quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] newbie mysql questions

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

There is a small discrepency between the documentation
and the implementation. The default user doesn't
appear to be root. In order to get it to work I must
explicitly include

MySQLStoreUser=root

in the config file. Maybe this has to do with the
mysql version?  I also have to add -u root, to get any
of the mysql batch files, or log ons to work.

--- Oren Miller <or...@qu...> wrote:

> There are two factories you can use.  There is the
> MysqlStoreFactory,  
> and the MysqlLogFactory.  You need to instantiate
> these in your code  
> and pass them to your initiator or acceptor.  This
> is what you would  
> use in place of the FileStoreFactory or
> FileLogFactory.  You will then  
> need to give them the appropriate configuration
> settings:  
> http://www.quickfixengine.org/quickfix/doc/html/ 
> configuration.html#Storage
> 
> The default settings should work with a standard
> default MySQL  
> installation running on the local machine.
> 
> --oren
> 
> On Sep 8, 2004, at 2:04 PM, Clark Sims wrote:
> 
> > well I ran the psql script to create the quickfix
> database. I can get  
> > into the database, and type "show tables". Once in
> the database when I  
> > querry sessions,  "select * from sessions;"  I get
> :
> >
> > mysql> select * from sessions;
> >
>
+-------------+--------------+--------------+---------------------
> 
> > +-----------------+-----------------+
> > | beginstring | sendercompid | targetcompid |
> creationtime        |  
> > incoming_seqnum | outgoing_seqnum |
> >
>
+-------------+--------------+--------------+---------------------
> 
> > +-----------------+-----------------+
> > | FIX.4.2     | SETGET       | TEST         |
> 2004-06-22 07:36:48 |
> >   1 |               1 |
> >
>
+-------------+--------------+--------------+---------------------
> 
> > +-----------------+-----------------+
> > 1 row in set (0.00 sec)
> >
> > This is a very old session. I guess I am not using
> mysqlstorefactory.  
> > How do I turn this option on?  Do I need something
> like:
> >
> > MySQLStoreDatabase    quickfix
> >
> >  in the config file?  Do I need to write something
> in the C++ code to  
> > turn on mysqlstorefactory?
> >
> > Thanks in Advance,
> >
> > Clark Sims
> >
> >  
> >
> >  
> >
> > Do you Yahoo!?
> >  Win 1 of 4,000 free domain names from Yahoo!
> Enter now.



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

[Jim E. L. I. <jl...@ca...>]

Has anybody tried to build quickfix 1.9.0 with sun compilers?

=20

Jim Lackey III

Catus Technologies LLC

800 W 5TH Ave.

Suite 204A

Naperville, IL 60563

(630) 527-8729 x102

=20

Re: [Quickfix-developers] newbie mysql questions

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

There are two factories you can use.  There is the MysqlStoreFactory, =20=

and the MysqlLogFactory.  You need to instantiate these in your code =20
and pass them to your initiator or acceptor.  This is what you would =20
use in place of the FileStoreFactory or FileLogFactory.  You will then =20=

need to give them the appropriate configuration settings: =20
http://www.quickfixengine.org/quickfix/doc/html/=20
configuration.html#Storage

The default settings should work with a standard default MySQL =20
installation running on the local machine.

--oren

On Sep 8, 2004, at 2:04 PM, Clark Sims wrote:

> well I ran the psql script to create the quickfix database. I can get =20=

> into the database, and type "show tables". Once in the database when I =
=20
> querry sessions,=A0 "select * from sessions;"=A0 I get :
>
> mysql> select * from sessions;
> +-------------+--------------+--------------+---------------------=20
> +-----------------+-----------------+
> | beginstring | sendercompid | targetcompid | creationtime=A0=A0=A0=A0=A0=
=A0=A0 | =20
> incoming_seqnum | outgoing_seqnum |
> +-------------+--------------+--------------+---------------------=20
> +-----------------+-----------------+
> | FIX.4.2=A0=A0=A0=A0 | SETGET=A0=A0=A0=A0=A0=A0 | TEST=A0=A0=A0=A0=A0=A0=
=A0=A0 | 2004-06-22 07:36:48 |
> =A0 1 |=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 1 |
> +-------------+--------------+--------------+---------------------=20
> +-----------------+-----------------+
> 1 row in set (0.00 sec)
>
> This is a very old session. I guess I am not using mysqlstorefactory. =20=

> How do I turn this option on?=A0 Do I need something like:
>
> MySQLStoreDatabase=A0=A0=A0 quickfix
>
>  in the config file?=A0 Do I need to write something in the C++ code =
to =20
> turn on mysqlstorefactory?
>
> Thanks in Advance,
>
> Clark Sims
>
> =A0
>
> =A0
>
> Do you Yahoo!?
>  Win 1 of 4,000 free domain names from Yahoo! Enter now.=

Re: [Quickfix-developers] newbie mysql questions

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

well I ran the psql script to create the quickfix database. I can get into the database, and type "show tables". Once in the database when I querry sessions,  "select * from sessions;"  I get :

mysql> select * from sessions;
+-------------+--------------+--------------+---------------------+-----------------+-----------------+
| beginstring | sendercompid | targetcompid | creationtime        | incoming_seqnum | outgoing_seqnum |
+-------------+--------------+--------------+---------------------+-----------------+-----------------+
| FIX.4.2     | SETGET       | TEST         | 2004-06-22 07:36:48 |
  1 |               1 |
+-------------+--------------+--------------+---------------------+-----------------+-----------------+
1 row in set (0.00 sec)


This is a very old session. I guess I am not using mysqlstorefactory. How do I turn this option on?  Do I need something like:

MySQLStoreDatabase    quickfix 

in the config file?  Do I need to write something in the C++ code to turn on mysqlstorefactory?

Thanks in Advance,

Clark Sims

 

 

		
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Re: [Quickfix-developers] newbie mysql questions

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

I'm not exactly sure what you are asking here, but assuming you are 
using the MysqlStoreFactory, messages are placed into the outgoing_log 
and incoming_log tables.  You can query by date, beginstring, 
sendercompid, and targetcompid.

--oren

On Sep 8, 2004, at 11:29 AM, Clark Sims wrote:

> I got into the mysql database quickfix. All of the messages are from 
> an old session on June 22. I am running a session right now. I have 
> run sessions every trading day for the last month. How do I access 
> these messages?
>
> Oren Miller <or...@qu...> wrote:
>  Clark,
>
> You need to generate the database with the create_mysql script in the
>  src/sql directory. This will generate a database called quickfix. If
> you are running a newer version of quickfix you may need to add a '-u
> root' right after the mysql call if it isn't already there. This is
> assuming that your root account has not password which is the default
>  installation. If you have a password or are using another account, you
>  will need to supply them. After running the script, you can run the
>  mysql client and type 'use quickfix', then type 'show tables' . You
>  can use standard SQL commands to do whatever queries you like.
>
> --oren
>
> On Aug 18, 2004, at 1:58 PM, Clark Sims 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 conigured and compiled quickfix to use mysql. Do I
> > need to do anything else or are the fix messages
> > automatically stored to a database on the hard drive?
> > What is the name of the database file?
> >
> > I have never used mysql before. How do I open the
> > database file of fix messages? I guess I should by a
> > book on mysql. Does anyone have a recomendation?
> >
> >
> >
> > __________________________________
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> >
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> >
>
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Re: [Quickfix-developers] newbie mysql questions

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

I got into the mysql database quickfix. All of the messages are from an old session on June 22. I am running a session right now. I have run sessions every trading day for the last month. How do I access these messages?

Oren Miller <or...@qu...> wrote:Clark,

You need to generate the database with the create_mysql script in the 
src/sql directory. This will generate a database called quickfix. If 
you are running a newer version of quickfix you may need to add a '-u 
root' right after the mysql call if it isn't already there. This is 
assuming that your root account has not password which is the default 
installation. If you have a password or are using another account, you 
will need to supply them. After running the script, you can run the 
mysql client and type 'use quickfix', then type 'show tables' . You 
can use standard SQL commands to do whatever queries you like.

--oren

On Aug 18, 2004, at 1:58 PM, Clark Sims 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 conigured and compiled quickfix to use mysql. Do I
> need to do anything else or are the fix messages
> automatically stored to a database on the hard drive?
> What is the name of the database file?
>
> I have never used mysql before. How do I open the
> database file of fix messages? I guess I should by a
> book on mysql. Does anyone have a recomendation?
>
>
> 
> __________________________________
> Do you Yahoo!?
> Take Yahoo! Mail with you! Get it on your mobile phone.
> http://mobile.yahoo.com/maildemo
>
>
> -------------------------------------------------------
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> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
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> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
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>



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

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

Yes, you are exactly right.  Those binaries are generated by the=20
automated build process, and they are indeed not running=20
build_java.bat.  I'll make sure this gets corrected.

--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
>
>
> -------------------------------------------------------
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>

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

[Chuck H. <zzc...@xc...>]

Hi Oren and All,

Thanks for creating both vc6 and vc7 builds of QuickFix for 1.9. One =
thing that's missing from them is the quickfix.jar file. Maybe the =
src/java/build.bat isn't being run for the binary builds?

Thanks - Chuck

Re: [Quickfix-developers] error: looser throw specifier for `virtual void........

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

> I am getting this error when I compile with gcc 3.3.x. My research found 
> that this error might be because a destructor may not have declared with 
> proper throw()...... But some how I am able compile another app using 
> the same member functions, with same compiler, same library. Can anybody 
> give any insight why this phenomenon?
> Thanks in advance.

Please post more details:

1. Error message and context (file name, directory etc.)
2. Operating system details

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] error: looser throw specifier for `virtual void........

[Boby P. <bp...@gl...>]

never mind.... Sorry!!! wrong question.... figured out the problem.....
malu

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Boby
Paul
Sent: Wednesday, September 08, 2004 10:34 AM
To: qui...@li...
Subject: [Quickfix-developers] error: looser throw specifier for `virtual
void........

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi all,

I am getting this error when I compile with gcc 3.3.x. My research found 
that this error might be because a destructor may not have declared with 
proper throw()...... But some how I am able compile another app using the 
same member functions, with same compiler, same library. Can anybody give 
any insight why this phenomenon?
Thanks in advance.

malu

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[Quickfix-developers] error: looser throw specifier for `virtual void........

[Boby P. <mal...@ho...>]

Hi all,

I am getting this error when I compile with gcc 3.3.x. My research found 
that this error might be because a destructor may not have declared with 
proper throw()...... But some how I am able compile another app using the 
same member functions, with same compiler, same library. Can anybody give 
any insight why this phenomenon?
Thanks in advance.

malu

_________________________________________________________________
Check out Election 2004 for up-to-date election news, plus voter tools and 
more! http://special.msn.com/msn/election2004.armx

Re: [Quickfix-developers] Currency field problem

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

Thanks Emil.  I've changed it to use the StringConvertor.  It should 
show up in the repository later today.

--oren

On Sep 8, 2004, at 5:57 AM, Emil Vladov 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
>
> Hello Oren,
>
> After installing the new QuickFIX release 1.9 observed the following:
>
> The currency field is defined as single character field
>
> quickfix\src\C++\FieldConvertors.h
> L589:
> typedef CharConvertor CURRENCY_CONVERTOR
>
> and the single char convertor is changed in this release so that it 
> throws an exception if the string is not exactly 1 char.
>
> Best regards, Emil
>
> _________________________________________________________________
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>
>
>
> -------------------------------------------------------
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> FREE Java Enterprise J2EE developer tools!
> Get your free copy of BEA WebLogic Workshop 8.1 today.
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Currency field problem

[Emil V. <que...@ho...>]

Hello Oren,

After installing the new QuickFIX release 1.9 observed the following:

The currency field is defined as single character field

quickfix\src\C++\FieldConvertors.h
L589:
typedef CharConvertor CURRENCY_CONVERTOR

and the single char convertor is changed in this release so that it throws 
an exception if the string is not exactly 1 char.

Best regards, Emil

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Re: [Quickfix-developers] getGroup in MarketDataIncrementalRefresh

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

Well, I wrote this unit test and everything passed:

      public void testMessageWithGroupFromString() {
	Message message =3D null;
	DataDictionary dataDictionary =3D new =20
DataDictionary("../../spec/FIX42.xml");

	boolean badMessage =3D false;
	try {
	    message =3D new =20
Message("8=3DFIX.4.2\0019=3D0132\00135=3DX\00149=3DBLP\00156=3DCRWND\00134=
=3D805\001=20
52=3D20040907-20:42:=20
43\00150=3DBTRADE\00157=3DDPT\001268=3D1\001279=3D2\001269=3D0\001278=3D12=
2906\00155=20
=3DMSFT\001270=3D27.35\001271=3D0\001273=3D20:42:43\00110=3D190\001", =20=

dataDictionary, true);
	    NoMDEntries noMDEntries =3D new NoMDEntries();
	    MarketDataIncrementalRefresh.NoMDEntries group =3D new =20
MarketDataIncrementalRefresh.NoMDEntries();
	    message.getField( noMDEntries );
	    message.getGroup( 1, group );
	} catch(InvalidMessage im) {
	    assertTrue("Message should be valid", false);
	} catch(FieldNotFound fnf) {
	    assertTrue("Group should be present", false);
	}
     }

Does this look like what you are doing?  Can you post the code you are =20=

using to pull the group out?

--oren

On Sep 7, 2004, at 5:34 PM, Sanjay Verma wrote:

> I am using QFIX 1.8 on RH Linux 9 Kernel 2.4.20-31.9. I am using the =20=

> FIX42.xml file supplied with QuickFIX for the DataDictionary.
>
> I did not expect an exception! Field 268 is present in the message.
>
> =A0
>
> Sanjay Verma
>
> sv...@ev...
>
> =A0
>
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
>  Sent: Tuesday, September 07, 2004 5:57 PM
> To: sv...@ev...
> Subject: Re: [Quickfix-developers] getGroup in =20
> MarketDataIncrementalRefresh
>
> =A0
>
> A more appropriate exception to throw would probably be GroupNotFound. =
=20
> Can you please verify which version of QuickFIX you are using, the =20
> operating system, and if you are using a DataDictionary.
>
>  --oren
>
>  On Sep 7, 2004, at 3:54 PM, Sanjay Verma wrote:
>
> When trying to get group # 1 in the following message I get an error =20=

> saying field 268 is not found. Lookingt at the text of the message I =20=

> see field 268. Is this a known issue? I have added two lines to =20
> FieldMap.cpp in function getGroup to see if my parameters were being =20=

> passed correctly. The first line prints the first parameter (int num) =20=

> and the second line prints i->second.size().
>
>  =A0
>
>  Message text with delimiters:
>
>  =A0
>
>  =20
> 8=3DFIX.4.2^A9=3D0132^A35=3DX^A49=3DBLP^A56=3DCRWND^A34=3D805^A52=3D2004=
0907-20:42:=20
> =
43^A50=3DBTRADE^A57=3DDPT^A268=3D1^A279=3D2^A269=3D0^A278=3D122906^A55=3DM=
SFT^A270=3D27=20
> .35^A271=3D0^A273=3D20:42:43^A10=3D190^A
>
>  =A0
>
>  =A0
>
>  16:42:43.206 [13] FINER=A0=A0 FIXAdapter:fromApp=A0=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0=A0 Received: =20
> 8=3DFIX.4.29=3D13235=3DX34=3D80549=3DBLP50=3DBTRADE52=3D20040907-20:42:=20=

> 4356=3DCRWND57=3DDPT55=3DMSFT268=3D1269=3D0270=3D27.35271=3D0273=3D20:42=
:=20
> 43278=3D122906279=3D210=3D142
>
>  16:42:43.206 [13] FINE=A0=A0=A0 FromFIX:onMessage=A0=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0=A0=A0 OnMessage: =20
> Handling fix msg
>
>  Looking for group # 1
>
>  Found group index =3D -25001983
>
>  16:42:43.243 [13] WARNING FromFIX:onMessage=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0 Error: 268
>
>  quickfix.FieldNotFound: 268
>
>  =A0=A0=A0=A0=A0=A0=A0 at quickfix.Message.getGroup(Native Method)
>
>  =A0=A0=A0=A0=A0=A0=A0 at =20
> com.ets.pinnacle.mktdata.btrd.FromFIX.onMessage(FromFIX.java:48)
>
>  =A0=A0=A0=A0=A0=A0=A0 at =
quickfix.fix42.MessageCracker.crack42(Unknown Source)
>
>  =A0=A0=A0=A0=A0=A0=A0 at quickfix.MessageCracker.crack(Unknown =
Source)
>
>  =A0=A0=A0=A0=A0=A0=A0 at =20
> com.ets.pinnacle.mktdata.btrd.FIXAdapter.fromApp(FIXAdapter.java:92)
>
>  =A0=A0=A0=A0=A0=A0=A0 at quickfix.SocketInitiator.doBlock(Native =
Method)
>
>  =A0=A0=A0=A0=A0=A0=A0 at quickfix.SocketInitiator.block(Unknown =
Source)
>
>  =A0=A0=A0=A0=A0=A0=A0 at =20
> com.ets.pinnacle.mktdata.btrd.FIXAdapter.run(FIXAdapter.java:116)
>
>  16:42:51.040 [13] INFO=A0=A0=A0 FIXAdapter:toAdmin=A0=A0=A0=A0=A0=A0=A0=
=A0=A0=A0=A0=A0=A0=A0 Sent admin =20
> msg
>
>  =A0
>
>  Sanjay Verma
>
>  sv...@ev...
>
>  =A0

[Quickfix-developers] getGroup in MarketDataIncrementalRefresh

[Sanjay V. <sv...@ev...>]

When trying to get group # 1 in the following message I get an error
saying field 268 is not found. Lookingt at the text of the message I see
field 268. Is this a known issue? I have added two lines to FieldMap.cpp
in function getGroup to see if my parameters were being passed
correctly. The first line prints the first parameter (int num) and the
second line prints i->second.size().
 
Message text with delimiters:
 
8=FIX.4.2^A9=0132^A35=X^A49=BLP^A56=CRWND^A34=805^A52=20040907-20:42:43^
A50=BTRADE^A57=DPT^A268=1^A279=2^A269=0^A278=122906^A55=MSFT^A270=27.35^
A271=0^A273=20:42:43^A10=190^A
 
 
16:42:43.206 [13] FINER   FIXAdapter:fromApp               Received:
8=FIX.4.29=13235=X34=80549=BLP50=BTRADE52=20040907-20:42:4356=CRWND57=DP
T55=MSFT268=1269=0270=27.35271=0273=20:42:43278=122906279=210=142
16:42:43.206 [13] FINE    FromFIX:onMessage                OnMessage:
Handling fix msg
Looking for group # 1
Found group index = -25001983
16:42:43.243 [13] WARNING FromFIX:onMessage                Error: 268
quickfix.FieldNotFound: 268
        at quickfix.Message.getGroup(Native Method)
        at
com.ets.pinnacle.mktdata.btrd.FromFIX.onMessage(FromFIX.java:48)
        at quickfix.fix42.MessageCracker.crack42(Unknown Source)
        at quickfix.MessageCracker.crack(Unknown Source)
        at
com.ets.pinnacle.mktdata.btrd.FIXAdapter.fromApp(FIXAdapter.java:92)
        at quickfix.SocketInitiator.doBlock(Native Method)
        at quickfix.SocketInitiator.block(Unknown Source)
        at
com.ets.pinnacle.mktdata.btrd.FIXAdapter.run(FIXAdapter.java:116)
16:42:51.040 [13] INFO    FIXAdapter:toAdmin               Sent admin
msg
 
Sanjay Verma
sv...@ev...
 

[Quickfix-developers] QuickFIX 1.9.0 Available

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

QuickFIX 1.9.0 is now available at http://www.quickfixengine.org/

http://sourceforge.net/project/shownotes.php? 
group_id=37535&release_id=266040

First of all, the release is *much* faster.  By doing some extensive  
profiling and with the help of some contributors, in particular Caleb  
Epstein and Kritstopher Peterson, we have radically improved our  
message parsing and generation capabilities.  Run the performance tests  
on 1.8.0 and 1.9.0 and you'll see what I mean.

Also, we have the long awaited support for week long sessions.   
Everybody who has been connecting to the CME with QuickFIX can throw  
their custom hacks away.  John Dahl over at the CME was even gracious  
enough to do a little testing.

Also, we have added the SessionQualifier tag.  This allows you to have  
sessions with identical BeginString, SenderCompID and TargetCompID, yet  
still be different sessions.  Thank you to Pasquale d'Aloise for the  
idea.

There are a bunch of other little fixes.  Remaining VB.NET compilation  
problems have been addressed.  Made an effort to make sure QF will  
compile under SunPRO.  An improvement to the Session for handling  
continuously high traffic and more.

--oren

RE: [Quickfix-developers] Does QuickFix implement Message Queue mechanism to make sure all messages are delivered ?

[James C. D. <jc...@co...>]

Frank,
To answer your question regarding FIX Version adoption:
IMHO, the major liquidity providers that adopted FIX early on, namely the
ECNs, have very little incentive to move up to 4.3 or 4.4. To my
understanding, these releases addressed deficiencies in the application
messages for derivatives and fixed income products. Basically the session
level stayed the same. My guess is that Fix 4.5 will have a heavy dose of
FX. If a liquidity provider finds a deficiency in a version they have in
production they have three choices:
1) Upgrade to a newer version of FIX that addresses the short comings - very
expensive.
2) Add a custom tag to their existing implementation - keeps everyone
backwardly compatible
3) Incorporate tags from later versions of FIX into the current
implementation - easy backward compatibility

FIX 4.4 is being implemented in the fixed income world.

FIX 4.3 is a bit of an orphan.



Jim
 
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Frank
Sent: Friday, September 03, 2004 3:36 PM
To: qui...@li...
Subject: Re: [Quickfix-developers] Does QuickFix implement Message Queue
mechanism to make sure all messages are delivered ?

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 Joerg,

Thank you very much !

I'll try to read the source code to get thorough understanding of QuickFix.
It should be almost perfect because of the efforts of so many experts.

Message buffer and queue mechanisms are still headache for socket
programmers. I'm looking for standard solution so that I can call some
standard APIs to deal with such issues. I'm not satisfied with my code and
the existing code in my company.

It seems that many exchange/ECNs are still using FIX4.0,  some of them are
upgrading to FIX4.2, I've never heard which exchange/ECN is using FIX4.3 or
4.4. I don't understand why.  I'll search WikiFIX and try to add new
exchange/ECN to WikiFIX.

Cheers,
Frank



-------------------------------------------------------
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J2EE developer tools!
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_______________________________________________
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Re: [Quickfix-developers] Does QuickFix implement Message Queue mechanism to make sure all messages are delivered ?

[Frank <fr...@di...>]

Hi Joerg,

Thank you very much !

I'll try to read the source code to get thorough understanding of QuickFix.
It should be almost perfect because of the efforts of so many experts.

Message buffer and queue mechanisms are still headache for socket
programmers. I'm looking for standard solution so that I can call some
standard APIs to deal with such issues. I'm not satisfied with my code and
the existing code in my company.

It seems that many exchange/ECNs are still using FIX4.0,  some of them are
upgrading to FIX4.2, I've never heard which exchange/ECN is using FIX4.3 or
4.4. I don't understand why.  I'll search WikiFIX and try to add new
exchange/ECN
to WikiFIX.

Cheers,
Frank

[Quickfix-developers] Constructing msg from corrupted string

[Brendan B. B. <br...@ka...>]

Hi,

Suppose a FIX::Message is constructed from a string and suppose the
string is a concatenation of two FIX messages (e.g. suppose you're
reading from a log of FIX msgs which somehow was corrupted).

In Message::setString(const std::string, bool, const DataDictionary
*), w/o the two lines I've added below, this will be an infinite loop
as pos will increase through the massage which corresponds to the
'first' message and then reset to a low value when it reaches the
'second' message in the string i.e.  pos will never be >=
string.size().

  while ( pos < string.size() )
  {
    FieldBase field = extractField( string, pos, pDataDictionary );
    // Begin brendan, 9/2/04
    if (pos < pos2) throw InvalidMessage();
    else pos2 = pos;
    // End brendan, 9/2/04

    if ( count < 3 && headerOrder[ count++ ] != field.getField() )
      if ( doValidation ) throw InvalidMessage();
    ...
  }

Regards,
Brendan

Re: [Quickfix-developers] Connect and Disconnect Events

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

> Well, the reason there is no onConnect is because the concept is foreign 
> to FIX.  FIX can work over connectionless transports, such as udp which 
> we plan to add support for.  So really from FIX's point of view, 
> establishing a connection in itself isn't too meaningful or relevant.

So this could be a concept of the underlying transport, e.g. the 
SocketAcceptor/SocketConnector. Perhaps they can provide such an 
interface. For connection less protocols as UDP this would not make any 
sense, though.

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] Connect and Disconnect Events

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

Well, the reason there is no onConnect is because the concept is 
foreign to FIX.  FIX can work over connectionless transports, such as 
udp which we plan to add support for.  So really from FIX's point of 
view, establishing a connection in itself isn't too meaningful or 
relevant.

Until you call logon (if you are logging on programatically), the 
socket isn't even attempting to connect.  So it doesn't make sense for 
you to wait until a connection before calling logon since that will 
never actually happen.  When you call logon is when the socket will 
attempt to establish a connection and the session will logon.  It will 
continue to do so until the logon is successful, you call logoff, or 
the session time expires.

--oren

On Sep 2, 2004, at 10:41 AM, Jon Dahl wrote:

> Well, it would be nice to know from the user space point of view if a
> connection is made. Currently, there is no way to know if a connection 
> is
> successful unless there was a successful logon. Correct me if I am 
> wrong.
>
> Additionally if you were logging on programatically, if would be good 
> to
> know if you are connected before you call logon().
>
> -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
>>
>> What exactly are you looking for?  Are you just looking to see if a
>> connection is established, or are you looking to get the underlying
>> socket to analyze?
>>
>> --oren
>>
>> On Sep 1, 2004, at 2:59 PM, Jon Dahl 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
>>>
>>> Is there any way to determine when a SenderCompID has
>>> Connected/Disconnected besides the onLogon() and onLogout() 
>>> callbacks?
>>>
>>> I need to perform some verification of the connection before 'letting
>>> it
>>> in' and having callbacks for Connect and Disconnect would be helpful.
>>>
>>> If there isn't, a pointer to the code for modification would be
>>> helpful.
>>>
>>> Thanks,
>>>
>>> jd
>>>
>>>
>>>
>>>
>>>
>>> -------------------------------------------------------
>>> 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_id=5047&alloc_id=10808&op=click
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> -------------------------------------------------------
>> 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_id=5047&alloc_id=10808&op=click
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -- 
>
>
>
>

Re: [Quickfix-developers] Connect and Disconnect Events

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

Well, it would be nice to know from the user space point of view if a
connection is made. Currently, there is no way to know if a connection is
successful unless there was a successful logon. Correct me if I am wrong.

Additionally if you were logging on programatically, if would be good to
know if you are connected before you call logon().

-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
>
> What exactly are you looking for?  Are you just looking to see if a
> connection is established, or are you looking to get the underlying
> socket to analyze?
>
> --oren
>
> On Sep 1, 2004, at 2:59 PM, Jon Dahl 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
>>
>> Is there any way to determine when a SenderCompID has
>> Connected/Disconnected besides the onLogon() and onLogout() callbacks?
>>
>> I need to perform some verification of the connection before 'letting
>> it
>> in' and having callbacks for Connect and Disconnect would be helpful.
>>
>> If there isn't, a pointer to the code for modification would be
>> helpful.
>>
>> Thanks,
>>
>> jd
>>
>>
>>
>>
>>
>> -------------------------------------------------------
>> 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_id=5047&alloc_id=10808&op=click
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> -------------------------------------------------------
> 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_id=5047&alloc_id=10808&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


-- 

Re: [Quickfix-developers] Connect and Disconnect Events

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

What exactly are you looking for?  Are you just looking to see if a 
connection is established, or are you looking to get the underlying 
socket to analyze?

--oren

On Sep 1, 2004, at 2:59 PM, Jon Dahl 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
>
> Is there any way to determine when a SenderCompID has
> Connected/Disconnected besides the onLogon() and onLogout() callbacks?
>
> I need to perform some verification of the connection before 'letting 
> it
> in' and having callbacks for Connect and Disconnect would be helpful.
>
> If there isn't, a pointer to the code for modification would be 
> helpful.
>
> Thanks,
>
> jd
>
>
>
>
>
> -------------------------------------------------------
> 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_id=5047&alloc_id=10808&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Does QuickFix implement Message Queue mechanism to make sure all messages are delivered ?

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

Actually, the threaded sockets do use a queue.  The relevant code is =20
here:

http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/C%2B%2B/=20
Queue.h?view=3Dmarkup
http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/C%2B%2B/=20
ThreadedSocketConnection.cpp?view=3Dmarkup

On Sep 2, 2004, at 4:04 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 Frank,
>
>> I'm trying to make use of quickfix to replace the old fix =20
>> gateway(ugly code, not flexible, only support fix4.0) in my company.
>
> Good to hear that. That is the idea behind QuickFIX: Joining efforts =20=

> to get one, high quality solution.
>
>> I have many years of socket programming experience. Every time when I =
=20
>> write a tcp socket program, I'll worry about buffering of read and =20=

>> write stream, queueing of messages ready to send, queueing of =20
>> messages received and waiting for handling. If I add such kinds of =20=

>> handling in the socket program, the program will be really very =20
>> stable and robust; if not, errors will occur after it runs for some =20=

>> time.
>
> Actually, the FIX protocol itself is independent of the underlying =20
> transport, it would also work with UDP. The session level protocol =20
> takes care of lost and out-of-order messages, so if an implementation =20=

> fully implements the session level protocol of FIX (which QF does), =20=

> you should not worry about this.
>
>> My question is: Does QuickFix have such kinds of handling ? =20
>> especially message queue mechanism ?  May I borrow it to deal with =20=

>> other sockets (My program is a fix gateway, one side connects trading =
=20
>> system (not fix protocol), one side connects ECN(fix protocol)) ?
>
> For the incoming data, there is now queue/buffer besides the TCP =20
> buffer, so that every message read is immediately forwarded to the =20
> fromApp() or fromAdmin() callback. So it is the responsibility of the =20=

> application to queue these message if needed.
>
> The outgoing data is saved in a messsage store (file, database, your =20=

> own implementation). You can send data to a session as soon as it is =20=

> created (onCreate() callback triggered). This is independent of the =20=

> logon state of the session, i.e. you can send messages to a session if =
=20
> it is logged off. If the session gets logged on again, these messages =20=

> are transferred. The reason behind that is the requirement of the FIX =20=

> protocol to be always able to resend messages.
>
> If this does not answer your question, please do not hesitate to ask.
>
> BTW, do you have some new exchange/ECN to be added to our WikiFIX?
>
> 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 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_id=3D5047&alloc_id=3D10808&op=3Dclick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Does QuickFix implement Message Queue mechanism to make sure all messages are delivered ?

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

Hi Frank,

> I'm trying to make use of quickfix to replace the old fix gateway(ugly 
> code, not flexible, only support fix4.0) in my company.

Good to hear that. That is the idea behind QuickFIX: Joining efforts to 
get one, high quality solution.

> I have many years of socket programming experience. Every time when I 
> write a tcp socket program, I'll worry about buffering of read and write 
> stream, queueing of messages ready to send, queueing of messages 
> received and waiting for handling. If I add such kinds of handling in 
> the socket program, the program will be really very stable and robust; 
> if not, errors will occur after it runs for some time.

Actually, the FIX protocol itself is independent of the underlying 
transport, it would also work with UDP. The session level protocol takes 
care of lost and out-of-order messages, so if an implementation fully 
implements the session level protocol of FIX (which QF does), you should 
not worry about this.

> My question is: Does QuickFix have such kinds of handling ? especially 
> message queue mechanism ?  May I borrow it to deal with other sockets 
> (My program is a fix gateway, one side connects trading system (not fix 
> protocol), one side connects ECN(fix protocol)) ?

For the incoming data, there is now queue/buffer besides the TCP buffer, 
so that every message read is immediately forwarded to the fromApp() or 
fromAdmin() callback. So it is the responsibility of the application to 
queue these message if needed.

The outgoing data is saved in a messsage store (file, database, your own 
implementation). You can send data to a session as soon as it is created 
(onCreate() callback triggered). This is independent of the logon state 
of the session, i.e. you can send messages to a session if it is logged 
off. If the session gets logged on again, these messages are 
transferred. The reason behind that is the requirement of the FIX 
protocol to be always able to resend messages.

If this does not answer your question, please do not hesitate to ask.

BTW, do you have some new exchange/ECN to be added to our WikiFIX?

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