quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] How to Collect Rejected Message Details

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

Yeah, that method is inactive right now. It is going to be either 
removed or replaced.  The problem is the method as written doesn't 
translate well between C++ and a garbage collected language (no pointer 
references).  Instead you should use the get method that takes in two 
integers and an ArrayList.  Just set the begin and end of the range to 
be the same sequence number.

--oren

On Aug 4, 2004, at 8:31 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,
>
> Could anyone explain me how to collect Rejected Message Details?
>
> Presently I'm tring to pass RefSeqNum to MessageStore object and 
> trying to
> retrieve the Message as String. This approach does n't seems to be 
> working.
>
> My Message String retrieved from MessageStore.Get(iMessageNo,
> MessagetobeRetrieved) is always Nothing (null).
>
> Why is it so?
>
> I appreciate your help,
>
> I use QF1.8.0/VB.NET/Microsoft.NET 1.1
>
>
> Here is my code,
>
>     Public Overloads Overrides Sub onMessage(ByVal message As
> QuickFix41.Reject, ByVal sessionID As QuickFix.SessionID)
>
>         Try
>
>             'First Get RefSeqNum Tag 45 to get the Reject Message 
> SeqNum
>             Dim iRefSeqNo As Integer = 
> message.getRefSeqNum().getValue()
>
>             LogManager.Publish(, ServiceControl.UserName, "Rejected 
> Message
> Number", iRefSeqNo, LogInformationType.LogLevelInformation,
> ServiceControl.UserInfo)
>
>             Dim oQFMsgStores As QuickFix.MessageStore =
> Session.lookupSession(sessionID).getStore()
>
>             Dim bResult As Boolean
>             Dim MessageFromStores As String
>
>             bResult = oQFMsgStores.get(iRefSeqNo, MessageFromStores) 
> '<----
> MessageFromStores does not contain the message string
>
>
>         Catch e As System.Exception
>
>             LogManager.Publish(e, ServiceControl.UserName,
> "QuickFix41.Reject", , , ServiceControl.UserInfo)
>
>         Finally
>
>         End Try
>     End Sub
>
> Regards,
> Ramprakash
>
>
>
> -------------------------------------------------------
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>

[Quickfix-developers] Why I get Unsupported Message Type in Reject Message

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

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

[Quickfix-developers] retrieve expected seqnum.

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

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

[Quickfix-developers] How to Collect Rejected Message Details

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

Hi,

Could anyone explain me how to collect Rejected Message Details?=20

Presently I'm tring to pass RefSeqNum to MessageStore object and trying =
to
retrieve the Message as String. This approach does n't seems to be =
working.=20

My Message String retrieved from MessageStore.Get(iMessageNo,
MessagetobeRetrieved) is always Nothing (null).

Why is it so?

I appreciate your help,

I use QF1.8.0/VB.NET/Microsoft.NET 1.1


Here is my code,

    Public Overloads Overrides Sub onMessage(ByVal message As
QuickFix41.Reject, ByVal sessionID As QuickFix.SessionID)

        Try

            'First Get RefSeqNum Tag 45 to get the Reject Message SeqNum
            Dim iRefSeqNo As Integer =3D =
message.getRefSeqNum().getValue()

            LogManager.Publish(, ServiceControl.UserName, "Rejected =
Message
Number", iRefSeqNo, LogInformationType.LogLevelInformation,
ServiceControl.UserInfo)

            Dim oQFMsgStores As QuickFix.MessageStore =3D
Session.lookupSession(sessionID).getStore()

            Dim bResult As Boolean
            Dim MessageFromStores As String

            bResult =3D oQFMsgStores.get(iRefSeqNo, MessageFromStores) =
'<----
MessageFromStores does not contain the message string


        Catch e As System.Exception

            LogManager.Publish(e, ServiceControl.UserName,
"QuickFix41.Reject", , , ServiceControl.UserInfo)

        Finally

        End Try
    End Sub

Regards,
Ramprakash

RE: [Quickfix-developers] UtcTimeStamp::tm_isdst = -1

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

Hi Oren,

> It's because of how we are doing time comparisons in some places.  The 
> problem is when you need to do conversions to time_t using mktime.  If 
> you are in a time zone that is observing daylight savings, and you do a 
> mktime, if you convert back into a tm_struct you will be one hour off.  
> By setting this value to -1, the system will do the appropriate check 
> for the timezone when doing the conversion.  Why are we using time_t?  
> Mostly to make it easier to do time comparisons.  I don't think it is 
> really justifiable to keep doing this.  If we get rid of using time_t 
> and rewrite the UtcTimeStamp comparison operators to use the 
> constituents of the tm struct, we can probably stop doing this.

> On Aug 2, 2004, at 1:46 PM, Brendan B. Boerner wrote:
> 
> > UtcTimeStamp::setCurrent() sets tm_isdst = -1, why is this done
> > instead of using the value as set by gmtime()?
> >
> > Thanks,
> > Brendan

Between the Microsoft documentation :-) and lack of clarity regarding
localtime/utc conversion between functions (why isn't there a
mktime() which supports converting a utc tm_struct back to local
time? :-( ) I did some tests converting time_t to tm_struct using
localtime()/gmtime()/mktime().  My results are below is you're
interested.

Note that in the cases I checked '>saved_time_t' was usually either
=utc or utc +1h e.g.  localtime + utc_offset / localtime +
utc_offset+1h, etc.

    Saved_time_t: 8/3/04-05:11:12 (utc)
    Date Run: 8/3/04
    saved_time_t (localtime):
        -> ctime(): localtime
        -> gmtime() -> strftime(): utc
                    -> mktime(): >saved_time_t
                    -> mktime() -> ctime(): utc + 1h

    saved_time_t (localtime):
        -> ctime(): localtime
        -> localtime() -> strftime(): localtime
                    -> mktime(): =saved_time_t
                    -> mktime() -> ctime(): localtime

    saved_time_t (utc):
        -> ctime(): utc
        -> gmtime() -> strftime(): utc + 5h
                    -> mktime(): >saved_time_t
                    -> mktime() -> ctime(): utc + 6h

    saved_time_t (utc):
        -> ctime(): utc
        -> localtime() -> strftime(): utc
                    -> mktime(): =saved_time_t
                    -> mktime() -> ctime(): utc

    strptime2() -> struct tm:
        -> strftime(): utc
        -> mktime(): saved_time_t + 18K (5h) e.g. UTC
        -> mktime() -> ctime(): utc

    time(NULL):
        -> ctime(): localtime
        -> gmtime() -> strftime(): utc
                    -> mktime(): >time(NULL)
                    -> mktime() -> ctime(): utc + 1h

    time(NULL):
        -> ctime(): localtime
        -> localtime() -> strftime(): localtime
                    -> mktime(): =time(NULL)
                    -> mktime() -> ctime(): localtime


> Actually, thinking this through a little more, it probably has more to 
> do with adding and subtracting seconds to a UtcTimeStamp.  This is not 
> something I really know how to do reliably without using a time_t.  Any 
> suggestions on this?

From these results, I think you're ok on operator+=() as you're doing
a tm_struct(containing a utc time) into a time_t(utc) and then back
using localtime.  That should work.  In fact, it seems to be the only
thing which will :-).

void UtcTimeStamp::operator+=( long seconds )
{
  tm copy = *this;
  time_t time = mktime( const_cast < tm* > ( &copy ) );
  time += seconds;
  *static_cast < tm* > ( this ) = time_localtime( &time );
  tm_isdst = -1;
}

There's no operator-=() to worry about.  The long operator-( const
UtcTimeStamp&, const UtcTimeStamp& ) should be fine as well as the
diff will be between two time_t(utc).

Cheers,
Brendan

Re: [Quickfix-developers] Session Identification Problem

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

This is along the lines of what I was thinking.  I've made these=20
changes and checked them into CVS.

--oren

On Aug 2, 2004, at 12:08 PM, Pasquale d'Aloise wrote:

> Hi
> =A0
> I experienced same problem as Shamanth because there are some FIX=20
> market server that implement different services on difference TCP=20
> ports, using same session identifier.
> =A0
> I need to manage more than one simultaneous session with same=20
> SenderID, SenderSubID and TargetID.
> =A0
> I modified my quickfix code inserting a new configuration field=20
> "SessionQualifier". I added a new member "std::string m_strQualifier"=20=

> to class SessionID and I modified all methods to manage that new=20
> member.
> =A0
> I use the class MySQLStore to store sessions info, so I added a new=20
> field "session_qualifier" to my "sessions" table and I manage that=20
> field in my MySQLStore code version.
> =A0
> My code routes well messages to the right destination and I have been=20=

> using this implementation for many months.
> =A0
> Regards.
> Pasquale d'Aloise

Re: [Quickfix-developers] Automated Builds

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

Hi Oren,

when to you plan to publish the build scripts?  It would be good if
everyone could run the build system on his machine against the anonymous
  sourceforge repository and report any problem he gets.

Hello QuickFIX users,

if you would have Orens build scripts, you could run your own build
system on your specific architectures and contribute any problems to
this list.  In this way we would get builds on many different
architectures if many of you contribute.  Anybody interested?

Cheers, Jörg

Oren Miller 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
> 
> We are finally starting to bring the automated builds back online at 
> http://www.quickfixengine.org/developers.html.
> 
> Right now there is a there is just one linux build, but we will be 
> adding windows builds shortly.  Instead of using one of the build 
> products like CruiseControl and Anthill like before, we have our own 
> script to do the builds.  The reason is that we are going to make this 
> script available to everyone so they can set up their own automated 
> builds against the cvs repository.  The available build products weren't 
> very good for this because they are generally fairly complicated to set 
> up and have various dependencies like a JVM and and application server.  
> This is just a simple ruby script that you run and forget about.
> 
> The builds are currently running every 6 hours against the anonymous 
> access repository.
> 
> --oren
> 
> 
> 
> -------------------------------------------------------
> 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
> 


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

[Quickfix-developers] RE: Reconnect problem.

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

Hi

FYI, the problem of session disconnecting does not occur in 1.8 version =
of quickfix.

thanks
R Shamanth

>  -----Original Message-----
> From: 	Shamanth =20
> Sent:	Wednesday, July 28, 2004 8:26 PM
> To:	'qui...@li...'
> Cc:	'qui...@li...'
> Subject:	RE: Reconnect problem.
>=20
> Hi Oren
>=20
> Sorry I forgot to mention the version. I am using 1.7.1, tomorrow I =
will test it with 1.8 and let you guys know the results.
>=20
> thanks
> R Shamanth
>=20
> 	 -----Original Message-----
> 	From: 	Shamanth =20
> 	Sent:	Friday, July 23, 2004 5:30 PM
> 	To:	'qui...@li...'
> 	Cc:	'qui...@li...'
> 	Subject:	Reconnect problem.
>=20
> 	Hi
>=20
> 	We have a problem with disconnect.
>=20
> 	We have a simulator (quickfix instance "acceptor") and a FIX =
client(also quickfix instance "initiator").
>=20
> 	On the acceptor our starttime and endtime are
> 	StartTime=3D00:00:00
> 	EndTime=3D00:00:00
>=20
> 	On the initiator our starttime and endtime are
> 	StartTime=3D05:30:00   (IST =3D  GMT + 5:30)
> 	EndTime=3D05:30:00   (IST: GMT + 5:30)
>=20
> 	Also
> 	CheckLatency=3DN
> 	ResetOnDisconnect=3DN
> 	ResetSeqNoOnLogon=3Dtrue
>=20
> 	But the problem is the acceptor disconnects exactly at 00:00:00 GMT =
and does not reconnect. We have tried by changing the initiator start =
and end time to 06:00:00, and ResetSeqNoOnLogon to false. But this does =
not solve the problem.
>=20
> 	Does any one know what could be the problem.
>=20
> 	NOTE: Both initiator and simulator are sitting on the same machine.
>=20
> 	thanks and regards
> 	R Shamanth
>=20
>=20
> 	  NOTICE
> 	This e-mail message and any attachments, which may contain =
confidential information, are to be viewed solely by the intended =
recipient of Integral Development Corp.  If the reader of this message =
is not the intended recipient, you are hereby notified that any use, =
dissemination, distribution or copying of this communication is strictly =
prohibited.  If you have received this message in error, please =
immediately notify the sender and delete the mail and all attachments.
>=20

Re: [Quickfix-developers] FIX4.2 with Username & Password

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

Can you explain what exactly didn't work?  If you want to do code 
generation, then you should use one of the supplied batch files 
(generate.bat, or just run a language specific one like 
generate_c++.bat).  If you don't want to run the code generation, you 
don't have to.  Just use the setField method and you can force the 
fields into the FIX42 logon message.

As for reading from the settings, that's an entirely different thing.  
You will need to pull them out of the SessionSettings object yourself 
and put the values into the logon message as it passes through the 
toAdmin callback.

--oren

On Aug 2, 2004, at 3:22 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
>  I'm a quickfix newbie and my first task is to add the Username (553) 
> and
> Password (554) to a FIX4.2 logon message.
>  These two vars should be put in the settings-file. So I tried to 
> modify the
> FIX4.2.xml, run msxsl.exe and set the DataDictionary in the 
> settingsfile to
> \path\FIX4.2.xml file. But it did not work.
>  Am I completely wrong with this approach or what would be correct 
> here?
>
> rgrds & 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

[Quickfix-developers] FIX4.2 with Username & Password

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

Hi
I'm a quickfix newbie and my first task is to add the Username (553) and 
Password (554) to a FIX4.2 logon message.
These two vars should be put in the settings-file. So I tried to modify the 
FIX4.2.xml, run msxsl.exe and set the DataDictionary in the settingsfile to 
\path\FIX4.2.xml file. But it did not work.
Am I completely wrong with this approach or what would be correct here?

rgrds & thanks
Peter

Re: [Quickfix-developers] UtcTimeStamp::tm_isdst = -1

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

Actually, thinking this through a little more, it probably has more to 
do with adding and subtracting seconds to a UtcTimeStamp.  This is not 
something I really know how to do reliably without using a time_t.  Any 
suggestions on this?

--oren

On Aug 2, 2004, at 1:46 PM, Brendan B. Boerner 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,
>
> UtcTimeStamp::setCurrent() sets tm_isdst = -1, why is this done
> instead of using the value as set by gmtime()?
>
> Thanks,
> Brendan
>
>
> -------------------------------------------------------
> 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
>

Re: [Quickfix-developers] UtcTimeStamp::tm_isdst = -1

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

It's because of how we are doing time comparisons in some places.  The 
problem is when you need to do conversions to time_t using mktime.  If 
you are in a time zone that is observing daylight savings, and you do a 
mktime, if you convert back into a tm_struct you will be one hour off.  
By setting this value to -1, the system will do the appropriate check 
for the timezone when doing the conversion.  Why are we using time_t?  
Mostly to make it easier to do time comparisons.  I don't think it is 
really justifiable to keep doing this.  If we get rid of using time_t 
and rewrite the UtcTimeStamp comparison operators to use the 
constituents of the tm struct, we can probably stop doing this.

--oren

On Aug 2, 2004, at 1:46 PM, Brendan B. Boerner 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,
>
> UtcTimeStamp::setCurrent() sets tm_isdst = -1, why is this done
> instead of using the value as set by gmtime()?
>
> Thanks,
> Brendan
>
>
> -------------------------------------------------------
> 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
>

Re: [Quickfix-developers] Cannot able to pass MemoryStream to SessionSettings

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

Make sure you seek to the beginning of the stream before passing into 
the SessionSettings...

memoryStream.Seek( 0, IO.SeekOrigin.Begin ).

On Aug 2, 2004, at 3:43 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,
>
> I'm trying to pass MemoryStream parameter While instantiating
> SessionSettings class.
>
> But I always get the Error "Configuration failed: No sessions 
> defined". My
> memorystream object contains valid data which is dynamically read from 
> the
> database.
>
> I'm using QuickFIX 1.8.0/Windows2003/VB.NET
>
> Here is my cfg file contents which is stored in ntext field of the SQL
> SERVER 2000 database.
>
> [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.4.2
> SenderCompID=FS
> TargetCompID=s09183
>
>
>
>
> Thanks,
> Ramprakash
>
>
>
> -------------------------------------------------------
> 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
>

[Quickfix-developers] UtcTimeStamp::tm_isdst = -1

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

Hi,

UtcTimeStamp::setCurrent() sets tm_isdst = -1, why is this done
instead of using the value as set by gmtime()?

Thanks,
Brendan

Re: [Quickfix-developers] Required tag missing problem

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

I ran this message through and didn't see a problem.  The validator 
didn't complain, and I was able to pull the field out of the message.  
Can you maybe post the code you are using to process this message?  
Something may be going on there.

--oren

On Aug 2, 2004, at 10:51 AM, loic guezennec 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
>
> I seem to have another problem on FIX 4.2
>
> Still on Solaris 2.8, gcc-2.95.3, stlport:
>
> When I get an email from my broker, I respond with a
> "Required tag missing" for tag 33. The thing is that
> the broker sends the tag 33.
> This was happening using QF 1.6, I have recompiled
> with QF 1.8 as I recall something in the forum, but it
> still happens.
> Any pointers ?
> Broker:
> 8=FIX.4.2
> 9=222
> 35=C
> 34=1144
> 43=N
> 49=XXX
> 52=20040802-13:54:39
> 56=YYYYY
> 369=1150
> 33=1
> 58=SOME TEXT
> 94=0
> 147=SUBJECT
> 164=1
> 10=201
> My response
> 8=FIX.4.2
> 9=126
> 35=3
> 34=1151
> 49=XXXXXX
> 52=20040802-13:54:40.00
> 56=YYYYYY
> 45=1144
> 58=Required tag missing
> 371=33
> 372=C
> 373=1
> 10=202
> <
>
>
> 	
> 	
> 		
> ___________________________________________________________ALL-NEW 
> Yahoo! Messenger - all new features - even more fun!  
> http://uk.messenger.yahoo.com
>
>
> -------------------------------------------------------
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Session Identification Problem

[Pasquale d'A. <pas...@ga...>]

Hi

I experienced same problem as Shamanth because there are some FIX market =
server that implement different services on difference TCP ports, using =
same session identifier.

I need to manage more than one simultaneous session with same SenderID, =
SenderSubID and TargetID.

I modified my quickfix code inserting a new configuration field =
"SessionQualifier". I added a new member "std::string m_strQualifier" to =
class SessionID and I modified all methods to manage that new member.

I use the class MySQLStore to store sessions info, so I added a new =
field "session_qualifier" to my "sessions" table and I manage that field =
in my MySQLStore code version.

My code routes well messages to the right destination and I have been =
using this implementation for many months.

Regards.
Pasquale d'Aloise

[Quickfix-developers] Required tag missing problem

[<loi...@ya...>]

I seem to have another problem on FIX 4.2

Still on Solaris 2.8, gcc-2.95.3, stlport:

When I get an email from my broker, I respond with a
"Required tag missing" for tag 33. The thing is that
the broker sends the tag 33.
This was happening using QF 1.6, I have recompiled
with QF 1.8 as I recall something in the forum, but it
still happens.
Any pointers ?
Broker:
8=FIX.4.2
9=222
35=C
34=1144
43=N
49=XXX
52=20040802-13:54:39
56=YYYYY
369=1150
33=1
58=SOME TEXT
94=0
147=SUBJECT
164=1
10=201
My response
8=FIX.4.2
9=126
35=3
34=1151
49=XXXXXX
52=20040802-13:54:40.00
56=YYYYYY
45=1144
58=Required tag missing
371=33
372=C
373=1
10=202
<


	
	
		
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[Quickfix-developers] Automated Builds

[Oren M. <om...@ri...>]

We are finally starting to bring the automated builds back online at 
http://www.quickfixengine.org/developers.html.

Right now there is a there is just one linux build, but we will be 
adding windows builds shortly.  Instead of using one of the build 
products like CruiseControl and Anthill like before, we have our own 
script to do the builds.  The reason is that we are going to make this 
script available to everyone so they can set up their own automated 
builds against the cvs repository.  The available build products 
weren't very good for this because they are generally fairly 
complicated to set up and have various dependencies like a JVM and and 
application server.  This is just a simple ruby script that you run and 
forget about.

The builds are currently running every 6 hours against the anonymous 
access repository.

--oren

RE: [Quickfix-developers] Session Identification Problem

[Day, J. B. S. <Je...@ba...>]

Oren,
=20
   You are (of course) correct.
=20
   A session spans multiple connections 'serially', not concurrently.
=20
   I would concur with one of the previous items on this thread that the =
'correct' way to achieve the functionality required would be to have =
distinct sessions for market-data and trading (and if they chose to use =
different host/port combinations then so be it).
=20
  The more I ruminated about my comments over the weekend, the more I =
came to realize that I had to be wrong - it does happen occasionally =
:-).
=20
Jem...
=20

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Saturday, July 31, 2004 9:37 AM
To: Day, Jem BGI SF
Cc: qui...@li...; =
qui...@li...
Subject: Re: [Quickfix-developers] Session Identification Problem


Yes, but is that simultaneous connections? For sure you can logon, send =
messages, and logoff many times during the day, each of which =
constitutes a connection that are all associated with the same session. =
But these connections exist sequentially, not simultaneously. The =
complete section that you are quoting reads like this:=20

A FIX Connection is comprised of three parts: logon, message exchange, =
and logout.=20
A FIX Session is comprised of one or more FIX Connections, meaning that =
a FIX Session spans multiple logins.=20

Certainly you can connect the same session to different ports. FIX =
doesn't have any concept of ports so that is entirely outside of the =
scope of the specification. You can implement the underlying transports =
anyway you like. You can choose to implement a FIX connection over =
multiple simultaneous socket connections and round robin all your =
messages, for instance. But these 'physical' connections are not the =
same as a FIX connection which is more abstract.=20

But really I don't think that what this counter-party is doing is =
necessarily violating the spec, but is just poor planning in my opinion. =
They essentially have chosen to have two unique sessions that they are =
identifying with the same characteristics. As long as the two don't know =
about each other, this is technically ok, just very confusing. It also =
makes it difficult for a FIX engine to discern the difference without =
making it aware of what are supposed to be encapsulated attributes. (the =
concept of a user id is one way to work around this). But it is still =
strange because you can not tell from the message which session it =
belongs too. FIX messages are supposed to contain all necessary routing =
information. If a FIX message cannot positively identify where it has =
come from or where it is intended to go, that is a problem IMHO.=20

I don't think that the pub-sub section really applies here either. First =
off, in that scenario logons and logouts are one way (the subscriber =
sends them without getting a response). Also, in that case business =
messages only travel in one direction. Finally all of the messages =
transmitted to all the subscribers are the same with the same sequence =
numbers. Two subscribers will receive the same message for sequence =
number 123. This can't be the case as described here since each session =
is sending completely different message types. For these reasons I don't =
think that they can be considered the same session, but two different =
sessions with the same id.=20

--oren=20

On Jul 30, 2004, at 1:09 PM, Day, Jem BGI SF wrote:=20


This is an interesting scenario....=20
The Fix (4.4) spec states that...=20
A Fix 'Connection' : comprises Login, msg exchange, Logout=20
A Fix 'Session' : comprises 1 or more Fix 'Connections'=20
These statements would imply that connecting to different port numbers =
with the same logon details is valid !!=20
The sections relating to mulit-cast/pub-sub may be applicable.=20
Jem...=20
-----Original Message-----=20
From: qui...@li... =
[mailto:qui...@li...]On Behalf Of =
Oren Miller=20
Sent: Friday, July 30, 2004 4:49 AM=20
To: Shamanth=20
Cc: qui...@li...; =
qui...@li...=20
Subject: Re: [Quickfix-developers] Session Identification Problem=20

That's a strange scenario. The way QuickFIX would handle this now is the =
way you don't want to do it, two separate processes. The problem with =
using something like the port to identify the session is twofold. One, =
as Joerg pointed out, it is a transport level concept and not one which =
the fix protocol itself is familiar with. Another problem is that the =
port is not a part of the message. In other words, in a scenario like =
this, you can no longer rely on the contents of the message to identify =
what session it belongs to. This means we would have to rely on some =
meta-data in addition to the FIX message itself to figure out where it =
needs to be routed. I don't have a problem with this necessarily, but I =
don't think and arbitrary attribute like the session port is the way to =
do it.=20


One thing I may consider is something along the lines of a UserID =
configuration field. Something like this:=20


[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DMARKETDATA=20


[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DORDER=20


This user id would be optional, and it would at least make the id =
meaningful.=20


On Jul 28, 2004, at 7:18 AM, Shamanth wrote:=20


Hi=20


We have a provider who has the two sessions exposed=20
1) For Marketdata=20
2) For Order=20


The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).=20


How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.=20


thanks=20
R Shamanth=20


  NOTICE=20


This e-mail message and any attachments, which may contain confidential =
information, are to be viewed solely by the intended recipient of =
Integral Development Corp.  If the reader of this message is not the =
intended recipient, you are hereby notified that any use, dissemination, =
distribution or copying of this communication is strictly prohibited.  =
If you have received this message in error, please immediately notify =
the sender and delete the mail and all attachments.=20

Re: [Quickfix-developers] Problem implementing Email Message in 4.2

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

Adding an AC_CHECK_LIB(c,nanosleep,true,AC_CHECK_LIB(rt,nanosleep)) to 
configure.in should fix this.

--oren

On Aug 2, 2004, at 7:08 AM, loic guezennec 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
>
> Hmm, sorry about the spam: code gets fuzzy in the
> early hours.
>
> I just want to mention the following as well ( i hope
> this time it's not just spam :) :
> on SUN solaris 2.8, gcc-2.95.3 and using STLPort, I
> had to add manually the library -lrt to the generated
> Makefiles for the compilation of at, executor,
> ordermatch_ut etc...
> This was for the function nanosleep which couldn't be
> found
>
>
>
>
>
>  --- Oren Miller <or...@qu...> wrote:
>> It would appear that you declared,
>>
>> void onMessage( const FIX42::Email&, const
>> FIX::SessionID& );
>>
>> in your header without providing a proper definition
>> for it in your
>> source file.  Double check that you have a
>> definition and that it
>> matches the declaration.
>>
>> --oren
>>
>> On Jul 29, 2004, at 10:34 PM, loic guezennec 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,
>>>
>>> This may sound silly, but I have been trying to
>> handle
>>> the Email message with FIX 4.2 on linux using
>>> gcc.2.95.3 and quickfix 1.8 ( I also tried on a
>>> version of qf.1.6 and gcc 3.x that I had lying
>> around)
>>> and I can't seem to link: I keep on getting:
>>>
>>
> Application.o(.gnu.linkonce.t.__thunk_12_onMessage__11ApplicationRCQ25F
>>
>>> IX425EmailRCQ23FIX
>>> 9SessionID+0x6): In function `virtual function
>> thunk
>>> (delta:-12) for Application::onMessa
>>> ge(FIX42::Email const &, FIX::SessionID const &)':
>>> : undefined reference to
>>> `Application::onMessage(FIX42::Email const &,
>>> FIX::SessionID con
>>> st &)'
>>>
>>>
>>> Now my question is: has anyone implemented Email
>>> messages ( ie is it just me or is there something
>>> wrong), I have no problem with other message
>> types, so
>>> I think there may be something up.
>>>
>>> I don't know nm well enough to understand what
>>> happens, but as far as I can see the symbols are
>>> there.
>>> Any pointers will be appreciated :)
>>>
>>>
>>> 	
>>> 	
>>> 		
>>>
>>
> ___________________________________________________________ALL-NEW
>>
>>> Yahoo! Messenger - all new features - even more
>> fun!
>>> http://uk.messenger.yahoo.com
>>>
>>>
>>>
>>
> -------------------------------------------------------
>>> 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
>>>
>>
>>
>
>
> 	
> 	
> 		
> ___________________________________________________________ALL-NEW 
> Yahoo! Messenger - all new features - even more fun!  
> http://uk.messenger.yahoo.com
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Problem implementing Email Message in 4.2

[<loi...@ya...>]

Hmm, sorry about the spam: code gets fuzzy in the
early hours.

I just want to mention the following as well ( i hope
this time it's not just spam :) :
on SUN solaris 2.8, gcc-2.95.3 and using STLPort, I
had to add manually the library -lrt to the generated
Makefiles for the compilation of at, executor,
ordermatch_ut etc...
This was for the function nanosleep which couldn't be
found





 --- Oren Miller <or...@qu...> wrote: 
> It would appear that you declared,
> 
> void onMessage( const FIX42::Email&, const
> FIX::SessionID& );
> 
> in your header without providing a proper definition
> for it in your  
> source file.  Double check that you have a
> definition and that it  
> matches the declaration.
> 
> --oren
> 
> On Jul 29, 2004, at 10:34 PM, loic guezennec 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,
> >
> > This may sound silly, but I have been trying to
> handle
> > the Email message with FIX 4.2 on linux using
> > gcc.2.95.3 and quickfix 1.8 ( I also tried on a
> > version of qf.1.6 and gcc 3.x that I had lying
> around)
> > and I can't seem to link: I keep on getting:
> >
>
Application.o(.gnu.linkonce.t.__thunk_12_onMessage__11ApplicationRCQ25F
> 
> > IX425EmailRCQ23FIX
> > 9SessionID+0x6): In function `virtual function
> thunk
> > (delta:-12) for Application::onMessa
> > ge(FIX42::Email const &, FIX::SessionID const &)':
> > : undefined reference to
> > `Application::onMessage(FIX42::Email const &,
> > FIX::SessionID con
> > st &)'
> >
> >
> > Now my question is: has anyone implemented Email
> > messages ( ie is it just me or is there something
> > wrong), I have no problem with other message
> types, so
> > I think there may be something up.
> >
> > I don't know nm well enough to understand what
> > happens, but as far as I can see the symbols are
> > there.
> > Any pointers will be appreciated :)
> >
> >
> > 	
> > 	
> > 		
> >
>
___________________________________________________________ALL-NEW
>  
> > Yahoo! Messenger - all new features - even more
> fun!   
> > http://uk.messenger.yahoo.com
> >
> >
> >
>
-------------------------------------------------------
> > 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
> >
> 
>  


	
	
		
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[Quickfix-developers] Cannot able to pass MemoryStream to SessionSettings

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

Hi,

I'm trying to pass MemoryStream parameter While instantiating
SessionSettings class.

But I always get the Error "Configuration failed: No sessions defined". My
memorystream object contains valid data which is dynamically read from the
database. 

I'm using QuickFIX 1.8.0/Windows2003/VB.NET

Here is my cfg file contents which is stored in ntext field of the SQL
SERVER 2000 database.

[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.4.2
SenderCompID=FS
TargetCompID=s09183




Thanks,
Ramprakash

Re: [Quickfix-developers] Session Identification Problem

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

Yes, but is that simultaneous connections?  For sure you can logon,=20
send messages, and logoff many times during the day, each of which=20
constitutes a connection that are all associated with the same session.=20=

  But these connections exist sequentially, not simultaneously.  The=20
complete section that you are quoting reads like this:

A FIX Connection is comprised of three parts: logon, message  exchange,=20=

and logout.
A FIX Session is comprised of one or more FIX Connections,  meaning=20
that a FIX Session spans multiple logins.

Certainly you can connect the same session to different ports.  FIX=20
doesn't have any concept of ports so that is entirely outside of the=20
scope of the specification.  You can implement the underlying=20
transports anyway you like.  You can choose to implement a FIX=20
connection over multiple simultaneous socket connections and round=20
robin all your messages, for instance.  But these 'physical'=20
connections are not the same as a FIX connection which is more=20
abstract.

But really I don't think that what this counter-party is doing is=20
necessarily violating the spec, but is just poor planning in my=20
opinion.  They essentially have chosen to have two unique sessions that=20=

they are identifying with the same characteristics.  As long as the two=20=

don't know about each other, this is technically ok, just very=20
confusing.  It also makes it difficult for a FIX engine to discern the=20=

difference without making it aware of what are supposed to be=20
encapsulated attributes.  (the concept of a user id is one way to work=20=

around this).  But it is still strange because you can not tell from=20
the message which session it belongs too.  FIX messages are supposed to=20=

contain all necessary routing information.  If a FIX message cannot=20
positively identify where it has come from or where it is intended to=20
go, that is a problem IMHO.

I don't think that the pub-sub section really applies here either. =20
First off, in that scenario logons and logouts are one way (the=20
subscriber sends them without getting a response).  Also, in that case=20=

business messages only travel in one direction.  Finally all of the=20
messages transmitted to all the subscribers are the same with the same=20=

sequence numbers.  Two subscribers will receive the same message for=20
sequence number 123.  This can't be the case as described here since=20
each session is sending completely different message types.  For these=20=

reasons I don't think that they can be considered the same session, but=20=

two different sessions with the same id.

--oren

On Jul 30, 2004, at 1:09 PM, Day, Jem BGI SF wrote:

> This is an interesting scenario....
> =A0
> The Fix (4.4) spec states that...
> =A0
> A Fix 'Connection' : comprises Login, msg exchange, Logout
> A Fix 'Session' : comprises 1 or more Fix 'Connections'
> =A0
> These statements would imply that connecting to different port numbers=20=

> with the same logon details is valid !!
> =A0
> The sections relating to mulit-cast/pub-sub may be applicable.
> =A0
> Jem...
> =A0
> -----Original Message-----
> From: qui...@li...=20
> [mailto:qui...@li...]On Behalf Of=20=

> Oren Miller
> Sent: Friday, July 30, 2004 4:49 AM
> To: Shamanth
> Cc: qui...@li...;=20
> qui...@li...
> Subject: Re: [Quickfix-developers] Session Identification Problem
>
> That's a strange scenario. The way QuickFIX would handle this now is=20=

> the way you don't want to do it, two separate processes. The problem=20=

> with using something like the port to identify the session is twofold.=20=

> One, as Joerg pointed out, it is a transport level concept and not one=20=

> which the fix protocol itself is familiar with. Another problem is=20
> that the port is not a part of the message. In other words, in a=20
> scenario like this, you can no longer rely on the contents of the=20
> message to identify what session it belongs to. This means we would=20
> have to rely on some meta-data in addition to the FIX message itself=20=

> to figure out where it needs to be routed. I don't have a problem with=20=

> this necessarily, but I don't think and arbitrary attribute like the=20=

> session port is the way to do it.
>
>
>  One thing I may consider is something along the lines of a UserID=20
> configuration field. Something like this:
>
>
>  [SESSION]
>  SenderCompID=3DSENDER
>  TargetCompID=3DTARGET
>  UserID=3DMARKETDATA
>
>
>  [SESSION]
>  SenderCompID=3DSENDER
>  TargetCompID=3DTARGET
>  UserID=3DORDER
>
>
>  This user id would be optional, and it would at least make the id=20
> meaningful.
>
>
>  On Jul 28, 2004, at 7:18 AM, Shamanth wrote:
>
>
>  Hi
>
>
> We have a provider who has the two sessions exposed
> 1) For Marketdata
> 2) For Order
>
>
> The problem is both these sessions use same SenderID, SenderSubID,=20
> TargetID and also the SocketConnectHost the only difference is in the=20=

> port number (SocketConnetPort).
>
>
> How does quickfix can be setup to handle the above situation. We want=20=

> to run only one instance of quickfix servicing both the sessions.
>
>
> thanks
> R Shamanth
>
>
> =A0 NOTICE
>
>
> This e-mail message and any attachments, which may contain=20
> confidential information, are to be viewed solely by the intended=20
> recipient of Integral Development Corp.=A0 If the reader of this =
message=20
> is not the intended recipient, you are hereby notified that any use,=20=

> dissemination, distribution or copying of this communication is=20
> strictly prohibited.=A0 If you have received this message in error,=20
> please immediately notify the sender and delete the mail and all=20
> attachments.
>

[Quickfix-developers] help

[<RJF...@st...>]

help
unsubscribe
---------------------------------------------------------------
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(617)664-2670
(e): rjf...@st...
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RE: [Quickfix-developers] Session Identification Problem

[Day, J. B. S. <Je...@ba...>]

This is an interesting scenario....
=20
The Fix (4.4) spec states that...
=20
A Fix 'Connection' : comprises Login, msg exchange, Logout
A Fix 'Session' : comprises 1 or more Fix 'Connections'
=20
These statements would imply that connecting to different port numbers =
with the same logon details is valid !!
=20
The sections relating to mulit-cast/pub-sub may be applicable.
=20
Jem...
=20

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...]On Behalf Of =
Oren Miller
Sent: Friday, July 30, 2004 4:49 AM
To: Shamanth
Cc: qui...@li...; =
qui...@li...
Subject: Re: [Quickfix-developers] Session Identification Problem


That's a strange scenario. The way QuickFIX would handle this now is the =
way you don't want to do it, two separate processes. The problem with =
using something like the port to identify the session is twofold. One, =
as Joerg pointed out, it is a transport level concept and not one which =
the fix protocol itself is familiar with. Another problem is that the =
port is not a part of the message. In other words, in a scenario like =
this, you can no longer rely on the contents of the message to identify =
what session it belongs to. This means we would have to rely on some =
meta-data in addition to the FIX message itself to figure out where it =
needs to be routed. I don't have a problem with this necessarily, but I =
don't think and arbitrary attribute like the session port is the way to =
do it.=20

One thing I may consider is something along the lines of a UserID =
configuration field. Something like this:=20

[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DMARKETDATA=20

[SESSION]=20
SenderCompID=3DSENDER=20
TargetCompID=3DTARGET=20
UserID=3DORDER=20

This user id would be optional, and it would at least make the id =
meaningful.=20

On Jul 28, 2004, at 7:18 AM, Shamanth wrote:=20


Hi=20

We have a provider who has the two sessions exposed=20
1) For Marketdata=20
2) For Order=20

The problem is both these sessions use same SenderID, SenderSubID, =
TargetID and also the SocketConnectHost the only difference is in the =
port number (SocketConnetPort).=20

How does quickfix can be setup to handle the above situation. We want to =
run only one instance of quickfix servicing both the sessions.=20

thanks=20
R Shamanth=20

  NOTICE=20

This e-mail message and any attachments, which may contain confidential =
information, are to be viewed solely by the intended recipient of =
Integral Development Corp.  If the reader of this message is not the =
intended recipient, you are hereby notified that any use, dissemination, =
distribution or copying of this communication is strictly prohibited.  =
If you have received this message in error, please immediately notify =
the sender and delete the mail and all attachments.