quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Compile (linking) problem in VS7 from CVS

[Brian <bri...@du...>]

Hi,

With the latest CVS, I'm having a problem compiling quickfix.net.

I just open the sln file, click "yes" to convert, then batch build.

The problem appears during the linking stage, and the errors are below.

thanks,

brian

Metadata file 'C:\local\cvsquickfix\quickfixtest\lib\quickfix_net.dll' 
could not be found
c:\local\cvsquickfix\quickfixtest\src\C++\SessionFactory.cpp(101): 
warning C4101: 'e' : unreferenced local variable
quickfix warning LNK4221: no public symbols found; archive member will 
be inaccessible
c:\local\cvsquickfix\quickfixtest\src\C++\SessionFactory.cpp(101): 
warning C4101: 'e' : unreferenced local variable
quickfix warning LNK4221: no public symbols found; archive member will 
be inaccessible
quickfix_net warning LNK4243: DLL containing objects compiled with /clr 
is not linked with /NOENTRY; image may not run correctly
quickfix_net error LNK2005: "char * __cdecl 
FIX::integer_to_string<long>(char *,unsigned int,long)" 
(??$integer_to_string@J@FIX@@$$FYAPADPADIJ@Z) already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl 
FIX::integer_to_string_padded<int>(char *,unsigned int,int,unsigned 
int,char)" (??$integer_to_string_padded@H@FIX@@$$FYAPADPADIHID@Z) 
already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl 
FIX::integer_to_string<int>(char *,unsigned int,int)" 
(??$integer_to_string@H@FIX@@$$FYAPADPADIH@Z) already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl 
FIX::integer_to_string_padded<int>(char *,unsigned int,int,unsigned 
int,char)" (??$integer_to_string_padded@H@FIX@@$$FYAPADPADIHID@Z) 
already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl 
FIX::integer_to_string<int>(char *,unsigned int,int)" 
(??$integer_to_string@H@FIX@@$$FYAPADPADIH@Z) already defined in Group.obj
quickfix_net warning LNK4243: DLL containing objects compiled with /clr 
is not linked with /NOENTRY; image may not run correctly
quickfix_net fatal error LNK1169: one or more multiply defined symbols found
pt warning LNK4089: all references to 'USER32.dll' discarded by /OPT:REF
pt warning LNK4089: all references to 'WS2_32.dll' discarded by /OPT:REF
at warning LNK4089: all references to 'USER32.dll' discarded by /OPT:REF
ut warning LNK4089: all references to 'USER32.dll' discarded by /OPT:REF

Re: [Quickfix-developers] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

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

I applied the patch.  I did make a coupld of changes.

You made a change directly referencing std::labs.  We need to be 
careful of these since some STL implementation do not define it in the 
std namespace (MSV6 for instance).  Instead I set it back to just labs 
and included Utility.h at the top of the file.  This will add a using 
std::labs for systems where it is in the std namespace.  This way 
everywhere we can refer to it as just labs.

Instead of commenting out the SessionIDTestCase in TestSuite.h, I 
surrounded those lines with a #if !defined(__SUNPRO_CC), and left a 
note for someone to take a look at it.

As for the AR_FLAGS, I would expect that autoconf would be doing that 
work in the AC_PROG_CXX macro.  What version are you using?  Maybe a 
newer version will handle this.  Can you put together a little blurb 
about what you did to get these setting in so I can add it to the 
documentation?

--oren

On Sep 9, 2004, at 10:35 AM, Caleb Epstein wrote:

> On Thu, 09 Sep 2004 09:58:48 +0200, Joerg Thoennes
> <joe...@ma...> wrote:
>>> Has anybody tried to build quickfix 1.9.0 with sun compilers?
>>
>> Yes, check mailing list archive for recent mails from Kristopher
>> Peterson. QF 1.9.0 should be able to be compiled with SunPRO 5.3
>
> Unfortunately, 1.9.0 doesn't compile out of the box with SunPRO 5.3. A
> number of things from Kristopher's original patch seem not to have
> made it into CVS.  Among them:
>
> * Remove -Wall from configure and configure.in
> * Remove -lstdc++ from all Makefiles
> * For "configure", AR must be CC (or the full path to it) and AR_FLAGS
> must contain "-xar -o".  There ought to be some automated way for
> configure to detect this, otherwise the user must specify them
> manually when running configure, so this should be mentioned in the
> installation docs.
> * SessionIDTestCase is generating unresolved externals for me.  Not
> sure why, but I had to comment it out from TestSuite.h to get 'ut' to
> compile.
>
> I'm attaching the patches I needed against stock 1.9.0 to get things 
> to build
>
> -- 
> Caleb Epstein
> cal...@gm...
> <quickfix-1.9.0-sunpro-5.3-build.patch>

Re: [Quickfix-developers] QF 1.9.0 compilation on GCC2.95.3

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

On Fri, 10 Sep 2004 10:06:03 -0500, Oren Miller <or...@qu...> wrote:

> Ok, I've fixed this.  The #if statement now reads:
> 
> #if (!defined(_MSC_VER) || (_MSC_VER >= 1300)) && !defined(HAVE_STLPORT)
> 
> Note that windows users will now need to add '#define HAVE_STLPORT 1'
> to their config_windows.h if they want to use stlport

You can detect the combination of STLport and MSVC automatically by
checking if the _STLP_MSVC macro is defined.

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

[Quickfix-developers] toXML function for 'special XML characters'

[Van G. E. (K. 2) <edd...@cr...>]

Hi Oren,

after receiving a message in the Fixengine I use the toXML function to obtain the XML version of the message and then perform XSLT to transform to our internal format.

for some special XML characters I had to add a bit of code in the Message.cpp to transform 

& in &
< in &lt;
" in &quot;

otherwise the generated XML is not OK.

<field name="Text" number="58" value="PRICE < 100"/> 

should be  

<field name="Text" number="58" value="PRICE &lt; 100"/>


is this somthing that you would want to put in the base quickfix release ?

Rgds,
Eddy



std::string Message::toXMLFields(const FieldMap& fields, int space) const
{ QF_STACK_PUSH(Message::toXMLFields)

  std::stringstream stream;
  FieldMap::iterator i;
  std::string name;
  for(i = fields.begin(); i != fields.end(); ++i)
  {
    int field = i->first;
    std::string value = i->second.getString();

*********************
    size_t lookHere = 0;
    size_t foundHere;
    while ((foundHere = value.find("&",lookHere))
    != std::string::npos) {
    value.replace(foundHere, 1, "&amp;");
     lookHere = foundHere + 5;
    }
    lookHere = 0;
    while ((foundHere = value.find("<",lookHere))
    != std::string::npos) {
    value.replace(foundHere, 1, "&lt;");
    lookHere = foundHere + 4;
    }
    lookHere = 0;
    while ((foundHere = value.find('"',lookHere))
    != std::string::npos) {
    value.replace(foundHere, 1, "&quot;");
    lookHere = foundHere + 6;
    }
******************

Re: [Quickfix-developers] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

[Andrew S. <ab...@gm...>]

Regarding the SessionIDTestCase, it looks like it has to do with
libtool and the Sun compiler/linker (CC).  In 1.8.0 libtool generated
".o" files in the src/C++/test/.libs directory and linked them to
create libquickfixcpptest.  In 1.9.0 it creates and links ".lo" files
in the src/C++/test directory.  When creating a library CC
automatically links in any necessary template object files from
SunWS_cache (which is why CC must be used for linking), but a small
experiment shows that it appears to only look for them if given object
files ending in ".o".  Thus any definitions contained in template
object files needed by SessionIDTestCase are not linked into the
library and are unresolved when that library is used.

I'm not sure at this point why this only affects SessionIDTestCase,
but to create a working library you can do the following in the
src/C++/test directory after the linking fails.

mv SessionIDTestCase.lo SessionIDTestCase.o
CC -g -xs -xar -o .libs/libquickfixcpptest.al FieldBaseTestCase.lo
FieldConvertorsTestCase.lo MessagesTestCase.lo SessionTestCase.lo
ParserTestCase.lo SettingsTestCase.lo MessageStoreTestCase.lo
UtcTimeStampTestCase.lo UtcTimeOnlyTestCase.lo AcceptorTestCase.lo
SocketUtilitiesTestCase.lo FileUtilitiesTestCase.lo
StringUtilitiesTestCase.lo SocketServerTestCase.lo
SocketConnectorTestCase.lo SessionIDTestCase.o SessionTimeTestCase.lo
FileStoreTestCase.lo FileStoreFactoryTestCase.lo MySQLStoreTestCase.lo
DictionaryTestCase.lo SessionSettingsTestCase.lo
DataDictionaryTestCase.lo
mv SessionIDTestCase.o SessionIDTestCase.lo

Then rebuild from the top level.

Perhaps someone more familiar with the QuickFix Makefiles and with
libtool and its innards can shed more light on the use of ".lo" files
for this static library.

Andrew

On Thu, 9 Sep 2004 11:35:03 -0400, Caleb Epstein
<cal...@gm...> wrote:
> On Thu, 09 Sep 2004 09:58:48 +0200, Joerg Thoennes
> <joe...@ma...> wrote:
> > > Has anybody tried to build quickfix 1.9.0 with sun compilers?
> >
> > Yes, check mailing list archive for recent mails from Kristopher
> > Peterson. QF 1.9.0 should be able to be compiled with SunPRO 5.3
> 
> Unfortunately, 1.9.0 doesn't compile out of the box with SunPRO 5.3. A
> number of things from Kristopher's original patch seem not to have
> made it into CVS.  Among them:
> 
> * Remove -Wall from configure and configure.in
> * Remove -lstdc++ from all Makefiles
> * For "configure", AR must be CC (or the full path to it) and AR_FLAGS
> must contain "-xar -o".  There ought to be some automated way for
> configure to detect this, otherwise the user must specify them
> manually when running configure, so this should be mentioned in the
> installation docs.
> * SessionIDTestCase is generating unresolved externals for me.  Not
> sure why, but I had to comment it out from TestSuite.h to get 'ut' to
> compile.
> 
> I'm attaching the patches I needed against stock 1.9.0 to get things to build
> 
> --
> Caleb Epstein
> cal...@gm...
> 
> 
> 
>

Re: [Quickfix-developers] Conforming with the CME

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

So you can't just use a SenderSubID?  Hmmm.  Alright, I'll look into it.

--oren

On Sep 9, 2004, at 12:49 PM, Timothy Yates 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
>
> Oren,
>
> I believe for iTOPS orders the SenderCompID can change.
>
> This is described in the Ilink 2.0 developer guide under 'Trading on=20=

> Behalf
> of a Client'.  Essentially, part of the SenderCompID is a firm=20
> identifier.
> When you trade on behalf of another client you have to change this.
>
> Tim.
>
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
> Sent: Thursday, September 09, 2004 12:30 PM
> To: Timothy Yates
> Cc: qui...@li...; Matthew Bingham; 'Joerg
> Thoennes'
> Subject: Re: [Quickfix-developers] Conforming with the CME
>
>
> Tim,
>
> Under what circumstances do the CompIDs change?
>
> --oren
>
> On Sep 9, 2004, at 12:05 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
>>
>> Has anyone attempted to implement the CME fault-tolerance mechanisms
>> using
>> quickfix?  (I guess not.)
>>
>> Also, other functionality in CME Ilink 2 requires that CompIDs change
>> mid-session.  Does QF 1.9.0 have features to cope with that?  We
>> solved this
>> problem by adding callbacks to allow CompIDs to be modified just
>> before the
>> message got written to the wire.
>>
>> Tim.
>>
>> -----Original Message-----
>> From: qui...@li...
>> [mailto:qui...@li...]On Behalf Of
>> Joerg Thoennes
>> Sent: Thursday, September 09, 2004 11:04 AM
>> To: Matthew Bingham
>> Cc: qui...@li...
>> Subject: Re: [Quickfix-developers] Conforming with the CME
>>
>>
>> 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 would like to use quickfix for trading though Globex on the CME?  =
I
>>> was wondering if anyone had any sample configuration files, or any
>>> advice about going about it.  I know I have to keep sequence numbers
>>> for
>>> the week, so I assume I need
>>> QuickFIX 1.9.0
>>
>> Yes, according to my knowledge, QF 1.9.0 was specially made to fit =
CME
>> needs.
>>
>> 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=20=

>> on
>> who ports your project to Linux PPC the best. Sponsored by IBM.
>> Deadline: Sept. 13. Go here: http://sf.net/ppc_contest.php
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>> -------------------------------------------------------
>> 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=20=

>> on
>> who ports your project to Linux PPC the best. Sponsored by IBM.
>> Deadline: Sept. 13. Go here: http://sf.net/ppc_contest.php
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
> -------------------------------------------------------
> 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. 13. 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] QF 1.9.0 compilation on GCC2.95.3

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

Ok, I've fixed this.  The #if statement now reads:

#if (!defined(_MSC_VER) || (_MSC_VER >= 1300)) && !defined(HAVE_STLPORT)

Note that windows users will now need to add '#define HAVE_STLPORT 1' 
to their config_windows.h if they want to use stlport

--oren

On Sep 9, 2004, at 7:31 PM, Loic Guezennec wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi, I just compiled under Solaris and Linux with gcc 2.95.3 and 
> stlport, and I
> had to comment the following lines:
>
> src/C++/Utility.h      lines 111->126
> src/ut.cpp                 lines 32->34
> src/pt.cpp                 lines 62->64
>
> basically there is a small problem in the configure I guess for the 
> defines:
> #if !defined(_MSC_VER) || _MSC_VER >= 1300 ....
>
> -- 
> -------------------------------------------
> Loic Guezennec
> Swissquote
> Route des Avouillons 16       CH-1196 Gland
> Switzerland
>
> Mailto:loic.guezennecATswissquote.ch
>
> www.swissquote.ch
> ____________________________________________
>
>
>
>
>
> -------------------------------------------------------
> 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. 13. 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] Conforming with the CME

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

Yes.  But I think the issue at hand is what they do, not what they=20
should do.  It's not the first non-standard behavior we've had to work=20=

around, though probably the oddest.

--oren

On Sep 10, 2004, at 9:27 AM, Joerg Thoennes wrote:

> Oren Miller wrote:
>> Timothy Yates wrote:
> >
>>> I believe for iTOPS orders the SenderCompID can change.
>>> This is described in the Ilink 2.0 developer guide under 'Trading
>>> on Behalf of a Client'.  Essentially, part of the SenderCompID is a
>>> firm identifier. When you trade on behalf of another client you
>>> have to change this.
> >
>> So you can't just use a SenderSubID?
>
> How about FIX 4.2 fields OnBehalfOfCompID and DeliverToCompID? There=20=

> are a plenty of fields for Order routing in FIX. CME should takes=20
> these fields instead of inventing a new mechanism.
>
> 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
>

Re: [Quickfix-developers] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

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

Just an FYI that after the patch, the code still compiles and passes
all tests on Linux.

Many thanks for the new release Oren.  Its very solid, fixes at least
one session disconnect issue we were seeing with 1.8.0 and is clearly
faster.

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

Re: [Quickfix-developers] Conforming with the CME

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

Oren Miller wrote:
> Timothy Yates wrote:
 >
>> I believe for iTOPS orders the SenderCompID can change.
>> 
>> This is described in the Ilink 2.0 developer guide under 'Trading
>> on Behalf of a Client'.  Essentially, part of the SenderCompID is a
>> firm identifier. When you trade on behalf of another client you
>> have to change this.
 >
> So you can't just use a SenderSubID?

How about FIX 4.2 fields OnBehalfOfCompID and DeliverToCompID? There are 
a plenty of fields for Order routing in FIX. CME should takes these 
fields instead of inventing a new mechanism.

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] Problem with 1.9.0

[Kiran K. <kk...@ty...>]

Hi 
I'm trying to build quickfix 1.9.0 using quickfix.sln under visual
studio.net and am getting the following error during compilation.

quickfix_net error LNK2005: "char * __cdecl
FIX::integer_to_string_padded<int>(char *,unsigned int,int,unsigned
int,char)" (??$integer_to_string_padded@H@FIX@@$$FYAPADPADIHID@Z)
already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl
FIX::integer_to_string_padded<int>(char *,unsigned int,int,unsigned
int,char)" (??$integer_to_string_padded@H@FIX@@$$FYAPADPADIHID@Z)
already defined in Group.obj
quickfix_net error LNK2005: "char * __cdecl
FIX::integer_to_string<int>(char *,unsigned int,int)"
(??$integer_to_string@H@FIX@@$$FYAPADPADIH@Z) already defined in
Group.obj
quickfix_net error LNK2005: "char * __cdecl
FIX::integer_to_string<int>(char *,unsigned int,int)"
(??$integer_to_string@H@FIX@@$$FYAPADPADIH@Z) already defined in
Group.obj
quickfix_net error LNK2005: "char * __cdecl
FIX::integer_to_string<long>(char *,unsigned int,long)"
(??$integer_to_string@J@FIX@@$$FYAPADPADIJ@Z) already defined in
Group.obj
quickfix_net fatal error LNK1169: one or more multiply defined symbols
found
Metadata file 'C:\QuickFixSln\quickfix\lib\quickfix_net.dll' could not
be found

Has anyone seen this or does anyone know how to resolve this?

[Quickfix-developers] Problem with 1.9.0

[Franco S. <f.s...@fi...>]

Hi all,
I have a problem with the latest quickfix version.
I'm using solaris 8 with g++ 3.4.0.
I have compiled the library and the tradeclient example: ./tradeclient
cfg/tradeclient.cfg (from quickfix_home/bin)
program core when the cfg file is read.
This is the what gdb report:

(gdb) where
#0  0xff31c454 in std::_Rb_tree<std::string, std::pair<std::string const,
std::string>, std::_Select1st<std::pair<std::string const, std::string> >,
std::less<std::string>, std::allocator<std::pair<std::string const,
std::string> > >::find(std::string const&) const (this=0xffbef27c,
__k=@0xff369bd8) at stl_tree.h:496
#1  0xff2ddacc in FIX::Dictionary::getString(std::string const&, bool) const
(this=0xffbef278,
    key=@0xff369bd8, capitalize=false) at stl_map.h:513
#2  0xff2e8be8 in FIX::operator>>(std::istream&, FIX::SessionSettings&)
(stream=@0xffbef278, s=@0xff369bd8)
    at Fields.h:40


Thanks for your help.

Franco Sabini

[Quickfix-developers] QF 1.9.0 compilation on GCC2.95.3

[Loic G. <loi...@sw...>]

Hi, I just compiled under Solaris and Linux with gcc 2.95.3 and stlport, and I 
had to comment the following lines:

src/C++/Utility.h      lines 111->126
src/ut.cpp                 lines 32->34
src/pt.cpp                 lines 62->64

basically there is a small problem in the configure I guess for the defines:
#if !defined(_MSC_VER) || _MSC_VER >= 1300 ....

-- 
-------------------------------------------
Loic Guezennec
Swissquote
Route des Avouillons 16       CH-1196 Gland
Switzerland

Mailto:loic.guezennecATswissquote.ch

www.swissquote.ch
____________________________________________

Re: [Quickfix-developers] Small bug in QF 1.9.0. Target and sender seq number.

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

I wrote a unit test for this and verified the behavior you are=20
reporting.  Instead of querying for all fields, now the store is=20
querying only for the specific fields it needs in a requested order. =20
This ensures the rows can always be referenced as 0,1 and 2 for the=20
date, incoming and outgoing seqnum respectively.  Combined with the new=20=

tests, this should prevent this bug from ever creeping in again after a=20=

schema change.

This one probably warrants a point release.  I'll make a patch=20
available and put out a new point release once the build machines=20
prepare new archives with these changes.

--oren

On Sep 9, 2004, at 11:40 AM, Guillermo Arbeiza Alameda wrote:

>
> Hi guys!
>
> I think I've found an small bug in this new QF release. As i'm still
> developing i justinstall any new version that becomes available,  and
> i've
> found that everytime i kill and start my application ( i do it
> gracefully
> with acceptor.stop() ) the expected incoming seq number for every
> session
> becomes 2004. I'm using MySQL storage and logging.
>
> I've done a little research and i think that in
> MySQLStore::PopulateCache(...) its the mistake:
>
> (...)
>       MYSQL_ROW row =3D mysql_fetch_row( result );
>       UtcTimeStamp time;
>       std::string sqlTime =3D row[ 3 ];
>       strptime( sqlTime.c_str(), "%Y-%m-%d %H:%M:%S", time );
>       static_cast<tm*>(time)->tm_isdst =3D -1;
>       m_cache.setCreationTime( time );
>       m_cache.setNextTargetMsgSeqNum( atol( row[ 4 ] ) );
>       m_cache.setNextSenderMsgSeqNum( atol( row[ 5 ] ) );
> (...)
>
> since the sessions table now has a new column before the seq num ones,=20=

> i
> think cache seq nums must be populated from row[5] and row [6].
>
> Beyond this being the solution, i think an acceptance test that covers
> this
> kind of things is missing, but dont really know how hard would it be =
to
> write it, since it should kill the process and start it again.
>
> Anyway, cheers again for such good work!
>
>
> Guillermo Arbeiza
>
>
> ****************************** AVISO LEGAL
> ******************************
>
> La informaci=F3n contenida en este mensaje es para uso exclusivo de su
> destinatario. No debe copiarse, transmitirse a terceros ni guardarse=20=

> por
> estos =FAltimos, salvo autorizaci=F3n del remitente.
>
> Puede contener informaci=F3n confidencial o legalmente protegida cuyo
> r=E9gimen legal de utilizaci=F3n no se ve afectado por el hecho de que
> haya sido enviada por correo electr=F3nico.
>
> Su env=EDo por error a una persona distinta de su destinatario real no
> implica que se haya modificado tal destinatario ni supone renuncia a =
su
> eventual car=E1cter confidencial o al r=E9gimen legal que rija su
> utilizaci=F3n.
>
> Cualquier opini=F3n expresada en este mensaje vincular=E1 =
exclusivamente a
> la persona que lo haya remitido, excepto cuando el mensaje establezca=20=

> lo
> contrario y el remitente est=E9 autorizado para establecer que dichas
> opiniones vincular=E1n a esta entidad.
>
> En el supuesto de que este correo se recibiera por error, rogamos
> procedan a borrarlo, sin reenviarlo a terceros ni conservarlo en
> cualquier soporte y nos informen inmediatamente llamando al tel=E9fono =
34
> 91 5892123 o a la direcci=F3n de correo electr=F3nico remitente. =
Gracias.
>
> ****************************** DISCLAIMER=20
> ******************************
>
> The information contained in this message is for the exclusive use of
> the named person. It can not be copied, transmitted to third parties =
or
> stored by the latter, except if authorised by the sender.
>
> It may contain confidential or legally privileged information whose
> legal regime is not affected by the fact that this information has =
been
> sent by e-mail.
>
> Its erroneous transmission to a person other than the real named =
person
> neither implies any modification of this named person nor a=20
> renunciation
> of the eventual confidentiality or legal regime affecting the use of
> concerned message.
>
> Any views expressed in this message are binding exclusively upon the
> individual sender, except where the message states otherwise and the
> sender is authorised to bind this entity.
>
> If you receive this message in error, please delete it without
> transmitting it to any third party or keeping it in any form and =
notify
> us immediately either by phone (34 91 5892123) or using the e- mail
> address of the sender. Thank You.
> <Guillermo Arbeiza.vcf>=

RE: [Quickfix-developers] Conforming with the CME

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

Oren,

I believe for iTOPS orders the SenderCompID can change.

This is described in the Ilink 2.0 developer guide under 'Trading on =
Behalf
of a Client'.  Essentially, part of the SenderCompID is a firm =
identifier.
When you trade on behalf of another client you have to change this.

Tim.

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Thursday, September 09, 2004 12:30 PM
To: Timothy Yates
Cc: qui...@li...; Matthew Bingham; 'Joerg
Thoennes'
Subject: Re: [Quickfix-developers] Conforming with the CME


Tim,

Under what circumstances do the CompIDs change?

--oren

On Sep 9, 2004, at 12:05 PM, Timothy Yates 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
>
> Has anyone attempted to implement the CME fault-tolerance mechanisms=20
> using
> quickfix?  (I guess not.)
>
> Also, other functionality in CME Ilink 2 requires that CompIDs change
> mid-session.  Does QF 1.9.0 have features to cope with that?  We=20
> solved this
> problem by adding callbacks to allow CompIDs to be modified just=20
> before the
> message got written to the wire.
>
> Tim.
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of
> Joerg Thoennes
> Sent: Thursday, September 09, 2004 11:04 AM
> To: Matthew Bingham
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Conforming with the CME
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>> I would like to use quickfix for trading though Globex on the CME?  =
I
>> was wondering if anyone had any sample configuration files, or any
>> advice about going about it.  I know I have to keep sequence numbers =

>> for
>> the week, so I assume I need
>> QuickFIX 1.9.0
>
> Yes, according to my knowledge, QF 1.9.0 was specially made to fit =
CME
> needs.
>
> 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. 13. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -------------------------------------------------------
> 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. 13. 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] Conforming with the CME

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

Tim,

Under what circumstances do the CompIDs change?

--oren

On Sep 9, 2004, at 12:05 PM, Timothy Yates 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
>
> Has anyone attempted to implement the CME fault-tolerance mechanisms=20=

> using
> quickfix?  (I guess not.)
>
> Also, other functionality in CME Ilink 2 requires that CompIDs change
> mid-session.  Does QF 1.9.0 have features to cope with that?  We=20
> solved this
> problem by adding callbacks to allow CompIDs to be modified just=20
> before the
> message got written to the wire.
>
> Tim.
>
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of
> Joerg Thoennes
> Sent: Thursday, September 09, 2004 11:04 AM
> To: Matthew Bingham
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] Conforming with the CME
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ:=20
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>> I would like to use quickfix for trading though Globex on the CME?  I
>> was wondering if anyone had any sample configuration files, or any
>> advice about going about it.  I know I have to keep sequence numbers=20=

>> for
>> the week, so I assume I need
>> QuickFIX 1.9.0
>
> Yes, according to my knowledge, QF 1.9.0 was specially made to fit CME
> needs.
>
> 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. 13. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -------------------------------------------------------
> 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. 13. 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] Conforming with the CME

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

Has anyone attempted to implement the CME fault-tolerance mechanisms =
using
quickfix?  (I guess not.)

Also, other functionality in CME Ilink 2 requires that CompIDs change
mid-session.  Does QF 1.9.0 have features to cope with that?  We solved =
this
problem by adding callbacks to allow CompIDs to be modified just before =
the
message got written to the wire.

Tim.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
Joerg Thoennes
Sent: Thursday, September 09, 2004 11:04 AM
To: Matthew Bingham
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Conforming with the CME


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 would like to use quickfix for trading though Globex on the CME?  I =

> was wondering if anyone had any sample configuration files, or any=20
> advice about going about it.  I know I have to keep sequence numbers =
for=20
> the week, so I assume I need
> QuickFIX 1.9.0

Yes, according to my knowledge, QF 1.9.0 was specially made to fit CME=20
needs.

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.=20
Deadline: Sept. 13. 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] Conforming with the CME

[Jon D. <jd...@wi...>]

Yes, 1.9.0 should be the version to use. You will need to set the StartDay
and EndDay values in the configuration file.

Good luck,

-jd-

> 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 would like to use quickfix for trading though Globex on the CME?  I
> was wondering if anyone had any sample configuration files,  or any
> advice about going about it.  I know I have to keep sequence numbers for
> the week, so I assume I need QuickFIX 1.9.0
>
>
>
> -------------------------------------------------------
> 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. 13. Go here: http://sf.net/ppc_contest.php
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


-- 

[Quickfix-developers] Small bug in QF 1.9.0. Target and sender seq number.

[Guillermo A. A. <gar...@vi...>]

Hi guys!

I think I've found an small bug in this new QF release. As i'm still
developing i justinstall any new version that becomes available,  and =0D
i've
found that everytime i kill and start my application ( i do it =0D
gracefully
with acceptor.stop() ) the expected incoming seq number for every =0D
session
becomes 2004. I'm using MySQL storage and logging.

I've done a little research and i think that in
MySQLStore::PopulateCache(...) its the mistake:

(...)
      MYSQL_ROW row =3D mysql_fetch_row( result );
      UtcTimeStamp time;
      std::string sqlTime =3D row[ 3 ];
      strptime( sqlTime.c_str(), "%Y-%m-%d %H:%M:%S", time );
      static_cast<tm*>(time)->tm_isdst =3D -1;
      m_cache.setCreationTime( time );
      m_cache.setNextTargetMsgSeqNum( atol( row[ 4 ] ) );
      m_cache.setNextSenderMsgSeqNum( atol( row[ 5 ] ) );
(...)

since the sessions table now has a new column before the seq num ones, i
think cache seq nums must be populated from row[5] and row [6].

Beyond this being the solution, i think an acceptance test that covers =0D
this
kind of things is missing, but dont really know how hard would it be to
write it, since it should kill the process and start it again.

Anyway, cheers again for such good work!


Guillermo Arbeiza
=0D
=0D
****************************** AVISO LEGAL =0D
******************************

La informaci=C3=B3n contenida en este mensaje es para uso exclusivo de su=
 =0D
destinatario. No debe copiarse, transmitirse a terceros ni guardarse por =
=0D
estos =C3=BAltimos, salvo autorizaci=C3=B3n del remitente.

Puede contener informaci=C3=B3n confidencial o legalmente protegida cuyo =
=0D
r=C3=A9gimen legal de utilizaci=C3=B3n no se ve afectado por el hecho de =
que =0D
haya sido enviada por correo electr=C3=B3nico.

Su env=C3=ADo por error a una persona distinta de su destinatario real no=
 =0D
implica que se haya modificado tal destinatario ni supone renuncia a su =0D
eventual car=C3=A1cter confidencial o al r=C3=A9gimen legal que rija su =0D
utilizaci=C3=B3n.

Cualquier opini=C3=B3n expresada en este mensaje vincular=C3=A1 exclusiva=
mente a =0D
la persona que lo haya remitido, excepto cuando el mensaje establezca lo =
=0D
contrario y el remitente est=C3=A9 autorizado para establecer que dichas =
=0D
opiniones vincular=C3=A1n a esta entidad.=20

En el supuesto de que este correo se recibiera por error, rogamos =0D
procedan a borrarlo, sin reenviarlo a terceros ni conservarlo en =0D
cualquier soporte y nos informen inmediatamente llamando al tel=C3=A9fono=
 34 =0D
91 5892123 o a la direcci=C3=B3n de correo electr=C3=B3nico remitente. Gr=
acias.

****************************** DISCLAIMER ******************************

The information contained in this message is for the exclusive use of =0D
the named person. It can not be copied, transmitted to third parties or =0D
stored by the latter, except if authorised by the sender.

It may contain confidential or legally privileged information whose =0D
legal regime is not affected by the fact that this information has been =0D
sent by e-mail.=20

Its erroneous transmission to a person other than the real named person =0D
neither implies any modification of this named person nor a renunciation =
=0D
of the eventual confidentiality or legal regime affecting the use of =0D
concerned message.
=20
Any views expressed in this message are binding exclusively upon the =0D
individual sender, except where the message states otherwise and the =0D
sender is authorised to bind this entity.=20

If you receive this message in error, please delete it without =0D
transmitting it to any third party or keeping it in any form and notify =0D
us immediately either by phone (34 91 5892123) or using the e- mail =0D
address of the sender. Thank You.=0D

Re: [Quickfix-developers] Conforming with the CME

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

> I would like to use quickfix for trading though Globex on the CME?  I 
> was wondering if anyone had any sample configuration files, or any 
> advice about going about it.  I know I have to keep sequence numbers for 
> the week, so I assume I need
> QuickFIX 1.9.0

Yes, according to my knowledge, QF 1.9.0 was specially made to fit CME 
needs.

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] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

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

Caleb Epstein wrote:
> On Thu, 09 Sep 2004 09:58:48 +0200, Joerg Thoennes
> <joe...@ma...> wrote:
> 
>>>Has anybody tried to build quickfix 1.9.0 with sun compilers?
>>
>>Yes, check mailing list archive for recent mails from Kristopher
>>Peterson. QF 1.9.0 should be able to be compiled with SunPRO 5.3
> 
> 
> Unfortunately, 1.9.0 doesn't compile out of the box with SunPRO 5.3. A
> number of things from Kristopher's original patch seem not to have
> made it into CVS.  Among them: [...]
> I'm attaching the patches I needed against stock 1.9.0 to get things to build

Thanks, Caleb. I did not try this myself, but wanted to refer to people 
like you and Kristopher, which actually used it.

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] Conforming with the CME

[Matthew B. <mbi...@al...>]

I would like to use quickfix for trading though Globex on the CME?  I was wondering if anyone had any sample configuration files, 
or any advice about going about it.  I know I have to keep sequence numbers for the week, so I assume I need
QuickFIX 1.9.0

Re: [Quickfix-developers] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

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

On Thu, 09 Sep 2004 09:58:48 +0200, Joerg Thoennes
<joe...@ma...> wrote:
> > Has anybody tried to build quickfix 1.9.0 with sun compilers?
> 
> Yes, check mailing list archive for recent mails from Kristopher
> Peterson. QF 1.9.0 should be able to be compiled with SunPRO 5.3

Unfortunately, 1.9.0 doesn't compile out of the box with SunPRO 5.3. A
number of things from Kristopher's original patch seem not to have
made it into CVS.  Among them:

* Remove -Wall from configure and configure.in
* Remove -lstdc++ from all Makefiles
* For "configure", AR must be CC (or the full path to it) and AR_FLAGS
must contain "-xar -o".  There ought to be some automated way for
configure to detect this, otherwise the user must specify them
manually when running configure, so this should be mentioned in the
installation docs.
* SessionIDTestCase is generating unresolved externals for me.  Not
sure why, but I had to comment it out from TestSuite.h to get 'ut' to
compile.

I'm attaching the patches I needed against stock 1.9.0 to get things to build

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

Re: [Quickfix-developers] Missing quickfix.jar in Windows binary releases

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

New binaries are available which contain the jar files.

--oren

On Sep 8, 2004, at 12:05 PM, Chuck Houpt 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 Oren and All,
>
> Thanks for creating both vc6 and vc7 builds of QuickFix for 1.9. One=20=

> thing that's missing from them is the quickfix.jar file. Maybe the=20
> src/java/build.bat isn't being run for the binary builds?
>
> Thanks - Chuck
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by BEA Weblogic Workshop
> FREE Java Enterprise J2EE developer tools!
> Get your free copy of BEA WebLogic Workshop 8.1 today.
> http://ads.osdn.com/?ad_idP47&alloc_id=10808&op=3Dclick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Build Quickfix with Sun SPRO compiler 6.2 or 8.0

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

> Has anybody tried to build quickfix 1.9.0 with sun compilers?

Yes, check mailing list archive for recent mails from Kristopher 
Peterson. QF 1.9.0 should be able to be compiled with SunPRO 5.3

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