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From: Oren M. <or...@qu...> - 2004-08-10 00:03:23
|
Can't say I've seen anything like the fields being switched like this. =20= Do your outgoing logs on the client match this? --oren On Aug 9, 2004, at 2:02 PM, Patrick Flannery wrote: > Oren, > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 On the acceptor side we occasionally = notice something like: > > =A0 > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> > > =A0 =20 > (8=3DFIX.4.49=3D13535=3DS34=3D634649=3DCLIENT252=3D20040809-17:46:=20 > 16.72856=3DTW55=3D245:3941:111052:=20 > call117=3D0132=3D62.000000000133=3D63.000000000134=3D300135=3D30010=3D01= 5) > > =A0 > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> > > =A0 =20 > (8=3DFIX.4.49=3D13535=3DS34=3D634649=3DCLIENT252=3D20040809-17:46:=20 > 16.74456=3DTW55=3D245:3941:111051:=20 > call117=3D0132=3D83.000000000133=3D84.000000000134=3D300135=3D30010=3D01= 8) > > =A0 > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> > > =A0 (MsgSeqNum too low RECEIVED: 6346 EXPECTED: 6347 PosDup: N) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> > > =A0 (Sequence number too low and PossDupFlag is false) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> > > =A0 (Disconnecting) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> > > =A0 =20 > (8=3DFIX.4.49=3D13335=3DS34=3D634749=3DCLIENT252=3D20040809-17:46:16.744= 56=3DTW55=3D0:=20 > 0:31234:=20 > strategy117=3D0132=3D70.000000000133=3D71.500000000134=3D200135=3D20010=3D= 171) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> > > =A0 (Logon state is not valid for message) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> > > =A0 =20 > (8=3DFIX.4.49=3D13335=3DS34=3D634849=3DCLIENT252=3D20040809-17:46:16.744= 56=3DTW55=3D0:=20 > 0:29252:=20 > strategy117=3D0132=3D17.500000000133=3D19.000000000134=3D200135=3D20010=3D= 182) > > <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> > > =A0 (Logon state is not valid for message) > > <20040809-17:46:21, FIX.4.4:TW->CLIENT2, incoming> > > =A0 =20 > (8=3DFIX.4.49=3D6835=3DA34=3D149=3DCLIENT252=3D20040809-17:46:=20 > 21.87056=3DTW98=3D0108=3D60000010=3D110) > > <20040809-17:46:21, FIX.4.4:TW->CLIENT2, event> > > =A0 (Received logon request)=A0 (Disconnecting) > > =A0 > > One thing I notice is that a message appears to have been sent twice.=A0= =20 > The second message does not have a PossDupFlag and the values in =20 > fields 132 and133 are switched.=A0 That seems very strange.=A0 Do you = have =20 > any idea why that would be? =A0=A0We are using a multithreaded = acceptor =20 > and initiator. > > =A0 > > =A0 > > Patrick |
From: Jiaming S. <shu...@ya...> - 2004-08-09 19:17:24
|
HI, I am new to this quickFIX program. One thing I was looking for is how to get a session's FIX version if the TargetCompID is available. I did not find a way in the doc to get this information by taking TargetCompID as parameter. Nor did I find anything related to this question on your email achives. Thanks in advance for your reply. Thanks, --------------------------------- Do you Yahoo!? New and Improved Yahoo! Mail - 100MB free storage! |
From: Patrick F. <pat...@ch...> - 2004-08-09 19:02:48
|
Oren, On the acceptor side we occasionally notice something like: <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> (8=FIX.4.49=13535=S34=634649=CLIENT252=20040809-17:46:16.72856=TW55=245:3941 :111052:call117=0132=62.000000000133=63.000000000134=300135=30010=015) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> (8=FIX.4.49=13535=S34=634649=CLIENT252=20040809-17:46:16.74456=TW55=245:3941 :111051:call117=0132=83.000000000133=84.000000000134=300135=30010=018) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> (MsgSeqNum too low RECEIVED: 6346 EXPECTED: 6347 PosDup: N) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> (Sequence number too low and PossDupFlag is false) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> (Disconnecting) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> (8=FIX.4.49=13335=S34=634749=CLIENT252=20040809-17:46:16.74456=TW55=0:0:3123 4:strategy117=0132=70.000000000133=71.500000000134=200135=20010=171) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> (Logon state is not valid for message) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, incoming> (8=FIX.4.49=13335=S34=634849=CLIENT252=20040809-17:46:16.74456=TW55=0:0:2925 2:strategy117=0132=17.500000000133=19.000000000134=200135=20010=182) <20040809-17:46:16, FIX.4.4:TW->CLIENT2, event> (Logon state is not valid for message) <20040809-17:46:21, FIX.4.4:TW->CLIENT2, incoming> (8=FIX.4.49=6835=A34=149=CLIENT252=20040809-17:46:21.87056=TW98=0108=6000001 0=110) <20040809-17:46:21, FIX.4.4:TW->CLIENT2, event> (Received logon request) (Disconnecting) One thing I notice is that a message appears to have been sent twice. The second message does not have a PossDupFlag and the values in fields 132 and133 are switched. That seems very strange. Do you have any idea why that would be? We are using a multithreaded acceptor and initiator. Patrick |
From: Oren M. <or...@qu...> - 2004-08-06 17:40:24
|
Well it looks like you are trying to use start() in a single threaded=20 application. (I'm guessing this was the source of your earlier linking=20= issues). Unless you switch to multithreaded, you cannot use the start=20= call since it always creates a new thread. What you will probably want=20= to do is use the poll() method instead. You should call this during=20 your idle loop processing, or on a short timout interval (10-100ms). --oren On Aug 6, 2004, at 12:11 PM, Nico J=FCrs wrote: > Hi all, > > =A0 > > could anyone tell me how to integrate the SocketAcceptor into a MFC=20 > VC++ 6 application? > > Currently im doing the following calls in the initinstance() method of=20= > my CWinAPP derived class: > > =A0 > > try > > { > > FIX::SessionSettings settings( "setup.cfg" ); > > FixIfc fixIfc;=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 = // My QF Application derived class ... > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 FIX::FileStoreFactory factory( = settings ); > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 FIX::ScreenLogFactory logFactory( = true, true, true ); > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 FIX::SocketAcceptor acceptor( = fixIfc, factory, settings,=20 > logFactory ); > > =A0 > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 acceptor.start(); > > } > > catch ( std::exception & e ) > > { > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 AfxMessageBox( e.what() ); > > } > > =A0 > > while executing start() i get the following error: > > =A0 > > R6025 =96 pure virtual function call > > =A0 > > When debugging the application i can see the following stack: > > _NMSG_WRITE(int 25) line 221 > > _amsg_exit(int 25) line 324 + 9 bytes > > _purecall() line 35 + 7 bytes > > FIX::Acceptor::startThread(void * 0x0012fd8c) line 208 + 13 bytes > > _threadstartex(void * 0x00c51fd8) line 212 + 13 bytes > > KERNEL32! 77e5d33b() > > =A0 > > Using block() instead of start() works (the connection gets=20 > established and i see my add appears in banzai =E0 also the = application=20 > itself can=92t be used anymore). > > =A0 > > Or , does anyone knows a way to integrate the QF acceptor into the MFC=20= > Main Loop or get the Socket Connections running with MFC? > > =A0 > > =A0 > > Thanks, > > Nico |
From: <lig...@gm...> - 2004-08-06 17:11:30
|
Hi all, =20 could anyone tell me how to integrate the SocketAcceptor into a MFC VC++ = 6 application? Currently im doing the following calls in the initinstance() method of = my CWinAPP derived class: =20 try { FIX::SessionSettings settings( "setup.cfg" ); FixIfc fixIfc; // My QF Application derived class ... FIX::FileStoreFactory factory( settings ); FIX::ScreenLogFactory logFactory( true, true, true ); FIX::SocketAcceptor acceptor( fixIfc, factory, settings, logFactory ); =20 acceptor.start(); } catch ( std::exception & e ) { AfxMessageBox( e.what() ); } =20 while executing start() i get the following error: =20 R6025 =96 pure virtual function call =20 When debugging the application i can see the following stack: _NMSG_WRITE(int 25) line 221 _amsg_exit(int 25) line 324 + 9 bytes _purecall() line 35 + 7 bytes FIX::Acceptor::startThread(void * 0x0012fd8c) line 208 + 13 bytes _threadstartex(void * 0x00c51fd8) line 212 + 13 bytes KERNEL32! 77e5d33b() =20 Using block() instead of start() works (the connection gets established = and i see my add appears in banzai --> also the application itself can=92t = be used anymore).=20 =20 Or , does anyone knows a way to integrate the QF acceptor into the MFC = Main Loop or get the Socket Connections running with MFC? =20 =20 Thanks, Nico |
From: Oren M. <or...@qu...> - 2004-08-06 14:23:21
|
I've fixed it so that there won't be any more warnings or errors from =20= the compiler. VB.NET was confused (it seems to get confused a lot) =20 with some other private methods of the same name that took in C++ =20 parameters. I think that is what the compilation error was trying to =20= say. I've renamed those methods so there won't be any more ambiguity. =20= Here is the patch: http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/=20 Message.h?=20 r1=3D1.14%3ARELEASE_1_8_0&tr1=3D1.1&r2=3Dtext&tr2=3D1.16&diff_format=3Dh http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/=20 Message.cpp?=20 r1=3D1.12%3ARELEASE_1_8_0&tr1=3D1.1&r2=3Dtext&tr2=3D1.14&diff_format=3Dh Or you can just overwrite the old files with these: http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/=20 Message.h?view=3Dmarkup http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/=20 Message.cpp?view=3Dmarkup --oren On Aug 6, 2004, at 3:27 AM, Ramprakash Umapathy wrote: > I have also come across the same problem and still the line contains =20= > the > code msg.getField(field) in my project shows grilled lines. But I =20 > could able > to build my project. If you are not able to build, may be log off or =20= > restart > will make you to pass through. I don't remember exactly how it got =20 > solved > but it works for me eventhough VS.NET shows grilled lines. > > --Ram > > -----Original Message----- > From: qui...@li... > [mailto:qui...@li...] On Behalf Of =20= > Oren > Miller > Sent: venerd=EC 6 agosto 2004 01:10 > To: Peter Imhof > Cc: qui...@li... > Subject: Re: [Quickfix-developers] compile error > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Yeah, it's a strange thing. This problem doesn't show up in C# or > managed C++, only VB.NET. What's even stranger is that > msg.getHeader().getField(field) works just fine. I've played around a > little bit and have come up with a very ugly work around, but I'm = going > to see if I can find the root cause of this. You are doing the right > thing, I think the VB.NET compiler is not. Hopefully I'll find a true > resolution, but I will make some sort of workaround available > regardless. > > --oren > > On Aug 5, 2004, at 4:26 PM, Peter Imhof wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX FAQ: = http://www.quickfixengine.org/quickfix/doc/html/FAQ.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> hi >> >> In the fromApp(), when I try to get a Field with >> message.getField(field) I'm receiving the Compile Error (MS Devstudio >> 7.0 vb.net): >> >> "getField has a return type that is not supported or parameter types >> that are not supported" >> >> <snip> >> Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As >> QuickFix.SessionID) Implements QuickFix.Application.fromApp >> Dim field As New Symbol >> >> msg.getField(field) >> End Sub >> </snip> >> >> The error occurs with any value (msg.getField(55), whatever ). But, = on >> the other hand a msg.getGroup(convert.ToUInt32(1), group) works fine. >> I can't guess what Im doing wrong here... >> >> any hint & regards >> Peter >> >> >> >> ------------------------------------------------------- >> This SF.Net email is sponsored by OSTG. Have you noticed the changes >> on Linux.com, ITManagersJournal and NewsForge in the past few weeks? >> Now, one more big change to announce. We are now OSTG- Open Source >> Technology Group. Come see the changes on the new OSTG site. >> www.ostg.com _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes = on > Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, = =20 > one > more big change to announce. We are now OSTG- Open Source Technology =20= > Group. > Come see the changes on the new OSTG site. www.ostg.com > _______________________________________________ > Quickfix-developers mailing list =20 > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > |
From: Oren M. <or...@qu...> - 2004-08-06 14:08:46
|
Is your project set to compile using Multithreaded DLL? If not you=20 either need to do so or recompile QuickFIX using the same settings as=20 your project. --oren On Aug 5, 2004, at 11:49 AM, Nico J=FCrs wrote: > Hi *, > > =A0 > > i=92ve downloaded the most current version of the QuickFix Engine for=20= > Windows/C++. > > =A0 > > During linking process i get the following errors: > > =A0 > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: virtual=20 > __thiscall std::logic_error::~logic_error(void)"=20 > (??1logic_error@std@@UAE@XZ) bereits in quickfix.lib(MessageStore.obj)=20= > definiert > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall=20 > std::logic_error::logic_error(class std::basic_string<char,struct=20 > std::char_traits<char>,class std::allocator<char> > const &)"=20 > (??0logic_error@std@@QAE@ABV?$basic_string@DU?$char_trait > > s@D@std@@V?$allocator@D@2@@1@@Z) bereits in=20 > quickfix.lib(MessageStore.obj) definiert > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall=20 > std::logic_error::logic_error(class std::logic_error const &)"=20 > (??0logic_error@std@@QAE@ABV01@@Z) bereits in=20 > quickfix.lib(MessageStore.obj) definiert > > LINK : fatal error LNK1104: Datei "atls.lib" kann nicht geoeffnet=20 > werden > > Fehler beim Ausf=FChren von link.exe. > > =A0 > > Can anyone tell me why the logic_error objects are multible defined? > > =A0 > > Thanks, > > Nico |
From: Brendan B. B. <br...@ka...> - 2004-08-06 14:05:50
|
Hi, Whatever you're linking is pulling in both the MFC and VC++ C Libraries which declare the same symbols. If you're using VC++ 6.0 (can't help w/VS.NET, sorry), check your project settings - goto the General tab, and see if "Microsoft Foundation Classes" is "Not using MFC" or "Use MFC in a Shared DLL" (or "Use MFC in a Static Library" if you have that option). Your app and quickfix library usually need to have matching settings. Cheers, Brendan > i=92ve downloaded the most current version of the QuickFix Engine for > Windows/C++. > > During linking process i get the following errors: > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: virtual __thiscall > std::logic_error::~logic_error(void)" (??1logic_error@std@@UAE@XZ) = > bereits > in quickfix.lib(MessageStore.obj) definiert > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall > std::logic_error::logic_error(class std::basic_string<char,struct > std::char_traits<char>,class std::allocator<char> > const &)" > (??0logic_error@std@@QAE@ABV?$basic_string@DU?$char_trait > > s@D@std@@V?$allocator@D@2@@1@@Z) bereits in = > quickfix.lib(MessageStore.obj) > definiert > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall > std::logic_error::logic_error(class std::logic_error const &)" > (??0logic_error@std@@QAE@ABV01@@Z) bereits in = > quickfix.lib(MessageStore.obj) > definiert > > LINK : fatal error LNK1104: Datei "atls.lib" kann nicht geoeffnet werden > > Fehler beim Ausf=FChren von link.exe. > > > > Can anyone tell me why the logic_error objects are multible defined? |
From: Oren M. <or...@qu...> - 2004-08-06 10:27:37
|
Hi Eddy, Support for week long sessions was checked in to the repository last week. It has a lot of unit tests, and is looking good, but I'm waiting for some extra verification before I give it a gold star. You can give the CVS version a shot if you like. It introduces a StartDay and EndDay field which are designated by days of the week. Otherwise, the easiest thing to do would be to modify isSameSession and isSessionTime to always return true. This should guarantee that QuickFIX will never reset on it's own. Then you can either use cron to clear out the files whenever you like, or call the reset() method on the session yourself anytime you like. The later method will work for any message store such as for MySQL or custom ones. --oren On Aug 6, 2004, at 1:28 AM, Van Gelder Eddy (KATO 2) wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi Oren, > > how can I configure the QF1.8.0 so that no EOD is made? > Basically I want to start and stop from cron ( Local Time ) and be > independent from the EndTime, StartTime. > I tried using start and stop as 00:00:00 , but this forces the > sequence number to be reset. Can I use the weeklong session ? > > Rgds, > > Eddy > > BTW : Great job on the QF180, thanks ! > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes on > Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, > one more big change to announce. We are now OSTG- Open Source > Technology > Group. Come see the changes on the new OSTG site. www.ostg.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Ramprakash U. <ram...@ca...> - 2004-08-06 08:28:05
|
I have also come across the same problem and still the line contains the code msg.getField(field) in my project shows grilled lines. But I could = able to build my project. If you are not able to build, may be log off or = restart will make you to pass through. I don't remember exactly how it got = solved but it works for me eventhough VS.NET shows grilled lines. --Ram -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of = Oren Miller Sent: venerd=EC 6 agosto 2004 01:10 To: Peter Imhof Cc: qui...@li... Subject: Re: [Quickfix-developers] compile error QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html QuickFIX Support: http://www.quickfixengine.org/services.html Yeah, it's a strange thing. This problem doesn't show up in C# or=20 managed C++, only VB.NET. What's even stranger is that=20 msg.getHeader().getField(field) works just fine. I've played around a=20 little bit and have come up with a very ugly work around, but I'm going=20 to see if I can find the root cause of this. You are doing the right=20 thing, I think the VB.NET compiler is not. Hopefully I'll find a true=20 resolution, but I will make some sort of workaround available=20 regardless. --oren On Aug 5, 2004, at 4:26 PM, Peter Imhof wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > hi > > In the fromApp(), when I try to get a Field with > message.getField(field) I'm receiving the Compile Error (MS Devstudio=20 > 7.0 vb.net): > > "getField has a return type that is not supported or parameter types > that are not supported" > > <snip> > Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As > QuickFix.SessionID) Implements QuickFix.Application.fromApp > Dim field As New Symbol > > msg.getField(field) > End Sub > </snip> > > The error occurs with any value (msg.getField(55), whatever ). But, on = > the other hand a msg.getGroup(convert.ToUInt32(1), group) works fine.=20 > I can't guess what Im doing wrong here... > > any hint & regards > Peter > > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes=20 > on Linux.com, ITManagersJournal and NewsForge in the past few weeks?=20 > Now, one more big change to announce. We are now OSTG- Open Source=20 > Technology Group. Come see the changes on the new OSTG site.=20 > www.ostg.com _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > ------------------------------------------------------- This SF.Net email is sponsored by OSTG. Have you noticed the changes on Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, = one more big change to announce. We are now OSTG- Open Source Technology = Group. Come see the changes on the new OSTG site. www.ostg.com _______________________________________________ Quickfix-developers mailing list = Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Van G. E. (K. 2) <edd...@cr...> - 2004-08-06 06:28:56
|
Hi Oren, how can I configure the QF1.8.0 so that no EOD is made? Basically I want to start and stop from cron ( Local Time ) and be independent from the EndTime, StartTime. I tried using start and stop as 00:00:00 , but this forces the sequence number to be reset. Can I use the weeklong session ? Rgds, Eddy BTW : Great job on the QF180, thanks ! |
From: Oren M. <or...@qu...> - 2004-08-05 23:10:26
|
Yeah, it's a strange thing. This problem doesn't show up in C# or managed C++, only VB.NET. What's even stranger is that msg.getHeader().getField(field) works just fine. I've played around a little bit and have come up with a very ugly work around, but I'm going to see if I can find the root cause of this. You are doing the right thing, I think the VB.NET compiler is not. Hopefully I'll find a true resolution, but I will make some sort of workaround available regardless. --oren On Aug 5, 2004, at 4:26 PM, Peter Imhof wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > hi > > In the fromApp(), when I try to get a Field with > message.getField(field) I'm receiving the Compile Error (MS Devstudio > 7.0 vb.net): > > "getField has a return type that is not supported or parameter types > that are not supported" > > <snip> > Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As > QuickFix.SessionID) Implements QuickFix.Application.fromApp > Dim field As New Symbol > > msg.getField(field) > End Sub > </snip> > > The error occurs with any value (msg.getField(55), whatever ). > But, on the other hand a msg.getGroup(convert.ToUInt32(1), group) > works fine. I can't guess what Im doing wrong here... > > any hint & regards > Peter > > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes on > Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, > one more big change to announce. We are now OSTG- Open Source > Technology > Group. Come see the changes on the new OSTG site. www.ostg.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Peter I. <pi...@at...> - 2004-08-05 21:27:21
|
hi In the fromApp(), when I try to get a Field with message.getField(field) I'm receiving the Compile Error (MS Devstudio 7.0 vb.net): "getField has a return type that is not supported or parameter types that are not supported" <snip> Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As QuickFix.SessionID) Implements QuickFix.Application.fromApp Dim field As New Symbol msg.getField(field) End Sub </snip> The error occurs with any value (msg.getField(55), whatever ). But, on the other hand a msg.getGroup(convert.ToUInt32(1), group) works fine. I can't guess what Im doing wrong here... any hint & regards Peter |
From: Joerg T. <Joe...@ma...> - 2004-08-05 17:25:28
|
Hallo Nico, you should translate the error messages for our English speaking friends: "bereits in ... definiert" = "already defined in ..." All the other messages translated below. Cheers, Jörg > i've downloaded the most current version of the QuickFix Engine for > Windows/C++. > > > > During linking process i get the following errors: > > > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: virtual __thiscall > std::logic_error::~logic_error(void)" (??1logic_error@std@@UAE@XZ) > bereits in quickfix.lib(MessageStore.obj) definiert already defined in > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall > std::logic_error::logic_error(class std::basic_string<char,struct > std::char_traits<char>,class std::allocator<char> > const &)" > (??0logic_error@std@@QAE@ABV?$basic_string@DU?$char_trait > > s@D@std@@V?$allocator@D@2@@1@@Z) bereits in already defined in > quickfix.lib(MessageStore.obj) definiert > > msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall > std::logic_error::logic_error(class std::logic_error const &)" > (??0logic_error@std@@QAE@ABV01@@Z) bereits in already defined in > quickfix.lib(MessageStore.obj) definiert > > LINK : fatal error LNK1104: Datei "atls.lib" kann nicht geoeffnet werden Cannot open file "atls.lib" > > Fehler beim Ausführen von link.exe. Error executing link.exe > > > > Can anyone tell me why the logic_error objects are multible defined? > > > > Thanks, > > Nico > -- Joerg Thoennes http://macd.com Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen |
From: <lig...@gm...> - 2004-08-05 16:49:08
|
Hi *, =20 i=92ve downloaded the most current version of the QuickFix Engine for Windows/C++. =20 During linking process i get the following errors: =20 msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: virtual __thiscall std::logic_error::~logic_error(void)" (??1logic_error@std@@UAE@XZ) = bereits in quickfix.lib(MessageStore.obj) definiert msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall std::logic_error::logic_error(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &)" (??0logic_error@std@@QAE@ABV?$basic_string@DU?$char_trait s@D@std@@V?$allocator@D@2@@1@@Z) bereits in = quickfix.lib(MessageStore.obj) definiert msvcprtd.lib(MSVCP60D.dll) : error LNK2005: "public: __thiscall std::logic_error::logic_error(class std::logic_error const &)" (??0logic_error@std@@QAE@ABV01@@Z) bereits in = quickfix.lib(MessageStore.obj) definiert LINK : fatal error LNK1104: Datei "atls.lib" kann nicht geoeffnet werden Fehler beim Ausf=FChren von link.exe. =20 Can anyone tell me why the logic_error objects are multible defined? =20 Thanks, Nico |
From: Oren M. <or...@qu...> - 2004-08-05 15:19:58
|
This has been talked about several times. We plan on adding support=20 for this, but currently QuickFIX does not do it out of the box. I've=20 heard some users have made this modification, so maybe someone will=20 step forward with what they have done. Otherwise, unfortunately, until=20= we release this feature you will have to modify the source to do this. --oren On Aug 5, 2004, at 4:04 AM, Carmen G=F3mez wrote: > =A0 > Hi, > I'm implementing a FIX Server (acceptor) but I need to create the=20 > sessions dynamically for each client. When I receive a logon request=20= > I'd like to look for the Target/Sender of that client on a DataBase,=20= > instead of read all the sessions in the config file at first. That is=20= > because I need to add new clients in real time, without restarting the=20= > server. > My question is: =BFis there any way to do that actually or may I to=20= > modify the way quickfix works now? > =A0 > Thanks in advanced, > Carmen > ___________________________________________ > Carmen G=F3mez Valenzuela > Visual Chart Group, S.L. > www.visualchart.com > Telf: (+34) 902 34 11 34 |
From: Oren M. <or...@qu...> - 2004-08-05 15:17:07
|
No, can't say that I've heard of that happening. Is anything showing=20 up in your event log? Are you using 1.8? --oren On Aug 5, 2004, at 10:07 AM, Patrick Flannery wrote: > Oren, > > =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 Has anyone ever had problems with = onLogout being fired at=20 > seemingly random times?=A0 I made a change to correct the heartbeats=20= > being lost by calling next() in the Session::next(Message &).=A0 Any=20= > suggestions that you may have would be greatly appreciated. > > Patrick |
From: Patrick F. <pat...@ch...> - 2004-08-05 15:07:30
|
Oren, Has anyone ever had problems with onLogout being fired at seemingly random times? I made a change to correct the heartbeats being lost by calling next() in the Session::next(Message &). Any suggestions that you may have would be greatly appreciated. Patrick |
From: <ili...@bn...> - 2004-08-05 13:26:13
|
Hi Bill, Excellent catch. I'll test this as soon as possible. Many thanks again, I really appreciate. Ilyas Internet bil...@ra... - 05/08/2004 13:14 Pour : quickfix-developers cc : Ilias USAL Objet : AW: [Quickfix-developers] Allocation Hi Ilyas Tag 12 appears in a group (78 NoAllocs). Is it possible that tag 439 doesn't appear in the description of the group? If this is the case (I have no 4.2 description on my desk), the group is closed and tag 12 is found in the wrong context (outside of the group). The second message doesn't contain tag 439 and tag 12 is seen in the context of 78 NoAllocs. Regards Robert -----Urspr=FCngliche Nachricht----- Von: ili...@bn... [mailto:ili...@bn...] Gesendet: Donnerstag, 5. August 2004 11:47 An: qui...@li... Betreff: [Quickfix-developers] Allocation QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I'm trying to receive FIX 4.2 Allocation, but for some reason some messages don't make it through the validation (they are rejected right away) whereas some other don't. I'm receiving: I'm using QF 1.6.0, and I've downloaded the latest FIX42.xml data dictionary. Do you have any idea what could cause this behaviour? Many thanks, Ilyas This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le "message") sont etablis a l'intention exclusive de ses destinataires et sont confidentiels. Si vous recevez ce message par erreur, merci de le detruire et d'en avertir immediatement l'expediteur. Toute utilisation de ce message non conforme a sa destination, toute diffusion ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'internet ne permettant pas d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce message, dans l'hypothese ou il aurait ete modifie. ------------------------------------------------------- This SF.Net email is sponsored by OSTG. Have you noticed the changes on Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, one more big change to announce. We are now OSTG- Open Source Technology Group. Come see the changes on the new OSTG site. www.ostg.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers This message and any attachments (the "message") is intended solely for the addressees and is confidential.=20 If you receive this message in error, please delete it and=20 immediately notify the sender. Any use not in accord with=20 its purpose, any dissemination or disclosure, either whole=20 or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message.=20 BNP PARIBAS (and its subsidiaries) shall (will) not=20 therefore be liable for the message if modified.=20 --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le=20 "message") sont etablis a l'intention exclusive de ses=20 destinataires et sont confidentiels. Si vous recevez ce=20 message par erreur, merci de le detruire et d'en avertir=20 immediatement l'expediteur. Toute utilisation de ce=20 message non conforme a sa destination, toute diffusion=20 ou toute publication, totale ou partielle, est interdite, sauf=20 autorisation expresse. L'internet ne permettant pas=20 d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce=20 message, dans l'hypothese ou il aurait ete modifie. |
From: Joerg T. <Joe...@ma...> - 2004-08-05 11:56:59
|
Hi both, > Tag 12 appears in a group (78 NoAllocs). Is it possible that tag 439 doesn't > appear in the description of the group? Yes, the tag is only part of ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest and the NoOrders group of SettlementInstructions. Starting with FIX 4.3, this field is replaced anyway. > If this is the case (I have no 4.2 description on my desk), the group is > closed and tag 12 is found in the wrong context (outside of the group). The > second message doesn't contain tag 439 and tag 12 is seen in the context of > 78 NoAllocs. So this analyis is correct. 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 |
From: Bill R. Hr. <bil...@ra...> - 2004-08-05 11:14:58
|
Hi Ilyas Tag 12 appears in a group (78 NoAllocs). Is it possible that tag 439 = doesn't appear in the description of the group? If this is the case (I have no 4.2 description on my desk), the group = is closed and tag 12 is found in the wrong context (outside of the group). = The second message doesn't contain tag 439 and tag 12 is seen in the = context of 78 NoAllocs. Regards Robert -----Urspr=FCngliche Nachricht----- Von: ili...@bn... [mailto:ili...@bn...]=20 Gesendet: Donnerstag, 5. August 2004 11:47 An: qui...@li... Betreff: [Quickfix-developers] Allocation QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I'm trying to receive FIX 4.2 Allocation, but for some reason some = messages don't make it through the validation (they are rejected right away) = whereas some other don't. I'm receiving: 8=3DFIX.4.2 9=3D543 35=3DJ 34=3D111 49=3DAAA 56=3DBBB 43=3DN 50=3DXXX 52=3D20040805-08:36:25.181 70=3DA00114731HK004@4 71=3D5 73=3D1 11=3D28804 37=3D00173659HK 54=3D1 55=3D2897.JP 48=3DJP3675600005 107=3DNISSIN FOOD PRODUCTS CO LTD 22=3D4 207=3DT 53=3D100.0 6=3D1.25 15=3DJPY 75=3D20040805 60=3D20040805-16:36:23 63=3D6 64=3D20040810 381=3D125.0 118=3D126.0 58=3DCOMPLETE $$ Indicative Business Terms, Official Confirmation to = follow. $$ JP 78=3D1 79=3D214764 80=3D100.0 76=3DBNP PARIBAS PEREGRINE 439=3DBNPAJPJ2 109=3DDPB 12=3D1.0 13=3D3 153=3D1.25 154=3D126.0 119=3D126.0 120=3DJPY 136=3D2 137=3D0.0 138=3DJPY 139=3D4 137=3D0.0 138=3DJPY 139=3D7 10=3D168 Which generates this message: 8=3DFIX.4.2 9=3D123 35=3D3 34=3D115 49=3DBBB 52=3D20040805-08:36:25 56=3DAAA 45=3D111 58=3DTag not defined for this message type 371=3D12 372=3DJ 373=3D2 10=3D020 But this allocation cancellation is accepted: 8=3DFIX.4.2 9=3D542 35=3DJ 34=3D115 49=3DAAA 56=3DBBB 43=3DN 50=3DXXX 52=3D20040805-08:37:32.282 70=3DA00114731HK004@4@C 71=3D2 72=3DA00114731HK004@4 73=3D1 11=3D28804 37=3D00173659HK 54=3D1 55=3D2897.JP 48=3DJP3675600005 107=3DNISSIN FOOD PRODUCTS CO LTD 22=3D4 207=3DT 53=3D100.0 6=3D1.25 15=3DJPY 75=3D20040805 60=3D20040805-16:36:23 63=3D6 64=3D20040810 381=3D125.0 118=3D126.0 58=3DCOMPLETE $$ Indicative Business Terms, Official Confirmation to = follow. $$ JP 78=3D1 80=3D100.0 76=3DBNP PARIBAS PEREGRINE 109=3DDPB 12=3D1.0 13=3D3 153=3D1.25 154=3D126.0 119=3D126.0 120=3DJPY 136=3D2 137=3D0.0 138=3DJPY 139=3D4 137=3D0.0 138=3DJPY 139=3D7 10=3D069 I'm using QF 1.6.0, and I've downloaded the latest FIX42.xml data dictionary. Do you have any idea what could cause this behaviour? Many thanks, Ilyas This message and any attachments (the "message") is intended solely for the addressees and is confidential.=20 If you receive this message in error, please delete it and=20 immediately notify the sender. Any use not in accord with=20 its purpose, any dissemination or disclosure, either whole=20 or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message.=20 BNP PARIBAS (and its subsidiaries) shall (will) not=20 therefore be liable for the message if modified.=20 --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le=20 "message") sont etablis a l'intention exclusive de ses=20 destinataires et sont confidentiels. Si vous recevez ce=20 message par erreur, merci de le detruire et d'en avertir=20 immediatement l'expediteur. Toute utilisation de ce=20 message non conforme a sa destination, toute diffusion=20 ou toute publication, totale ou partielle, est interdite, sauf=20 autorisation expresse. L'internet ne permettant pas=20 d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce=20 message, dans l'hypothese ou il aurait ete modifie. ------------------------------------------------------- This SF.Net email is sponsored by OSTG. Have you noticed the changes on Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, one more big change to announce. We are now OSTG- Open Source = Technology Group. Come see the changes on the new OSTG site. www.ostg.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: <ili...@bn...> - 2004-08-05 09:47:02
|
Hi all, I'm trying to receive FIX 4.2 Allocation, but for some reason some messages don't make it through the validation (they are rejected right away) whereas some other don't. I'm receiving: 8=FIX.4.2 9=543 35=J 34=111 49=AAA 56=BBB 43=N 50=XXX 52=20040805-08:36:25.181 70=A00114731HK004@4 71=5 73=1 11=28804 37=00173659HK 54=1 55=2897.JP 48=JP3675600005 107=NISSIN FOOD PRODUCTS CO LTD 22=4 207=T 53=100.0 6=1.25 15=JPY 75=20040805 60=20040805-16:36:23 63=6 64=20040810 381=125.0 118=126.0 58=COMPLETE $$ Indicative Business Terms, Official Confirmation to follow. $$ JP 78=1 79=214764 80=100.0 76=BNP PARIBAS PEREGRINE 439=BNPAJPJ2 109=DPB 12=1.0 13=3 153=1.25 154=126.0 119=126.0 120=JPY 136=2 137=0.0 138=JPY 139=4 137=0.0 138=JPY 139=7 10=168 Which generates this message: 8=FIX.4.2 9=123 35=3 34=115 49=BBB 52=20040805-08:36:25 56=AAA 45=111 58=Tag not defined for this message type 371=12 372=J 373=2 10=020 But this allocation cancellation is accepted: 8=FIX.4.2 9=542 35=J 34=115 49=AAA 56=BBB 43=N 50=XXX 52=20040805-08:37:32.282 70=A00114731HK004@4@C 71=2 72=A00114731HK004@4 73=1 11=28804 37=00173659HK 54=1 55=2897.JP 48=JP3675600005 107=NISSIN FOOD PRODUCTS CO LTD 22=4 207=T 53=100.0 6=1.25 15=JPY 75=20040805 60=20040805-16:36:23 63=6 64=20040810 381=125.0 118=126.0 58=COMPLETE $$ Indicative Business Terms, Official Confirmation to follow. $$ JP 78=1 80=100.0 76=BNP PARIBAS PEREGRINE 109=DPB 12=1.0 13=3 153=1.25 154=126.0 119=126.0 120=JPY 136=2 137=0.0 138=JPY 139=4 137=0.0 138=JPY 139=7 10=069 I'm using QF 1.6.0, and I've downloaded the latest FIX42.xml data dictionary. Do you have any idea what could cause this behaviour? Many thanks, Ilyas This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le "message") sont etablis a l'intention exclusive de ses destinataires et sont confidentiels. Si vous recevez ce message par erreur, merci de le detruire et d'en avertir immediatement l'expediteur. Toute utilisation de ce message non conforme a sa destination, toute diffusion ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'internet ne permettant pas d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce message, dans l'hypothese ou il aurait ete modifie. |
From: <ca...@vi...> - 2004-08-05 09:04:52
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=20 Hi, I'm implementing a FIX Server (acceptor) but I need to create the = sessions dynamically for each client. When I receive a logon request I'd = like to look for the Target/Sender of that client on a DataBase, instead = of read all the sessions in the config file at first. That is because I = need to add new clients in real time, without restarting the server.=20 My question is: =BFis there any way to do that actually or may I to = modify the way quickfix works now? Thanks in advanced, Carmen ___________________________________________ Carmen G=F3mez Valenzuela Visual Chart Group, S.L. www.visualchart.com Telf: (+34) 902 34 11 34 |
From: Oren M. <or...@qu...> - 2004-08-04 14:59:22
|
Is your receiver handling FIX41 NewOrderSingle messages in its message cracker? --oren On Aug 4, 2004, at 9:21 AM, Ramprakash Umapathy wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > Why I get Unsupported Message Type in Reject Message when I try to send > message using NewOrderSingle41. Surprisingly I was getting the > execution > message back when I was using FIX4.2. This error started coming after I > switched in my code to NewOrderSingle41 to send messages. > > Why newOrderSingle41 is rejected always? > > My Acceptor File Settings, > > [DEFAULT] > ConnectionType=acceptor > SocketAcceptPort=5001 > FileStorePath=store > StartTime=00:00:00 > EndTime=00:00:00 > > [SESSION] > BeginString=FIX.4.1 > SenderCompID=s09183 > TargetCompID=FS > DataDictionary=FIX41.xml > > My Initiator Settings, > > [DEFAULT] > ConnectionType=initiator > HeartBtInt=30 > FileStorePath=D:\Caboto\QFStoreFiles > FileLogPath=D:\Caboto\QFLogFiles > StartTime=00:00:00 > EndTime=00:00:00 > UseDataDictionary=N > SocketConnectHost=localhost > SocketConnectPort=5001 > > [SESSION] > BeginString=FIX.4.1 > SenderCompID=FS > TargetCompID=s09183 > > > Thanks in advance, > Ramprakash Umapathy > > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes on > Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, > one more big change to announce. We are now OSTG- Open Source > Technology > Group. Come see the changes on the new OSTG site. www.ostg.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Oren M. <or...@qu...> - 2004-08-04 14:30:00
|
All admin messages come in through the fromAdmin callback. If they send you a logout message with text, it will show up there. --oren On Aug 4, 2004, at 8:52 AM, Peter Imhof wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > hi > > A client connection fails with the message "58=Logon seqnum 217 is > lower than expected seqnum 220". > Now I know I can set the seqnum with setNextSenderMsgSeqNum(220). > But how do I retrieve the FieldTag 58 with its message in onLogout() ? > Any hint ? > > thanks > Peter > > > > ------------------------------------------------------- > This SF.Net email is sponsored by OSTG. Have you noticed the changes on > Linux.com, ITManagersJournal and NewsForge in the past few weeks? Now, > one more big change to announce. We are now OSTG- Open Source > Technology > Group. Come see the changes on the new OSTG site. www.ostg.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |