quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] QuickFIX sending extra Logouts?

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

Hans Bausewein wrote:
> On Tue, 2004-09-21 at 11:26, Joerg Thoennes wrote:
> 
>>Actually, I shall file a enhancement request on the QF bugtracker to get 
>>PostgreSQL support and put myself as the assigned person. We use 
>>PostgreSQL here.
> 
> Also a good one. PostgreSQL is a lot closer to Oracle than Berkely DB or
> MySQL. I've done some Java projects for both Oracle and PostgreSQL and I
> also have a PostgreSQL server.

I already added a RFE to the bugtracker. And committed myself...

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] QuickFIX sending extra Logouts?

[Hans B. <han...@ma...>]

On Tue, 2004-09-21 at 11:26, Joerg Thoennes wrote:
> Actually, I shall file a enhancement request on the QF bugtracker to get 
> PostgreSQL support and put myself as the assigned person. We use 
> PostgreSQL here.

Also a good one. PostgreSQL is a lot closer to Oracle than Berkely DB or
MySQL. I've done some Java projects for both Oracle and PostgreSQL and I
also have a PostgreSQL server.

Hans Bausewein

Re: [Quickfix-developers] QuickFIX sending extra Logouts?

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

Hans Bausewein wrote:
> On Mon, 2004-09-20 at 23:51, Caleb Epstein wrote:
> 
>>I'm working on a Berkeley DB-backed MessageStore, and am
>>...........
> 
> 
> Good news. If we really gonna use QuickFix, I'll have to make Oracle
> support, so I'll see what you did.
> 
> BTW: if there is anything about using other database, please let me
> know. I've read, that people are using Oracle, but have not contributed
> it back to the project.

Actually, I shall file a enhancement request on the QF bugtracker to get 
PostgreSQL support and put myself as the assigned person. We use 
PostgreSQL here.

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] QuickFIX sending extra Logouts?

[Hans B. <han...@ma...>]

On Mon, 2004-09-20 at 23:51, Caleb Epstein wrote:
> I'm working on a Berkeley DB-backed MessageStore, and am
>...........

Good news. If we really gonna use QuickFix, I'll have to make Oracle
support, so I'll see what you did.

BTW: if there is anything about using other database, please let me
know. I've read, that people are using Oracle, but have not contributed
it back to the project.

Hans Bausewein

[Quickfix-developers] QuickFIX sending extra Logouts?

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

I'm working on a Berkeley DB-backed MessageStore, and am
torture-testing it with some small applications.  I've run across some
behavior that I think illustrates a bug in QuickFIX.

I have a slightly modified version of the "executor" example app as my
FIX server.  I modified it to fill MKT orders (just sends a hard-coded
price of 1) and send an ACK before every execution report. 
Additionally, I installed a signal handler to catch SIGINT and SIGTERM
and do a clean shutdown (the "wait" function just detects that the
signal was caught and exits now).

As my client, I wrote a small Application which just reads orders from
a text file and sends them to the server and produces some benchmark
timings.

These are both working fine.  Now I'm trying to break things (to test
the robustness of both QuickFIX and Berkeley DB) and see how well they
can recover.

On the client side, I have my application drop its connection as soon
as it is done sending orders (I am just returning from
Application::run).  I'm trying to cause messages to be "queued up" on
the sending side so they will need to retransmitted on the next
connection, but my client application ends up blocking until all the
messages in response to its order flow have been received.  This is
fine, but while it is blocking (after Application::run has returned),
it appears to send a new Logout message for each message it receives
from the executor, and this causes the executor to log the message
"Logon state is not valid for message" for each of these.

I am able to create a similar scenario by interrupting the executor
when it is in the middle of receiving a number of messages from the
client.  In this case, I shut down the SocketAcceptor and the executor
ends up sending extra Logout messages to the client.  It looks like
the same problem, just reversed.

This scenario is reproducible every time, even if I use the FileStore
instead of my Berkeley DB MessageStore.  I'm attaching some logs that
illustrate it.  The directory "logs.executor-killed" is the first
scenario and "logs.client-exited" is the second.  Please let me know
if more info is needed to help debug this.

-- 
Caleb Epstein
cal...@gm...

Re: [Quickfix-developers] Sorry, reporting more goofs in 4.4 XML spec...

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

http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=6&pos=2

On Sep 17, 2004, at 6:57 PM, James Wiggs 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
>
>
>  Folks,
>
>    I've found some more goofs in the XML spec for FIX 4.4 on
> the QF site.  In FIX44.xml, there are several instances where
> the msgtype="??" attribute in the <message> element does not
> match the standard.  All of the enumerated values in the field
> definition do appear to be accurate.  The discrepancies I have
> identified are:
>
> <message name="PositionReport" msgtype="AO" msgcat="app">
> "AO" should be "AP"
>
> <message name="AllocationReportAck" msgtype="AS" msgcat="app">
> "AS" should be "AT"
>
> <message name="CollateralInquiryAck" msgtype="BB" msgcat="app">
> "BB" should be "BG"
>
> <message name="ConfirmationRequest" msgtype="BS" msgcat="app">
> "BS" should be "BH"
>
>    If there is a specific person responsible for maintaining
> those files, please let me know so that I can direct these
> notes to him/her personally.  I have sent a few of these in
> the past, and will be going through the remaining 4.0-4.3 specs
> with a fine-toothed comb as well so I may be sending more.  It
> would be very much appreciated to get a brief acknowledgement
> that yes, that goof was there and has been fixed or no, you're
> off your rocker and here's why...
>
> regards,
> Jim
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Sorry, reporting more goofs in 4.4 XML spec...

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

FYI, we're going to begin generating the specs off of FIXimate. =20
Starting with 4.4, FIXimate is generated directly off the XML=20
repository.  Older versions are not however so they can't be trusted.

Parsing generated HTML should be more reliable than parsing word=20
documents.  This should eliminate the discrepancies that currently=20
exist in the 4.4 dictionary.

--oren

On Sep 18, 2004, at 7:56 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Jim,
>
>> I've found some more goofs in the XML spec for FIX 4.4 on the QF
>> site.  In FIX44.xml, there are several instances where the
>> msgtype=3D"??" attribute in the <message> element does not match the
>> standard.  All of the enumerated values in the field definition do
>> appear to be accurate.  The discrepancies I have identified are:
>> [...]
>
> thanks for reporting that. I did have a look yet, but you can now open
> bug reports on
>
> 	http://www.quickfixengine.org/bugtracker
>
> Just get your own account and file a bug report. In this way, we can
> easier track all issues and you see when an issue is solved.
>
>> If there is a specific person responsible for maintaining those
>> files, please let me know so that I can direct these notes to him/her
>> personally.
>
> Actually, the person who does 99% of all QF development is Oren. Check
> the sourceforge.net site to see which people also have commit access =
to
> the repository. But if your going to report more such things you may=20=

> ask
> Oren for commit access.
>
>> I have sent a few of these in the past, and will be going through the
>> remaining 4.0-4.3 specs with a fine-toothed comb as well so I may be
>> sending more.
>
> Yes, that's very good! The new FIX repository is only accessible to
> members so we have to use the Word documents. There are tools doing
> that, but they are limited. So check the CVS repository on sourceforge
> for all things not yet fixed and file bug reports. BTW, Oren has=20
> written
> a tool to convert the FIX repository to the QuickFIX data dictionary.
>
> In summary, your efforts to verify the QuickFIX data dictionary are
> highly appreciated. Thank you very much!
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement =
on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Sorry, reporting more goofs in 4.4 XML spec...

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

Hi Jim,

> I've found some more goofs in the XML spec for FIX 4.4 on the QF
> site.  In FIX44.xml, there are several instances where the
> msgtype="??" attribute in the <message> element does not match the
> standard.  All of the enumerated values in the field definition do
> appear to be accurate.  The discrepancies I have identified are:
> [...]

thanks for reporting that. I did have a look yet, but you can now open
bug reports on

	http://www.quickfixengine.org/bugtracker

Just get your own account and file a bug report. In this way, we can
easier track all issues and you see when an issue is solved.

> If there is a specific person responsible for maintaining those
> files, please let me know so that I can direct these notes to him/her
> personally.

Actually, the person who does 99% of all QF development is Oren. Check
the sourceforge.net site to see which people also have commit access to
the repository. But if your going to report more such things you may ask
Oren for commit access.

> I have sent a few of these in the past, and will be going through the
> remaining 4.0-4.3 specs with a fine-toothed comb as well so I may be
> sending more.

Yes, that's very good! The new FIX repository is only accessible to
members so we have to use the Word documents. There are tools doing
that, but they are limited. So check the CVS repository on sourceforge
for all things not yet fixed and file bug reports. BTW, Oren has written
a tool to convert the FIX repository to the QuickFIX data dictionary.

In summary, your efforts to verify the QuickFIX data dictionary are
highly appreciated. Thank you very much!

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] Sorry, reporting more goofs in 4.4 XML spec...

[James W. <wi...@wi...>]

 Folks,

   I've found some more goofs in the XML spec for FIX 4.4 on
the QF site.  In FIX44.xml, there are several instances where
the msgtype="??" attribute in the <message> element does not
match the standard.  All of the enumerated values in the field
definition do appear to be accurate.  The discrepancies I have
identified are:

<message name="PositionReport" msgtype="AO" msgcat="app">
"AO" should be "AP"

<message name="AllocationReportAck" msgtype="AS" msgcat="app">
"AS" should be "AT"

<message name="CollateralInquiryAck" msgtype="BB" msgcat="app">
"BB" should be "BG"

<message name="ConfirmationRequest" msgtype="BS" msgcat="app">
"BS" should be "BH"

   If there is a specific person responsible for maintaining
those files, please let me know so that I can direct these
notes to him/her personally.  I have sent a few of these in
the past, and will be going through the remaining 4.0-4.3 specs
with a fine-toothed comb as well so I may be sending more.  It
would be very much appreciated to get a brief acknowledgement
that yes, that goof was there and has been fixed or no, you're
off your rocker and here's why...

regards,
Jim

Re: [Quickfix-developers] Updated fixprotocol.org

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

Hi Richard,

> I remembered some email from Oren about not having good machine readable 
> format available for the FIX protocol definitions.

The new repository looks like database tables dumped into XML. Not as
structured as the QuickFIX data dictionary.

> Just Thursday there was an event in Amsterdam for the Dutch professional 
> investment community. Featured was a presentation from Kevin Houstoun, 
> Consultant Citigroup, co-Chair Global Technical Committee, FIX Protocol 
> Ltd.
> 
> He announced the updated website for www.fixprotocol.org, which to many, 
> including myself, now is database driven and the protocol definitions 
> are generated from a database (no not Access).

The new website is online for a week now and is driven by Perl and
PostgreSQL running on a Redhat machine.

> Which means that de specifications are now downloadable as word, XML, 
> DTD, XSD, XSL and HTML. Kevin also told about being able to check any 
> errors or loops by including fields twice are now easier found by use of 
> some software programs that check the message formats.

Sounds good, but did you check the prices? $ 10.000 upwards... for an
"open" protocol!

Actually, QuickFIX data dictionary is free of charge and far better to
read (and to adapt to your needs) than the FPL stuff.

Oren even wrote a convertor from FPL repository to QuickFIX DD:

	http://quickfixengine.org/xml.html

> Just wanted to share this....

Thanks. If you have more to share, consider WikiFIX. Its has to grow :-)

	http://quickfixengine.org/wikifix/index.php?QuickFix

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] Updated fixprotocol.org

[Richard <in...@ri...>]

Hi all,

I remembered some email from Oren about not having good machine readable 
format available for the FIX protocol definitions.

Just Thursday there was an event in Amsterdam for the Dutch professional 
investment community. Featured was a presentation from Kevin Houstoun, 
Consultant Citigroup, co-Chair Global Technical Committee, FIX Protocol Ltd.

He announced the updated website for www.fixprotocol.org, which to many, 
including myself, now is database driven and the protocol definitions 
are generated from a database (no not Access).

Which means that de specifications are now downloadable as word, XML, 
DTD, XSD, XSL and HTML. Kevin also told about being able to check any 
errors or loops by including fields twice are now easier found by use of 
some software programs that check the message formats.

Check the new website and the specifications repository. Check Kevin's 
presentation at 
http://www.fixprotocol.org/documents/835/FIX%20Repository.ppt

Just wanted to share this....

Richard

Re: [Quickfix-developers] Unit test C++ quickfix 1.9.2 with MySQL on Linux

[Hans B. <han...@ma...>]

On Thu, 2004-09-16 at 13:15, Oren Miller 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
> 
> Hans,
> 
> Did you build the quickfix/src/sql/crate_mysql.sh script?


The problem is caused by failing database access.
I can run quickfix 1.9.2 on our Solaris 8 server with MySQL support.
I've also installed a MySQL server (version 3.23.53) on this machine.

If I stop the MySQL server, I get the error output from 'test/runut':

[hans@test2 test]$ ./runut 10005
<ut>
  <output>
....................................................................
...........................FFFF.............................................
  </output>
  <results total="144" failures="4">
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ PN7CPPTest4TestIN3FIX12MessageStoreEEE]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    ...............

When I start the server and run the script again, it shows no errors:

[hans@test2 test]$ ./runut 10005
<ut>
  <output>
................................................................................................................................................
  </output>
  <results total="144" failures="0">
  </results>
</ut>

[hans@test2 test]$ uname -a
SunOS test2 5.8 Generic_108528-12 sun4u sparc SUNW,UltraAX-i2


Hans

RE: [Quickfix-developers] tag 141

[Gururaj K. <gkr...@ba...>]

I believe you will manually reset the sequence numbers for the session
(based on your counter party) and incorporate 141=Y
in the "toAdmin" function (assuming you are the initiator).

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Shamanth
Sent: Friday, September 17, 2004 6:04 AM
To: qui...@li...
Cc: qui...@li...
Subject: [Quickfix-developers] tag 141



Hi 

We are using quickfix 1.8, we had one query related to tag 141 

We are sending the tag 141 = Y with logon message. 
Should we manually reset the sequence number and then send a logon
message with tag 141 set to "Y" or does quickfix automatically reset the
sequence numbers.

I noticed that quickfix does not reset the sequence numbers, so I am
assuming that we need to do this manually. 
with regards 
R Shamanth 

	 -----Original Message----- 
From:   Shamanth  
Sent:   Thursday, September 16, 2004 3:43 PM 
To:     'qui...@li...' 
Cc:     'qui...@li...' 
Subject:        Session Problem 

	Hi 

	We have a provider, whose Session starts at "22:30:00" GMT and
stops at "21:00:00"GMT, but the provider resets the sequence numbers
only at "00:00:00" GMT. 

	So we have set our StartTime and EndTime at 00:00:00, so that
the sequence numbers get reset at that time. 

	But the problem is that, our quickfix instance will keep sending
Logon requests to the Provider between "21:00:00GMT" to "22:30:00GMT",
i.e. when the provider is down. We want to avoid this.

	Can anyone suggest a solution for this. 

	thanks 
R Shamanth 

Re: AW: [Quickfix-developers] Tag 55 Symbol

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

Hi Bill,

I have sorted the thread a bit to follow standard quoting conventions.

> Jörg Thönnes wrote:
>> Bill Robert Hr. wrote:
>>>In the XML files (I verified it in FIX43.xml and FIX44.xml) tag 55 
>>>Symbol is marked as mandatory.
>> 
>> What messages you are refering to? Normally a tag is mandatory for a 
>> message or component for new versions.
>> 
> Tag 55 appears in the component block instrument and therefore in all
> messages containing this block. The XML file defines only the block.
> 

Yes. For FIX 4.2, there are are some messages where Symbol is optional.

>>>In the FIX standard the tag is marked as not mandatory (4.4, 4.3 
>>>unclear), but the comments leave room for interpretation.
>> 
>> To which page/section of the standard do you refer?
>> 
> The common components are defined e.g. for 4.4 in Vol 1, Instrument, p. 34.
> You will find in the FIXimate the same information.
> 

OK, I thought you are refering to FIX 4.2, which has no compenents.

>>>I've an issue with this field as we use always tag 48/22 to identify a 
>>>security.
>> 
>> I know. We always set tag 55 to the same value as tag 48. Which exchange 
>> do you connect to?
> I have built connections to broker with tag 48 equal tag 55, with tag
> 55=NONE, with no tag 55. This was confusing and as I'm rewriting the
> requirements for inbound connections I'm searching for the "correct" way to
> do it.

No tag 55 is wrong for sure if the tag is required. "NONE" is common for 
other fields, e.g. OrderID.

Looking for the "correct way" is perfectly fine. Many FIX implementors 
do not care much about the standard and invent their own ways. QuickFIX 
shall help to harmonize views and to be standard compliant.

> After a second reading of the standard (found out what the *** are standing
> for) I would think the correct way to go is to set tag 55 to "N/A" if the
> instrument component is mandatory and you have no symbol for the security.
> If the component block is not mandatory you could omit tag 55.

OK, either "NONE" or "N/A" is probably right. I suggest to go the 
fixprotocol.org forums General Q/A and search for this issue or post a 
question to resolve it.

> As this is something which - to my knowledge - can't be defined in the XML
> file. 

What do you want to be defined? Do you have suggestions?

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] tag 141

[Shamanth <sha...@in...>]

Hi

We are using quickfix 1.8, we had one query related to tag 141

We are sending the tag 141 =3D Y with logon message.
Should we manually reset the sequence number and then send a logon =
message with tag 141 set to "Y" or does quickfix automatically reset the =
sequence numbers.

I noticed that quickfix does not reset the sequence numbers, so I am =
assuming that we need to do this manually.
with regards
R Shamanth

>  -----Original Message-----
> From: 	Shamanth =20
> Sent:	Thursday, September 16, 2004 3:43 PM
> To:	'qui...@li...'
> Cc:	'qui...@li...'
> Subject:	Session Problem
>=20
> Hi
>=20
> We have a provider, whose Session starts at "22:30:00" GMT and stops =
at "21:00:00"GMT, but the provider resets the sequence numbers only at =
"00:00:00" GMT.=20
> So we have set our StartTime and EndTime at 00:00:00, so that the =
sequence numbers get reset at that time.=20
>=20
> But the problem is that, our quickfix instance will keep sending Logon =
requests to the Provider between "21:00:00GMT" to "22:30:00GMT", i.e. =
when the provider is down. We want to avoid this.
>=20
> Can anyone suggest a solution for this.
>=20
> thanks
> R Shamanth

AW: [Quickfix-developers] Tag 55 Symbol

[Bill R. Hr. <bil...@ra...>]

Hi J=F6rg

Tag 55 appears in the component block instrument and therefore in all
messages containing this block. The XML file defines only the block.

The common components are defined e.g. for 4.4 in Vol 1, Instrument, p. =
34.
You will find in the FIXimate the same information.

I have built connections to broker with tag 48 equal tag 55, with tag
55=3DNONE, with no tag 55. This was confusing and as I'm rewriting the
requirements for inbound connections I'm searching for the "correct" =
way to
do it.

=3D=3D
After a second reading of the standard (found out what the *** are =
standing
for) I would think the correct way to go is to set tag 55 to "N/A" if =
the
instrument component is mandatory and you have no symbol for the =
security.
If the component block is not mandatory you could omit tag 55.
As this is something which - to my knowledge - can't be defined in the =
XML
file.=20

My suggestion would be to leave it as it is...

Best regards
Robert



-----Urspr=FCngliche Nachricht-----
Von: Joerg Thoennes [mailto:Joe...@ma...]=20
Gesendet: Freitag, 17. September 2004 11:01
An: Bill Robert Hr.
Cc: quickfix-developers
Betreff: Re: [Quickfix-developers] Tag 55 Symbol


Hi Bill,

> In the XML files (I verified it in FIX43.xml and FIX44.xml) tag 55=20
> Symbol is marked as mandatory.

What messages you are refering to? Normally a tag is mandatory for a=20
message or component for new versions.

> In the FIX standard the tag is marked as not mandatory (4.4, 4.3=20
> unclear), but the comments leave room for interpretation.

To which page/section of the standard do you refer?

> I've an issue with this field as we use always tag 48/22 to identify =
a=20
> security.

I know. We always set tag 55 to the same value as tag 48. Which =
exchange=20
do you connect to?

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

Re: [Quickfix-developers] Tag 55 Symbol

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

Hi Bill,

> In the XML files (I verified it in FIX43.xml and FIX44.xml) tag 55 Symbol is
> marked as mandatory.

What messages you are refering to? Normally a tag is mandatory for a 
message or component for new versions.

> In the FIX standard the tag is marked as not mandatory (4.4, 4.3 unclear),
> but the comments leave room for interpretation.

To which page/section of the standard do you refer?

> I've an issue with this field as we use always tag 48/22 to identify a security.

I know. We always set tag 55 to the same value as tag 48. Which exchange 
do you connect to?

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] Tag 55 Symbol

[Bill R. Hr. <bil...@ra...>]

In the XML files (I verified it in FIX43.xml and FIX44.xml) tag 55 Symbol is
marked as mandatory. 
To remove this mandatory requirement is usually the first change I do after
receiving a new delivery of Quickfix.

In the FIX standard the tag is marked as not mandatory (4.4, 4.3 unclear),
but the comments leave room for interpretation. I've an issue with this
field as we use always tag 48/22 to identify a security.

What are your thoughts? Should it be changed to non-mandatory in the XML
files?

Regards
Robert

Re: [Quickfix-developers] Unexpected feature of Message.toString()

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

This is fixed in the repository.  The affected files are  
DataDictionary.h, DataDictionary.cpp, Message.cpp, MessageTestCase.h,  
and MessageTestCase.cpp

Let me know if the behavior looks correct to you.  If everything is ok  
I'll close out the bug report.

http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=4

On Sep 16, 2004, at 12:46 PM, Timothy Yates 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 have a quickfix application that effectively operates purely at the
> session level.  It uses quickfix to read FIX messages from a FIX  
> session
> then converts each message to a string and sticks it on a JMS queue.
>
> The application revealed an interesting feature of quickfix repeating  
> group
> support.  If you parse a message containing a repeating group then call
> toString() on the message the result is not a correctly ordered  
> message.
> (This is because quickfix contructs a Group object internally that has
> 'default' field ordering.)
>
> I noticed this problem because the upstream component that extracts the
> message from the JMS queue is probably too pedantic and insists on  
> correct
> group ordering.
>
> Here's a test program that demonstrates the problem.  (I am using  
> quickfix
> 1.7.0, but I don't think anything has been changed in the latest  
> version).
>
> -----------------
> #include <Message.h>
> #include <DataDictionary.h>
>
> using namespace FIX;
> using namespace std;
>
> int main(int argc, char* argv[]) {
> 	try {
> 		DataDictionary dd("FIX43.xml");
> 		string
> msgStr("8=FIX.4.3\0019=199\00135=E\00134=126\00149=BUYSIDE\00150=00303\ 
> 00152
> =20040916-16:19: 
> 18.328\00156=SELLSIDE\00166=1095350459\00168=2\00173=2\00111
> =1095350459\00167=1\0011=00303\00155=fred\00154=1\00140=1\00159=3\00111 
> =1095
> 350460\00167=2\0011=00303\00155=fred\00154=1\00140=1\00159=3\001394=3\0 
> 0110=
> 138\001");
> 		Message m(msgStr, dd);
> 		cout << m.toString() << endl;
> 	} catch (InvalidMessage& e) {
> 		cout << "Invalid message:" << e.what() << endl;
>
> 	} catch (...) {
> 		cout << "An exception occurred" << endl;
> 	}
> 	return 0;
>
> }
> ----------------
>
> Here's the program output:
>
> 8=FIX.4.3?9=199?35=E?34=126?49=BUYSIDE?50=00303?52=20040916-16:19: 
> 18.328?56=
> SELL
> SIDE?66=1095350459?68=2?73=2?11=1095350459?1=00303?40=1?54=1?55=fred? 
> 59=3?67
> =1?1
> 1=1095350460?1=00303?40=1?54=1?55=fred?59=3?67=2?394=3?10=138?
>
> Tim Yates
> Lead Developer
> Patsystems (US) LLC
> 141 West Jackson Boulevard
> Chicago 60604, USA
> Tel +1 (312) 542-1336
> www.patsystems.com
>
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Unit test C++ quickfix 1.9.2 with MySQL on Linux

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

I'm not seeing this behavior.  What happens when you try to load up a 
QuickFIX application that uses MySQL?

--oren

On Sep 16, 2004, at 7:29 AM, Hans Bausewein 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
>
> On Thu, 2004-09-16 at 13:15, Oren Miller 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
>>
>> Hans,
>>
>> Did you build the quickfix/src/sql/crate_mysql.sh script?
>
> I've deleted the quickfix database and created a new one with the 
> script
> (from this version 1.9.2), but I still get the same output from the 
> unit
> test.
>
> I've also run the test as 'root' with the same result.
>
> Hans
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
> Project Admins to receive an Apple iPod Mini FREE for your judgement on
> who ports your project to Linux PPC the best. Sponsored by IBM.
> Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Unexpected feature of Message.toString()

[Timothy Y. <Tim...@pa...>]

I have a quickfix application that effectively operates purely at the
session level.  It uses quickfix to read FIX messages from a FIX session
then converts each message to a string and sticks it on a JMS queue.

The application revealed an interesting feature of quickfix repeating group
support.  If you parse a message containing a repeating group then call
toString() on the message the result is not a correctly ordered message.
(This is because quickfix contructs a Group object internally that has
'default' field ordering.)

I noticed this problem because the upstream component that extracts the
message from the JMS queue is probably too pedantic and insists on correct
group ordering.

Here's a test program that demonstrates the problem.  (I am using quickfix
1.7.0, but I don't think anything has been changed in the latest version).

-----------------
#include <Message.h>
#include <DataDictionary.h>

using namespace FIX;
using namespace std;

int main(int argc, char* argv[]) {
	try {
		DataDictionary dd("FIX43.xml");
		string
msgStr("8=FIX.4.3\0019=199\00135=E\00134=126\00149=BUYSIDE\00150=00303\00152
=20040916-16:19:18.328\00156=SELLSIDE\00166=1095350459\00168=2\00173=2\00111
=1095350459\00167=1\0011=00303\00155=fred\00154=1\00140=1\00159=3\00111=1095
350460\00167=2\0011=00303\00155=fred\00154=1\00140=1\00159=3\001394=3\00110=
138\001");
		Message m(msgStr, dd);
		cout << m.toString() << endl;
	} catch (InvalidMessage& e) {
		cout << "Invalid message:" << e.what() << endl;

	} catch (...) {
		cout << "An exception occurred" << endl;
	}
	return 0;

}
----------------

Here's the program output:

8=FIX.4.3?9=199?35=E?34=126?49=BUYSIDE?50=00303?52=20040916-16:19:18.328?56=
SELL
SIDE?66=1095350459?68=2?73=2?11=1095350459?1=00303?40=1?54=1?55=fred?59=3?67
=1?1
1=1095350460?1=00303?40=1?54=1?55=fred?59=3?67=2?394=3?10=138?

Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 

Re: [Quickfix-developers] Unit test C++ quickfix 1.9.2 with MySQL on Linux

[Hans B. <han...@ma...>]

On Thu, 2004-09-16 at 13:15, Oren Miller 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
> 
> Hans,
> 
> Did you build the quickfix/src/sql/crate_mysql.sh script?

I've deleted the quickfix database and created a new one with the script
(from this version 1.9.2), but I still get the same output from the unit
test.

I've also run the test as 'root' with the same result.

Hans

RE: [Quickfix-developers] FIX.FieldMap.=(FieldMap* , FieldMap* ) Error

[Ramprakash U. <ram...@ca...>]

Hi,

I'm using 

	* NET Framework 1.1
	* Windows 2003 Server Enterprise Edition

-Ramprakash

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: Thursday, September 16, 2004 13:36
To: Ramprakash Umapathy
Cc: qui...@li...
Subject: Re: [Quickfix-developers] FIX.FieldMap.=(FieldMap* , FieldMap* )
Error


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 created entered a bug for this:  
http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=3&pos=2

Any further details you can share about the version of your .NET  
runtime and compiler would be helpful.  Also what is Windows 2003?  Is  
that Windows XP?

--oren

On Sep 16, 2004, at 3:03 AM, Ramprakash Umapathy wrote:

> Hi,
>
> I get this error now and then (not all the times)
>
> at FIX.FieldMap.=(FieldMap* , FieldMap* )
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* , SenderCompID* ,
> TargetCompID* )
>    at QuickFix.Session.sendToTarget(Message message, String  
> senderCompID,
> String targetCompID)
>    at CabQuickFixServices.QFApplication.newOrderSingle(mdlOrder  
> oQFOrder) in
> D:\PSO-Development\Projects\WinApps\QuickFixServices\QFApplication.vb: 
> line
> 467|09:42|ERROR|Object reference not set to an instance of an object.
>
> Usually this error appears on my log when I try to send NewOrderSingle  
> with
> heavy inflow of orders. This error seems to be appearing with versions  
> 1.8.0
> and 1.9.1
>
> Could not make it is a bug/ problem in my coding?! I attached the file
> QFApplication.vb for reference.
>
> I use VS.NET 2003/Windows2003/QF1.8.0/QF1.9.1
>
> TIA,
> Ramprakash Umapathy
> *******************
> Consultant
> Banca Caboto s.p.a
> RCM, Brokerage e Canali
> Via Arrigo Boito, 7
> 20121 Milano (Italy)
> ram...@ca...
> Ph : +39 02 8021 5754
>
> <QFApplication.vb>



-------------------------------------------------------
This SF.Net email is sponsored by: YOU BE THE JUDGE. Be one of 170
Project Admins to receive an Apple iPod Mini FREE for your judgement on
who ports your project to Linux PPC the best. Sponsored by IBM.
Deadline: Sept. 24. Go here: http://sf.net/ppc_contest.php
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] FIX.FieldMap.=(FieldMap* , FieldMap* ) Error

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

I created entered a bug for this:  
http://www.quickfixengine.org/bugtracker/bug.php?op=show&bugid=3&pos=2

Any further details you can share about the version of your .NET  
runtime and compiler would be helpful.  Also what is Windows 2003?  Is  
that Windows XP?

--oren

On Sep 16, 2004, at 3:03 AM, Ramprakash Umapathy wrote:

> Hi,
>
> I get this error now and then (not all the times)
>
> at FIX.FieldMap.=(FieldMap* , FieldMap* )
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* , SenderCompID* ,  
> TargetCompID* )
>    at QuickFix.Session.sendToTarget(Message message, String  
> senderCompID,
> String targetCompID)
>    at CabQuickFixServices.QFApplication.newOrderSingle(mdlOrder  
> oQFOrder) in
> D:\PSO-Development\Projects\WinApps\QuickFixServices\QFApplication.vb: 
> line
> 467|09:42|ERROR|Object reference not set to an instance of an object.
>
> Usually this error appears on my log when I try to send NewOrderSingle  
> with
> heavy inflow of orders. This error seems to be appearing with versions  
> 1.8.0
> and 1.9.1
>
> Could not make it is a bug/ problem in my coding?! I attached the file
> QFApplication.vb for reference.
>
> I use VS.NET 2003/Windows2003/QF1.8.0/QF1.9.1
>
> TIA,
> Ramprakash Umapathy
> *******************
> Consultant
> Banca Caboto s.p.a
> RCM, Brokerage e Canali
> Via Arrigo Boito, 7
> 20121 Milano (Italy)
> ram...@ca...
> Ph : +39 02 8021 5754
>
> <QFApplication.vb>

Re: [Quickfix-developers] Unit test C++ quickfix 1.9.2 with MySQL on Linux

[Hans B. <han...@ma...>]

On Thu, 2004-09-16 at 13:15, Oren Miller wrote:
> Hans,
> 
> Did you build the quickfix/src/sql/crate_mysql.sh script?


I did, but for the 1.9.0 version.

I'll delete the database and create it again.

Hans