 34.428850   159.55.203.30         155.195.58.69         FIX      Lo=
gon
     26 34.441855   155.195.58.69         159.55.203.30         TCP      58=
038 > 33117 [ACK] Seq=3D1 Ack=3D98 Win=3D24820 Len=3D0
     27 37.257316   155.195.58.69         159.55.203.30         FIX      Lo=
gon

Below are entries from the QuickFIX event log for the same time period that=
 the capture was done.

20050309-22:02:37 : Received logon response
20050309-23:44:30 : Disconnecting
20050309-23:44:34 : Connecting to 155.195.58.69 on port 58038
20050309-23:44:34 : Connection failed
20050309-23:45:04 : Connecting to 155.195.58.69 on port 58038
20050309-23:45:04 : Connection succeeded
20050309-23:45:04 : Initiated logon request
20050309-23:45:07 : Received logon response
20050309-23:45:07 : MsgSeqNum too high RECEIVED: 1877 EXPECTED: 1863
20050309-23:45:07 : Sent ResendRequest FROM: 1863 TO: 0
20050309-23:45:07 : Processing QUEUED message: 1877
20050309-23:45:07 : MsgSeqNum too low RECEIVED: 1877 EXPECTED: 1878 PosDup:=
 Y


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[Quickfix-developers] Re: [CVS] ThreadedSocketAcceptor crashes on version mismatch

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

On Wed, 9 Mar 2005 09:09:32 -0500, Caleb Epstein
<cal...@gm...> wrote:

> Using CVS code as-of 2005-02-25.  If a client connects to a QF
> acceptor which is using the ThreadedSocketAcceptor and there is a
> mismatch between the FIX BeginStrings for that session, the acceptor
> application crashes.  Using the single-threaded SocketAcceptor, no
> crash happens; the acceptor closes the connection gracefully (though
> nothing is logged).

Here's a patch that seems to fix the problem here:

--- quickfix-CVS-20050225-pristine/src/C++/ThreadedSocketConnection.cpp
2005-02-25 16:22:03.000000000 -0500
+++ quickfix-CVS-20050225/src/C++/ThreadedSocketConnection.cpp 
2005-03-09 10:35:24.000000000 -0500
@@ -102,7 +102,8 @@
   }
   catch ( SocketRecvFailed& e )
   {
-    m_pSession->getLog()->onEvent( e.what() );
+    if (m_pSession)
+      m_pSession->getLog()->onEvent( e.what() );
     delete [] buffer;
     m_queue.push( std::make_pair((size_t)0, (char*)0) );
     return false;

On a related note, whats the status of providing a Log member in the
Application class for stuff like this?

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] [CVS] ThreadedSocketAcceptor crashes on version mismatch

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

Using CVS code as-of 2005-02-25.  If a client connects to a QF
acceptor which is using the ThreadedSocketAcceptor and there is a
mismatch between the FIX BeginStrings for that session, the acceptor
application crashes.  Using the single-threaded SocketAcceptor, no
crash happens; the acceptor closes the connection gracefully (though
nothing is logged).

Thread 1 is the thread that crashed the app:

(gdb) thread 1
[Switching to thread 1 (process 15182)]#0  0x400c2b78 in
FIX::ThreadedSocketConnection::read (this=0x808c1f0) at Session.h:130
130       Log* getLog() { return &m_state; }

(gdb) thread apply all where

Thread 4 (process 15023):
#0  0x40000c32 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2
#1  0x4046cd36 in __nanosleep_nocancel () from /lib/tls/libc.so.6
#2  0x4010f59c in FIX::process_sleep (s=0) at Utility.cpp:374
#3  0x0806f95f in wait () at executor.cpp:89
#4  0x080700ec in main (argc=3, argv=0xbfff8c24) at executor.cpp:202

Thread 3 (process 15024):
#0  0x40000c32 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2
#1  0x404a0438 in accept () from /lib/tls/libc.so.6
#2  0x4010f0cf in FIX::socket_accept (s=8) at Utility.cpp:135
#3  0x400b74a6 in FIX::ThreadedSocketAcceptor::onStart (this=0xbfff8a30)
    at ThreadedSocketAcceptor.cpp:85
#4  0x400a2851 in FIX::Acceptor::startThread (p=0xfffffe00) at Acceptor.cpp:228
#5  0x40607dac in start_thread () from /lib/tls/libpthread.so.0
#6  0x4049fa8a in clone () from /lib/tls/libc.so.6

Thread 2 (process 15183):
#0  0x40000c32 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2
#1  0x4060a3aa in pthread_cond_timedwait@@GLIBC_2.3.2 ()
   from /lib/tls/libpthread.so.0
#2  0x404ac9cd in pthread_cond_timedwait@@GLIBC_2.3.2 () from /lib/tls/libc.so.6
#3  0x400c316b in FIX::ThreadedSocketConnection::readQueue (this=0x808c1f0)
    at Event.h:78
#4  0x400c39ff in FIX::ThreadedSocketConnection::queueThread (p=0xfffffffc)
    at ThreadedSocketConnection.cpp:219
#5  0x40607dac in start_thread () from /lib/tls/libpthread.so.0
#6  0x4049fa8a in clone () from /lib/tls/libc.so.6

Thread 1 (process 15182):
#0  0x400c2b78 in FIX::ThreadedSocketConnection::read (this=0x808c1f0)
    at Session.h:130
#1  0x400b79b8 in FIX::ThreadedSocketAcceptor::socketThread (p=0x0)
    at ThreadedSocketAcceptor.cpp:168
#2  0x40607dac in start_thread () from /lib/tls/libpthread.so.0
#3  0x4049fa8a in clone () from /lib/tls/libc.so.6
#0  0x40000c32 in _dl_sysinfo_int80 () from /lib/ld-linux.so.2


-- 
Caleb Epstein
caleb dot epstein at gmail dot com

Re: [Quickfix-developers] Newbie: Session management in load balanced situation?

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

On Tue, 8 Mar 2005 12:57:38 -0600, David Kuik <dav...@pr...> wrote:

> I'm wondering how the engine manages sessions and message sequencing in a
> load balanced environment.  Does each server in the farm to manage a
> separate session or do they somehow share a session? 
> 
> I'm trying to understand how this will work in a fault-tolerant 7x24
> environment that supports 1000's of users.  Can someone offer some comments?

You could load balance sessions across multiple machines using a
database-backed message store (e.g. MysqlStoreFactory).  All of the
session state is persisted to the database.  You could run a number of
Acceptors in parallel on different machines, each configured to accept
all of your MySQL-backed sessions (e.g. same config file).

However I don't think there is currently a facility in QF for
"locking" a session across multiple engines.  In other words, if
client A connects to server 1, that session should be "locked" in some
way so any attempt to use it on servers 2 through n would result in an
error in the same way that connecting to that session a second time on
server 1 would.

A similar approach would be to use the FileStoreFactory and share all
the session state on an NFS mounted filesystem.

-- 
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] Newbie: Session management in load balanced situation?

[David K. <dav...@pr...>]

Forgive me if I am asking an obvious newbie question.

=20

I'm wondering how the engine manages sessions and message sequencing in
a load balanced environment.  Does each server in the farm to manage a
separate session or do they somehow share a session?

=20

I'm trying to understand how this will work in a fault-tolerant 7x24
environment that supports 1000's of users.  Can someone offer some
comments?

=20

Thanks,

David

=20

Re: [Quickfix-developers] Deployment Scripts ?

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

Are the clients local to your network?  You might consider storing your =
settings in a database.  You don't have to use configuration files, you =
just need to have a configuration stream which you could generate a =
variety of ways.

--oren
  ----- Original Message -----=20
  From: Patrick Flannery=20
  To: Qui...@li...=20
  Sent: Monday, March 07, 2005 2:16 PM
  Subject: [Quickfix-developers] Deployment Scripts ?


  Hi,

              Does anyone have any experience deploying a large number =
of quickfix clients?  The problem I am having is managing the =
configuration files.  There has to be a unique pair for each client in =
the server and client configuration files.  I thought some sort of code =
generation would be useful but didn't have any specific ideas.

  =20

  Patrick Flannery =20

  =20

[Quickfix-developers] Deployment Scripts ?

[Patrick F. <pat...@ch...>]

Hi,
            Does anyone have any experience deploying a large number of
quickfix clients?  The problem I am having is managing the configuration
files.  There has to be a unique pair for each client in the server and
client configuration files.  I thought some sort of code generation would be
useful but didn't have any specific ideas.
 
Patrick Flannery  
 

[Quickfix-developers] problem with MySQLLogFactory

[Robert Z. <rob...@ya...>]

I want to use MySQL to store all the log information. I changed the examples with 
LogFactory logFactory = new MySQLLogFactory(settings);
instead of the  ScreenLogFactory(True, True, True) in the examples. But I got the following error:
D:\quickfixSrc\bin>executor_vbnet cfg\executor.cfg
System.NullReferenceException: Object reference not set to an instance of an obj
ect.
   at QuickFix.CPPLog.onEvent(String s)
   at Log.onEvent(Log* , basic_string<char,std::char_traits<char>,std::allocator
<char> >* string)
   at FIX.SocketAcceptor.__ctor(SocketAcceptor* , Application* , MessageStoreFac
tory* , SessionSettings* , LogFactory* )
   at QuickFix.SocketAcceptor..ctor(Application application, MessageStoreFactory
 factory, SessionSettings settings, LogFactory logFactory, MessageFactory messag
eFactory)
   at executor_vbnet.Executor.Main(String[] CmdArgs) in D:\quickfixSrc\exam
ples\executor\vbnet\Executor.vb:line 21.
 
My system is winXP.  I can use  MessageStoreFactory messageStoreFactory = new 
 MySQLStoreFactory(settings);  without any problem. It stored the session/message information to my MySQL database. So I think my configuration should be fine. 
 
Any help? Thanks
 
Robert

 
 
 
 

		
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Re: [Quickfix-developers] unitialized variables leads to undifined signal handling

[Joerg T. <Joe...@ma...>]

> In the original source code, sa_mask, and sa_flags are
> uninitialized. If you read the man page on signaction,
> this is a bad thing.

In which man page did you read this? Solaris?

> I added two lines
> 
>   sigemptyset( &sa.sa_mask);
>   sa.sa_flags = 0;
> 
> to fix the situation
> 
> 
> namespace FIX
> {
> void socket_init()
> { QF_STACK_PUSH(socket_init)
> 
> #ifdef _MSC_VER
>   WORD version = MAKEWORD( 2, 2 );
>   WSADATA data;
>   WSAStartup( version, &data );
> #else
> struct sigaction sa;
>   sa.sa_handler = SIG_IGN;
>   sigemptyset( &sa.sa_mask);
>   sa.sa_flags = 0;
>   sigaction( SIGPIPE, &sa, 0 );
> #endif
> 
>   QF_STACK_POP
> }

Clark, I cannot see whether in the case of SIG_IGN these fields will be used by the OS, 
but it is always a good idea to initialize variables. Oren did fix this in the CVS recently.

Thanks, 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

Re: [Quickfix-developers] Dual LogFactory

[Joerg T. <Joe...@ma...>]

Hi Alvin,

> Hi, can I have 2 LogFactory working at the same time. For example, one 
> is MySQLLogFactory and the other is ScreenLogFactory. I found that will 
> be quite useful.

Since you can define your own log factory, you could just define one which in turn logs 
both to the MySQLLogFactory and the ScreenLogFactory.

In Java:

public class DualLogFactory
     implements LogFactory
{
     private LogFactory lf1;
     private LogFactory lf2;

     public DualLogFactory( LogFactory lf1, LogFactory lf2 ) {
         this.lf1=lf1;
         this.lf2=lf2;
     }

     public Log create( SessionID sessionID ) {
         return new DualLog( lf1.create( sessionID ), lf2.create( sessionID ) );
     }
}

public class DualLog
     implements Log
{
     Log l1;
     Log l2;

     public DualLog( Log l1, Log l2 ) {
         this.l1 = l1;
         this.l2 = l2;
     }

     public void onIncoming( String text ) {
	l1.onIncoming( text );
         l2.onIncoming( text );
     }
     ...
}

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

[Quickfix-developers] Dual LogFactory

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

Hi, can I have 2 LogFactory working at the same time. For example, one is 
MySQLLogFactory and the other is ScreenLogFactory. I found that will be 
quite useful.

thanks
Alvin

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[Quickfix-developers] unitialized variables leads to undifined signal handling

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

In the original source code, sa_mask, and sa_flags are
uninitialized. If you read the man page on signaction,
this is a bad thing. I added two lines

  sigemptyset( &sa.sa_mask);
  sa.sa_flags = 0;

to fix the situation


namespace FIX
{
void socket_init()
{ QF_STACK_PUSH(socket_init)

#ifdef _MSC_VER
  WORD version = MAKEWORD( 2, 2 );
  WSADATA data;
  WSAStartup( version, &data );
#else
struct sigaction sa;
  sa.sa_handler = SIG_IGN;
  sigemptyset( &sa.sa_mask);
  sa.sa_flags = 0;
  sigaction( SIGPIPE, &sa, 0 );
#endif

  QF_STACK_POP
}



	
		
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Re: [Quickfix-developers] unexpected seqnum reset (VC6)

[Alexey Z. <ale...@in...>]

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
  <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type">
  <title></title>
</head>
<body bgcolor="#ffffff" text="#000066">
Thank you, Oren.<br>
<br>
I think you should mention this in the documentation.<br>
<br>
<pre class="moz-signature" cols="60">Regards,
		Alexey Zubko
</pre>
<br>
Oren Miller wrote:
<blockquote
 cite="mid...@qu..."
 type="cite">Ah no.&nbsp; Having the same StartTime and EndTime indicates a
24 hour session.&nbsp; One that will begin at 00:00:00 and end at 00:00:00
the following day, for instance.&nbsp; If you want an infinite session, then
you'll have to rig isSessionTime and isSameSession to always return
true.&nbsp; There isn't a configuration setting to do this currently.
  <br>
  <br>
--oren
  <br>
  <br>
On Mar 3, 2005, at 3:27 PM, Alexey Zubko wrote:
  <br>
  <br>
  <blockquote type="cite">&nbsp;Hello Oren,
    <br>
    <br>
&nbsp;Closing my client application in the evening I expected to receive the
last sequence number in the morning.
    <br>
&nbsp;My client connected to CME which is reset seqnum once a week you know.
    <br>
    <br>
&nbsp;If I set start day, start week and the right hours in my configuration
file it works OK.
    <br>
&nbsp;The only thing is that session time is not updated in the file.
    <br>
    <br>
&nbsp;I thought if StartTime and EndTime are the same and if there are no
StartDay and EndDay parameters in the configuration file when QuickFix
is not going to disconnect sessions. Am I wrong?
    <br>
    <br>
    <br>
    <br>
Regards,
    <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexey Zubko
    <br>
    <br>
    <br>
&nbsp;Oren Miller wrote:
    <br>
&nbsp;Sure, the sequence numbers will be reset if you are no longer in the
session.&nbsp; Those sequence numbers aren't relevant anymore because they
pertain to a session that no longer exists.&nbsp; What would you expect to
happen?
    <br>
    <br>
&nbsp;--oren
    <br>
    <br>
&nbsp;On Mar 3, 2005, at 2:55 PM, Alexey Zubko wrote:
    <br>
    <br>
    <br>
&nbsp;QuickFIX Documentation:
<a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a> QuickFIX
FAQ: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ">http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ</a>
QuickFIX Support: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>&nbsp;&nbsp; Hi All,
    <br>
    <br>
&nbsp;&nbsp;I've got the following problem.
    <br>
    <br>
&nbsp;&nbsp;My client application started a new session in the morning with a
reset seqnum.
    <br>
&nbsp;&nbsp;That was absolutely unexpected because seqnum in the file wasn't 1.
    <br>
    <br>
&nbsp;&nbsp;I found how to reproduce that:
    <br>
    <br>
&nbsp;&nbsp;1. I have only start and end times in your configuration file
    <br>
&nbsp;&nbsp;StartTime=00:00:00
    <br>
&nbsp;&nbsp;EndTime=00:00:00
    <br>
    <br>
&nbsp;&nbsp;2. Change in the *.session file the day (minus one - session from the
previous day)
    <br>
    <br>
&nbsp;&nbsp;I found out that in the Session class constructor there is a call of
reset() if the creation time (yesterday) is not the current time
(today) :)).
    <br>
    <br>
&nbsp;&nbsp;&nbsp; if( !checkSessionTime( UtcTimeStamp() ) )
    <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; reset();
    <br>
&nbsp;&nbsp;...............
    <br>
    <br>
    <br>
&nbsp;--&nbsp;
    <br>
    <br>
&nbsp;Regards,
    <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexey Zubko
    <br>
    <br>
    <br>
&nbsp;&nbsp;------------------------------------------------------- SF email is
sponsored by - The IT Product Guide Read honest &amp; candid reviews on
hundreds of IT Products from real users. Discover which products truly
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    <br>
    <br>
    <br>
    <br>
  </blockquote>
  <br>
  <br>
</blockquote>
</body>
</html>

Re: [Quickfix-developers] unexpected seqnum reset (VC6)

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

Ah no.  Having the same StartTime and EndTime indicates a 24 hour=20
session.  One that will begin at 00:00:00 and end at 00:00:00 the=20
following day, for instance.  If you want an infinite session, then=20
you'll have to rig isSessionTime and isSameSession to always return=20
true.  There isn't a configuration setting to do this currently.

--oren

On Mar 3, 2005, at 3:27 PM, Alexey Zubko wrote:

>  Hello Oren,
>
>  Closing my client application in the evening I expected to receive=20
> the last sequence number in the morning.
>  My client connected to CME which is reset seqnum once a week you =
know.
>
>  If I set start day, start week and the right hours in my=20
> configuration file it works OK.
>  The only thing is that session time is not updated in the file.
>
>  I thought if StartTime and EndTime are the same and if there are no=20=

> StartDay and EndDay parameters in the configuration file when QuickFix=20=

> is not going to disconnect sessions. Am I wrong?
>
>
>
> Regards,
>                 Alexey Zubko
>
>
>  Oren Miller wrote:
>  Sure, the sequence numbers will be reset if you are no longer in the=20=

> session.=A0 Those sequence numbers aren't relevant anymore because =
they=20
> pertain to a session that no longer exists.=A0 What would you expect =
to=20
> happen?
>
>  --oren
>
>  On Mar 3, 2005, at 2:55 PM, Alexey Zubko wrote:
>
>
>  QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX=20
> FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ=20
> QuickFIX Support: http://www.quickfixengine.org/services.html=A0=A0 Hi=20=

> All,
>
>  =A0I've got the following problem.
>
>  =A0My client application started a new session in the morning with a=20=

> reset seqnum.
>  =A0That was absolutely unexpected because seqnum in the file wasn't =
1.
>
>  =A0I found how to reproduce that:
>
>  =A01. I have only start and end times in your configuration file
>  =A0StartTime=3D00:00:00
>  =A0EndTime=3D00:00:00
>
>  =A02. Change in the *.session file the day (minus one - session from=20=

> the previous day)
>
>  =A0I found out that in the Session class constructor there is a call =
of=20
> reset() if the creation time (yesterday) is not the current time=20
> (today) :)).
>
>  =A0=A0 if( !checkSessionTime( UtcTimeStamp() ) )
>  =A0=A0=A0=A0 reset();
>  =A0...............
>
>
>  --=A0
>
>  Regards,
>  =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 Alexey Zubko
>
>
>  =A0------------------------------------------------------- SF email =
is=20
> sponsored by - The IT Product Guide Read honest & candid reviews on=20
> hundreds of IT Products from real users. Discover which products truly=20=

> live up to the hype. Start reading now.=20
> http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick=20
> _______________________________________________ Quickfix-developers=20
> mailing list Qui...@li...=20
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>

Re: [Quickfix-developers] unexpected seqnum reset (VC6)

[Alexey Z. <ale...@in...>]

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
  <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type">
</head>
<body bgcolor="#ffffff" text="#000066">
Hello Oren,<br>
<br>
Closing my client application in the evening I expected to receive the
last sequence number in the morning.<br>
My client connected to CME which is reset seqnum once a week you know.<br>
<br>
If I set start day, start week and the right hours in my configuration
file it works OK.<br>
The only thing is that session time is not updated in the file.<br>
<br>
I thought if StartTime and EndTime are the same and if there are no
StartDay and EndDay parameters in the configuration file when QuickFix
is not going to disconnect sessions. Am I wrong?<br>
<br>
<br>
<pre class="moz-signature" cols="60">Regards,
		Alexey Zubko
</pre>
<br>
Oren Miller wrote:
<blockquote
 cite="mid...@qu..."
 type="cite">Sure, the sequence numbers will be reset if you are no
longer in the session.&nbsp; Those sequence numbers aren't relevant anymore
because they pertain to a session that no longer exists.&nbsp; What would
you expect to happen?
  <br>
  <br>
--oren
  <br>
  <br>
On Mar 3, 2005, at 2:55 PM, Alexey Zubko wrote:
  <br>
  <br>
  <blockquote type="cite">QuickFIX Documentation:
<a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a> QuickFIX
FAQ: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ">http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ</a>
QuickFIX Support: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>&nbsp;&nbsp; Hi All,
    <br>
    <br>
&nbsp;I've got the following problem.
    <br>
    <br>
&nbsp;My client application started a new session in the morning with a
reset seqnum.
    <br>
&nbsp;That was absolutely unexpected because seqnum in the file wasn't 1.
    <br>
    <br>
&nbsp;I found how to reproduce that:
    <br>
    <br>
&nbsp;1. I have only start and end times in your configuration file
    <br>
&nbsp;StartTime=00:00:00
    <br>
&nbsp;EndTime=00:00:00
    <br>
    <br>
&nbsp;2. Change in the *.session file the day (minus one - session from the
previous day)
    <br>
    <br>
&nbsp;I found out that in the Session class constructor there is a call of
reset() if the creation time (yesterday) is not the current time
(today) :)).
    <br>
    <br>
&nbsp;&nbsp; if( !checkSessionTime( UtcTimeStamp() ) )
    <br>
&nbsp;&nbsp;&nbsp;&nbsp; reset();
    <br>
&nbsp;...............
    <br>
    <br>
    <br>
--&nbsp;<br>
    <br>
Regards,
    <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexey Zubko
    <br>
    <br>
    <br>
&nbsp;------------------------------------------------------- SF email is
sponsored by - The IT Product Guide Read honest &amp; candid reviews on
hundreds of IT Products from real users. Discover which products truly
live up to the hype. Start reading now.
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_______________________________________________ Quickfix-developers
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    <br>
  </blockquote>
  <br>
</blockquote>
</body>
</html>

Re: [Quickfix-developers] unexpected seqnum reset (VC6)

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

Sure, the sequence numbers will be reset if you are no longer in the=20
session.  Those sequence numbers aren't relevant anymore because they=20
pertain to a session that no longer exists.  What would you expect to=20
happen?

--oren

On Mar 3, 2005, at 2:55 PM, Alexey Zubko wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX=20
> FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ=20
> QuickFIX Support: http://www.quickfixengine.org/services.html   Hi=20
> All,
>
>  I've got the following problem.
>
>  My client application started a new session in the morning with a=20
> reset seqnum.
>  That was absolutely unexpected because seqnum in the file wasn't 1.
>
>  I found how to reproduce that:
>
>  1. I have only start and end times in your configuration file
>  StartTime=3D00:00:00
>  EndTime=3D00:00:00
>
>  2. Change in the *.session file the day (minus one - session from the=20=

> previous day)
>
>  I found out that in the Session class constructor there is a call of=20=

> reset() if the creation time (yesterday) is not the current time=20
> (today) :)).
>
>  =A0 if( !checkSessionTime( UtcTimeStamp() ) )
>  =A0=A0=A0 reset();
>  ...............
>
>
> --=20
>
> Regards,
>                 Alexey Zubko
>
>
>  ------------------------------------------------------- SF email is=20=

> sponsored by - The IT Product Guide Read honest & candid reviews on=20
> hundreds of IT Products from real users. Discover which products truly=20=

> live up to the hype. Start reading now.=20
> http://ads.osdn.com/?ad_id=3D6595&alloc_id=3D14396&op=3Dclick=20
> _______________________________________________ Quickfix-developers=20
> mailing list Qui...@li...=20
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers=

[Quickfix-developers] unexpected seqnum reset (VC6)

[Alexey Z. <ale...@in...>]

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
  <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type">
</head>
<body bgcolor="#ffffff" text="#000066">
Hi All,<br>
<br>
I've got the following problem.<br>
<br>
My client application started a new session in the morning with a reset
seqnum.<br>
That was absolutely unexpected because seqnum in the file wasn't 1.<br>
<br>
I found how to reproduce that: <br>
<br>
1. I have only start and end times in your configuration file<br>
StartTime=00:00:00<br>
EndTime=00:00:00<br>
<br>
2. Change in the *.session file the day (minus one - session from the
previous day)<br>
<br>
I found out that in the Session class constructor there is a call of
reset() if the creation time (yesterday) is not the current time
(today) :)).<br>
<br>
&nbsp; if( !checkSessionTime( UtcTimeStamp() ) )<br>
&nbsp;&nbsp;&nbsp; reset();<br>
...............<br>
<br>
<pre class="moz-signature" cols="60">-- 

Regards,
		Alexey Zubko

</pre>
</body>
</html>

Re: [Quickfix-developers] Generating two Test requests in a row

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

We are working on this problem in CVS version right now.  What you=20
should be able to do is before you send the logout, set the sender and=20=

target sequence numbers on the session to 1.  This will make sure that=20=

your message is sent out with a sequence number of 1, and that you will=20=

be expecting a response with the sequence number set to 1.

--oren

> The problem is when I manually initiate a logon message with the=20
> ResetSeqNumFlag set to Y and the MsgSeqNum set to 1 (while already=20
> logged on). I get a matching logon message from the acceptor. This=20
> trips the invalid logon message exception and I am logged out. What it=20=

> should do is reset the message sequence numbers and discard all old=20
> messages from the queue. I haven't tested the flip side of this=20
> problem, when the acceptor initiates this process. But I am sure it=20
> will trip the same exception and log out.
>
> Any suggestions?
>
> --Shane
>
>
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
> Sent: 03 March 2005 14:15
> To: Shane Ryan
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Generating two Test requests in a=20=

> row
>
> Are you saying you need to send out two test requests whenever =
QuickFIX
> initiates one, or you need to respond twice when you receive a test
> request from iLink, or both?
>
> --oren
>
> On Mar 1, 2005, at 11:34 AM, Shane Ryan wrote:
>
>> Has anyone gone through the CME iLink 2.0 certification process
>> before, and if so have they figured out how to make quickfix generate
>> two TestRequest messages in a row?
>>
>> =A0
>>
>> I know iLinks behaviour is not inline with the FIX 4.2 specs but I
>> don't think I'll be able to get them to change it.
>>
>> =A0
>>
>> If anyone knows a quick patch, I can do to make it work as per the
>> iLink specs it would be appreciated.
>>
>>  =A0
>>
>> =A0
>>
>> Thanks,
>>
>> =A0
>>
>> Shane
>
>

RE: [Quickfix-developers] Generating two Test requests in a row

[Shane R. <Sr...@ty...>]

Thanks for the reply.

No neither of those cases.

After I logon, if I don't receive a response to a heart beat I am =
supposed to wait a reasonable amount of time and then send a TestRequest =
message (as per the fix 4.2 specs). But what isn't inline with the specs =
is that I am supposed to wait some more time and second a second =
TestRequest. Then finally if I don't receive a reply to the second =
TestRequest I am supposed to log out. But If I do I process the single =
reply and proceed normally.

I've solved the problem though. I edited SessionState.h and changed:

bool needTestRequest() const
  {
    UtcTimeStamp now;
=09
	//START =
CHANGE:******************************************************************=
******
	if(( (now - lastReceivedTime()) >=3D 1.2*heartBtInt() ) && =
(testRequest() =3D=3D 0))
		return true;
	else if(( (now - lastReceivedTime()) >=3D 2.2*heartBtInt()) && =
(testRequest() =3D=3D 1))
		return true;
	return false;
	//END =
CHANGE:******************************************************************=
********

	/*START OLD =
CODE:********************************************************************=
****
    return ( now - lastReceivedTime() ) >=3D
           ( ( 1.2 * ( ( double ) testRequest() + 1 ) ) * ( double ) =
heartBtInt() );
   	END OLD =
CODE:********************************************************************=
********/
  }

I realize this isn't a problem with QuickFix as it is in line with the =
FIX 4.2 specs and the CME isn't.

But I have found a case where QuickFix isn't FIX 4.2 complient. =
According to the FIX 4.2 specs:

Version 4.2 with Errata 20010501

When using the ResetSeqNumFlag to maintain 24 hour connectivity and =
establish a new set of sequence numbers, the process should be as =
follows. Both sides should agree on a reset time and the party that will =
be the initiator of the process. Note that the initiator of the =
ResetSeqNum process may be different than the initiator of the Logon =
process. One side will initiate the process by sending a TestRequest and =
wait for a Heartbeat in response to ensure of no sequence number gaps. =
Once the Heartbeat has been received, the initiator should send a Logon =
with ResetSeqNumFlag set to Y and with MsgSeqNum of 1. The acceptor =
should respond with a Logon with ResetSeqNumFlag set to Y and with =
MsgSeqNum of 1. At this point new messages from either side should =
continue with MsgSeqNum of 2. It should be noted that once the initiator =
sends the Logon with the ResetSeqNumFlag set, the acceptor must obey =
this request and the message with the last sequence number transmitted =
"yesterday" may no longer be available. The connection should be =
shutdown and manual intervention taken, if this process is initiated but =
not followed properly.


The problem is when I manually initiate a logon message with the =
ResetSeqNumFlag set to Y and the MsgSeqNum set to 1 (while already =
logged on). I get a matching logon message from the acceptor. This trips =
the invalid logon message exception and I am logged out. What it should =
do is reset the message sequence numbers and discard all old messages =
from the queue. I haven't tested the flip side of this problem, when the =
acceptor initiates this process. But I am sure it will trip the same =
exception and log out.

Any suggestions?

--Shane


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: 03 March 2005 14:15
To: Shane Ryan
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Generating two Test requests in a row

Are you saying you need to send out two test requests whenever QuickFIX=20
initiates one, or you need to respond twice when you receive a test=20
request from iLink, or both?

--oren

On Mar 1, 2005, at 11:34 AM, Shane Ryan wrote:

> Has anyone gone through the CME iLink 2.0 certification process=20
> before, and if so have they figured out how to make quickfix generate=20
> two TestRequest messages in a row?
>
> =A0
>
> I know iLinks behaviour is not inline with the FIX 4.2 specs but I=20
> don't think I'll be able to get them to change it.
>
> =A0
>
> If anyone knows a quick patch, I can do to make it work as per the=20
> iLink specs it would be appreciated.
>
>  =A0
>
> =A0
>
> Thanks,
>
> =A0
>
> Shane