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From: Casey L. <cas...@ya...> - 2004-12-10 02:32:00
|
I figured it out. For others that may need to know: if( order.isSetField( 18 ) ) order.removeField( 18 ); if( order.isSetField( 21 ) ) order.removeField( 21 ); - C --- Casey Lara <cas...@ya...> 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 > > Hi, > > My broker does not support tag 18 and tag 21. I > noticed that QF inserts these tags (using the > tradeclient example program.) > > Where and how do I remove these tages from the > message > before it gets sent? > > - C > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Casey L. <cas...@ya...> - 2004-12-10 02:04:35
|
Hi, My broker does not support tag 18 and tag 21. I noticed that QF inserts these tags (using the tradeclient example program.) Where and how do I remove these tages from the message before it gets sent? - C |
From: Michael R. <mr...@li...> - 2004-12-09 18:38:47
|
Ok, let me try again - what I need to do is=20 1. send logout,=20 2. disconnect,=20 3. wait for login from counterparty, 4. and accept that login When I do Session::logout everything's fine until 4. when login comes. Then in void Session::next() { QF_STACK_PUSH(Session::next) try { if( !m_enabled ) { if( isLoggedOn() ) { if( !m_state.sentLogout() ) { m_state.onEvent( "Initiated logout request" ); generateLogout(); } } I get to generateLogout() and login by countreparty fails. What am I doing wrong? -----Original Message----- From: Oren Miller [mailto:or...@qu...] Sent: Thursday, December 09, 2004 10:55 AM To: Michael Raykh Cc: qui...@li... Subject: Re: [Quickfix-developers] controlling quickFix engine Well, calling logout will keep the Session in a logout state until you=20= call login. So if you want to just drop the connection and reconnect,=20= you should call logout and login in sequence. If you want to just do a=20= harsh disconnect without dealing with such things, there is=20 Session::disconnect. This will just cut the connection. The Session::reset method does exactly what you describe concerning=20 end-of-day. It will reset all sequence numbers to 1 and clear out the=20= state. In fact, if you just call reset, it will do the disconnect for=20= you as well. --oren On Dec 9, 2004, at 9:41 AM, Michael Raykh wrote: > Tnx, somehow I thought I need to use generateLogout... > > Still can't get it right with Session::logout - logout does go through > but subsequent login from broker fails 'cause ) is=20 > false somehow... > > As far as end-of-day - we need to be able in the middle of the=20 > session disconnect > clean everything and start from fresh as if session never started that=20= > day. > > -----Original Message----- > From: Oren Miller [mailto:or...@qu...] > Sent: Thursday, December 09, 2004 9:47 AM > To: Michael Raykh > Cc: qui...@li... > Subject: Re: [Quickfix-developers] controlling quickFix engine > > > > For connect/disconnect there are the Session::logon() and=A0 > Session::logout() methods.=A0 There is Session::reset(),=A0 > Session::setNextSenderMsgSeqNum(), and=A0 > Session::setNextTargetMsgSeqNum().=A0 TestRequest and ResendRequest=A0 > messages can be sent using sendToTarget().=A0 Not sure what you mean b= y=A0 > end of day.=A0 These are all public methods, at least in the most=20 > current=A0 > version:=A0 > http://www.quickfixengine.org/quickfix/doc/html/ > class_f_i_x_1_1_session.html > > --oren > > On Dec 9, 2004, at 7:39 AM, Michael Raykh wrote: > > > Looking for a way to monitor and control QF for our support desk.=20 > Need=A0 > > to do things like disconnect, > > reset, reset seq number, test request, resend request, end-of-day.=A0= > > Seems that the functionality needed exists but more often than not=A0= > > it's private methods in Session, SessionState... > > > > - is this correct? > > - seems that something like this might be pretty common need- would=20= > it=A0 > > make sense to provide neccessary "hooks"? > > > > Michael > >=A0 This email and any files transmitted with it are confidential and=A0= > > intended solely for the use of the individual or entity to whom they=A0= > > are addressed. If you have received this email in error please=20 > notify=A0 > > the system manager. This message contains confidential information=20= > and=A0 > > is intended only for the individual named. If you are not the named=A0= > > addressee you should not disseminate, distribute or copy this e-mail.= > This email and any files transmitted with it are confidential and=20 > intended solely for the use of the individual or entity to whom they=20= > are addressed. If you have received this email in error please notify=20= > the system manager. This message contains confidential information and=20= > is intended only for the individual named. If you are not the named=20 > addressee you should not disseminate, distribute or copy this e-mail.=20= This email and any files transmitted with it are confidential and intende= d solely for the use of the individual or entity to whom they are address= ed. If you have received this email in error please notify the system man= ager. This message contains confidential information and is intended only= for the individual named. If you are not the named addressee you should = not disseminate, distribute or copy this e-mail. |
From: Oren M. <or...@qu...> - 2004-12-09 15:54:54
|
Well, calling logout will keep the Session in a logout state until you=20= call login. So if you want to just drop the connection and reconnect,=20= you should call logout and login in sequence. If you want to just do a=20= harsh disconnect without dealing with such things, there is=20 Session::disconnect. This will just cut the connection. The Session::reset method does exactly what you describe concerning=20 end-of-day. It will reset all sequence numbers to 1 and clear out the=20= state. In fact, if you just call reset, it will do the disconnect for=20= you as well. --oren On Dec 9, 2004, at 9:41 AM, Michael Raykh wrote: > Tnx, somehow I thought I need to use generateLogout... > > Still can't get it right with Session::logout - logout does go through > but subsequent login from broker fails 'cause m_state.sentLogout() is=20= > false somehow... > > As far as end-of-day - we need to be able in the middle of the=20 > session disconnect > clean everything and start from fresh as if session never started that=20= > day. > > -----Original Message----- > From: Oren Miller [mailto:or...@qu...] > Sent: Thursday, December 09, 2004 9:47 AM > To: Michael Raykh > Cc: qui...@li... > Subject: Re: [Quickfix-developers] controlling quickFix engine > > > > For connect/disconnect there are the Session::logon() and=A0 > Session::logout() methods.=A0 There is Session::reset(),=A0 > Session::setNextSenderMsgSeqNum(), and=A0 > Session::setNextTargetMsgSeqNum().=A0 TestRequest and ResendRequest=A0 > messages can be sent using sendToTarget().=A0 Not sure what you mean = by=A0 > end of day.=A0 These are all public methods, at least in the most=20 > current=A0 > version:=A0 > http://www.quickfixengine.org/quickfix/doc/html/ > class_f_i_x_1_1_session.html > > --oren > > On Dec 9, 2004, at 7:39 AM, Michael Raykh wrote: > > > Looking for a way to monitor and control QF for our support desk.=20 > Need=A0 > > to do things like disconnect, > > reset, reset seq number, test request, resend request, end-of-day.=A0 > > Seems that the functionality needed exists but more often than not=A0 > > it's private methods in Session, SessionState... > > > > - is this correct? > > - seems that something like this might be pretty common need- would=20= > it=A0 > > make sense to provide neccessary "hooks"? > > > > Michael > >=A0 This email and any files transmitted with it are confidential = and=A0 > > intended solely for the use of the individual or entity to whom = they=A0 > > are addressed. If you have received this email in error please=20 > notify=A0 > > the system manager. This message contains confidential information=20= > and=A0 > > is intended only for the individual named. If you are not the named=A0= > > addressee you should not disseminate, distribute or copy this = e-mail. > This email and any files transmitted with it are confidential and=20 > intended solely for the use of the individual or entity to whom they=20= > are addressed. If you have received this email in error please notify=20= > the system manager. This message contains confidential information and=20= > is intended only for the individual named. If you are not the named=20 > addressee you should not disseminate, distribute or copy this e-mail.=20= |
From: Michael R. <mr...@li...> - 2004-12-09 15:42:10
|
Tnx, somehow I thought I need to use generateLogout... Still can't get it right with Session::logout - logout does go through but subsequent login from broker fails 'cause m_state.sentLogout() is false somehow... As far as end-of-day - we need to be able in the middle of the session disconnect clean everything and start from fresh as if session never started that day. -----Original Message----- From: Oren Miller [mailto:or...@qu...] Sent: Thursday, December 09, 2004 9:47 AM To: Michael Raykh Cc: qui...@li... Subject: Re: [Quickfix-developers] controlling quickFix engine For connect/disconnect there are the Session::logon() and Session::logout() methods. There is Session::reset(), Session::setNextSenderMsgSeqNum(), and Session::setNextTargetMsgSeqNum(). TestRequest and ResendRequest messages can be sent using sendToTarget(). Not sure what you mean by end of day. These are all public methods, at least in the most current version: http://www.quickfixengine.org/quickfix/doc/html/ class_f_i_x_1_1_session.html --oren On Dec 9, 2004, at 7:39 AM, Michael Raykh wrote: > Looking for a way to monitor and control QF for our support desk. Need > to do things like disconnect, > reset, reset seq number, test request, resend request, end-of-day. > Seems that the functionality needed exists but more often than not > it's private methods in Session, SessionState... > > - is this correct? > - seems that something like this might be pretty common need- would it > make sense to provide neccessary "hooks"? > > Michael > This email and any files transmitted with it are confidential and > intended solely for the use of the individual or entity to whom they > are addressed. If you have received this email in error please notify > the system manager. This message contains confidential information and > is intended only for the individual named. If you are not the named > addressee you should not disseminate, distribute or copy this e-mail. This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error please notify the system manager. This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. |
From: Oren M. <or...@qu...> - 2004-12-09 14:47:06
|
For connect/disconnect there are the Session::logon() and Session::logout() methods. There is Session::reset(), Session::setNextSenderMsgSeqNum(), and Session::setNextTargetMsgSeqNum(). TestRequest and ResendRequest messages can be sent using sendToTarget(). Not sure what you mean by end of day. These are all public methods, at least in the most current version: http://www.quickfixengine.org/quickfix/doc/html/ class_f_i_x_1_1_session.html --oren On Dec 9, 2004, at 7:39 AM, Michael Raykh wrote: > Looking for a way to monitor and control QF for our support desk. Need > to do things like disconnect, > reset, reset seq number, test request, resend request, end-of-day. > Seems that the functionality needed exists but more often than not > it's private methods in Session, SessionState... > > - is this correct? > - seems that something like this might be pretty common need- would it > make sense to provide neccessary "hooks"? > > Michael > This email and any files transmitted with it are confidential and > intended solely for the use of the individual or entity to whom they > are addressed. If you have received this email in error please notify > the system manager. This message contains confidential information and > is intended only for the individual named. If you are not the named > addressee you should not disseminate, distribute or copy this e-mail. |
From: Michael R. <mr...@li...> - 2004-12-09 13:40:08
|
Looking for a way to monitor and control QF for our support desk. Need to do things like disconnect, reset, reset seq number, test request, resend request, end-of-day. Seems that the functionality needed exists but more often than not it's private methods in Session, SessionState... - is this correct? - seems that something like this might be pretty common need- would it make sense to provide neccessary "hooks"? Michael This email and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this email in error please notify the system manager. This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. |
From: Jo J. <jo...@tr...> - 2004-12-08 17:15:52
|
Here are the logs from the time of the disconnect. Upon further investigation, it looks are though it was a legitimate line drop, though. The heartbeat timeout was real since we receive no messages from the counterparty for over a minute in the incoming log. After reconnection, it went into a crazy loop, trying to sync up again. It locked up the server for a while until I killed it and restarted it. It them seemed to come up ok, w/o resetting the sequence numbers. Thanks, Jo /* EVENT */ 20041206-13:40:18 : Created session 20041206-13:40:19 : Connecting to 169.196.243.47 on port 21600 20041206-13:40:19 : Connection succeeded 20041206-13:40:19 : Initiated logon request 20041206-13:40:20 : Received logon response 20041206-19:25:52 : Sent test request TEST 20041206-19:26:28 : Timed out waiting for heartbeat 20041206-19:26:28 : Disconnecting 20041206-19:26:35 : Connecting to 169.196.243.47 on port 21600 20041206-19:26:35 : Connection succeeded 20041206-19:26:35 : Initiated logon request 20041206-19:26:35 : Received logon response 20041206-19:26:35 : MsgSeqNum too high, expecting 11520 but received 11522 20041206-19:26:35 : Sent ResendRequest FROM: 11520 TO: 999999 20041206-19:26:35 : Received ResendRequest FROM: 6833 TO: 6859 20041206-19:26:35 : Resending Message: 6833 /* INCOMING */ 8=3DFIX.4.1=019=3D265=0135=3D8=0149=3DLHTRIDE=0156=3DTRIDE=0157=3D573=013= 4=3D11518=0152=3D20041206-19: 25:16=0137=3D12966239=0111=3D20041206-006762=0141=3D20041206-006710=0176=3D= ARCA=0117=3D10017 0592=0120=3D0=01150=3D6=0139=3D6=0155=3DAMWD=01207=3DARCA=0154=3D2=0138=3D= 100=0140=3D2=0144=3D44.0900=0159=3D0=013 2=3D0=0131=3D0=01151=3D100=0114=3D0=016=3D0=0160=3D20041206-19:25:17=0158= =3DCancel pending=0110=3D070=01 8=3DFIX.4.1=019=3D266=0135=3D8=0149=3DLHTRIDE=0156=3DTRIDE=0157=3D573=013= 4=3D11519=0152=3D20041206-19: 25:16=0137=3D12966239=0111=3D20041206-006762=0141=3D20041206-006710=0176=3D= ARCA=0117=3D10017 0593=0120=3D0=01150=3D4=0139=3D4=0155=3DAMWD=01207=3DARCA=0154=3D2=0138=3D= 100=0140=3D2=0144=3D44.0900=0159=3D0=013 2=3D0=0131=3D0=01151=3D0=0114=3D0=016=3D0=0160=3D20041206-19:25:17=0158=3D= Cancelled by User=0110=3D206=01 8=3DFIX.4.1=019=3D67=0135=3DA=0149=3DLHTRIDE=0156=3DTRIDE=0134=3D11522=01= 52=3D20041206-19:26:36=0198 =3D0=01108=3D30=0110=3D138=01 8=3DFIX.4.1=019=3D70=0135=3D2=0149=3DLHTRIDE=0156=3DTRIDE=0134=3D11523=01= 52=3D20041206-19:26:36=017=3D 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8=3DFIX.4.1=019=3D174=0135=3DD=0134=3D6856=0149=3DTRIDE=0150=3D352=0152=3D= 20041206-19:26:17=0156=3DLHT RIDE=0111=3D20041206-006785=0121=3D1=0138=3D1100=0140=3D2=0144=3D20.6=015= 4=3D5=0155=3DVSAT=0159=3D0=0160=3D2 0041206-19:26:17=01100=3DARCA=01114=3DN=01204=3D0=01439=3D352=0110=3D000=01= 8=3DFIX.4.1=019=3D134=0135=3DF=0134=3D6857=0149=3DTRIDE=0152=3D20041206-1= 9:26:20=0156=3DLHTRIDE=0111 =3D20041206-006786=0138=3D1200=0141=3D20041206-006709=0154=3D1=0155=3DEEF= T=0160=3D20041206-19: 26:20=0110=3D189=01 8=3DFIX.4.1=019=3D133=0135=3DF=0134=3D6858=0149=3DTRIDE=0152=3D20041206-1= 9:26:26=0156=3DLHTRIDE=0111 =3D20041206-006787=0138=3D1100=0141=3D20041206-006720=0154=3D1=0155=3DASX= =0160=3D20041206-19:2 6:26=0110=3D138=01 8=3DFIX.4.1=019=3D66=0135=3DA=0134=3D6859=0149=3DTRIDE=0152=3D20041206-19= :26:35=0156=3DLHTRIDE=0198=3D 0=01108=3D30=0110=3D105=01 8=3DFIX.4.1=019=3D72=0135=3D2=0134=3D6860=0149=3DTRIDE=0152=3D20041206-19= :26:35=0156=3DLHTRIDE=017=3D1 1520=0116=3D999999=0110=3D159=01 8=3DFIX.4.1=019=3D198=0135=3DD=0134=3D6833=0143=3DY=0149=3DTRIDE=0150=3D3= 52=0152=3D20041206-19:26:35=015 6=3DLHTRIDE=01122=3D20041206-19:25:18=0111=3D20041206-006763=0121=3D1=013= 8=3D400=0140=3D2=0144=3D6 .48=0154=3D1=0155=3DTCF=0159=3D0=0160=3D20041206-19:25:18=01100=3DNS3=011= 14=3DN=01204=3D0=01439=3D352=0110 =3D108=01 8=3DFIX.4.1=019=3D199=0135=3DD=0134=3D6834=0143=3DY=0149=3DTRIDE=0150=3D5= 73=0152=3D20041206-19:26:35=015 6=3DLHTRIDE=01122=3D20041206-19:25:19=0111=3D20041206-006764=0121=3D1=013= 8=3D100=0140=3D2=0144=3D3 8.27=0154=3D5=0155=3DAVD=0159=3D0=0160=3D20041206-19:25:19=01100=3DNS3=01= 114=3DN=01204=3D0=01439=3D573=011 0=3D172=01 -----Original Message----- From: Oren Miller [mailto:or...@qu...]=20 Sent: Wednesday, December 08, 2004 08:27 To: Jo Janssens Cc: qui...@li... Subject: Re: [Quickfix-developers] Unexplained TEST Message From Server Are any logs available? --oren On Dec 8, 2004, at 8:18 AM, Jo Janssens 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 > > I believe I had a similar problem yesterday (also QF 1.9.2) - a TEST > message followed by a heartbeat timeout and dropping the connection. At > the time, I just thought the line dropped... > > Jo > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Jon Dahl > Sent: Tuesday, December 07, 2004 15:51 > To: qui...@li... > Subject: [Quickfix-developers] Unexplained TEST Message From Server > > 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're using QF 1.9.2 with a HeatBeatInt=3D15 > > We had the following happen today in production: > > incoming: > 8=3DFIX.4.29=3D6235=3D034=3D170449=3DUNG531N52=3D20041207-19:48:=20 > 07.20356=3DLDFIXGWY110 > =3D223 > 8=3DFIX.4.29=3D6235=3D034=3D170549=3DUNG531N52=3D20041207-19:48:=20 > 22.21856=3DLDFIXGWY110 > =3D227 > 8=3DFIX.4.29=3D6235=3D034=3D170649=3DUNG531N52=3D20041207-19:48:=20 > 37.23456=3DLDFIXGWY110 > =3D232 > 8=3DFIX.4.29=3D6235=3D034=3D170749=3DUNG531N52=3D20041207-19:48:=20 > 52.28156=3DLDFIXGWY110 > =3D232 > > outgoing: > 8=3DFIX.4.29=3D6235=3D034=3D171149=3DLDFIXGWY152=3D20041207-19:48:=20 > 11.12256=3DUNG531N10 > =3D216 > 8=3DFIX.4.29=3D6235=3D034=3D171249=3DLDFIXGWY152=3D20041207-19:48:=20 > 26.13256=3DUNG531N10 > =3D224 > 8=3DFIX.4.29=3D6235=3D034=3D171349=3DLDFIXGWY152=3D20041207-19:48:=20 > 41.18256=3DUNG531N10 > =3D227 > 8=3DFIX.4.29=3D6235=3D034=3D171449=3DLDFIXGWY152=3D20041207-19:48:=20 > 56.19156=3DUNG531N10 > =3D234 > 8=3DFIX.4.29=3D7135=3D134=3D171549=3DLDFIXGWY152=3D20041207-19:48:=20 > 59.19156=3DUNG531N11 > 2=3DTEST10=3D001 > > event: > 20041207-19:48:59 : Sent test request TEST > 20041207-19:49:13 : Dropped Connection > > Why would the server send out a TEST request when it received a > HeartBeat > message 7 seconds earlier? > > Or am I missing something here? > > -jd- > > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > 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 =20 > users. > Discover which products truly live up to the hype. Start reading now. > http://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Jon D. <jd...@wi...> - 2004-12-08 15:28:19
|
yeah, 19:49:01 is when it happened. -jd- > Sorry Jon, I know about your logs, I was wondering if Jo also had some > available so we can compare. > > Initially I'm now sure why it would send this TestRequest, but at the > same time it should really be a problem. Do you know at what time the > client crashed? > > --oren > > On Dec 8, 2004, at 9:15 AM, Jon Dahl wrote: > >>> Are any logs available? >>> >>> --oren >> >> incoming: >> 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48: >> 07.20356=LDFIXGWY110=223 >> 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48: >> 22.21856=LDFIXGWY110=227 >> 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48: >> 37.23456=LDFIXGWY110=232 >> 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48: >> 52.28156=LDFIXGWY110=232 >> >> outgoing: >> 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48: >> 11.12256=UNG531N10=216 >> 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48: >> 26.13256=UNG531N10=224 >> 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48: >> 41.18256=UNG531N10=227 >> 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48: >> 56.19156=UNG531N10=234 >> 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48: >> 59.19156=UNG531N112=TEST10=001 >> >> event: >> 20041207-19:48:59 : Sent test request TEST >> 20041207-19:49:13 : Dropped Connection >> >> This is what happened at the time of the TEST request. Then there was >> nothing for 10 minutes. We found out the client had a C++ exception and >> aborted. >> >> -jd- >> > -- |
From: Oren M. <or...@qu...> - 2004-12-08 15:24:04
|
Sorry Jon, I know about your logs, I was wondering if Jo also had some available so we can compare. Initially I'm now sure why it would send this TestRequest, but at the same time it should really be a problem. Do you know at what time the client crashed? --oren On Dec 8, 2004, at 9:15 AM, Jon Dahl wrote: >> Are any logs available? >> >> --oren > > incoming: > 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48: > 07.20356=LDFIXGWY110=223 > 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48: > 22.21856=LDFIXGWY110=227 > 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48: > 37.23456=LDFIXGWY110=232 > 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48: > 52.28156=LDFIXGWY110=232 > > outgoing: > 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48: > 11.12256=UNG531N10=216 > 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48: > 26.13256=UNG531N10=224 > 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48: > 41.18256=UNG531N10=227 > 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48: > 56.19156=UNG531N10=234 > 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48: > 59.19156=UNG531N112=TEST10=001 > > event: > 20041207-19:48:59 : Sent test request TEST > 20041207-19:49:13 : Dropped Connection > > This is what happened at the time of the TEST request. Then there was > nothing for 10 minutes. We found out the client had a C++ exception and > aborted. > > -jd- > |
From: Jon D. <jd...@wi...> - 2004-12-08 15:15:46
|
> Are any logs available? > > --oren incoming: 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48:07.20356=LDFIXGWY110=223 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48:22.21856=LDFIXGWY110=227 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48:37.23456=LDFIXGWY110=232 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48:52.28156=LDFIXGWY110=232 outgoing: 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48:11.12256=UNG531N10=216 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48:26.13256=UNG531N10=224 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48:41.18256=UNG531N10=227 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48:56.19156=UNG531N10=234 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48:59.19156=UNG531N112=TEST10=001 event: 20041207-19:48:59 : Sent test request TEST 20041207-19:49:13 : Dropped Connection This is what happened at the time of the TEST request. Then there was nothing for 10 minutes. We found out the client had a C++ exception and aborted. -jd- |
From: Oren M. <or...@qu...> - 2004-12-08 14:40:25
|
Are they sending you a logon message with the ResetSeqNumFlag set to Y? --oren On Dec 7, 2004, at 6:52 AM, malotian 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 are developing a server application using quickfix library as a > client. > in this we connect to remote FIXServer's and place orders there. every > broker to which we connect reset there sequence number around 1 am. but > its impossible to have clocks synchronised in a perfect way so what we > need to do is that we reset our sequence numbers when we receive FIX > messages with lower sequence number after 1 am. > what i want to know is how to receive notification when a FIX message > with > lower sequence number than expected arrives. > right now we are doing it this way. > we have overridden callback func toAdmin(FIX::Message& message, const > FIX::SessionID& sessionID) in Application interface and check whether > the > text contained in the logout request which is being sent contains the > following text "MsgSeqNum too low" ( this text is added to the request > in > Session.cpp when the logout message is composed when a msg with low seq > number arrives). > but this method is not proper and neither it is scalable so could > anyone > please tell me how to do accomplish the above said task through proper > channel. > > Thanks, > Tarandeep Singh > > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Oren M. <or...@qu...> - 2004-12-08 14:27:16
|
Are any logs available? --oren On Dec 8, 2004, at 8:18 AM, Jo Janssens 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 believe I had a similar problem yesterday (also QF 1.9.2) - a TEST > message followed by a heartbeat timeout and dropping the connection. At > the time, I just thought the line dropped... > > Jo > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of > Jon Dahl > Sent: Tuesday, December 07, 2004 15:51 > To: qui...@li... > Subject: [Quickfix-developers] Unexplained TEST Message From Server > > 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're using QF 1.9.2 with a HeatBeatInt=15 > > We had the following happen today in production: > > incoming: > 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48: > 07.20356=LDFIXGWY110 > =223 > 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48: > 22.21856=LDFIXGWY110 > =227 > 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48: > 37.23456=LDFIXGWY110 > =232 > 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48: > 52.28156=LDFIXGWY110 > =232 > > outgoing: > 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48: > 11.12256=UNG531N10 > =216 > 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48: > 26.13256=UNG531N10 > =224 > 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48: > 41.18256=UNG531N10 > =227 > 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48: > 56.19156=UNG531N10 > =234 > 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48: > 59.19156=UNG531N11 > 2=TEST10=001 > > event: > 20041207-19:48:59 : Sent test request TEST > 20041207-19:49:13 : Dropped Connection > > Why would the server send out a TEST request when it received a > HeartBeat > message 7 seconds earlier? > > Or am I missing something here? > > -jd- > > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Jo J. <jo...@tr...> - 2004-12-08 14:18:47
|
I believe I had a similar problem yesterday (also QF 1.9.2) - a TEST message followed by a heartbeat timeout and dropping the connection. At the time, I just thought the line dropped... Jo -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Jon Dahl Sent: Tuesday, December 07, 2004 15:51 To: qui...@li... Subject: [Quickfix-developers] Unexplained TEST Message From Server 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're using QF 1.9.2 with a HeatBeatInt=15 We had the following happen today in production: incoming: 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48:07.20356=LDFIXGWY110 =223 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48:22.21856=LDFIXGWY110 =227 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48:37.23456=LDFIXGWY110 =232 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48:52.28156=LDFIXGWY110 =232 outgoing: 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48:11.12256=UNG531N10 =216 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48:26.13256=UNG531N10 =224 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48:41.18256=UNG531N10 =227 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48:56.19156=UNG531N10 =234 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48:59.19156=UNG531N11 2=TEST10=001 event: 20041207-19:48:59 : Sent test request TEST 20041207-19:49:13 : Dropped Connection Why would the server send out a TEST request when it received a HeartBeat message 7 seconds earlier? Or am I missing something here? -jd- ------------------------------------------------------- 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://productguide.itmanagersjournal.com/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Oren M. <or...@qu...> - 2004-12-08 14:12:20
|
"debug" is only a valid option when running a visual studio build when under windows, try just running './runut 4471' --oren On Dec 8, 2004, at 8:01 AM, Munson, Paul wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: > http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi All, > > Brand new to QuickFix. > > GCC v 3.2.3 > No StlPort > QuickFix 1.9.2 > > Failing 4 tests - first one most confusing. > > Any help or pointers greatly appreciated. > > Many thanks in advance, > > Paul > > > [hostname 422] test > runut debug 4471 > <ut> > <output> > ....................................................................... > ..............F.................................................FFF.. > </output> > <results total="140" failures="4"> > <failure line= "0" file= "unknown"> > <test> > <![CDATA[ PN7CPPTest4TestIN3FIX6ParserEEE]]> > </test> > <text> > <![CDATA[ assert(no futher information available)]]> > </text> > </failure> > <failure line= "48" file= "SocketConnectorTestCase.cpp"> > <test> > <![CDATA[ FIX::SocketConnectorTestCase::accept]]> > </test> > <text> > <![CDATA[ assert(object.connect( "127.0.0.1", m_port ))]]> > </text> > </failure> > <failure line= "48" file= "SocketServerTestCase.cpp"> > <test> > <![CDATA[ FIX::SocketServerTestCase::accept]]> > </test> > <text> > <![CDATA[ assert(clientS1 > 0)]]> > </text> > </failure> > <failure line= "93" file= "SocketServerTestCase.cpp"> > <test> > <![CDATA[ FIX::SocketServerTestCase::block]]> > </test> > <text> > <![CDATA[ assert(s >= 0)]]> > </text> > </failure> > </results> > </ut> > > ======================================================================= > ======= > This message is for the sole use of the intended recipient. If you > received > this message in error please delete it and notify us. If this message > was > misdirected, CSFB does not waive any confidentiality or privilege. CSFB > retains and monitors electronic communications sent through its > network. > Instructions transmitted over this system are not binding on CSFB > until they > are confirmed by us. Message transmission is not guaranteed to be > secure. > ======================================================================= > ======= > > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Munson, P. <pau...@cs...> - 2004-12-08 14:01:43
|
Hi All, Brand new to QuickFix. GCC v 3.2.3 No StlPort QuickFix 1.9.2 Failing 4 tests - first one most confusing. Any help or pointers greatly appreciated. Many thanks in advance, Paul [hostname 422] test > runut debug 4471 <ut> <output> .....................................................................................F.................................................FFF.. </output> <results total="140" failures="4"> <failure line= "0" file= "unknown"> <test> <![CDATA[ PN7CPPTest4TestIN3FIX6ParserEEE]]> </test> <text> <![CDATA[ assert(no futher information available)]]> </text> </failure> <failure line= "48" file= "SocketConnectorTestCase.cpp"> <test> <![CDATA[ FIX::SocketConnectorTestCase::accept]]> </test> <text> <![CDATA[ assert(object.connect( "127.0.0.1", m_port ))]]> </text> </failure> <failure line= "48" file= "SocketServerTestCase.cpp"> <test> <![CDATA[ FIX::SocketServerTestCase::accept]]> </test> <text> <![CDATA[ assert(clientS1 > 0)]]> </text> </failure> <failure line= "93" file= "SocketServerTestCase.cpp"> <test> <![CDATA[ FIX::SocketServerTestCase::block]]> </test> <text> <![CDATA[ assert(s >= 0)]]> </text> </failure> </results> </ut> ============================================================================== This message is for the sole use of the intended recipient. If you received this message in error please delete it and notify us. If this message was misdirected, CSFB does not waive any confidentiality or privilege. CSFB retains and monitors electronic communications sent through its network. Instructions transmitted over this system are not binding on CSFB until they are confirmed by us. Message transmission is not guaranteed to be secure. ============================================================================== |
From: Jon D. <jd...@wi...> - 2004-12-07 21:51:35
|
We're using QF 1.9.2 with a HeatBeatInt=15 We had the following happen today in production: incoming: 8=FIX.4.29=6235=034=170449=UNG531N52=20041207-19:48:07.20356=LDFIXGWY110=223 8=FIX.4.29=6235=034=170549=UNG531N52=20041207-19:48:22.21856=LDFIXGWY110=227 8=FIX.4.29=6235=034=170649=UNG531N52=20041207-19:48:37.23456=LDFIXGWY110=232 8=FIX.4.29=6235=034=170749=UNG531N52=20041207-19:48:52.28156=LDFIXGWY110=232 outgoing: 8=FIX.4.29=6235=034=171149=LDFIXGWY152=20041207-19:48:11.12256=UNG531N10=216 8=FIX.4.29=6235=034=171249=LDFIXGWY152=20041207-19:48:26.13256=UNG531N10=224 8=FIX.4.29=6235=034=171349=LDFIXGWY152=20041207-19:48:41.18256=UNG531N10=227 8=FIX.4.29=6235=034=171449=LDFIXGWY152=20041207-19:48:56.19156=UNG531N10=234 8=FIX.4.29=7135=134=171549=LDFIXGWY152=20041207-19:48:59.19156=UNG531N112=TEST10=001 event: 20041207-19:48:59 : Sent test request TEST 20041207-19:49:13 : Dropped Connection Why would the server send out a TEST request when it received a HeartBeat message 7 seconds earlier? Or am I missing something here? -jd- |
From: malotian <mal...@in...> - 2004-12-07 12:54:34
|
we are developing a server application using quickfix library as a client. in this we connect to remote FIXServer's and place orders there. every broker to which we connect reset there sequence number around 1 am. but its impossible to have clocks synchronised in a perfect way so what we need to do is that we reset our sequence numbers when we receive FIX messages with lower sequence number after 1 am. what i want to know is how to receive notification when a FIX message with lower sequence number than expected arrives. right now we are doing it this way. we have overridden callback func toAdmin(FIX::Message& message, const FIX::SessionID& sessionID) in Application interface and check whether the text contained in the logout request which is being sent contains the following text "MsgSeqNum too low" ( this text is added to the request in Session.cpp when the logout message is composed when a msg with low seq number arrives). but this method is not proper and neither it is scalable so could anyone please tell me how to do accomplish the above said task through proper channel. Thanks, Tarandeep Singh |
From: Bishop, B. <Bar...@gs...> - 2004-12-03 16:36:41
|
Hi Caleb, Thanks again for your advice. I've been distracted by other issues, but still managed to build quickfix 1.9.3 and 1.9.4 using the configure generated makefiles and gcc version 3.2.2. At the end of the day, I think it is safe to say that this does not work with gcc 2.95.2. You get a warning when running configure, but the warning doesn't do it justice! There are so many errors downstream that it might be better not to even attempt to support gcc 2.95.x. Oren, The 1.9.4 build is looking good and we have tested this in our QA environment. It reconnects very well (better than 1.4.0), but it will be some days before we run with this in our production environment. It would be nice if the strange disconnect problem goes away with this version, but it would be equally nice to see the better logging for these kind of events and learn something about what is happening. Again I will report back next week. Thanks again for everyone's input and thanks for a really good product. I know I've had problems building it, but once passed that stage the software has performed very well indeed. I would concur with one of your previous postings about the uptake of quickfix within the finance sector. There are a lot of people using it, which is most encouraging. Regards, barry -----Original Message----- From: Caleb Epstein [mailto:cal...@gm...] Sent: Wednesday, December 01, 2004 2:06 PM To: Bishop, Barry Cc: Oren Miller; qui...@li... Subject: Re: [Quickfix-developers] RE: Intermittent disconnect problem On Wed, 1 Dec 2004 13:51:41 -0000, Bishop, Barry <bar...@gs...> wrote: > If you don't mind me asking, did you have difficulties like this? > Maybe I am just incompetent. No, just a glutton for punishment :) Seriously though, gcc 2.95 is just too old if you want to compile standards-conforming C++ code. You should try the latest 3.3 or 3.4 version (we use 3.3.2 here with success on Linux and Solaris). You can drop STLport with these newer versions as well. Your life becomes much simpler, at the expense of needing to compile all your C++ code because name mangling changed. -- Caleb Epstein caleb dot epstein at gmail dot com |
From: Shamanth <sha...@in...> - 2004-12-03 07:40:27
|
Hi I am trying to use quickfix 1.8.0 with jrockit instead of sun's JDK. I = have build all the quickfix libraries and dlls like quickfix_jni.dll, = and quickfix.jar using jrockit. But when I try to run it, it crashes. I am giving the exception below, I = guess it has nothing to do with quickfix, but it would be helpful if any = one who have done a similar thing could give some pointers. NOTE: Quickfix works fine with sun's JDK. thanks =3D=3D=3D=3D=3D BEGIN DUMP = =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D JRockit context dump produced on Fri Dec 03 10:45:17 2004 If you see this dump, please send it, along with as much information as you can on your system setup and the program you were running, to su...@be.... Thank you. Version : 7.0-1.3.1-win32-GARAK-20020830-1702 GC : Generational Concurrent Thread System: Native Threads, Generational Concurrent Garbage Collector Number CPUs : 1 Tot Phys Mem : 534560768 OS version : Microsoft Windows 2000 Service Pack 4 (Build 2195) State : JVM is running Command Line : = -Djava.class.path=3D../lib/FIXEngineServer.jar;../lib/quickfix/quickfix.j= ar;../lib/IntegralCoreDomain.jar;../lib/isfxilib/ISDomain.jar;../lib/Inte= gralCoreCommon.jar;../lib/sonic /lib/xerces_2.6.2/xml-apis.jar;../lib/xerces_2.6.2/xercesImpl.jar = -Djava.library.path=3D../lib/quickfix; Environment : JAVA_HOME=3DC:\jdk1.3.1_02, java.home=3DD:\Program = Files\JRockit\7.0\1.3.1\jre, = java.class.path=3D../lib/FIXEngineServer.jar;../lib/quickfix/quickfix.jar= ;../lib/IntegralCoreDomain.j r;../lib/sonic_Client.jar;../lib/IFSThirdParty.jar;../properties;../src;.= ./lib/xerces_2.6.2/xml-apis.jar;../lib/xerces_2.6.2/xercesImpl.jar, = java.library.path=3D../lib/quickfix; Registers: Converted EIP: 7c59bbf3 EAX =3D 0006f2e4 EBX =3D 00000000 ECX =3D 00000000 EDX =3D 780eb740 ESI =3D 0006f374 EDI =3D 0006f304 EIP =3D 7c59bbf3 ESP =3D 0006f2dc EBP =3D 0006f334 EFL =3D 00000206 CS =3D 001b DS =3D 0023 ES =3D 0023 SS =3D 0023 FS =3D 0038 GS =3D 0000 Stack: 0006f2dc :0006f374 78032bb0 e06d7363 00000001 00000000 7c59bbf3 0006f2f4 :00000003 19930520 0006f3b4 1d2f89a0 77f81f55 77f82518 0006f30c :ffffffff 0006f350 78001532 00230000 00000000 00000010 0006f324 :0006f3e0 0006f3b4 00000000 0006f370 0006f374 78007108 0006f33c :e06d7363 00000001 00000003 0006f368 1e8b7cee 0006f3a4 -------------------------- -------------------------- Loaded modules: (* denotes the module causing the exception) ntdll.dll 77F80000-77FFCFFF C:\WINNT\system32\ntdll.dll ADVAPI32.dll 7C2D0000-7C331FFF C:\WINNT\system32\ADVAPI32.dll KERNEL32.DLL 7C570000-7C622FFF* C:\WINNT\system32\KERNEL32.DLL RPCRT4.DLL 77D30000-77DA0FFF C:\WINNT\system32\RPCRT4.DLL MSVCRT.dll 78000000-78044FFF C:\WINNT\system32\MSVCRT.dll jvm.dll 00410000-00569FFF D:\Program = Files\JRockit\7.0\1.3.1\jre\bin\jrockit\jvm.dll WINMM.dll 77570000-7759FFFF C:\WINNT\system32\WINMM.dll USER32.DLL 77E10000-77E74FFF C:\WINNT\system32\USER32.DLL GDI32.DLL 77F40000-77F7AFFF C:\WINNT\system32\GDI32.DLL WS2_32.dll 75030000-75043FFF C:\WINNT\system32\WS2_32.dll WS2HELP.DLL 75020000-75027FFF C:\WINNT\system32\WS2HELP.DLL quickfix_jni.dll 1D1E0000-1D33EFFF = D:\cvs_views\FIX-Modules\release\FIXServer\lib\quickfix\quickfix_jni.dll ole32.dll 77A50000-77B3EFFF C:\WINNT\system32\ole32.dll OLEAUT32.dll 779B0000-77A4AFFF C:\WINNT\system32\OLEAUT32.dll MSVCP60.dll 780C0000-78120FFF C:\WINNT\system32\MSVCP60.dll rnr20.dll 782C0000-782CBFFF C:\WINNT\System32\rnr20.dll DNSAPI.DLL 77980000-779A3FFF C:\WINNT\system32\DNSAPI.DLL WSOCK32.DLL 75050000-75057FFF C:\WINNT\system32\WSOCK32.DLL iphlpapi.dll 77340000-77352FFF C:\WINNT\system32\iphlpapi.dll ICMP.DLL 77520000-77524FFF C:\WINNT\system32\ICMP.DLL MPRAPI.DLL 77320000-77336FFF C:\WINNT\system32\MPRAPI.DLL SAMLIB.DLL 75150000-7515EFFF C:\WINNT\system32\SAMLIB.DLL NETAPI32.DLL 75170000-751BEFFF C:\WINNT\system32\NETAPI32.DLL Secur32.dll 7C340000-7C34EFFF C:\WINNT\system32\Secur32.dll NTDSAPI.dll 77BF0000-77C00FFF C:\WINNT\system32\NTDSAPI.dll WLDAP32.DLL 77950000-77979FFF C:\WINNT\system32\WLDAP32.DLL NETRAP.dll 751C0000-751C5FFF C:\WINNT\system32\NETRAP.dll ACTIVEDS.DLL 773B0000-773DEFFF C:\WINNT\system32\ACTIVEDS.DLL ADSLDPC.DLL 77380000-773A2FFF C:\WINNT\system32\ADSLDPC.DLL RTUTILS.DLL 77830000-7783DFFF C:\WINNT\system32\RTUTILS.DLL SETUPAPI.DLL 77880000-7790DFFF C:\WINNT\system32\SETUPAPI.DLL USERENV.DLL 7C0F0000-7C150FFF C:\WINNT\system32\USERENV.DLL RASAPI32.DLL 774E0000-77512FFF C:\WINNT\system32\RASAPI32.DLL RASMAN.DLL 774C0000-774D0FFF C:\WINNT\system32\RASMAN.DLL TAPI32.DLL 77530000-77551FFF C:\WINNT\system32\TAPI32.DLL COMCTL32.DLL 71710000-71793FFF C:\WINNT\system32\COMCTL32.DLL SHLWAPI.DLL 63180000-631E8FFF C:\WINNT\system32\SHLWAPI.DLL DHCPCSVC.DLL 77360000-77378FFF C:\WINNT\system32\DHCPCSVC.DLL winrnr.dll 777E0000-777E7FFF C:\WINNT\System32\winrnr.dll newdotnet6_38.dll 1DA00000-1DA3BFFF C:\Program = Files\NewDotNet\newdotnet6_38.dll urlmon.dll 1DA40000-1DABAFFF C:\WINNT\system32\urlmon.dll VERSION.dll 77820000-77826FFF C:\WINNT\system32\VERSION.dll LZ32.DLL 759B0000-759B5FFF C:\WINNT\system32\LZ32.DLL WININET.dll 63000000-63095FFF C:\WINNT\system32\WININET.dll CRYPT32.dll 7C740000-7C7C6FFF C:\WINNT\system32\CRYPT32.dll MSASN1.DLL 77430000-7743FFFF C:\WINNT\system32\MSASN1.DLL MPR.dll 76620000-7662FFFF C:\WINNT\system32\MPR.dll WINTRUST.dll 76930000-7695AFFF C:\WINNT\system32\WINTRUST.dll IMAGEHLP.dll 77920000-77942FFF C:\WINNT\system32\IMAGEHLP.dll SHELL32.dll 782F0000-78534FFF C:\WINNT\system32\SHELL32.dll rasadhlp.dll 777F0000-777F4FFF C:\WINNT\system32\rasadhlp.dll msafd.dll 74FD0000-74FEDFFF C:\WINNT\system32\msafd.dll wshtcpip.dll 75010000-75016FFF C:\WINNT\System32\wshtcpip.dll CLBCATQ.DLL 775A0000-7762FFFF C:\WINNT\system32\CLBCATQ.DLL psapi.dll 690A0000-690AAFFF C:\WINNT\system32\psapi.dll Java Thread ID =3D 0x00000300, Name =3D Thread-0 Java Thread Stack Trace: at quickfix.ThreadedSocketInitiator.create(Native = Method)@1E002AEC at quickfix.ThreadedSocketInitiator.<init>(Compiled = Code)@1E002AE9 at com.integral.fix.server.engine.FIXEngineC.init(Compiled = Code)@1E00266D at com.integral.fix.server.servers.JMSFIXServerC.main(Compiled = Code)@1AA10331 --- End of stack trace =3D=3D=3D=3D=3D END DUMP = =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D at quickfix.ThreadedSocketInitiator.create(Native = Method)@1E002AEC at quickfix.ThreadedSocketInitiator.<init>(Compiled = Code)@1E002AE9 at com.integral.fix.server.engine.FIXEngineC.init(Compiled = Code)@1E00266D at com.integral.fix.server.servers.JMSFIXServerC.main(Compiled = Code)@1AA10331 --- End of stack trace > NOTICE > This e-mail message and any attachments, which may contain = confidential information, are to be viewed solely by the intended = recipient of Integral Development Corp. If the reader of this message = is not the intended recipient, you are hereby notified that any use, = dissemination, distribution or copying of this communication is strictly = prohibited. If you have received this message in error, please = immediately notify the sender and delete the mail and all attachments. >=20 |
From: Bishop, B. <Bar...@gs...> - 2004-12-01 14:14:47
|
Sounds like you've got me sussed! I think I'll take your advice as I've tried building without stlport and it won't. All the includes are wrong (e.g. I only have a limits.h not limits) so I'll need to seek out a later gcc. This is not easy in my organisation. Thank you very much indeed for responding. barry -----Original Message----- From: Caleb Epstein [mailto:cal...@gm...] Sent: Wednesday, December 01, 2004 2:06 PM To: Bishop, Barry Cc: Oren Miller; qui...@li... Subject: Re: [Quickfix-developers] RE: Intermittent disconnect problem On Wed, 1 Dec 2004 13:51:41 -0000, Bishop, Barry <bar...@gs...> wrote: > If you don't mind me asking, did you have difficulties like this? > Maybe I am just incompetent. No, just a glutton for punishment :) Seriously though, gcc 2.95 is just too old if you want to compile standards-conforming C++ code. You should try the latest 3.3 or 3.4 version (we use 3.3.2 here with success on Linux and Solaris). You can drop STLport with these newer versions as well. Your life becomes much simpler, at the expense of needing to compile all your C++ code because name mangling changed. -- Caleb Epstein caleb dot epstein at gmail dot com |
From: Caleb E. <cal...@gm...> - 2004-12-01 14:06:31
|
On Wed, 1 Dec 2004 13:51:41 -0000, Bishop, Barry <bar...@gs...> wrote: > If you don't mind me asking, did you have difficulties like this? > Maybe I am just incompetent. No, just a glutton for punishment :) Seriously though, gcc 2.95 is just too old if you want to compile standards-conforming C++ code. You should try the latest 3.3 or 3.4 version (we use 3.3.2 here with success on Linux and Solaris). You can drop STLport with these newer versions as well. Your life becomes much simpler, at the expense of needing to compile all your C++ code because name mangling changed. -- Caleb Epstein caleb dot epstein at gmail dot com |
From: Bishop, B. <Bar...@gs...> - 2004-12-01 13:51:59
|
Hi Caleb, Thanks for the advice. I might try switching to this, but at the moment I am using gcc 2.95.2 (old, I know). I'm also using STL port 4.6.2 and libxml 2.5.10. This is all on top of SunOS 5.8 At the moment I'm having another go at using the configure script. It all starts going wrong from here: configure --with-stlport=/home/bishoba/qf/STLport-4.6.2 For example, the configure script builds Makefiles with incorrect include directories: /home/bishoba/qf/STLport-4.6.2/include/stlport but there is no 'include' subdirectory under stlport. I can edit configure to make this right and re-run it. I'm grappling with this now: /bin/bash ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -I/home/bishoba/qf/STLport-4.6.2/stlport -I/home/bishoba/libxmlbin/GPlxml/reloc/libxml/include/libxml2 -I/opt/JDK-1.3/j2se/include -I/opt/JDK-1.3/j2se/include/solaris -O0 -g -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' || echo './'`FieldBaseTestCase.cpp g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -I/home/bishoba/qf/STLport-4.6.2/stlport -I/home/bishoba/libxmlbin/GPlxml/reloc/libxml/include/libxml2 -I/opt/JDK-1.3/j2se/include -I/opt/JDK-1.3/j2se/include/solaris -O0 -g -c FieldBaseTestCase.cpp -Wp,-MD,.deps/FieldBaseTestCase.TPlo -fPIC -DPIC -o FieldBaseTestCase.lo In file included from /home/bishoba/qf/STLport-4.6.2/stlport/stl/_threads.h:233, from /home/bishoba/qf/STLport-4.6.2/stlport/stl/_alloc.h:64, from /home/bishoba/qf/STLport-4.6.2/stlport/stdexcept:45, from ../../../CPPTest/Exception.h:4, from ../../../CPPTest/Test.h:4, from ../../../CPPTest/TestCase.h:4, from FieldBaseTestCase.h:25, from FieldBaseTestCase.cpp:27: /usr/include/synch.h:78: type specifier omitted for parameter /usr/include/synch.h:78: parse error before `*' The offending line is this: /usr/include/synch.h:78: int _lwp_cond_timedwait(lwp_cond_t *, lwp_mutex_t *, timestruc_t *); I spent three weeks on a string of problems like this last year and never got it to work. If you don't mind me asking, did you have difficulties like this? Maybe I am just incompetent. Thanks anyway, barry -----Original Message----- From: Caleb Epstein [mailto:cal...@gm...] Sent: Wednesday, December 01, 2004 1:24 PM To: Oren Miller Cc: Bishop, Barry; qui...@li... Subject: Re: [Quickfix-developers] RE: Intermittent disconnect problem On Wed, 1 Dec 2004 05:41:45 -0600, Oren Miller <or...@qu...> wrote: > There are a significant amount of Solaris users. You don't mention if > you are building with gcc or SunPRO? There were a lot of > contributions recently concerning getting QF to build with the SunPRO > compiler. What are the sort of problems that you run into? Barry, if you use the SunPRO C++ compiler, you NEED to follow the directions here: http://tinyurl.com/5sls4 -- Caleb Epstein caleb dot epstein at gmail dot com |
From: Caleb E. <cal...@gm...> - 2004-12-01 13:23:47
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On Wed, 1 Dec 2004 05:41:45 -0600, Oren Miller <or...@qu...> wrote: > There are a significant amount of Solaris users. You don't mention if > you are building with gcc or SunPRO? There were a lot of contributions > recently concerning getting QF to build with the SunPRO compiler. What > are the sort of problems that you run into? Barry, if you use the SunPRO C++ compiler, you NEED to follow the directions here: http://tinyurl.com/5sls4 -- Caleb Epstein caleb dot epstein at gmail dot com |
From: Oren M. <or...@qu...> - 2004-12-01 11:42:14
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Barry, 1.9.4 is an official release. There wasn't an announcement because the fixes were relatively minor so it didn't really warrant the typical release email. The people for whom this release was important pretty much knew about it. I would recommend it over 1.9.3. 1.9.2 did indeed have some pretty serious issues with repeating groups. What you witnessed is typical of the sorts of problems it was having. Those problems were fixed as of 1.9.3. There are a significant amount of Solaris users. You don't mention if you are building with gcc or SunPRO? There were a lot of contributions recently concerning getting QF to build with the SunPRO compiler. What are the sort of problems that you run into? --oren On Dec 1, 2004, at 5:08 AM, Bishop, Barry 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 > > Hi Oren, > > As promised I'm reporting back on my progress. > > So far, I have not managed to get a newer version of quickfix in to > production for the following reasons: > > I could not get version 1.9.4 to build at all. I've never managed to > build > any version of quickfix on solaris using the configure & make files > and have > always resorted to building everything in to one enormous '.so'. > However > this time there were just too many problems. > > I had built version 1.9.2 a couple of weeks ago, so I tested with this > under > some very stressful loads. After forcing quickfix to disconnect it was > able > to reconnect and re-synchronise much better than the version we have in > production (1.4.0). I had it processing QuoteRequest/Quote and > NewOrderSingle/ExecutionReport messages almost continously for three > hours > while I periodically broke the pipe between us and our client's QA > system. > > Sadly, I overlooked the sending of QuoteAcknowledgement (FIX 4.2) > messages > and the first time I tried this it went very wrong. The message > quickfix > sent was malformed with a group of fields repeated approximately six > times > and an incorrect body length. Needless to say that the client's system > rejected this. > > This morning I realised that 1.9.4 isn't an offical release yet. Is > this > correct? I will have one more try with version 1.9.3. If I can get > this to > build then I can test out the QuoteAcknowledgement message. > > A few questions: > > 1) The release notes for 1.9.3 mention some fixes in handling repeating > groups. Do you think these fixes might help my problem? > 2) Does anyone use quickfix on solaris and if so how do they build it? > > Again, thanks for your help. Some related information is appended to > the > bottom of this mail. > barry > > > ######################################################## > The java code that packs a QuoteAcknowledgement message: > > QuoteAcknowledgement message = new QuoteAcknowledgement(); > > message.getHeader().setField( new SenderCompID( > reject.senderCompId) > ); > message.getHeader().setField( new TargetCompID( > reject.targetCompId) > ); > message.getHeader().setField( new DeliverToCompID( > reject.deliverToCompId) ); > message.getHeader().setField( new DeliverToSubID( > reject.deliverToSubId) ); > message.getHeader().setField( new DeliverToLocationID( > reject.deliverToLocationId) ); > > message.set( new QuoteReqID( reject.quoteReqId ) ); > message.set( new QuoteID( reject.quoteId ) ); > message.set( new QuoteAckStatus( reject.quoteAckStatus ) ); > > if ( reject.quoteRejectReason != null ) > message.set( new QuoteRejectReason( > reject.quoteRejectReason.intValue() ) ); > > if ( reject.text != null ) > message.set( new Text( reject.text ) ); > > QuoteAcknowledgement.NoQuoteSets.NoQuoteEntries quoteEntries > = new QuoteAcknowledgement.NoQuoteSets.NoQuoteEntries(); > > quoteEntries.set( new IDSource( reject.idSource ) ); > quoteEntries.set( new SecurityID( reject.securityId ) ); > quoteEntries.set( new Symbol( reject.symbol ) ); > quoteEntries.set( new QuoteEntryID() ); > // quoteEntries.set( new QuoteEntryID( "1" ) ); ## Tried this > also > > if ( reject.putOrCall != null ) > quoteEntries.set( new PutOrCall( > reject.putOrCall.intValue() ) ); > if ( reject.strikePrice != null ) > quoteEntries.set( new StrikePrice( > reject.strikePrice.doubleValue() ) ); > if ( reject.optAttribute != null ) > quoteEntries.set( new OptAttribute( > reject.optAttribute.charValue() ) ); > if ( reject.maturityMonthYear != null ) > quoteEntries.set( new MaturityMonthYear( > reject.maturityMonthYear ) ); > if ( reject.maturityDay != null ) > quoteEntries.set( new MaturityDay( > reject.maturityDay ) ); > if ( reject.securityDescription != null ) > quoteEntries.set( new SecurityDesc( > reject.securityDescription ) ); > if ( reject.contractMultiplier != null ) > quoteEntries.set( new ContractMultiplier( > reject.contractMultiplier.doubleValue() ) ); > if ( reject.securityType != null ) > quoteEntries.set( new SecurityType( > reject.securityType ) ); > > QuoteAcknowledgement.NoQuoteSets quoteSets = new > QuoteAcknowledgement.NoQuoteSets(); > > quoteSets.set( new QuoteSetID() ); > // quoteSets.set( new QuoteSetID( "1" ) ); ## Tried this also > > quoteSets.set( new UnderlyingSymbol( "und" ) ); // Dummy > entry, just to make the message work. > quoteSets.addGroup( quoteEntries ); > > message.addGroup( quoteSets ); > > > #################################################### > An example of a bad QuoteAcknowledgement message: > > Message=quickfix.fix42.QuoteAcknowledgement: > 8=FIX.4.2|9=323|35=b|34=17942|49 > =XXXXXXX|52=20041130-16:45:03.556|56=XXXXXX| > 128=9999|129=WTSTSTWTSTSTG000|145=2381-QITSCG15|58=Unknown > symbol.|117=3WLR1LWS6|131=200411300129|296=1|302=| > 311=und|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|296=1|302=| > 311=und|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|295=1|299=| > 55=XXXXXXX|48=GS9709|22=108|167=OPT|200=200506|205=20|201=1|202=30|206= > L|231 > =0.1|107=XXXXXXXXXX-30-C-0.1|297=5|300=1|10=245 > > > #################################################### > My FIX42.xml definition of QuoteAcknowledgement (not sure is this > affects > outgoing messages) > > <message name="QuoteAcknowledgement" msgtype="b" msgcat="app"> > <field name="QuoteReqID" required="N"/> > <field name="QuoteID" required="Y"/> > <field name="QuoteAckStatus" required="Y"/> > <field name="QuoteRejectReason" required="Y"/> > <field name="QuoteResponseLevel" required="N"/> > <field name="TradingSessionID" required="N"/> > <field name="Text" required="N"/> > <!-- <group name="NoQuoteSets" required="N"> --> ## I have > tried with both a field or a group here > <field name="NoQuoteSets" required="N"/> > <field name="QuoteSetID" required="N"/> > <field name="UnderlyingSymbol" required="N"/> > <field name="UnderlyingSymbolSfx" required="N"/> > <field name="UnderlyingSecurityID" required="N"/> > <field name="UnderlyingIDSource" required="N"/> > <field name="UnderlyingSecurityType" required="N"/> > <field name="UnderlyingMaturityMonthYear" > required="N"/> > <field name="UnderlyingMaturityDay" required="N"/> > <field name="UnderlyingPutOrCall" required="N"/> > <field name="UnderlyingStrikePrice" required="N"/> > <field name="UnderlyingOptAttribute" required="N"/> > <field name="UnderlyingContractMultiplier" > required="N"/> > <field name="UnderlyingCouponRate" required="N"/> > <field name="UnderlyingSecurityExchange" required="N"/> > <field name="UnderlyingIssuer" required="N"/> > <field name="EncodedUnderlyingIssuerLen" required="N"/> > <field name="EncodedUnderlyingIssuer" required="N"/> > <field name="UnderlyingSecurityDesc" required="N"/> > <field name="EncodedUnderlyingSecurityDescLen" > required="N"/> > <field name="EncodedUnderlyingSecurityDesc" > required="N"/> > <field name="TotQuoteEntries" required="N"/> > <!-- <group name="NoQuoteEntries" required="N"> --> ## > I > have tried with both here also > <field name="NoQuoteEntries" required="N"/> > <field name="QuoteEntryID" required="N"/> > <field name="Symbol" required="N"/> > <field name="SymbolSfx" required="N"/> > <field name="SecurityID" required="N"/> > <field name="IDSource" required="N"/> > <field name="SecurityType" required="N"/> > <field name="MaturityMonthYear" required="N"/> > <field name="MaturityDay" required="N"/> > <field name="PutOrCall" required="N"/> > <field name="StrikePrice" required="N"/> > <field name="OptAttribute" required="N"/> > <field name="ContractMultiplier" required="N"/> > <field name="CouponRate" required="N"/> > <field name="SecurityExchange" required="N"/> > <field name="Issuer" required="N"/> > <field name="EncodedIssuerLen" required="N"/> > <field name="EncodedIssuer" required="N"/> > <field name="SecurityDesc" required="N"/> > <field name="EncodedSecurityDescLen" required="N"/> > <field name="EncodedSecurityDesc" required="N"/> > <field name="QuoteEntryRejectReason" required="N"/> > <!--</group>--> > <!--</group>--> > </message> > > -----Original Message----- > From: Bishop, Barry > Sent: Tuesday, November 30, 2004 8:11 AM > To: 'or...@qu...' > Cc: 'qui...@li...' > Subject: RE: [Quickfix-developers] Intermittent disconnect problem > > > 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 > > Hello Oren, > > Thanks for the reply. > > Sounds to me like I should try version 1.9.2 or later in our > production > environment. I have been unable to reproduce the mysterious disconnect > in > our QA system to the same client, but this is not surprising as it is > so > infrequent. I have been simulating it by breaking something else in the > chain (which would appear as a client disconnect) so this would > explain the > lack of an explanation from quickfix. > > I will try this over the next few days and report back. > > Thanks again, > barry > > > -----Original Message----- > From: or...@qu... [mailto:or...@qu...] > Sent: Monday, November 29, 2004 7:56 PM > To: Bishop, Barry > Cc: 'qui...@li...' > Subject: RE: [Quickfix-developers] Intermittent disconnect problem > > > Barry, > > For every disconnect that QuickFIX initiates, there should be a reason > provided (not with 1.4.0, but with the new releases). With 1.9.4 > (available > now), QuickFIX also displays a "Dropped Connection" message if the > disconnect is initiated by the peer (1.9.2, does not differentiate). > That > should help you to verify if it is QuickFIX that is initiating the > disconnect. I don't think there are any more cases where QuickFIX > initiates > a disconnect without providing a reason. If the couterparty drops the > connection, then unless they provide information in the form of a > reject or > logoff text, there is little QuickFIX can do to determine the cause. > The > best that we can probably do is report whether the socket was dropped > gracefully, and therefore intentionally, or if it was an abnormal > disconnect > of some sort. > > Is there anything significantly different about this new client? Does > their > logs reveal anything about the nature of the disconnect? > > --oren > >> 1) Anyone have any idea what's going on? >> 2) Is there a way to increase the amount of detail in log messages, >> especially those to do with disconnection events? >> 3) What sort of thing would cause quickfix to disconnect without >> saying why? >> >> Thanks in advance, >> barry > > > > ------------------------------------------------------- > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > 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://productguide.itmanagersjournal.com/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |