quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] QF/C++: building as FIX-message from a string

[Natala, B. J <ben...@jp...>]

The message constructor accepts string FIX messages. With repeating groups, pass the data dictionary in as well. In python it looks like this:

dataDictionary = quickfix.DataDictionary( "C:\\Temp\\FIX44.xml" ) # you should already have the data dictionary object in your application
message = quickfix.Message( fixstring, dataDictionary )

-----Original Message-----
From: Joh...@di... [mailto:Joh...@di...] 
Sent: Tuesday, November 22, 2011 8:56 AM
To: qui...@li...
Subject: [Quickfix-developers] QF/C++: building as FIX-message from a string

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[Quickfix-developers] QF/C++: building as FIX-message from a string

[<Joh...@di...>]

Hi QF/C++ - developers,

can anybody give me some advice who I can change a string to a 
FIX-message.

The string is read from an external source, e.g. a 
message-queueing-system.
Right now I am treating the string with FIX::Parser::readFixMessage and 
afterwards with FIX::Message::setString.
But in most of the cases the validation fails. Especially when the string 
contains repeating groups ....!

Any help or some example-code would be highly appreciated.

Thanks,
Hannes





Johannes Grimm
--------------------------------------------------------------------------------------
DIE SOFTWARE Peter Fitzon GmbH
Im Klosterbauhof 3
85560 Ebersberg

Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
Fax: +49 (0) 80 92 / 86 17  - 373

Schweiz
Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
Fax: +41 (0) 43 / 48 83 - 373

mailto:joh...@di...
Internet: http://www.die-software.com

Geschäftsführer: Peter Fitzon, Klaus J. Friese
Registergericht: Amtsgericht München, HRB 101848
--------------------------------------------------------------------------------------

Re: [Quickfix-developers] FileLogPath required when MySQL is used

[Marc St-J. <mst...@de...>]

Thanks.  It worked great.

Le 2011-11-17 18:09, Djalma Rosa dos Santos Filho a écrit :
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> You need to replace in your code FileLogFactory with MySQLLogFactory.
>
> On Thu, Nov 17, 2011 at 8:19 PM, Marc St-Jacques 
> <mst...@de... <mailto:mst...@de...>> wrote:
>
>     QuickFIX Documentation:
>     http://www.quickfixengine.org/quickfix/doc/html/index.html
>     QuickFIX Support: http://www.quickfixengine.org/services.html
>
>     I'm sure this is a FAQ, I see numerous requests on the Net on various
>     forums without a clear answer.
>
>     I'm using VC++ 2003.
>     I would have thought that rebuilding QuickFix with MySQL support
>     (#define HAVE_MYSQL 1) was sufficient for enable MySQL logging.
>
>     The rebuild was successful.
>
>     After completing all the mandatory MySQLLog... and MySQLStore...
>     entries
>     in the configuration file (and put them in either [DEFAULT] or
>     [SESSION]
>     in case I'm doing this wrong), the program still asks for a valid
>     FileLogPath.
>
>     Any hint ?
>
>     Regards.
>
>     Marc St-Jacques.
>
>
>

Re: [Quickfix-developers] Dynamically authorizing sessions by SenderCompID

[Kenny S. <ks...@co...>]

QuickFIX cannot do dynamic sessions.

--
Kenny Stone
Connamara Systems, LLC


On Thu, Nov 17, 2011 at 4:11 PM, J. Scott Miller
<j.s...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello everyone,
>
> In my FIX server application (Quickfix + .net bindings), I want to
> restrict access by SenderCompID via a database lookup. Right now, I am
> only able to update the set of valid SenderCompIDs by either
>
> 1) adding each valid SenderCompID to the configuration file parsed by
> the SessionSettings class or
> 2) instantiating a SessionSettings object and setting the set of
> allowed SenderCompIDs via the .set(SessionID, Dictionary) method
> *before* the SocketAcceptor is created.
>
> Both solutions require a the runner server to be restarted before a
> new session ID can be added to the running server. A restart for each
> new session would cause undesirable service interruptions for existing
> session. I might be able to get around this with some load balancing
> tricks, but I'm hopeful there is a simple solution.
>
> QuickfixJ appears to have a hook for custom session providers
> (
> http://www.quickfixj.org/quickfixj/usermanual/1.5.0/usage/acceptor_dynamic.html
> ),
> but I cannot find an equivalent method in Quickfix. Is there anything
> like this?
>
> I have attempted to modify the SessionSettings after the Acceptor is
> created but it doesn't appear that the new settings take. I have yet
> to verify this in the source.
>
> Thank you,
>
> Scott
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure
> contains a definitive record of customers, application performance,
> security threats, fraudulent activity, and more. Splunk takes this
> data and makes sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-novd2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] FileLogPath required when MySQL is used

[Djalma R. d. S. F. <drs...@gm...>]

You need to replace in your code FileLogFactory with MySQLLogFactory.

On Thu, Nov 17, 2011 at 8:19 PM, Marc St-Jacques <
mst...@de...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm sure this is a FAQ, I see numerous requests on the Net on various
> forums without a clear answer.
>
> I'm using VC++ 2003.
> I would have thought that rebuilding QuickFix with MySQL support
> (#define HAVE_MYSQL 1) was sufficient for enable MySQL logging.
>
> The rebuild was successful.
>
> After completing all the mandatory MySQLLog... and MySQLStore... entries
> in the configuration file (and put them in either [DEFAULT] or [SESSION]
> in case I'm doing this wrong), the program still asks for a valid
> FileLogPath.
>
> Any hint ?
>
> Regards.
>
> Marc St-Jacques.
>
>
>
>
>
>
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure
> contains a definitive record of customers, application performance,
> security threats, fraudulent activity, and more. Splunk takes this
> data and makes sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-novd2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] FileLogPath required when MySQL is used

[Marc St-J. <mst...@de...>]

I'm sure this is a FAQ, I see numerous requests on the Net on various 
forums without a clear answer.

I'm using VC++ 2003.
I would have thought that rebuilding QuickFix with MySQL support 
(#define HAVE_MYSQL 1) was sufficient for enable MySQL logging.

The rebuild was successful.

After completing all the mandatory MySQLLog... and MySQLStore... entries 
in the configuration file (and put them in either [DEFAULT] or [SESSION] 
in case I'm doing this wrong), the program still asks for a valid 
FileLogPath.

Any hint ?

Regards.

Marc St-Jacques.

[Quickfix-developers] Dynamically authorizing sessions by SenderCompID

[J. S. M. <j.s...@gm...>]

Hello everyone,

In my FIX server application (Quickfix + .net bindings), I want to
restrict access by SenderCompID via a database lookup. Right now, I am
only able to update the set of valid SenderCompIDs by either

1) adding each valid SenderCompID to the configuration file parsed by
the SessionSettings class or
2) instantiating a SessionSettings object and setting the set of
allowed SenderCompIDs via the .set(SessionID, Dictionary) method
*before* the SocketAcceptor is created.

Both solutions require a the runner server to be restarted before a
new session ID can be added to the running server. A restart for each
new session would cause undesirable service interruptions for existing
session. I might be able to get around this with some load balancing
tricks, but I'm hopeful there is a simple solution.

QuickfixJ appears to have a hook for custom session providers
(http://www.quickfixj.org/quickfixj/usermanual/1.5.0/usage/acceptor_dynamic.html),
but I cannot find an equivalent method in Quickfix. Is there anything
like this?

I have attempted to modify the SessionSettings after the Acceptor is
created but it doesn't appear that the new settings take. I have yet
to verify this in the source.

Thank you,

Scott

Re: [Quickfix-developers] ValidateIncomingMessage in QuickFIX/NET?

[Rasheed W. <ras...@gm...>]

Thanks Kenny. Nice suggestion...

Is it the EASIEST or the ONLY solution?

On Thu, Nov 17, 2011 at 7:15 PM, Kenny Stone <ks...@co...> wrote:

> The easiest thing would probably be to set that field as a STRING in your
> data dictionary.
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Thu, Nov 17, 2011 at 12:06 PM, Rasheed Waraich <
> ras...@gm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hello Experts,
>>
>> The QuickFIX/J supports "ValidateIncomingMessage" which be turned on/off
>> as required.
>>
>> Is it possible to achieve similar thing in QuickFIX/NET?
>>
>> I want to turn off the validation of Tag 62 in Quote message... The
>> broker is sending us back relative value dates like "00000000-00:02:00.000"
>>
>> Any guidance will be highly appreciated...
>>
>> --
>> //Regards
>> Rasheed
>>
>>
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure
>> contains a definitive record of customers, application performance,
>> security threats, fraudulent activity, and more. Splunk takes this
>> data and makes sense of it. IT sense. And common sense.
>> http://p.sf.net/sfu/splunk-novd2d
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>


-- 
//Regards
Rasheed

Re: [Quickfix-developers] ValidateIncomingMessage in QuickFIX/NET?

[Kenny S. <ks...@co...>]

The easiest thing would probably be to set that field as a STRING in your
data dictionary.

--
Kenny Stone
Connamara Systems, LLC


On Thu, Nov 17, 2011 at 12:06 PM, Rasheed Waraich
<ras...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello Experts,
>
> The QuickFIX/J supports "ValidateIncomingMessage" which be turned on/off
> as required.
>
> Is it possible to achieve similar thing in QuickFIX/NET?
>
> I want to turn off the validation of Tag 62 in Quote message... The broker
> is sending us back relative value dates like "00000000-00:02:00.000"
>
> Any guidance will be highly appreciated...
>
> --
> //Regards
> Rasheed
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure
> contains a definitive record of customers, application performance,
> security threats, fraudulent activity, and more. Splunk takes this
> data and makes sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-novd2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] ValidateIncomingMessage in QuickFIX/NET?

[Rasheed W. <ras...@gm...>]

Hello Experts,

The QuickFIX/J supports "ValidateIncomingMessage" which be turned on/off as
required.

Is it possible to achieve similar thing in QuickFIX/NET?

I want to turn off the validation of Tag 62 in Quote message... The broker
is sending us back relative value dates like "00000000-00:02:00.000"

Any guidance will be highly appreciated...

-- 
//Regards
Rasheed

Re: [Quickfix-developers] FIX::DataDictionary::validation

[Christoph J. <chr...@ma...>]

Hi Hannes,

without an example message I can only speculate: did you remember specifying the 453/NoPartyIDs 
repeating group? 448/PartyID is inside that repeating group and hence the repeating group needs to 
be included in the message.
So you need to add 448/PartyID to the NoPartyIDs group and then add the group to the message.
Hope that helps.

Cheers,
Chris.


On 11/15/2011 06:05 PM, Joh...@di... wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi Developers,
>
> can anybody tell me why the FIX:.DataDictionary::validation method rejcts a NewOrderSingle in 
> FIX4.4 that contains e.g. tag 448 (PartyID) with the exception
>  " Tag not defined for this message type: 448".
> The tag is contained in component Parties, which is a not "required" component of NewOrderSingle. 
> But the method should not give me exceptions when I use "not required" tags in a message?!? Am I 
> right?
>
> Cheers,
> Hannes
>
>
>
> Johannes Grimm
> --------------------------------------------------------------------------------------
> DIE SOFTWARE Peter Fitzon GmbH
> Im Klosterbauhof 3
> 85560 Ebersberg
>
> Deutschland
> Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
> Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
> Fax: +49 (0) 80 92 / 86 17  - 373
>
> Schweiz
> Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
> Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
> Fax: +41 (0) 43 / 48 83 - 373
>
> mailto:joh...@di...
> Internet: http://www.die-software.com <http://www.die-software.com/>
>
> Geschäftsführer: Peter Fitzon, Klaus J. Friese
> Registergericht: Amtsgericht München, HRB 101848

-- 
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:Chr...@ma...
	


http://www.macd.com <http://www.macd.com/>
----------------------------------------------------------------------------------------------------
	
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----------------------------------------------------------------------------------------------------
	
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[Quickfix-developers] FIX::DataDictionary::validation

[<Joh...@di...>]

Hi Developers,

can anybody tell me why the FIX:.DataDictionary::validation method rejcts 
a NewOrderSingle in FIX4.4 that contains e.g. tag 448 (PartyID) with the 
exception 
 " Tag not defined for this message type: 448".
The tag is contained in component Parties, which is a not "required" 
component of NewOrderSingle. But the method should not give me exceptions 
when I use "not required" tags in a message?!? Am I right?

Cheers,
Hannes



Johannes Grimm
--------------------------------------------------------------------------------------
DIE SOFTWARE Peter Fitzon GmbH
Im Klosterbauhof 3
85560 Ebersberg

Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
Fax: +49 (0) 80 92 / 86 17  - 373

Schweiz
Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
Fax: +41 (0) 43 / 48 83 - 373

mailto:joh...@di...
Internet: http://www.die-software.com

Geschäftsführer: Peter Fitzon, Klaus J. Friese
Registergericht: Amtsgericht München, HRB 101848
--------------------------------------------------------------------------------------

[Quickfix-developers] C++ copy-constructor for FIX::SessionSettings needed

[<Joh...@di...>]

Hi QuickFix-Developers,

did anyone of You ever write code for a copy-constructor for 
FX::SessionSettings?
I think I need one for passing some additional non-FIX-application 
settings into my Application-class.

The following code gives me errors:

class MQ
: public FIX::SessionSettings
{
public:
  MQ() {}
  MQ( const std::string& file ) throw( FIX::ConfigError );
  MQ( const MQ& );
.......

MQ::MQ( const MQ& mq )
{
  std::istream cp_stream << mq;
  cp_stream >> *this;
}



Application.cpp: In member function `void Application::run(const MQ&)':
Application.cpp:195: error: no match for call to `(MQ) (const MQ&)'

Any ideas?

Thanks in advance,
Hannes




Johannes Grimm
--------------------------------------------------------------------------------------
DIE SOFTWARE Peter Fitzon GmbH
Im Klosterbauhof 3
85560 Ebersberg

Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
Fax: +49 (0) 80 92 / 86 17  - 373

Schweiz
Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
Fax: +41 (0) 43 / 48 83 - 373

mailto:joh...@di...
Internet: http://www.die-software.com

Geschäftsführer: Peter Fitzon, Klaus J. Friese
Registergericht: Amtsgericht München, HRB 101848
--------------------------------------------------------------------------------------

Re: [Quickfix-developers] how to invistigate problem with tradeclient,

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

Because the logon message is internally generated by QuickFAST you will 
have to add the credentials in the ToAdmin() callback.

Dale

On 11/3/2011 6:01 PM, Franck (Gmail) wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hi Rasheed,
>
> Thanks for your reply,
>
> I loggued the socket exchanged using a sniffer, and sent that to LMAX.
> I sent:
> 8=FIX.4.4.9=70.35=A.34=2.49=franckXXXX.52=20111103-22:08:27.510.56=LMXBD.98=0.108=30.10=168.
> lmax replied:
> 8=FIX.4.4.9=77.35=5.49=LMXBD.56=franckXXXX.34=1.52=20111103-22:08:27.696.58=BAD_CREDENTIALS.10=151.
> then I sent:
> =FIX.4.4.9=58.35=5.34=3.49=franckXXXX.52=20111103-22:08:27.722.56=LMXBD.10=143.
>
>
> LMAX then told me I was missing  my "username (tag 553) and password 
> (tag 554)"
> Do you have an idea in way to add those into to the tradeclient example ?
>
>     2. Make sure your "FIX settings file" is correct. Also get it
>     verified through LMAX support
>
>
> you mean the spec/FIX44.xml file ?
>
>     3. Check in the FIX log file that does your engine sends any Logon
>     message to LMAX? Does LMAX sends you back any Logon response?
>
>
> How do I turn that log file on ?
>
> Best regards,
> Franck
>
>
>
>     On Thu, Nov 3, 2011 at 10:25 PM, Franck (Gmail)
>     <fra...@gm... <mailto:fra...@gm...>> wrote:
>
>         QuickFIX Documentation:
>         http://www.quickfixengine.org/quickfix/doc/html/index.html
>         QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>         Hello,
>         I'm trying to log to lmax fix interface using the tradeclient
>         example,
>         i get these two Logout message imediately:
>
>         ./run_tradeclient.sh
>
>         1) Enter Order
>         2) Cancel Order
>         3) Replace Order
>         4) Market data test
>         5) Quit
>         Action:
>         Logout - FIX.4.4:xxx->LMXBD
>
>         Logout - FIX.4.4:xxx->LMXBD
>
>         How can i investigate this problem ?
>         Is there a way to have more logs ?
>         like how to trace everything that is beeing sent to the lmax
>         server ?
>
>         my stunnel is giving this message:
>
>         Connection closed: 92 bytes sent to SSL, 99 bytes sent to socket
>
>         any help on the debugging process would be really appreciated.
>
>         thanks
>
>
>
>         ------------------------------------------------------------------------------
>         RSA(R) Conference 2012
>         Save $700 by Nov 18
>         Register now
>         http://p.sf.net/sfu/rsa-sfdev2dev1
>         _______________________________________________
>         Quickfix-developers mailing list
>         Qui...@li...
>         <mailto:Qui...@li...>
>         https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>     -- 
>     //Regards
>     Rasheed
>
>
>
>
> ------------------------------------------------------------------------------
> RSA(R) Conference 2012
> Save $700 by Nov 18
> Register now
> http://p.sf.net/sfu/rsa-sfdev2dev1
>
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


-- 
Dale Wilson
Principal Software Engineer
Object Computing, Inc.

Re: [Quickfix-developers] how to invistigate problem with tradeclient,

[Rasheed W. <ras...@gm...>]

Hi Franck,

I have never worked/looked into the "TradeClient" example so, someone else
in the forum might guide you in that case.

1. I always set the "username and password" in my code before sending the
message to broker. But you can specify int the fix settings file as well.

2. Please go through this to understand fix settings file that I am
referring to:
http://www.quickfixengine.org/quickfix/doc/html/configuration.html

3. I would recommend you to please spend some time to read the QuickFIX
documentation on its website.

4. FIX44.xml is the data dictionary.

5. You specify in the fix settings file where to write the log file.

As I am not expert I would request QuickFIX legends to please correct me if
I am wrong !!!

Good luck !

On Fri, Nov 4, 2011 at 12:01 AM, Franck (Gmail) <fra...@gm...>wrote:

> Hi Rasheed,
>
> Thanks for your reply,
>
> I loggued the socket exchanged using a sniffer, and sent that to LMAX.
> I sent:
> 8=FIX.4.4.9=70.35=A.34=2.49=franckXXXX.52=20111103-22
> :08:27.510.56=LMXBD.98=0.108=30.10=168.
> lmax replied:
> 8=FIX.4.4.9=77.35=5.49=LMXBD.56=franckXXXX.34=1.52=20111103-22
> :08:27.696.58=BAD_CREDENTIALS.10=151.
> then I sent:
> =FIX.4.4.9=58.35=5.34=3.49=franckXXXX.52=20111103-22
> :08:27.722.56=LMXBD.10=143.
>
>
> LMAX then told me I was missing  my "username (tag 553) and password (tag
> 554)"
> Do you have an idea in way to add those into to the tradeclient example ?
>
> 2. Make sure your "FIX settings file" is correct. Also get it verified
>> through LMAX support
>>
>
> you mean the spec/FIX44.xml file ?
>
>
>> 3. Check in the FIX log file that does your engine sends any Logon
>> message to LMAX? Does LMAX sends you back any Logon response?
>>
>
> How do I turn that log file on ?
>
> Best regards,
> Franck
>
>
>>
>> On Thu, Nov 3, 2011 at 10:25 PM, Franck (Gmail) <fra...@gm...>wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>> Hello,
>>> I'm trying to log to lmax fix interface using the tradeclient example,
>>> i get these two Logout message imediately:
>>>
>>> ./run_tradeclient.sh
>>>
>>> 1) Enter Order
>>> 2) Cancel Order
>>> 3) Replace Order
>>> 4) Market data test
>>> 5) Quit
>>> Action:
>>> Logout - FIX.4.4:xxx->LMXBD
>>>
>>> Logout - FIX.4.4:xxx->LMXBD
>>>
>>> How can i investigate this problem ?
>>> Is there a way to have more logs ?
>>> like how to trace everything that is beeing sent to the lmax server ?
>>>
>>> my stunnel is giving this message:
>>>
>>> Connection closed: 92 bytes sent to SSL, 99 bytes sent to socket
>>>
>>> any help on the debugging process would be really appreciated.
>>>
>>> thanks
>>>
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> RSA(R) Conference 2012
>>> Save $700 by Nov 18
>>> Register now
>>> http://p.sf.net/sfu/rsa-sfdev2dev1
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> --
>> //Regards
>> Rasheed
>>
>
>


-- 
//Regards
Rasheed

Re: [Quickfix-developers] how to invistigate problem with tradeclient,

[Franck (Gmail) <fra...@gm...>]

Hi Rasheed,

Thanks for your reply,

I loggued the socket exchanged using a sniffer, and sent that to LMAX.
I sent:
8=FIX.4.4.9=70.35=A.34=2.49=franckXXXX.52=20111103-22:08:27.510.56=LMXBD.98=0.108=30.10=168.
lmax replied:
8=FIX.4.4.9=77.35=5.49=LMXBD.56=franckXXXX.34=1.52=20111103-22:08:27.696.58=BAD_CREDENTIALS.10=151.
then I sent:
=FIX.4.4.9=58.35=5.34=3.49=franckXXXX.52=20111103-22:08:27.722.56=LMXBD.10=143.


LMAX then told me I was missing  my "username (tag 553) and password (tag
554)"
Do you have an idea in way to add those into to the tradeclient example ?

2. Make sure your "FIX settings file" is correct. Also get it verified
> through LMAX support
>

you mean the spec/FIX44.xml file ?


> 3. Check in the FIX log file that does your engine sends any Logon message
> to LMAX? Does LMAX sends you back any Logon response?
>

How do I turn that log file on ?

Best regards,
Franck


>
> On Thu, Nov 3, 2011 at 10:25 PM, Franck (Gmail) <fra...@gm...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hello,
>> I'm trying to log to lmax fix interface using the tradeclient example,
>> i get these two Logout message imediately:
>>
>> ./run_tradeclient.sh
>>
>> 1) Enter Order
>> 2) Cancel Order
>> 3) Replace Order
>> 4) Market data test
>> 5) Quit
>> Action:
>> Logout - FIX.4.4:xxx->LMXBD
>>
>> Logout - FIX.4.4:xxx->LMXBD
>>
>> How can i investigate this problem ?
>> Is there a way to have more logs ?
>> like how to trace everything that is beeing sent to the lmax server ?
>>
>> my stunnel is giving this message:
>>
>> Connection closed: 92 bytes sent to SSL, 99 bytes sent to socket
>>
>> any help on the debugging process would be really appreciated.
>>
>> thanks
>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> RSA(R) Conference 2012
>> Save $700 by Nov 18
>> Register now
>> http://p.sf.net/sfu/rsa-sfdev2dev1
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> --
> //Regards
> Rasheed
>

Re: [Quickfix-developers] how to invistigate problem with tradeclient,

[Rasheed W. <ras...@gm...>]

Hi Franck,

In order to investigate, I will suggest following:

1. Enure your "stunnel.conf" is correct. Get it verified through LMAX
support.
2. Make sure your "FIX settings file" is correct. Also get it verified
through LMAX support
3. Check in the FIX log file that does your engine sends any Logon message
to LMAX? Does LMAX sends you back any Logon response?
4. Check in the FIX log file that are there any Heartbeat messages being
exchanged between parties?
5. If all of the above seem correct then they best way will be to contact
LMAX support and share your problem. And they will help you out. I have
worked with LMAX and they are very supportive. As this has nothing to do
with QuickFIX engine and its purely related to your configurations for that
particular broker.

Regards,

On Thu, Nov 3, 2011 at 10:25 PM, Franck (Gmail) <fra...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello,
> I'm trying to log to lmax fix interface using the tradeclient example,
> i get these two Logout message imediately:
>
> ./run_tradeclient.sh
>
> 1) Enter Order
> 2) Cancel Order
> 3) Replace Order
> 4) Market data test
> 5) Quit
> Action:
> Logout - FIX.4.4:xxx->LMXBD
>
> Logout - FIX.4.4:xxx->LMXBD
>
> How can i investigate this problem ?
> Is there a way to have more logs ?
> like how to trace everything that is beeing sent to the lmax server ?
>
> my stunnel is giving this message:
>
> Connection closed: 92 bytes sent to SSL, 99 bytes sent to socket
>
> any help on the debugging process would be really appreciated.
>
> thanks
>
>
>
>
> ------------------------------------------------------------------------------
> RSA(R) Conference 2012
> Save $700 by Nov 18
> Register now
> http://p.sf.net/sfu/rsa-sfdev2dev1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
//Regards
Rasheed

[Quickfix-developers] how to invistigate problem with tradeclient,

[Franck (Gmail) <fra...@gm...>]

Hello,
I'm trying to log to lmax fix interface using the tradeclient example,
i get these two Logout message imediately:

./run_tradeclient.sh

1) Enter Order
2) Cancel Order
3) Replace Order
4) Market data test
5) Quit
Action:
Logout - FIX.4.4:xxx->LMXBD

Logout - FIX.4.4:xxx->LMXBD

How can i investigate this problem ?
Is there a way to have more logs ?
like how to trace everything that is beeing sent to the lmax server ?

my stunnel is giving this message:

Connection closed: 92 bytes sent to SSL, 99 bytes sent to socket

any help on the debugging process would be really appreciated.

thanks

[Quickfix-developers] Quickfix engine throughput

[Naveed <na...@nc...>]

Hi ,


Can someone please tell me if I use SocketAcceptor instead of
ThreadedSocketAcceptor is there any kindly of application level issue
that have to face?

What will be the average throughput of the system in both cases?
How many threads will be maintained for two active sessions in both
case?




Naveed

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Rasheed W. <ras...@gm...>]

Thanks,

I will try and get back to you...

On Tue, Oct 18, 2011 at 12:38 AM, Gary Grant <gar...@gm...>wrote:

> The way to force an order in a group is as follows:
>
> Create a class that derives from QuickFix.Group as shown below (written in
> C#)
>
>        public class NoLegs : QuickFix.Group
>        {
>            public NoLegs() : base(555, 7940, message_order) { }
>            static int[] message_order = new int[] { 7940, 5678, 5235,
> 5191, 9099, 9115, 5844, 9075, 9076, 9077, 6354, 556, 687 };
>
>        };
>
> Examining the constructor, it calls the base class constructor with
> some parameters. The first parameter is the group Tag, the second is
> the first tag in the group and the third parameter is the array of
> tags which make up the group.
>
> The message_order array is the list of the tags in the order you would
> like. The first tag is the first tag of the group.
>
> You use the new type as you would any other QuickFix type but it
> forces the tags to be in that order. Give this a try.
>
> Cheers
>
> Gary
>
>
> On 17 October 2011 18:41, Rasheed Waraich <ras...@gm...>
> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi Grant,
> >
> > The broker name is ADSS (I am sure no one would have heard it before)
> >
> > Here are the Quote request and response messages. The error I get back is
> "Tag not defined" but the broker support guys say that the issue is due to
> incorrect order of the fields:
> >
> > 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15
> :15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_
> > 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag
> not defined for this message type_371=1_372=R_373=2_10=014_
> >
> > This Quote request message works fine:
> >
> > 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13
> :08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019
> >
> > Any hints... or suggestions?
> >
> > On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <
> gbi...@co...> wrote:
> >>
> >> May I ask which broker this is?
> >>
> >> It might help also if you post the message and the rejection that they
> are sending back.
> >>
> >> On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <
> ras...@gm...> wrote:
> >>>
> >>> Yes Andrew - unfortunately it has been imposed by the broker :( I have
> spent couple of hours just to figure out why my messages are being rejected
> by the broker and the reason which now their support has also confirmed is
> "out of order fields"...
> >>>
> >>> and also the QF QuoteRequest message ctors doesn't accept int[] ...
> >>>
> >>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
> >>> QuickFix44.QuoteRequest message = new
> QuickFix44.QuoteRequest(QuoteReqId id);
> >>>
> >>> thanks for the help and cooperation... any other suggestions?
> >>>
> >>> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <
> And...@tw...> wrote:
> >>>>
> >>>> Rasheed,
> >>>>
> >>>>
> >>>>
> >>>> Are you sure the order imposed by your broker in not in a group?
> >>>>
> >>>>
> >>>>
> >>>> I’ve had this imposed by some counterparties (don’t you just love
> STANDARDS?) and remember a way to pass an int[] that held the order of the
> tags. As Grant mentioned this might have just been a group by field however.
> Might want to check out the CTORS for the messages you are trying to create
> and see if any method signature takes this int[] I’m talking about.
> >>>>
> >>>>
> >>>>
> >>>> Andrew Culross
> >>>>
> >>>> Direct +1 (914) 220-8849
> >>>>
> >>>> www.TwoFour.com
> >>>>
> >>>>
> >>>>
> >>>> From: Rasheed Waraich [mailto:ras...@gm...]
> >>>> Sent: Monday, October 17, 2011 10:16 AM
> >>>> To: Grant Birchmeier
> >>>> Cc: qui...@li...
> >>>> Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set
> fields in particular order
> >>>>
> >>>>
> >>>>
> >>>> Thanks Grant,
> >>>>
> >>>> The thing is the acceptor application of my broker is rejecting my
> messages only due to improper order of the fields in the messages...
> >>>>
> >>>> So, I am kind of stuck now... as QF doesn't support ordering fields
> and my broker application doesn't accept out of order fields..
> >>>>
> >>>> Any other suggestions? Is there any FIX engine which supports it?
> >>>>
> >>>> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <
> gbi...@co...> wrote:
> >>>>
> >>>> In FIX, the order of fields within the message body does not matter
> (outside of repeating groups).  If you wish for a specific ordering, you are
> imposing a restriction than FIX does not mandate.
> >>>>
> >>>>
> >>>>
> >>>> Thus, I don't believe QF has support for what you are trying to do.
>  It always resorts the fields in numerical order (outside of repeating
> groups) as a side-effect of the way it stores fields internally.
> >>>>
> >>>>
> >>>>
> >>>> (Within repeating groups, FIX mandate that ordering must be obeyed in
> accordance with that specified in your DataDictionary.)
> >>>>
> >>>>
> >>>>
> >>>> -Grant
> >>>>
> >>>>
> >>>>
> >>>> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <
> ras...@gm...> wrote:
> >>>>
> >>>> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >>>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>>
> >>>>
> >>>> Hi Experts,
> >>>>
> >>>> I want to send fields of quickfix quote request message in particular
> order.
> >>>>
> >>>> Can you please guide me how can I achieve that?
> >>>>
> >>>> It doesn't matter in which order do I set the fields in my code, the
> quickfix engine some how re-arranges them to some different order...
> >>>>
> >>>> Thanks for help and guidance.
> >>>>
> >>>> --
> >>>> //Regards
> >>>> Rasheed
> >>>>
> >>>>
> ------------------------------------------------------------------------------
> >>>> All the data continuously generated in your IT infrastructure contains
> a
> >>>> definitive record of customers, application performance, security
> >>>> threats, fraudulent activity and more. Splunk takes this data and
> makes
> >>>> sense of it. Business sense. IT sense. Common sense.
> >>>> http://p.sf.net/sfu/splunk-d2d-oct
> >>>> _______________________________________________
> >>>> Quickfix-developers mailing list
> >>>> Qui...@li...
> >>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> --
> >>>> //Regards
> >>>> Rasheed
> >>>
> >>>
> >>> --
> >>> //Regards
> >>> Rasheed
> >>
> >
> >
> >
> > --
> > //Regards
> > Rasheed
> >
> >
> ------------------------------------------------------------------------------
> > All the data continuously generated in your IT infrastructure contains a
> > definitive record of customers, application performance, security
> > threats, fraudulent activity and more. Splunk takes this data and makes
> > sense of it. Business sense. IT sense. Common sense.
> > http://p.sf.net/sfu/splunk-d2d-oct
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>



-- 
//Regards
Rasheed

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Gary G. <gar...@gm...>]

The way to force an order in a group is as follows:

Create a class that derives from QuickFix.Group as shown below (written in C#)

        public class NoLegs : QuickFix.Group
        {
            public NoLegs() : base(555, 7940, message_order) { }
            static int[] message_order = new int[] { 7940, 5678, 5235,
5191, 9099, 9115, 5844, 9075, 9076, 9077, 6354, 556, 687 };

        };

Examining the constructor, it calls the base class constructor with
some parameters. The first parameter is the group Tag, the second is
the first tag in the group and the third parameter is the array of
tags which make up the group.

The message_order array is the list of the tags in the order you would
like. The first tag is the first tag of the group.

You use the new type as you would any other QuickFix type but it
forces the tags to be in that order. Give this a try.

Cheers

Gary


On 17 October 2011 18:41, Rasheed Waraich <ras...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Grant,
>
> The broker name is ADSS (I am sure no one would have heard it before)
>
> Here are the Quote request and response messages. The error I get back is "Tag not defined" but the broker support guys say that the issue is due to incorrect order of the fields:
>
> 8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15:15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_
> 8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag not defined for this message type_371=1_372=R_373=2_10=014_
>
> This Quote request message works fine:
>
> 8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13:08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019
>
> Any hints... or suggestions?
>
> On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <gbi...@co...> wrote:
>>
>> May I ask which broker this is?
>>
>> It might help also if you post the message and the rejection that they are sending back.
>>
>> On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm...> wrote:
>>>
>>> Yes Andrew - unfortunately it has been imposed by the broker :( I have spent couple of hours just to figure out why my messages are being rejected by the broker and the reason which now their support has also confirmed is "out of order fields"...
>>>
>>> and also the QF QuoteRequest message ctors doesn't accept int[] ...
>>>
>>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
>>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId id);
>>>
>>> thanks for the help and cooperation... any other suggestions?
>>>
>>> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <And...@tw...> wrote:
>>>>
>>>> Rasheed,
>>>>
>>>>
>>>>
>>>> Are you sure the order imposed by your broker in not in a group?
>>>>
>>>>
>>>>
>>>> I’ve had this imposed by some counterparties (don’t you just love STANDARDS?) and remember a way to pass an int[] that held the order of the tags. As Grant mentioned this might have just been a group by field however. Might want to check out the CTORS for the messages you are trying to create and see if any method signature takes this int[] I’m talking about.
>>>>
>>>>
>>>>
>>>> Andrew Culross
>>>>
>>>> Direct +1 (914) 220-8849
>>>>
>>>> www.TwoFour.com
>>>>
>>>>
>>>>
>>>> From: Rasheed Waraich [mailto:ras...@gm...]
>>>> Sent: Monday, October 17, 2011 10:16 AM
>>>> To: Grant Birchmeier
>>>> Cc: qui...@li...
>>>> Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order
>>>>
>>>>
>>>>
>>>> Thanks Grant,
>>>>
>>>> The thing is the acceptor application of my broker is rejecting my messages only due to improper order of the fields in the messages...
>>>>
>>>> So, I am kind of stuck now... as QF doesn't support ordering fields and my broker application doesn't accept out of order fields..
>>>>
>>>> Any other suggestions? Is there any FIX engine which supports it?
>>>>
>>>> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <gbi...@co...> wrote:
>>>>
>>>> In FIX, the order of fields within the message body does not matter (outside of repeating groups).  If you wish for a specific ordering, you are imposing a restriction than FIX does not mandate.
>>>>
>>>>
>>>>
>>>> Thus, I don't believe QF has support for what you are trying to do.  It always resorts the fields in numerical order (outside of repeating groups) as a side-effect of the way it stores fields internally.
>>>>
>>>>
>>>>
>>>> (Within repeating groups, FIX mandate that ordering must be obeyed in accordance with that specified in your DataDictionary.)
>>>>
>>>>
>>>>
>>>> -Grant
>>>>
>>>>
>>>>
>>>> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <ras...@gm...> wrote:
>>>>
>>>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>
>>>> Hi Experts,
>>>>
>>>> I want to send fields of quickfix quote request message in particular order.
>>>>
>>>> Can you please guide me how can I achieve that?
>>>>
>>>> It doesn't matter in which order do I set the fields in my code, the quickfix engine some how re-arranges them to some different order...
>>>>
>>>> Thanks for help and guidance.
>>>>
>>>> --
>>>> //Regards
>>>> Rasheed
>>>>
>>>> ------------------------------------------------------------------------------
>>>> All the data continuously generated in your IT infrastructure contains a
>>>> definitive record of customers, application performance, security
>>>> threats, fraudulent activity and more. Splunk takes this data and makes
>>>> sense of it. Business sense. IT sense. Common sense.
>>>> http://p.sf.net/sfu/splunk-d2d-oct
>>>> _______________________________________________
>>>> Quickfix-developers mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> //Regards
>>>> Rasheed
>>>
>>>
>>> --
>>> //Regards
>>> Rasheed
>>
>
>
>
> --
> //Regards
> Rasheed
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2d-oct
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Rasheed W. <ras...@gm...>]

Hi Grant,

The broker name is ADSS (I am sure no one would have heard it before)

Here are the Quote request and response messages. The error I get back is
"Tag not defined" but the broker support guys say that the issue is due to
incorrect order of the fields:

8=FIX.4.4_9=110_35=R_34=2_49=ClientStream_52=20111012-15
:15:50.129_56=ServerStream_1=212001_38=100_55=EURUSD_131=1_146=1_10=027_
8=FIX.4.4_9=131_35=3_34=2_49=ServerStream_52=20111012-15:15:50.216_56=ClientStream_45=2_58=Tag
not defined for this message type_371=1_372=R_373=2_10=014_

This Quote request message works fine:

8=FIX.4.49=11435=R34=649=ClientStream52=20100723-13 <20090723-13>
:08:40.40156=ServerStream131=2146=155=EURUSD38=10000001=1000199999910=019

Any hints... or suggestions?

On Mon, Oct 17, 2011 at 5:54 PM, Grant Birchmeier <gbi...@co...
> wrote:

> May I ask which broker this is?
>
> It might help also if you post the message and the rejection that they are
> sending back.
>
>
> On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich <ras...@gm...
> > wrote:
>
>> Yes Andrew - unfortunately it has been imposed by the broker :( I have
>> spent couple of hours just to figure out why my messages are being rejected
>> by the broker and the reason which now their support has also confirmed is
>> "out of order fields"...
>>
>> and also the QF QuoteRequest message ctors doesn't accept int[] ...
>>
>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
>> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId
>> id);
>>
>> thanks for the help and cooperation... any other suggestions?
>>
>>
>> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <
>> And...@tw...> wrote:
>>
>>> Rasheed,
>>>
>>>
>>>
>>> Are you sure the order imposed by your broker in not in a group?
>>>
>>>
>>>
>>> I’ve had this imposed by some counterparties (don’t you just love
>>> STANDARDS?) and remember a way to pass an int[] that held the order of the
>>> tags. As Grant mentioned this might have just been a group by field however.
>>> Might want to check out the CTORS for the messages you are trying to create
>>> and see if any method signature takes this int[] I’m talking about.
>>>
>>>
>>>
>>> Andrew Culross
>>>
>>> Direct +1 (914) 220-8849
>>>
>>> www.TwoFour.com <http://www.twofour.com/>
>>>
>>>
>>>
>>> *From:* Rasheed Waraich [mailto:ras...@gm...]
>>> *Sent:* Monday, October 17, 2011 10:16 AM
>>> *To:* Grant Birchmeier
>>> *Cc:* qui...@li...
>>> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set
>>> fields in particular order
>>>
>>>
>>>
>>> Thanks Grant,
>>>
>>> The thing is the acceptor application of my broker is rejecting my
>>> messages only due to improper order of the fields in the messages...
>>>
>>> So, I am kind of stuck now... as QF doesn't support ordering fields and
>>> my broker application doesn't accept out of order fields..
>>>
>>> Any other suggestions? Is there any FIX engine which supports it?
>>>
>>> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <
>>> gbi...@co...> wrote:
>>>
>>> In FIX, the order of fields within the message body does not matter
>>> (outside of repeating groups).  If you wish for a specific ordering, you are
>>> imposing a restriction than FIX does not mandate.
>>>
>>>
>>>
>>> Thus, I don't believe QF has support for what you are trying to do.  It
>>> always resorts the fields in numerical order (outside of repeating groups)
>>> as a side-effect of the way it stores fields internally.
>>>
>>>
>>>
>>> (Within repeating groups, FIX mandate that ordering must be obeyed in
>>> accordance with that specified in your DataDictionary.)
>>>
>>>
>>>
>>> -Grant
>>>
>>>
>>>
>>> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <
>>> ras...@gm...> wrote:
>>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>>
>>> Hi Experts,
>>>
>>> I want to send fields of quickfix quote request message in particular
>>> order.
>>>
>>> Can you please guide me how can I achieve that?
>>>
>>> It doesn't matter in which order do I set the fields in my code, the
>>> quickfix engine some how re-arranges them to some different order...
>>>
>>> Thanks for help and guidance.
>>>
>>> --
>>> //Regards
>>> Rasheed
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> All the data continuously generated in your IT infrastructure contains a
>>> definitive record of customers, application performance, security
>>> threats, fraudulent activity and more. Splunk takes this data and makes
>>> sense of it. Business sense. IT sense. Common sense.
>>> http://p.sf.net/sfu/splunk-d2d-oct
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>>
>>>
>>>
>>>
>>>
>>> --
>>> //Regards
>>> Rasheed
>>>
>>
>>
>>
>> --
>> //Regards
>> Rasheed
>>
>
>


-- 
//Regards
Rasheed

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Grant B. <gbi...@co...>]

May I ask which broker this is?

It might help also if you post the message and the rejection that they are
sending back.


On Mon, Oct 17, 2011 at 9:47 AM, Rasheed Waraich
<ras...@gm...>wrote:

> Yes Andrew - unfortunately it has been imposed by the broker :( I have
> spent couple of hours just to figure out why my messages are being rejected
> by the broker and the reason which now their support has also confirmed is
> "out of order fields"...
>
> and also the QF QuoteRequest message ctors doesn't accept int[] ...
>
> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
> QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId
> id);
>
> thanks for the help and cooperation... any other suggestions?
>
>
> On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross <
> And...@tw...> wrote:
>
>> Rasheed,
>>
>>
>>
>> Are you sure the order imposed by your broker in not in a group?
>>
>>
>>
>> I’ve had this imposed by some counterparties (don’t you just love
>> STANDARDS?) and remember a way to pass an int[] that held the order of the
>> tags. As Grant mentioned this might have just been a group by field however.
>> Might want to check out the CTORS for the messages you are trying to create
>> and see if any method signature takes this int[] I’m talking about.
>>
>>
>>
>> Andrew Culross
>>
>> Direct +1 (914) 220-8849
>>
>> www.TwoFour.com <http://www.twofour.com/>
>>
>>
>>
>> *From:* Rasheed Waraich [mailto:ras...@gm...]
>> *Sent:* Monday, October 17, 2011 10:16 AM
>> *To:* Grant Birchmeier
>> *Cc:* qui...@li...
>> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set
>> fields in particular order
>>
>>
>>
>> Thanks Grant,
>>
>> The thing is the acceptor application of my broker is rejecting my
>> messages only due to improper order of the fields in the messages...
>>
>> So, I am kind of stuck now... as QF doesn't support ordering fields and my
>> broker application doesn't accept out of order fields..
>>
>> Any other suggestions? Is there any FIX engine which supports it?
>>
>> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <
>> gbi...@co...> wrote:
>>
>> In FIX, the order of fields within the message body does not matter
>> (outside of repeating groups).  If you wish for a specific ordering, you are
>> imposing a restriction than FIX does not mandate.
>>
>>
>>
>> Thus, I don't believe QF has support for what you are trying to do.  It
>> always resorts the fields in numerical order (outside of repeating groups)
>> as a side-effect of the way it stores fields internally.
>>
>>
>>
>> (Within repeating groups, FIX mandate that ordering must be obeyed in
>> accordance with that specified in your DataDictionary.)
>>
>>
>>
>> -Grant
>>
>>
>>
>> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <
>> ras...@gm...> wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>
>> Hi Experts,
>>
>> I want to send fields of quickfix quote request message in particular
>> order.
>>
>> Can you please guide me how can I achieve that?
>>
>> It doesn't matter in which order do I set the fields in my code, the
>> quickfix engine some how re-arranges them to some different order...
>>
>> Thanks for help and guidance.
>>
>> --
>> //Regards
>> Rasheed
>>
>>
>> ------------------------------------------------------------------------------
>> All the data continuously generated in your IT infrastructure contains a
>> definitive record of customers, application performance, security
>> threats, fraudulent activity and more. Splunk takes this data and makes
>> sense of it. Business sense. IT sense. Common sense.
>> http://p.sf.net/sfu/splunk-d2d-oct
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>>
>>
>>
>>
>> --
>> //Regards
>> Rasheed
>>
>
>
>
> --
> //Regards
> Rasheed
>

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Rasheed W. <ras...@gm...>]

Yes Andrew - unfortunately it has been imposed by the broker :( I have spent
couple of hours just to figure out why my messages are being rejected by the
broker and the reason which now their support has also confirmed is "out of
order fields"...

and also the QF QuoteRequest message ctors doesn't accept int[] ...

QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest();
QuickFix44.QuoteRequest message = new QuickFix44.QuoteRequest(QuoteReqId
id);

thanks for the help and cooperation... any other suggestions?

On Mon, Oct 17, 2011 at 4:27 PM, Andrew Culross
<And...@tw...>wrote:

> Rasheed,****
>
> ** **
>
> Are you sure the order imposed by your broker in not in a group?****
>
> ** **
>
> I’ve had this imposed by some counterparties (don’t you just love
> STANDARDS?) and remember a way to pass an int[] that held the order of the
> tags. As Grant mentioned this might have just been a group by field however.
> Might want to check out the CTORS for the messages you are trying to create
> and see if any method signature takes this int[] I’m talking about.****
>
> ** **
>
> Andrew Culross****
>
> Direct +1 (914) 220-8849****
>
> www.TwoFour.com <http://www.twofour.com/> ****
>
> ** **
>
> *From:* Rasheed Waraich [mailto:ras...@gm...]
> *Sent:* Monday, October 17, 2011 10:16 AM
> *To:* Grant Birchmeier
> *Cc:* qui...@li...
> *Subject:* Re: [Quickfix-developers] QuickFix Quote Request Message: Set
> fields in particular order****
>
> ** **
>
> Thanks Grant,
>
> The thing is the acceptor application of my broker is rejecting my messages
> only due to improper order of the fields in the messages...
>
> So, I am kind of stuck now... as QF doesn't support ordering fields and my
> broker application doesn't accept out of order fields..
>
> Any other suggestions? Is there any FIX engine which supports it?****
>
> On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier <
> gbi...@co...> wrote:****
>
> In FIX, the order of fields within the message body does not matter
> (outside of repeating groups).  If you wish for a specific ordering, you are
> imposing a restriction than FIX does not mandate.****
>
> ** **
>
> Thus, I don't believe QF has support for what you are trying to do.  It
> always resorts the fields in numerical order (outside of repeating groups)
> as a side-effect of the way it stores fields internally.****
>
> ** **
>
> (Within repeating groups, FIX mandate that ordering must be obeyed in
> accordance with that specified in your DataDictionary.)****
>
> ** **
>
> -Grant****
>
> ** **
>
> On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <ras...@gm...>
> wrote:****
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html****
>
>
>
>
> Hi Experts,
>
> I want to send fields of quickfix quote request message in particular
> order.
>
> Can you please guide me how can I achieve that?
>
> It doesn't matter in which order do I set the fields in my code, the
> quickfix engine some how re-arranges them to some different order...
>
> Thanks for help and guidance.
>
> --
> //Regards
> Rasheed****
>
>
> ------------------------------------------------------------------------------
> All the data continuously generated in your IT infrastructure contains a
> definitive record of customers, application performance, security
> threats, fraudulent activity and more. Splunk takes this data and makes
> sense of it. Business sense. IT sense. Common sense.
> http://p.sf.net/sfu/splunk-d2d-oct
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers****
>
> ** **
>
>
>
>
> --
> //Regards
> Rasheed****
>



-- 
//Regards
Rasheed

Re: [Quickfix-developers] QuickFix Quote Request Message: Set fields in particular order

[Andrew C. <And...@tw...>]

Rasheed,

 

Are you sure the order imposed by your broker in not in a group?

 

I've had this imposed by some counterparties (don't you just love
STANDARDS?) and remember a way to pass an int[] that held the order of the
tags. As Grant mentioned this might have just been a group by field however.
Might want to check out the CTORS for the messages you are trying to create
and see if any method signature takes this int[] I'm talking about.

 

Andrew Culross

Direct +1 (914) 220-8849

www.TwoFour.com <http://www.twofour.com/>  

 

From: Rasheed Waraich [mailto:ras...@gm...] 
Sent: Monday, October 17, 2011 10:16 AM
To: Grant Birchmeier
Cc: qui...@li...
Subject: Re: [Quickfix-developers] QuickFix Quote Request Message: Set
fields in particular order

 

Thanks Grant,

The thing is the acceptor application of my broker is rejecting my messages
only due to improper order of the fields in the messages...

So, I am kind of stuck now... as QF doesn't support ordering fields and my
broker application doesn't accept out of order fields..

Any other suggestions? Is there any FIX engine which supports it?

On Mon, Oct 17, 2011 at 4:10 PM, Grant Birchmeier
<gbi...@co...> wrote:

In FIX, the order of fields within the message body does not matter (outside
of repeating groups).  If you wish for a specific ordering, you are imposing
a restriction than FIX does not mandate.

 

Thus, I don't believe QF has support for what you are trying to do.  It
always resorts the fields in numerical order (outside of repeating groups)
as a side-effect of the way it stores fields internally.

 

(Within repeating groups, FIX mandate that ordering must be obeyed in
accordance with that specified in your DataDictionary.)

 

-Grant

 

On Mon, Oct 17, 2011 at 5:25 AM, Rasheed Waraich <ras...@gm...>
wrote:

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html




Hi Experts,

I want to send fields of quickfix quote request message in particular order.

Can you please guide me how can I achieve that?

It doesn't matter in which order do I set the fields in my code, the
quickfix engine some how re-arranges them to some different order...

Thanks for help and guidance.

-- 
//Regards
Rasheed

----------------------------------------------------------------------------
--
All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

 




-- 
//Regards
Rasheed