quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Question about Fields.h

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

Well, you don't have to go through all this, although some people do it 
this way.  This is the documentation that covers this topic: 
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html.  
Remember, that the data dictionary used for generation does not 
necessarily have to be the exact same one used for validation.

If you do plan on using the code generation, then you must always 
generate off of the newest spec.  Field definitions can change in later 
versions, but they tend to be backwards compatible or they get a name 
change.  A MultipleValueString can certainly accommodate any value you 
would put in a char.  When you validate on FIX.4.2, as long as you 
provide a DataDictionary, this field will be pre-validated for you to 
ensure it is a char.  So you can be safely assume that you will be 
getting a string of length 1.  Now if you really want a char field for 
FIX.4.2, there is nothing to stop you from adding multiple fields with 
the same tag.  So you can add the line <field number="292" 
name="CorporateAction42",   type="CHAR"> , and you can start using that 
for 4.2 if you like, but really using the newer one is fine as long as 
you don't add multiple values.  Besides, the reason they made it a 
MultipleValueString is likely because people were sticking more than 
one in there anyway, so you should check with your counter-party if 
they allow this on their FIX.4.2 sessions.

--oren

On Aug 19, 2004, at 3:08 AM, Paul Watkins wrote:

> Hi,
>
> I am running into some incompatibilities between FIX versions and 
> would appreciate some recommendations on a workaround.
>
> One of the FIX engines we are connecting to is version 4.2, but has 
> some user-defined fields. I have added those fields to the end of 
> FIX44.xml and re-generated Fields.h, Values.h and FieldNumbers.h 
> because that seems to be where it is done.
>
> However, this results in incorrect field definitions for some of the 
> 4.2 messages. For example in 4.4, CorporateAction is a 
> MultipleValueString, but in 4.2 it is a char.
>
>  If I try to generate the Fields.h etc files from a modified 4.2 spec 
> then of course none of the 4.4 message definitions compile and I can't 
> support any 4.4 connections.
>
> Is there a way that I can support this 4.2 FIX version with correct 
> Field definitions, and also maintain compatibility with 4.4 systems, 
> or am I going to need to generate different Fields.h versions for 
> different FIX versions which is a little messy.
>
> Any suggestions?
>
> Thanks,
>  Paul Watkins
>
>
>  NOTICE
>  The information contained in this email is confidential. If you are 
> not the intended recipient, you must not disclose or use the 
> information in this email in any way. If you received it in error, 
> please tell us immediately by return email and delete the document. We 
> do not guarantee the integrity of any e-mails or attached files and 
> are not responsible for any changes made to them by any other person.
>  

[Quickfix-developers] Question about Fields.h

[Paul W. <Pau...@ma...>]

Hi,

I am running into some incompatibilities between FIX versions and would app=
reciate some recommendations on a workaround.

One of the FIX engines we are connecting to is version 4.2, but has some us=
er-defined fields. I have added those fields to the end of FIX44.xml and re=
-generated Fields.h, Values.h and FieldNumbers.h because that seems to be w=
here it is done.

However, this results in incorrect field definitions for some of the 4.2 me=
ssages. For example in 4.4, CorporateAction is a MultipleValueString, but i=
n 4.2 it is a char.=20

If I try to generate the Fields.h etc files from a modified 4.2 spec then o=
f course none of the 4.4 message definitions compile and I can't support an=
y 4.4 connections.

Is there a way that I can support this 4.2 FIX version with correct Field d=
efinitions, and also maintain compatibility with 4.4 systems, or am I going=
 to need to generate different Fields.h versions for different FIX versions=
 which is a little messy.

Any suggestions?

Thanks,
Paul Watkins


NOTICE=20
The information contained in this email is confidential. If you are not the=
 intended recipient, you must not disclose or use the information in this e=
mail in any way. If you received it in error, please tell us immediately by=
 return email and delete the document.  We do not guarantee the integrity o=
f any e-mails or attached files and are not responsible for any changes mad=
e to them by any other person.

Re: [Quickfix-developers] newbie mysql questions

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

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
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] Message Rejected: Tag appears more than once:269

[Steve P. <spi...@tr...>]

It was an error with how we were supplying the DataDictionary file. =
Thanks
for your help Oren.

=20

--Steve

=20

-----Original Message-----
From: Steve Pickering [mailto:spi...@tr...]=20
Sent: Wednesday, August 18, 2004 5:31 PM
To: 'qui...@li...'
Subject: RE: [Quickfix-developers] Message Rejected: Tag appears more =
than
once:269

=20

=20

Yes, we are supplying a DataDictionary file.  Our application is written =
in
Java.  Do we need to adjust quickfix or an xml stylesheet to not reject
messages with repeating tags?  A "MarketDataSnapshotFullRefresh" =
msgtype=3D"W"
is more often than not going to have tag 269 appear more than once along
with many other tags.  Our datadictionary "FIX42.xml" shows this =
structure.
This type of data request is a fairly standard request.

We have been stuck on this one for a few days now.

--Steve

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Wednesday, August 18, 2004 12:18 PM
To: spi...@tr...
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Message Rejected: Tag appears more =
than
once:269

=20

Are you supplying the session with a DataDictionary file?

--oren

On Aug 18, 2004, at 2:05 PM, Steve Pickering wrote:

When sending an outgoing MarketDataRequest the returned incoming message =
is
rejected by quickfix if I ask for multiple MDEntryType fields.

=20

Message Rejected: Tag appears more than once:269

=20

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, outgoing>

=20
(8=3DFIX.4.2_9=3D152_35=3DV_34=3D69_49=3DTMLautofill_52=3D20040814-00:53:=
38.391_56=3DPATS_
146=3D1_55=3DEURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAI=
D_263=3D0_264=3D1_2
67=3D2_269=3D0_269=3D1_10=3D065_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, incoming>

=20
(8=3DFIX.4.2_9=3D178_35=3DW_34=3D253_49=3DPATS_52=3D20040814-00:53:38_56=3D=
TMLautofill_55=3D
EURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAID_268=3D2_269=
=3D0_270=3D97.01_
271=3D41_290=3D1_269=3D1_270=3D97.015_271=3D19_290=3D1_10=3D001_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, event>

  (Message 253 Rejected: Tag appears more than once:269)

=20

We are using FIX 4.2 and quickfix-1.8.0

=20

=20

Steve Pickering
Trend Management Limted
p: 604-683-7244
f:  604-683-7055
e: spi...@tr...

=20

RE: [Quickfix-developers] Message Rejected: Tag appears more than once:269

[Steve P. <spi...@tr...>]

=20

Yes, we are supplying a DataDictionary file.  Our application is written =
in
Java.  Do we need to adjust quickfix or an xml stylesheet to not reject
messages with repeating tags?  A "MarketDataSnapshotFullRefresh" =
msgtype=3D"W"
is more often than not going to have tag 269 appear more than once along
with many other tags.  Our datadictionary "FIX42.xml" shows this =
structure.
This type of data request is a fairly standard request.

We have been stuck on this one for a few days now.

--Steve

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]=20
Sent: Wednesday, August 18, 2004 12:18 PM
To: spi...@tr...
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Message Rejected: Tag appears more =
than
once:269

=20

Are you supplying the session with a DataDictionary file?

--oren

On Aug 18, 2004, at 2:05 PM, Steve Pickering wrote:

When sending an outgoing MarketDataRequest the returned incoming message =
is
rejected by quickfix if I ask for multiple MDEntryType fields.

=20

Message Rejected: Tag appears more than once:269

=20

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, outgoing>

=20
(8=3DFIX.4.2_9=3D152_35=3DV_34=3D69_49=3DTMLautofill_52=3D20040814-00:53:=
38.391_56=3DPATS_
146=3D1_55=3DEURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAI=
D_263=3D0_264=3D1_2
67=3D2_269=3D0_269=3D1_10=3D065_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, incoming>

=20
(8=3DFIX.4.2_9=3D178_35=3DW_34=3D253_49=3DPATS_52=3D20040814-00:53:38_56=3D=
TMLautofill_55=3D
EURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAID_268=3D2_269=
=3D0_270=3D97.01_
271=3D41_290=3D1_269=3D1_270=3D97.015_271=3D19_290=3D1_10=3D001_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, event>

  (Message 253 Rejected: Tag appears more than once:269)

=20

We are using FIX 4.2 and quickfix-1.8.0

=20

=20

Steve Pickering
Trend Management Limted
p: 604-683-7244
f:  604-683-7055
e: spi...@tr...

=20

Re: [Quickfix-developers] TIB enable quickfix

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

Jon,

Yes I have extensive experience in using TIBCO software from programming 
  TIBCO into Java small programs to full blown Active enterpise 
solutions using Integration manager and Business works. Before Reuters 
put in his weight I used to do the MDDS solutions as well. Why need any 
help ?

On the release of the source, it's not an urgent matter I came along 
this open source fix-engine and decided to have a look and it looks 
mature enough to use in a serious production environment. I'm in favor 
of using open source.

Haven't used yet but will in the future the integration software from 
www.openadapter.org. Also a great opensource project...

Regards,

Richard

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
> 
>> Jon,
>>
>> Are you willing to share your part in this extension to quickfix. I need
>>  a tibco-end on this fixengine to make it usefull for me. Now we are
>> stuck with big expensive fix engines to do simple things just because
>> they have a tib-adapter.
>>
>> It would be nice (haven't checked yet) isf there where just some
>> standaard hooks or functions where one could plugin his/her own
>> middleware messaging solution (like j2ee, /net, mq or rendezvous)
>>
>> Richard
> 
> Richard,
> 
> At this point, I can't divulge anything as of yet. Talks are in the works
> to contribute to the QF source tree. Do you have any experience with
> Tibco?
> 
> jd
> 
> 
> 
> 
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] TIB enable quickfix

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

> Jon,
>
> Are you willing to share your part in this extension to quickfix. I need
>  a tibco-end on this fixengine to make it usefull for me. Now we are
> stuck with big expensive fix engines to do simple things just because
> they have a tib-adapter.
>
> It would be nice (haven't checked yet) isf there where just some
> standaard hooks or functions where one could plugin his/her own
> middleware messaging solution (like j2ee, /net, mq or rendezvous)
>
> Richard

Richard,

At this point, I can't divulge anything as of yet. Talks are in the works
to contribute to the QF source tree. Do you have any experience with
Tibco?

jd

[Quickfix-developers] newbie mysql questions

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

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 

Re: [Quickfix-developers] 1.8 Binary release and MSVCP70.DLL

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

Chuck,

What we are probably going to do is start distributing two binaries, a 
vc6 and a vc7 build.  VC6 uses MSVCP60.DLL, which every machine should 
have.

--oren

On Aug 18, 2004, at 2:01 PM, Chuck Houpt wrote:

> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX FAQ: 
> http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> While upgrading a Java app to QuickFix 1.8, I was grateful to see that 
> a binary release was available for Windows. However, I ran into the 
> problem that the quickfix_jni.dll requires MSVCP70.DLL (Microsoft 
> Visual C++ 7.0 library).
>
> I wonder if it wouldn't be better to statically link the JNI library 
> with the C++ libs? This would allow the JNI library to run with the 
> minimum of requirements.
>
> Alternatively, maybe the MSVCP70.DLL could be included in the Windows 
> binary release?
>
> Thanks - Chuck
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Message Rejected: Tag appears more than once:269

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

Are you supplying the session with a DataDictionary file?

--oren

On Aug 18, 2004, at 2:05 PM, Steve Pickering wrote:

> When sending an outgoing MarketDataRequest the returned incoming =20
> message is rejected by quickfix if I ask for multiple MDEntryType =20
> fields.
>
> =A0
>
> Message Rejected: Tag appears more than once:269
>
> =A0
>
> =A0
>
> <20040814-00:53:38, FIX.4.2:TMLautofill->PATS, outgoing>
>
> =A0 =20
> (8=3DFIX.4.2_9=3D152_35=3DV_34=3D69_49=3DTMLautofill_52=3D20040814-00:53=
:=20
> =
38.391_56=3DPATS_146=3D1_55=3DEURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_2=
62=3DMARKET=20
> DATAID_263=3D0_264=3D1_267=3D2_269=3D0_269=3D1_10=3D065_)
>
> =A0
>
> <20040814-00:53:38, FIX.4.2:TMLautofill->PATS, incoming>
>
> =A0 =20
> (8=3DFIX.4.2_9=3D178_35=3DW_34=3D253_49=3DPATS_52=3D20040814-00:53:=20
> =
38_56=3DTMLautofill_55=3DEURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3D=
MARKETDAT=20
> =
AID_268=3D2_269=3D0_270=3D97.01_271=3D41_290=3D1_269=3D1_270=3D97.015_271=3D=
19_290=3D1_10=20
> =3D001_)
>
> =A0
>
> <20040814-00:53:38, FIX.4.2:TMLautofill->PATS, event>
>
> =A0 (Message 253 Rejected: Tag appears more than once:269)
>
> =A0
>
> We are using FIX 4.2 and quickfix-1.8.0
>
> =A0
>
> =A0
>
> Steve Pickering
> Trend Management Limted
>  p: 604-683-7244
>  f:=A0 604-683-7055
>  e: spi...@tr...
>
> =A0

[Quickfix-developers] Message Rejected: Tag appears more than once:269

[Steve P. <spi...@tr...>]

When sending an outgoing MarketDataRequest the returned incoming message =
is
rejected by quickfix if I ask for multiple MDEntryType fields.

=20

Message Rejected: Tag appears more than once:269

=20

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, outgoing>

=20
(8=3DFIX.4.2_9=3D152_35=3DV_34=3D69_49=3DTMLautofill_52=3D20040814-00:53:=
38.391_56=3DPATS_
146=3D1_55=3DEURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAI=
D_263=3D0_264=3D1_2
67=3D2_269=3D0_269=3D1_10=3D065_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, incoming>

=20
(8=3DFIX.4.2_9=3D178_35=3DW_34=3D253_49=3DPATS_52=3D20040814-00:53:38_56=3D=
TMLautofill_55=3D
EURIBOR_167=3DFUT_200=3D200406_207=3DLIFFE_262=3DMARKETDATAID_268=3D2_269=
=3D0_270=3D97.01_
271=3D41_290=3D1_269=3D1_270=3D97.015_271=3D19_290=3D1_10=3D001_)

=20

<20040814-00:53:38, FIX.4.2:TMLautofill->PATS, event>

  (Message 253 Rejected: Tag appears more than once:269)

=20

We are using FIX 4.2 and quickfix-1.8.0

=20

=20

Steve Pickering
Trend Management Limted <http://www.trendmanagementltd.com>=20
p: 604-683-7244
f:  604-683-7055
e: spi...@tr...

=20

[Quickfix-developers] 1.8 Binary release and MSVCP70.DLL

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

Hi all,

While upgrading a Java app to QuickFix 1.8, I was grateful to see that a =
binary release was available for Windows. However, I ran into the =
problem that the quickfix_jni.dll requires MSVCP70.DLL (Microsoft Visual =
C++ 7.0 library).

I wonder if it wouldn't be better to statically link the JNI library =
with the C++ libs? This would allow the JNI library to run with the =
minimum of requirements.

Alternatively, maybe the MSVCP70.DLL could be included in the Windows =
binary release?

Thanks - Chuck

[Quickfix-developers] newbie mysql questions

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

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!?
New and Improved Yahoo! Mail - Send 10MB messages!
http://promotions.yahoo.com/new_mail 

Re: [Quickfix-developers] nested groups inside MassQuote message

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

Joy, I think you're client code should look more like this.  It looks=20
like in your version you are adding an empty noQuoteEntriesGroup. =20
Also, you are adding the noQuoteEntriesGroup1 to your noQuoteSetsGroup=20=

after having already added it to the massQuote.  This means the group=20
will never make it into the actual message.

FIX44::MassQuote Application::queryMassQuote44()
{
   FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
   FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;

   FIX::TotNoQuoteEntries totNoQuoteEntries;
   FIX::NoQuoteEntries noQuoteEntries;

   noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
   FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
   noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
   noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );
   massQuote.addGroup( noQuoteSetsGroup1 );

   queryHeader( massQuote.getHeader() );
   return massQuote;
}

As for which number fields to set, you never need to set the field the=20=

group is named after.  So when you create a=20
FIX44::MassQuote::NoQuoteSets, you know that you don't have to set the=20=

NoQuoteSets field.  TotNoQuoteEntries is not one of those, so you must=20=

set it yourself.

--oren

On Aug 18, 2004, at 8:10 AM, Joy Bannerjee wrote:

> i am still having problem using inner (nested) groups. Here is a=20
> detailed discription of what i am doing. I am using quickfix-1.8.0=A0=20=

> and FIX 44 version on windows platform. I have written the client and=20=

> the server in c++. I am having problem handling MassQuote message=20
> since it has a group (NoQuoteEntries) nested within another group=20
> (NoQuoteSets).
>  I have the following questions:
> =A0
> 1.=A0 Does the user enter values for fields like TotNoQuoteEntries and=20=

> NoQuoteEntries?
> =A0=A0=A0=A0=A0If not, =A0then on the client side are these fields to =
be set with=20
> empty objects of TotNoQuoteEntries=A0and=A0=A0NoQuoteEntries? OR Are =
these=20
> fields=A0not to be set at all?
>  =A0=A0=A0=A0 How does one handle these two fiels on the client side? =
And=A0how=20
> does QuickFix generate values for these fields?
> =A0=A0=A0 =A0It seems in my case "NoQuoteSets" is having no problem in=20=

> generating the proper value even without the need to set it on the=20
> client side but but the same does not seem to be happening in case of=20=

> TotNoQuoteEntries and NoQuoteEntries (i.e it does not get any value=20
> unless it is set on the client side ). Please have a look at the code=20=

> provided below.
>
<snip>
> =A0
> FIX44::MassQuote Application::queryMassQuote44()
> {
> =A0
> =A0 FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
> =A0 FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;
> =A0
> =A0 FIX::TotNoQuoteEntries totNoQuoteEntries;
> =A0 FIX::NoQuoteEntries noQuoteEntries;
> =A0
>  =A0 noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
> =A0 massQuote.addGroup( noQuoteSetsGroup );
> =A0
> =A0 FIX44::MassQuote::NoQuoteSets::NoQuoteEntries =
noQuoteEntriesGroup1;
> =A0 noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
> =A0 noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );
>  =A0
> =A0 queryHeader( massQuote.getHeader() );
> =A0 return massQuote;
> =A0=A0
>  }
> Regards
>  Joy=A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0
> =A0

Re: [Quickfix-developers] TIB enable quickfix

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

Jon,

Are you willing to share your part in this extension to quickfix. I need 
a tibco-end on this fixengine to make it usefull for me. Now we are 
stuck with big expensive fix engines to do simple things just because 
they have a tib-adapter.

It would be nice (haven't checked yet) isf there where just some 
standaard hooks or functions where one could plugin his/her own 
middleware messaging solution (like j2ee, /net, mq or rendezvous)

Richard

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
> 
>> How did you implement sending FIX messages over TIBCO?
> 
> It's a pub/sub scenario, requests from the clients are trivial. Simply
> take the FIX message, wrap it with Tibco parameters, and throw it on the
> Tibco bus - verified first of course. Responses from the engine are parsed
> for the FIX message and then cracked - sent to the client.
> 
> Tibco is a great technology. Coding against their API's is not diffucult.
> However setting up the networks and routing multicast is the hard part.
> 
> 
> HTH,
> 
> JD
> 
> 
> 
> 
> 
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] TIB enable quickfix

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

> How did you implement sending FIX messages over TIBCO?

It's a pub/sub scenario, requests from the clients are trivial. Simply
take the FIX message, wrap it with Tibco parameters, and throw it on the
Tibco bus - verified first of course. Responses from the engine are parsed
for the FIX message and then cracked - sent to the client.

Tibco is a great technology. Coding against their API's is not diffucult.
However setting up the networks and routing multicast is the hard part.


HTH,

JD

[Quickfix-developers] nested groups inside MassQuote message

[Joy B. <jo...@cy...>]

i am still having problem using inner (nested) groups. Here is a =
detailed discription of what i am doing. I am using quickfix-1.8.0  and =
FIX 44 version on windows platform. I have written the client and the =
server in c++. I am having problem handling MassQuote message since it =
has a group (NoQuoteEntries) nested within another group (NoQuoteSets).=20
I have the following questions:

1.  Does the user enter values for fields like TotNoQuoteEntries and =
NoQuoteEntries?
     If not,  then on the client side are these fields to be set with =
empty objects of TotNoQuoteEntries and  NoQuoteEntries? OR Are these =
fields not to be set at all?=20
     How does one handle these two fiels on the client side? And how =
does QuickFix generate values for these fields?
     It seems in my case "NoQuoteSets" is having no problem in =
generating the proper value even without the need to set it on the =
client side but but the same does not seem to be happening in case of =
TotNoQuoteEntries and NoQuoteEntries (i.e it does not get any value =
unless it is set on the client side ). Please have a look at the code =
provided below.

2.   i am getting the following output on the server side:

<20040818-11:49:16, FIX.4.4:TW->CLIENT1, incoming>
  =
(8=3DFIX.4.4=E2=98=BA9=3D75=E2=98=BA35=3Di=E2=98=BA34=3D95=E2=98=BA49=3DC=
LIENT1=E2=98=BA52=3D20040818-11:49:16.000=E2=98=BA56=3DTW=E2=98=BA117=3DI=
Dq=E2=98=BA296=3D1=E2=98=BA302=3DIDs=E2=98=BA10=3D158=E2=98=BA)
MassQuote Msg received from client
 QuoteID=3D IDq
 NoQuoteSets=3D 1
 QuoteSetID=3D IDs
 have defined noQuoteEntriesGroup1
 TotNoQuoteEntries=3D
 NoQuoteEntries=3D
<20040818-11:49:16, FIX.4.4:TW->CLIENT1, event>
  (Message 95 Rejected: Required tag missing:295)

(NOTE:  TotNoQuoteEntries and NoQuoteEntries have not generated any =
values)

The server side program seems to be throwing an exception at the =
following line :=20
   message.getGroup(1, noQuoteEntriesGroup1);

Please have a look at the server side program and advise me as to what =
could be the problem and why am i receiving "Required tag missing:295".


server side code :

void Application::onMessage( const FIX44::MassQuote& message, const =
FIX::SessionID& sessionID )
{
 std :: cout<< "MassQuote Msg received from client" << std::endl;
  FIX::QuoteID quoteID;
  FIX::NoQuoteSets noQuoteSets;
 =20
  message.get( quoteID );
   std :: cout<< " QuoteID=3D " << quoteID <<std::endl;
  message.get( noQuoteSets );
   std :: cout<< " NoQuoteSets=3D " << noQuoteSets <<std::endl;

  FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;
=20
  FIX::QuoteSetID quoteSetID;
  FIX::TotNoQuoteEntries totNoQuoteEntries;
  FIX::NoQuoteEntries noQuoteEntries;

  message.getGroup(1, noQuoteSetsGroup);
   noQuoteSetsGroup.get( quoteSetID );
   std :: cout<< " QuoteSetID=3D " << quoteSetID <<std::endl;

  if( noQuoteSetsGroup.isSet( totNoQuoteEntries ) ){
  noQuoteSetsGroup.get( totNoQuoteEntries );
  std :: cout<< " TotNoQuoteEntries=3D " << totNoQuoteEntries =
<<std::endl;
   }

  if( noQuoteSetsGroup.isSet( noQuoteEntries ) ){
  noQuoteSetsGroup.get( noQuoteEntries );
  std :: cout<< " NoQuoteEntries=3D " << noQuoteEntries <<std::endl;
  }
 =20
  FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
  FIX::QuoteEntryID quoteEntryID;

  std :: cout<< " have defined noQuoteEntriesGroup1 " << std::endl;
  std :: cout<< " TotNoQuoteEntries=3D " << totNoQuoteEntries =
<<std::endl;
  std :: cout<< " NoQuoteEntries=3D " << noQuoteEntries <<std::endl;

  message.getGroup(1, noQuoteEntriesGroup1);

  std :: cout<< " we have got noQuoteEntriesGroup1 " << std::endl;

  if( !noQuoteEntriesGroup1.isSet( quoteEntryID ) )
   {  =20
      std :: cout<< " QuoteEntryID field not set" << std::endl;
   }=20
 =20
  if( noQuoteEntriesGroup1.isSet( quoteEntryID ) ){
  noQuoteEntriesGroup1.get( quoteEntryID );
    std :: cout<< " QuoteEntryID=3D " << quoteEntryID <<std::endl;
    std :: cout<< "have reached here" << std::endl;
   }

 FIX44::MassQuoteAcknowledgement massQuoteAcknowledgement =3D =
FIX44::MassQuoteAcknowledgement
      ( FIX::QuoteStatus( 0 ));

  try
  {
    FIX::Session::sendToTarget( massQuoteAcknowledgement, sessionID );
  }
  catch ( FIX::SessionNotFound& ) {}

}

=20
 client side code :

FIX44::MassQuote Application::queryMassQuote44()
{

  FIX44::MassQuote massQuote(FIX::QuoteID( "IDq" ) );
  FIX44::MassQuote::NoQuoteSets noQuoteSetsGroup;

  FIX::TotNoQuoteEntries totNoQuoteEntries;
  FIX::NoQuoteEntries noQuoteEntries;
 =20
  noQuoteSetsGroup.set( FIX::QuoteSetID( "IDs" ) );
  massQuote.addGroup( noQuoteSetsGroup );
=20
  FIX44::MassQuote::NoQuoteSets::NoQuoteEntries noQuoteEntriesGroup1;
  noQuoteEntriesGroup.setField(FIX::QuoteEntryID( "IDe" ) );
  noQuoteSetsGroup.addGroup( noQuoteEntriesGroup1 );=20

  queryHeader( massQuote.getHeader() );
  return massQuote;
  =20
}

Regards=20
Joy=20

Re: [Quickfix-developers] FieldConvertors.h for VC build

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

Yeah, I fixed this earlier today.  The relevant changes are here:

http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/C%2B%2B/=20
FieldConvertors.h?r1=3D1.16&r2=3D1.17

You run the unit tests as normal ( runut <port> ).  The same test case =20=

that tested the previous version tests the new version =20
(FieldConvertorsTestCase::doubleConvertTo).

You can always run the performance tests by going to the bin directory =20=

and running pt -c <number of iterations>.  50000 is a good number to =20
use.  To compare performance, just run the performance tests from the =20=

previous release and the new release.

--oren

On Aug 17, 2004, at 12:33 PM, Yihu Fang wrote:

> Hi,
>
> =A0
>
> I am not sure that anyone has similar problems of building the current =
=20
> CVS with the new FieldConvertors.h using Microsoft VC6/VC7.
>
>  =A0
>
> It complains the std::numeric_limits and many more.
>
> =A0
>
> QuickFIX\quickfix\src\C++\FieldConvertors.h(138): error C2039: =20
> 'numeric_limits' : is not a member of 'std'
>
> =A0
>
> The solution I have is to include <limits> and add check and undef the =
=20
> macro =93max=94 and =93min=94.
>
> =A0
>
> Is there any performance test as well as unit test of the new =20
> FieldConvertors.h on Windows?
>
> =A0
>
> Thanks.
>
> =A0
>
> -Yihu
>
>
>  -----------------------------------------------------------------
>  Visit our Internet site at http://www.reuters.com
>
>  Get closer to the financial markets with Reuters Messaging - for more
>  information and to register, visit http://www.reuters.com/messaging
>
>  Any views expressed in this message are those of the individual
>  sender, except where the sender specifically states them to be
>  the views of Reuters Ltd.
> =20=

RE: [Quickfix-developers] Solaris compile problems

[Peterson, K. <kri...@rb...>]

Tim,

Your problem is that you are linking libstdc++.so twice. G++ already links =
in libstdc++.so, so there is no reason to explicitly mention it on the comm=
and line. Remove the /usr/local/lib/libstdc++.so file and it will link. The=
 /usr2/SOURCES8/S8/gcc-3.4.1/* and /usr/local/sparc-sun-solaris2.8/* librar=
y search paths don't need to be there either as these are g++ specific dire=
ctories that g++ will search as necessary.

I had similar libtool problems on Solaris with both g++ and SunPRO. After u=
ntar'ing QuickFIX source but before running configure, I run a script that =
clean up Makefile.in, configure and Makefile files throughout the tree remo=
ving the '-lstdc++' which appears in these files. Running configure and mak=
e then works without a problem.

This isn't the whole solution as Solaris/g++ builds still include directori=
es from the g++'s source tree. From what I could see, as g++ uses libtool t=
o build itself and installs *.la files pointing back to g++'s build area. W=
hen QuickFIX builds, it's libtool sees the *.la files of libstdc++ and thus=
 adds unnecessary rubbish to the link command line.

Here's part of my post-untar script for QuickFIX, it should give you an ide=
a of what needs to be done.

- Kris

        # Substitutable template for a command that generates an ed script
        GED_ED_SCRIPT=3D"printf ',s/ \$R//g\\\\n,s/\$R //g\\\\n,s/\$R//g\\\=
\nw'"

        # Remove any carriage returns from C/C++ source files
        # Really should fix up Java files as well but they all have CRs,
        # java tools can handle them, we don't need to patch them and don't
        # we don't need to edit them
        CR=3D`printf '\r'`
        find $QF_DIR \( -name '*.h' -o -name '*.c' -o -name '*.cpp' \) | \
                $XARGS grep -l "$CR" | $XARGS -ti dos2unix {} {}

        # Remove -lstdc++, not needed and breaks both Forte and GCC builds
        R=3D'-lstdc++'
        eval ED_SCRIPT_CMD=3D\"$GED_ED_SCRIPT\"
        find $QF_DIR \( -name Makefile -o -name Makefile.in -o -name config=
ure \) -exec \
                sh -c "set \`$ED_SCRIPT_CMD | ed \$0 | sed -n '1h;\$G;\$s/\=
n/ /;\$p'\`; [ "\$1" -ne "\$2" ] && ech$

        # Patch to clean up test programs, FIX constants and other miscella=
neous bits
        (cd $QF_DIR && $PATCH -p1 < $QF_PATCH1) || exit 1
        (cd $QF_DIR && $PATCH -p1 < $QF_PATCH2) || exit 1
        (cd $QF_DIR && $PATCH -p1 < $QF_PATCH3) || exit 1
        (cd $QF_DIR && $PATCH -p1 < $QF_PATCH4) || exit 1

        # Remove -Wall flags if building with SUN PRO
        if [ "$MODE" =3D=3D "forte" -o "$MODE" =3D=3D "rwforte" ]; then
                R=3D'-Wall'
                eval ED_SCRIPT_CMD=3D\"$GED_ED_SCRIPT\"
                 find $QF_DIR \( -name Makefile -o -name Makefile.in -o -na=
me configure \) -exec \
                sh -c "set \`$ED_SCRIPT_CMD | ed \$0 | sed -n '1h;\$G;\$s/\=
n/ /;\$p'\`; [ "\$1" -ne "\$2" ] && ech$

                # Patches for Forte
                (cd $QF_DIR && $PATCH -p1 < $QF_SUNPRO_PATCH1) || exit 1
                (cd $QF_DIR && $PATCH -p1 < $QF_SUNPRO_PATCH2) || exit 1
                (cd $QF_DIR && $PATCH -p1 < $QF_SUNPRO_PATCH3) || exit 1
        fi
fi


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of Tim
Feeney
Sent: 17 August 2004 19:12
To: qui...@li...
Subject: [Quickfix-developers] Solaris compile problems


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

I tried to send this question to the users list but it was bounced back.

I have a Solaris 2.8 machine that I am trying to compile quickfix on.
Here is the setup
gcc - 3.4.1
automake - 1.8.4
libtool - 1.5
autoconf - 2.59
libxml2 - 2.6.9
m4 - 1.4.1

I have an older version from a Mac that is running quickfix that fails
to compile giving me an error:
configure.in:14: /usr/local/bin/m4: ERROR: Reading inserted file: No
such file or directory
If I run bootstrap first on this build it also gives the same error.

I downloaded the latest version to see if that was the problem but this
does not compile either.  I get configure to run through with no
problems but when I then run make I get:
g++ -g -O2 -Wall -I/usr/local/include/libxml2 -I/include
-I/include/solaris -o .libs/at at.o  C++/.libs/libquickfix.so
-L/usr/local/lib -L/usr/lib -L/usr/openwin/lib -L/usr/local/ssl/lib
/usr/local/lib/libstdc++.so
-L/usr2/SOURCES/S8/gcc-3.4.1/objdir/sparc-sun-solaris2.8/libstdc++-v3/=20
src
-L/usr2/SOURCES/S8/gcc-3.4.1/objdir/sparc-sun-solaris2.8/libstdc++-v3/=20
src/.libs
-L/usr2/SOURCES/S8/gcc-3.4.1/objdir/gcc
-L/usr/local/sparc-sun-solaris2.8/bin
-L/usr/local/sparc-sun-solaris2.8/lib
-L/usr/local/lib/../sparc-sun-solaris2.8/lib /usr/local/lib/libxml2.so
-lz -lpthread /usr/local/lib/libiconv.so -lm -lsocket -lnsl -liberty
-Wl,-R -Wl,/usr/local/lib
ld: warning: file /usr/local/lib/libstdc++.so: attempted multiple
inclusion of file

If I run bootstrap I get the same message with regards to configure.in.

I don't see anything in the list archives, so any hints/help from people
that have gotten this to work?

Tim





-------------------------------------------------------
SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


<font face=3D"Times New Roman" size=3D"3">
<p>------------------------------------------------------------------------=
------</p>
<p> This email is intended only for the use of the individual(s) to whom it=
 is addressed and may be privileged and confidential. Unauthorised use or d=
isclosure is prohibited. If you receive this e-mail in error, please advise=
 immediately and delete the original message. This message may have been al=
tered without your or our knowledge and the sender does not accept any liab=
ility for any errors or omissions in the message.</p>
<p>=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D</p>
</font>

Re: [Quickfix-developers] FieldConvertors.h for VC build

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

I meant to indicate the tests are in FieldConvertorsTestCase.  I didn't =20=

mean to specify the double conversion (which hasn't actually changed... =20=

yet)

--oren

On Aug 17, 2004, at 8:02 PM, Oren Miller wrote:

> Yeah, I fixed this earlier today.  The relevant changes are here:
>
> http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/C%2B%2B/=20=

> FieldConvertors.h?r1=3D1.16&r2=3D1.17
>
> You run the unit tests as normal ( runut <port> ).  The same test case =
=20
> that tested the previous version tests the new version =20
> (FieldConvertorsTestCase::doubleConvertTo).
>
> You can always run the performance tests by going to the bin directory =
=20
> and running pt -c <number of iterations>.  50000 is a good number to =20=

> use.  To compare performance, just run the performance tests from the =20=

> previous release and the new release.
>
> --oren
>
> On Aug 17, 2004, at 12:33 PM, Yihu Fang wrote:
>
>> Hi,
>>
>> =A0
>>
>> I am not sure that anyone has similar problems of building the =20
>> current CVS with the new FieldConvertors.h using Microsoft VC6/VC7.
>>
>>  =A0
>>
>> It complains the std::numeric_limits and many more.
>>
>> =A0
>>
>> QuickFIX\quickfix\src\C++\FieldConvertors.h(138): error C2039: =20
>> 'numeric_limits' : is not a member of 'std'
>>
>> =A0
>>
>> The solution I have is to include <limits> and add check and undef =20=

>> the macro =93max=94 and =93min=94.
>>
>> =A0
>>
>> Is there any performance test as well as unit test of the new =20
>> FieldConvertors.h on Windows?
>>
>> =A0
>>
>> Thanks.
>>
>> =A0
>>
>> -Yihu
>>
>>
>>  -----------------------------------------------------------------
>>  Visit our Internet site at http://www.reuters.com
>>
>>  Get closer to the financial markets with Reuters Messaging - for =
more
>>  information and to register, visit http://www.reuters.com/messaging
>>
>>  Any views expressed in this message are those of the individual
>>  sender, except where the sender specifically states them to be
>>  the views of Reuters Ltd.
>> =20=

Re: [Quickfix-developers] Where to put OrdType in sendOrder

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

I'm a little confused.  How are you routing this message?  I don't see 
you setting the SenderCompID or TargetCompID.  Did you just exclude 
that porition of the code?  I tried constructing a message like this 
while also setting the comp id's and it showed up normally with the 
OrdType and all other fields.  Are you sure that text showed up in the 
.incoming file?  The only thing that ever goes in that file is the raw 
text of a received FIX message.  In that file you should see the 
messages exactly as they are received and nothing else.  They don't 
even look like QuickFIX generated error messages.

--oren

On Aug 17, 2004, at 2:44 PM, Peter Imhof 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
>
> in vb.Net I try to submit a simple order
>
> 	Public Sub sendOrder()
> 		dim newOrder as new QuickFix42.NewOrderSingle( _
> 			new ClOrdID("123456"), _
> 			new HandlInst("2"), _
> 			new Symbol("USD/CHF"), _
> 			new Side(QuickFix.Side.BUY), _
> 			new TransactTime(), _
> 			new OrdType(convert.ToChar("F")) _
> 			)
>
>
> 		newOrder.setField(new OrderQty(1000))
> 		newOrder.setField(new Price(1.2500))
> 		newOrder.getHeader()
>
> 		Session.sendToTarget(newOrder)
> 	End Sub
>
>
> In the .outgoing log
> 8=FIX.4.2 9=148 35=D 34=9 43=Y 49=CLIENT 52=20040817-16:33:26.577 
> 56=SERVER 122=20040817-08:59:48  21=2 41=123456 44=1.25 53=1000 54=1 
> 55=USD/CHF
> most given parameters are present (Symbol, OrderQty, Price, HandlInst, 
> ClOrderID) but OrdType is missing.
>
> In the .incoming log are
>
> Field '60 : TransactTime' must have a value.
> Field '40 : OrdType' must have a value.
> Field '11 : ClOrdID' must have a value.
> Conditional field '38 : OrderQty' (CashOrderQty IS NULL ) must have a 
> value.
> Conditional field '152 : CashOrderQty' (OrderQty IS NULL ) must have a 
> value.
>
> OrdType is not sent, ok. ClOrdID should be sent, as logged in 
> .outgoing, but it wasn't.
>
>
> Where is the OrdType to be placed correctly?
>
> thanks for any help
> Peter
>
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] FieldConvertors.h for VC build

[Yihu F. <Yih...@re...>]

Hi,

=20

I am not sure that anyone has similar problems of building the current
CVS with the new FieldConvertors.h using Microsoft VC6/VC7.=20

=20

It complains the std::numeric_limits and many more.

=20

QuickFIX\quickfix\src\C++\FieldConvertors.h(138): error C2039:
'numeric_limits' : is not a member of 'std'

=20

The solution I have is to include <limits> and add check and undef the
macro "max" and "min".

=20

Is there any performance test as well as unit test of the new
FieldConvertors.h on Windows?

=20

Thanks.

=20

-Yihu



-----------------------------------------------------------------
        Visit our Internet site at http://www.reuters.com

Get closer to the financial markets with Reuters Messaging - for more
information and to register, visit http://www.reuters.com/messaging

Any views expressed in this message are those of  the  individual
sender,  except  where  the sender specifically states them to be
the views of Reuters Ltd.

[Quickfix-developers] Where to put OrdType in sendOrder

[Peter I. <pi...@at...>]

hi

in vb.Net I try to submit a simple order

	Public Sub sendOrder()
		dim newOrder as new QuickFix42.NewOrderSingle( _
			new ClOrdID("123456"), _
			new HandlInst("2"), _
			new Symbol("USD/CHF"), _
			new Side(QuickFix.Side.BUY), _
			new TransactTime(), _
			new OrdType(convert.ToChar("F")) _
			)


		newOrder.setField(new OrderQty(1000))
		newOrder.setField(new Price(1.2500))
		newOrder.getHeader()

		Session.sendToTarget(newOrder)
	End Sub


In the .outgoing log
8=FIX.4.2 9=148 35=D 34=9 43=Y 49=CLIENT 52=20040817-16:33:26.577 56=SERVER 
122=20040817-08:59:48  21=2 41=123456 44=1.25 53=1000 54=1 55=USD/CHF
most given parameters are present (Symbol, OrderQty, Price, HandlInst, 
ClOrderID) but OrdType is missing.

In the .incoming log are

Field '60 : TransactTime' must have a value.
Field '40 : OrdType' must have a value.
Field '11 : ClOrdID' must have a value.
Conditional field '38 : OrderQty' (CashOrderQty IS NULL ) must have a value.
Conditional field '152 : CashOrderQty' (OrderQty IS NULL ) must have a value.

OrdType is not sent, ok. ClOrdID should be sent, as logged in .outgoing, 
but it wasn't.


Where is the OrdType to be placed correctly?

thanks for any help
Peter

Re: [Quickfix-developers] How to trap a receive message

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

Right!

On Aug 17, 2004, at 8:26 AM, Rich Holm wrote:

>
> Isn't that backwards... application messages in fromApp and admin=20
> messages in fromAdmin?
>
> Cheers,
> Rich
>
>
>
> Oren Miller 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
>>
>> Well, you are getting all the admin message in fromApp, and all the=20=

>> application messages in fromAdmin. So you can just create a new=20
>> method and have both of these callbacks pass the parameters to that=20=

>> method.
>>
>> --oren
>>
>> On Aug 16, 2004, at 11:10 AM, Sharma Himanshu 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,
>>>
>>> I want to trap all messages(session + app) that come in the system=20=

>>> at one central point.
>>>
>>> How can I do this? If not what is the next best method?
>>>
>>> Himanshu
>>>
>>> _________________________________________________________________
>>> Claim your Citibank Ready Cash today.=20
>>> http://go.msnserver.com/IN/54177.asp It=92s fast, easy and =
affordable.
>>>
>>>
>>>
>>> -------------------------------------------------------
>>> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank=20
>>> Media
>>> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
>>> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
>>> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> -------------------------------------------------------
>> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank =
Media
>> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
>> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
>> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

Re: [Quickfix-developers] TIB enable quickfix

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

Joerg,

How do you propose managing the two communication paths - one for
iLINK(tcp sockets) and one for MDAPI(tibco)?

Side note - I'm the developer who implemented the Order Entry Gateway for
the CME's Eurodollar Options System (EOS)
http://www.cme.com/abt/news/04-135EOSforEurodollars8295.html .

We didn't modify one line of QF. We felt it was more than capable of
handling our requirements. Oren and the other developers have done an
excellent job and have been more than responsive to our needs. The week
long sessions are a plus to us and our customers.

I wouldn't want more modifications to be made to QF which were specific t=
o
the CME. QF is an implementation of the FIX protocol not iLINK(GLOBEX),
MDAPI or Tibco for that matter. I'm up for suggestions, but for the
forseeable future the CME is not going to marry their Order Entry Path an=
d
Market Data Path.

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
>
> Hi Richard,
>
>> I'm new to quickfix but it looks like a very promising solution to our
>> FIX needs. To be perfect it should have a TIBCO Rendezvous interface
>> to fit into our architecture. I read in the mailing lists that some of
>> you where/are working on this possibility. I would like to know if
>> anyone willing to share some of their code with me or do I need to
>> start from scratch ?
>
> Yes, I have discussed a TIBCO interface (TibcoSocketAcceptor and
> TibcoSocketInitiator) with Oren lately, since the Chicago Mercantile
> Exchange (www.cme.com) uses TIBCO and QuickFIX.  Perhaps they give you
> some support in developing an open source TIBCO adapater.
>
> Cheers, J=F6rg
>
> --
> 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
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by Shop4tech.com-Lowest price on Blank Media
> 100pk Sonic DVD-R 4x for only $29 -100pk Sonic DVD+R for only $33
> Save 50% off Retail on Ink & Toner - Free Shipping and Free Gift.
> http://www.shop4tech.com/z/Inkjet_Cartridges/9_108_r285
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


--=20