quickfix-developers — QuickFIX developers forum

[Quickfix-developers] ExDestination missing in FIX41::OrderCancelRequest

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

It looks like the ExDestition is missing in FIX41::OrderCancelRequest
I have to use the setField method instead of set
    
FIX41::OrderCancelRequest message( arg1, arg2, arg4, arg5);
    message.set(FIX::OrderQty( _quantity));
    if (OutSymbolSfx.size() > 0) {
      message.set( FIX::SymbolSfx( OutSymbolSfx));
    }
    if (OutExDest.size() > 0) 
      /* message.set( FIX::ExDestination( OutExDest)); */
      message.setField( 100, OutExDest);
    }


		
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Re: [Quickfix-developers] Details for Solaris / SunPRO 5.3 build

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

On Tue, 13 Jul 2004 13:54:50 -0500, Oren Miller <or...@qu...> wrote:

> I noticed you replaced some sprintf calls with ostringstreams.  We
> actually used to do this, but performance testing revealed that the
> sprintf calls were considerably faster.  I don't remember the exact
> numbers, but I believe using the sprintf calls made message
> construction something on the order of 10% faster.  That's pretty
> significant.  Is there a particular reason you changed these?

     On Linux I've definitely found this to be the case.  Using
sprintf to do the formatting and just sending char*'s to the iostreams
is considerably faster.  You can optimize even further by collecting
the return value of sprintf and using ostream::write (const char*,
streamsize) instead of ostream::operator<<, which will avoid at least
a strlen call.  Taken together, I think these will give you a good
deal more than a 10% performance improvement.

     I think there is some additional optimization that could be done
inside the QF Field class by reserving an appropriate amount of
storage for m_data in the setString method before assigning to it.  We
have found std::string::append to be a bottleneck when doing this sort
of thing on Linux.  It would have to be a bit of a guesstimate though,
since you don't know the number of digits in the ASCII representation
of the tag.

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

Re: [Quickfix-developers] Details for Solaris / SunPRO 5.3 build

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

Ok,

I've taken care of most of these in CVS (haven't messed with the build 
files yet).

- The macros now do not contain ending semicolons, so you must provide 
one when using a macro
- trailing commas in enums have been removed
- tm_isdst being set to -1 after conversions, I'll probably want to 
incorporate this more tightly into the Utc classes
- std::make_pair is no longer used
- std::labs being used as suggested
- using includes like cctype instead of ctype.h, which pulls in 
standard library methods into std namespace
   std is now used to reference all of these calls

A couple things.

The std::copy bit did not jive well with gcc.  We may need to write a 
runtime test to choose the proper method of copying maps.  We may need 
to write a configure test that exposes this STL bug and uses one or the 
other depending on the results.

I noticed you replaced some sprintf calls with ostringstreams.  We 
actually used to do this, but performance testing revealed that the 
sprintf calls were considerably faster.  I don't remember the exact 
numbers, but I believe using the sprintf calls made message 
construction something on the order of 10% faster.  That's pretty 
significant.  Is there a particular reason you changed these?

--oren

Re: [Quickfix-developers] Logon exception

[Sharma H. <sha...@ho...>]

I have tried that, but it did not make difference :-(

However, looking closer to the exception thrown, I found that QF library was 
trying to send a Reject Message because of exception during logon process.

Source of 1st exception:
File: DataDictionary.cpp
Code: validate(...)
{
...
  if ( m_checkFieldsOutOfOrder && !message.hasValidStructure(field) )
    throw TagOutOfOrder(field);
...
}

The tag (field) identified was 52(SendingTime). Because of which the second 
exception thrown was "Logon state is not valid for message" (Session.cpp). 
This is correct since the logon was not successfull.

I tiried running the same client with the executor application. It worked.

I then commented the above snippet (rebuild qf lib) and ran my client again 
with original fix engine. This time it worked.

Question: What is the purpose of this code, since by default 
m_checkFieldsOutOfOrder = true?
Also is it defined in FIX Protocol that if the counter party does not send 
the tags in a specified order (FIX 4.0 in this case) the other side should 
reject the message.

Regards,
Himanshu




>From: "Dave Linaker" <dav...@gl...>
>Reply-To: <dav...@gl...>
>To: <Joe...@ma...>,    "Sharma Himanshu" 
><sha...@ho...>
>CC: <qui...@li...>
>Subject: Re: [Quickfix-developers] Logon exception
>Date: Fri,  9 Jul 2004 11:24:32 +0200
>
>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 notice that you have the following in the cfg file:
>
>StartTime=06:00:00
>EndTime=06:00:00
>
>Try changing the EndTime.
>
>Kind regards
>
>Dave
>
>--
>
>Dave Linaker                   http://macd.com
>Tel.: +44 20 7872 5802         Macdonald Associates Ltd
>Fax : +44 20 7753 2848         6 Cecil Aldin Drive, Reading RG31 6YP, UK
>
>
>---------- Original Message ----------------------------------
>From: "Sharma Himanshu" <sha...@ho...>
>Date:  Thu, 08 Jul 2004 17:21:20 +0000
>
> >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
> >
> >
> >
> >
> >>From: Joerg Thoennes <Joe...@ma...>
> >>To: Sharma Himanshu <sha...@ho...>
> >>CC: qui...@li...
> >>Subject: Re: [Quickfix-developers] Logon exception
> >>Date: Thu, 08 Jul 2004 19:13:22 +0200
> >>
> >>>I have been trying to connect a quickfix client(initiator) to a FIX
> >>>engine.
> >>>
> >>>During startup process, the client application crashes.
> >>>
> >>>On checking the log files, I find that 2 logon messages were sent and a
> >>>text message in XXX.events file indicated "Logon state is not valid for
> >>>message".
> >>>
> >>>Why does this happen? Is there a proper solution for this?
> >>
> >>Please tell us more:
> >>
> >>1. QuickFIX version
> >version 1.7.1 with Callstack enabled.
> >>2. Operating system
> >Solaris with Sun C++ compiler (no gcc)
> >>3. API (C++, Java, .NET)
> >C++
> >>4. Logfiles, ie XXX.incoming, XXX.outgoing, XXX.events
> >Do not have on me now, but this is what I recollect (hope it makes some
> >sense)
> >
> >*.events log file - Connection successfull after which the error message 
>is
> >posted.
> >*.outgoing log file - shows two logon messages being sent, with Begin 
>string
> >= FIX.4.0, HeartBtInt = 60, Encryption = 0
> >*.incoming log file - Text - "Msg Sequence number too low"
> >
> >>5. cfg file
> >[DEFAULT]
> >ConnectionType=initiator
> >HeartBtInt=60
> >FileStorePath=store
> >FileLogPath=logs
> >StartTime=06:00:00
> >EndTime=06:00:00
> >UseDataDictionary=N
> >SocketConnectHost=myhost
> >SocketConnectPort=5001
> >
> >[SESSION]
> >BeginString=FIX.4.0
> >SenderCompID=CLIENT1
> >TargetCompID=BROKER1
> >
> >>
> >>Otherwise it is difficult even to guess.
> >>
> >>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
> >
> >_________________________________________________________________
> >Get Citibank Home Loan ! http://go.msnserver.com/IN/52043.asp At an
> >unbelievably low interest rate.
> >
> >
> >
> >-------------------------------------------------------
> >This SF.Net email sponsored by Black Hat Briefings & Training.
> >Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> >digital self defense, top technical experts, no vendor pitches,
> >unmatched networking opportunities. Visit www.blackhat.com
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> >Quickfix-developers mailing list
> >Qui...@li...
> >https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
>
>
>-------------------------------------------------------
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>https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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Re: [Quickfix-developers] Logon exception

[Dave L. <dav...@gl...>]

I notice that you have the following in the cfg file:

StartTime=3D06:00:00
EndTime=3D06:00:00

Try changing the EndTime.

Kind regards

Dave

--

Dave Linaker                   http://macd.com
Tel.: +44 20 7872 5802         Macdonald Associates Ltd
Fax : +44 20 7753 2848         6 Cecil Aldin Drive, Reading RG31 6YP, UK


---------- Original Message ----------------------------------
From: "Sharma Himanshu" <sha...@ho...>
Date:  Thu, 08 Jul 2004 17:21:20 +0000

>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/in=
dex.html
>QuickFIX FAQ: http://www.quickfixengine.org/quickfix/doc/html/FAQ.html
>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
>>From: Joerg Thoennes <Joe...@ma...>
>>To: Sharma Himanshu <sha...@ho...>
>>CC: qui...@li...
>>Subject: Re: [Quickfix-developers] Logon exception
>>Date: Thu, 08 Jul 2004 19:13:22 +0200
>>
>>>I have been trying to connect a quickfix client(initiator) to a FIX 
>>>engine.
>>>
>>>During startup process, the client application crashes.
>>>
>>>On checking the log files, I find that 2 logon messages were sent and a =

>>>text message in XXX.events file indicated "Logon state is not valid for =

>>>message".
>>>
>>>Why does this happen? Is there a proper solution for this?
>>
>>Please tell us more:
>>
>>1. QuickFIX version
>version 1.7.1 with Callstack enabled.
>>2. Operating system
>Solaris with Sun C++ compiler (no gcc)
>>3. API (C++, Java, .NET)
>C++
>>4. Logfiles, ie XXX.incoming, XXX.outgoing, XXX.events
>Do not have on me now, but this is what I recollect (hope it makes some 
>sense)
>
>*.events log file - Connection successfull after which the error message i=
s 
>posted.
>*.outgoing log file - shows two logon messages being sent, with Begin stri=
ng 
>=3D FIX.4.0, HeartBtInt =3D 60, Encryption =3D 0
>*.incoming log file - Text - "Msg Sequence number too low"
>
>>5. cfg file
>[DEFAULT]
>ConnectionType=3Dinitiator
>HeartBtInt=3D60
>FileStorePath=3Dstore
>FileLogPath=3Dlogs
>StartTime=3D06:00:00
>EndTime=3D06:00:00
>UseDataDictionary=3DN
>SocketConnectHost=3Dmyhost
>SocketConnectPort=3D5001
>
>[SESSION]
>BeginString=3DFIX.4.0
>SenderCompID=3DCLIENT1
>TargetCompID=3DBROKER1
>
>>
>>Otherwise it is difficult even to guess.
>>
>>Cheers, J=F6rg
>>
>>--
>>Joerg Thoennes
>>                                http://macd.com
>>Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
>>Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>_________________________________________________________________
>Get Citibank Home Loan ! http://go.msnserver.com/IN/52043.asp At an 
>unbelievably low interest rate.
>
>
>
>-------------------------------------------------------
>This SF.Net email sponsored by Black Hat Briefings & Training.
>Attend Black Hat Briefings & Training, Las Vegas July 24-29 - 
>digital self defense, top technical experts, no vendor pitches, 
>unmatched networking opportunities. Visit www.blackhat.com
>_______________________________________________
>Quickfix-developers mailing list
>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] ResetOnDisconnect and ResetOnLogout

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

Yeah, sounds like you are looking for a ResetOnConnect functionality.  
You can probably simulate this by keeping those settings and also 
calling reset() on the session in the onConnect callback.

--oren

On Jul 8, 2004, at 4:50 PM, Jon Dahl 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'm currently running a FIX server which resets the SequenceNumbers on
> Disconnect or Logoff(ResetOnDisconnect=Y, ResetOnLogut=Y in my config
> file). If I have a client(s) connected when the server is brought down,
> the sequence numbers are not reset. Then the client takes a long time 
> to
> Logon if at all once the server is restarted.
>
> Is this by design or something that needs to be changed in the library?
>
> I'm using QF 1.7.0 on RHE 2.1
>
> Thanks,
>
> JD
>
>
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] ResetOnDisconnect and ResetOnLogout

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

I'm currently running a FIX server which resets the SequenceNumbers on
Disconnect or Logoff(ResetOnDisconnect=Y, ResetOnLogut=Y in my config
file). If I have a client(s) connected when the server is brought down,
the sequence numbers are not reset. Then the client takes a long time to
Logon if at all once the server is restarted.

Is this by design or something that needs to be changed in the library?

I'm using QF 1.7.0 on RHE 2.1

Thanks,

JD

RE: [Quickfix-developers] QuickFIX on Solaris / Forte 5.3 / Roguewave

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

Joerg -

I'll summarise the changes required for the three builds (Solaris/GCC-3.4.0=
/GNU binutils-2.15, Solaris/SUNPro-5.3, Solaris/SUNPro-5.3/Roguewave STL 2.=
2) here, and I'll follow up with an email for each one with descriptions, p=
atches, etc.

uname -a for the build environment was 'SunOS gtsdev2 5.8 Generic_108528-15=
 sun4u sparc SUNW,Sun-Fire-280R Solaris'.

SunPRO version was: CC -V output was 'CC: Sun WorkShop 6 update 2 C++ 5.3 P=
atch 111685-09 2002/07/17'=20

For GCC build, I built GCC 3.4.0 with SunPRO, then built GNU binutils 2.15 =
with GCC 3.4.0. GCC and binutils were installed into ~/local (I do not have=
 root on this box). All builds were linked against the Solaris C library (n=
o glibc).

Note that TZ must be set to UTC for unit tests for all builds to pass; othe=
rwise quite a few Session testcases will fail due to latency violations. Pr=
oblem is related due to Solaris mktime()/strptime() and daylight savings ti=
me, either now or SendingTime gets (mis)adjusted by an hour and the latency=
 check fails.

Summary of changes to configure/makefiles
 - strip out all carriage returns from *.h, *.c, *.cpp files
 - remove all occurances of '-lstdc++' from all configure, Makefile and Mak=
efile.in files.
 - patches to test programs (all fixes for const char* warnings/errors)

GCC built QuickFIX at this point (after fixing bug in GNU ld). SunCC requir=
ed substantial edits to compile QuickFIX
 - replace ';;' with ';'; typically by removing ';' after all macro invocat=
ions in Fields.h, etc.
 - replace std::make_pair() calls with Fields::value_type() (SunPRO 5.3 can=
't do implicit template instantiations in a few cases, in this case call co=
nstructor of std::map's value_type directly)
 - bug in SunPRO 5.3's STL where map/multimap assignment operator does not =
copy comparison function object yet copies elements in original order. Chan=
ge Fieldmap to use copy constructor or copy elements iteratively.

Compiling using Roguewave as a third party STL required adding #include's t=
o some files, prefacing C library calls with std:: (i.e. sprintf to std::sp=
rintf, etc). The linker and archiver had to be changed to include template =
instantiations used by QuickFIX in the resulting .so and .a files.

I'll post more details tomorrow and patches for those interested.

Regards,

- Kris

-----Original Message-----
From: Joerg Thoennes [mailto:Joe...@ma...]
Sent: 08 July 2004 15:03
To: Peterson, Kristofer
Cc: QuickFIX Development (E-mail)
Subject: Re: [Quickfix-developers] QuickFIX on Solaris / Forte 5.3 /
Roguewave


Hi Kris,

> I have been developing a FIX 4.2 connection to an executing broker
> using QuickFIX 1.7.1. As our trading system runs on Solaris/SPARC and
> is built with SunPRO 5.3 C++ and Roguewave, this has made for an
> interesting build environment for building QuickFIX.

Sounds good. So far we have no SunPRO setup for QF as far as I know.

> I have built QuickFIX on Solaris with GCC 3.4.0, SunPRO 5.3 w/shipped
> STL and SunPRO 5.3 w/separate Roguewave STL. All of the builds
> required edits to configure and Makefile.in files (I did not change
> autoconf files as I don't have the tools), and the SunPRO 3.3 builds
> required substantial changes to source files as well.

Would be nice to have some tests to detect the compiler/build=20
environment. BTW, you can download Solaris packages for the autotools.

> I'd like to know if anyone else has had any experiences using
> QuickFIX on Solaris and would like to share them. If all goes well,
> we'd like to use QuickFIX elsewhere and improve QuickFIX's support
> for Solaris so that it will work out of the box (or tarball as it
> were).

Great! This would be the 2nd binary package for QF. Maybe the native Sun=20
compiler generates faster code instead of GCC (Do you have any benchmarks?).
>=20
> If there is interest, I would be happy to provide details of what
> we've done to get QuickFIX working.

Yes, please contribute. We will give you support with the autotools as=20
good as we can.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen


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Re: [Quickfix-developers] Proper way to disconnect session

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

Yeah, though they won't really be doing much.  They will essentially be=20=

blocked on a select call, waking up every second or so to check if they=20=

should log on again.  If you are using a SocketInitiator or Acceptor,=20
all your sessions are sharing one thread anyway.

--oren

On Jul 8, 2004, at 12:55 PM, Eric Ginder wrote:

> Oren,
> =A0
> Thanks for the hint.
>  I was calling pInitiator->start(); but not using logon(). Somehow the=20=

> session logs on automatically when you do this, and it never occurred=20=

> to me that logon() was missing.
>  =A0
> When I added the logon() statement, the session reconnects just fine.
>  =A0
> What this means however, is that the threads on the initiator or=20
> acceptor never actually get terminated as long as your application is=20=

> running. Is that correct?
> =A0
> Eric
> =A0
> ----- Original Message -----
>  From: Oren Miller
> To: Eric Ginder
> Cc: qui...@li...
> Sent: Wednesday, July 07, 2004 6:09 PM
> Subject: Re: [Quickfix-developers] Proper way to disconnect session
>
> Why is the initiator thread being terminated? All you need to do is=20
> call logout when you want to disconnect, and call logon when you want=20=

> to reconnect. Nothing here should affect your Initiator thread. Is=20
> something else going on? Did you call stop on the Initiator?
>
> --oren
>
> On Jul 7, 2004, at 4:44 PM, Eric Ginder wrote:
>
>
> I'm having trouble with reconnecting after I disconnect a session.=A0=20=

> I'm using Session::logout() to kill the session and I see the logout=20=

> message coming back from the targetcomp. The initiator thread that is=20=

> supposed to terminate at this point is hanging somewhere and when I=20
> try to reconnect, it fails because the socket initiator is still=20
> waiting for the variable m_stop to turn to true.
> =A0
> Does anyone else have this problem or is there a better way to=20
> disconnect?
> =A0
> Thanks,
> =A0
> Eric Ginder
> Last Atlantis Capital
> =A0

Re: [Quickfix-developers] QF Session Number Limitations

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

When Reuters did their performance testing, they did all their testing 
with variable amounts of sessions, up to 255.  They reported no 
problems and that the number of sessions used did not seem to affect 
performance.   The testing was done on windows with the C++ API.

--oren

On Jul 8, 2004, at 12:40 PM, Jon Dahl 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 will potentially have up to 200 Sessions(SenderCompID's) in our 
> config
> file. All of the sessions may not be active, but potentially could be. 
> I
> was wondering if anyone has used QF with a large number of Sessions and
> what the experience was.
>
> We are using QF version 1.7.0 on RHE 2.1 with SocketAcceptor and not
> ThreadedSocketAcceptor.
>
> Thanks,
>
> JD
>
>
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Proper way to disconnect session

[Eric G. <er...@la...>]

Oren,

Thanks for the hint.=20
I was calling pInitiator->start(); but not using logon(). Somehow the =
session logs on automatically when you do this, and it never occurred to =
me that logon() was missing.=20

When I added the logon() statement, the session reconnects just fine.=20

What this means however, is that the threads on the initiator or =
acceptor never actually get terminated as long as your application is =
running. Is that correct?

Eric

  ----- Original Message -----=20
  From: Oren Miller=20
  To: Eric Ginder=20
  Cc: qui...@li...=20
  Sent: Wednesday, July 07, 2004 6:09 PM
  Subject: Re: [Quickfix-developers] Proper way to disconnect session


  Why is the initiator thread being terminated? All you need to do is =
call logout when you want to disconnect, and call logon when you want to =
reconnect. Nothing here should affect your Initiator thread. Is =
something else going on? Did you call stop on the Initiator?

  --oren

  On Jul 7, 2004, at 4:44 PM, Eric Ginder wrote:


    I'm having trouble with reconnecting after I disconnect a session.  =
I'm using Session::logout() to kill the session and I see the logout =
message coming back from the targetcomp. The initiator thread that is =
supposed to terminate at this point is hanging somewhere and when I try =
to reconnect, it fails because the socket initiator is still waiting for =
the variable m_stop to turn to true.
    =20
    Does anyone else have this problem or is there a better way to =
disconnect?
    =20
    Thanks,
    =20
    Eric Ginder
    Last Atlantis Capital
    =20

[Quickfix-developers] QF Session Number Limitations

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

We will potentially have up to 200 Sessions(SenderCompID's) in our config
file. All of the sessions may not be active, but potentially could be. I
was wondering if anyone has used QF with a large number of Sessions and
what the experience was.

We are using QF version 1.7.0 on RHE 2.1 with SocketAcceptor and not
ThreadedSocketAcceptor.

Thanks,

JD

Re: [Quickfix-developers] Logon exception

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

>> 4. Logfiles, ie XXX.incoming, XXX.outgoing, XXX.events
> 
> Do not have on me now, but this is what I recollect (hope it makes some 
> sense)
> 
> *.events log file - Connection successfull after which the error message 
> is posted.
> *.outgoing log file - shows two logon messages being sent, with Begin 
> string = FIX.4.0, HeartBtInt = 60, Encryption = 0
> *.incoming log file - Text - "Msg Sequence number too low"

Can you reproduce that behaviour? In this way, you could get some logfiles.

Cheers, Jörg

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

Re: [Quickfix-developers] Logon exception

[Sharma H. <sha...@ho...>]

>From: Joerg Thoennes <Joe...@ma...>
>To: Sharma Himanshu <sha...@ho...>
>CC: qui...@li...
>Subject: Re: [Quickfix-developers] Logon exception
>Date: Thu, 08 Jul 2004 19:13:22 +0200
>
>>I have been trying to connect a quickfix client(initiator) to a FIX 
>>engine.
>>
>>During startup process, the client application crashes.
>>
>>On checking the log files, I find that 2 logon messages were sent and a 
>>text message in XXX.events file indicated "Logon state is not valid for 
>>message".
>>
>>Why does this happen? Is there a proper solution for this?
>
>Please tell us more:
>
>1. QuickFIX version
version 1.7.1 with Callstack enabled.
>2. Operating system
Solaris with Sun C++ compiler (no gcc)
>3. API (C++, Java, .NET)
C++
>4. Logfiles, ie XXX.incoming, XXX.outgoing, XXX.events
Do not have on me now, but this is what I recollect (hope it makes some 
sense)

*.events log file - Connection successfull after which the error message is 
posted.
*.outgoing log file - shows two logon messages being sent, with Begin string 
= FIX.4.0, HeartBtInt = 60, Encryption = 0
*.incoming log file - Text - "Msg Sequence number too low"

>5. cfg file
[DEFAULT]
ConnectionType=initiator
HeartBtInt=60
FileStorePath=store
FileLogPath=logs
StartTime=06:00:00
EndTime=06:00:00
UseDataDictionary=N
SocketConnectHost=myhost
SocketConnectPort=5001

[SESSION]
BeginString=FIX.4.0
SenderCompID=CLIENT1
TargetCompID=BROKER1

>
>Otherwise it is difficult even to guess.
>
>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

_________________________________________________________________
Get Citibank Home Loan ! http://go.msnserver.com/IN/52043.asp At an 
unbelievably low interest rate.

Re: [Quickfix-developers] Logon exception

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

> I have been trying to connect a quickfix client(initiator) to a FIX engine.
> 
> During startup process, the client application crashes.
> 
> On checking the log files, I find that 2 logon messages were sent and a 
> text message in XXX.events file indicated "Logon state is not valid for 
> message".
> 
> Why does this happen? Is there a proper solution for this?

Please tell us more:

1. QuickFIX version
2. Operating system
3. API (C++, Java, .NET)
4. Logfiles, ie XXX.incoming, XXX.outgoing, XXX.events
5. cfg file

Otherwise it is difficult even to guess.

Cheers, Jörg

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

[Quickfix-developers] Logon exception

[Sharma H. <sha...@ho...>]

Hi,

I have been trying to connect a quickfix client(initiator) to a FIX engine.

During startup process, the client application crashes.

On checking the log files, I find that 2 logon messages were sent and a text 
message in XXX.events file indicated "Logon state is not valid for message".

Why does this happen? Is there a proper solution for this?

Regards,
Himanshu Sharma

_________________________________________________________________
Marriage?  http://www.bharatmatrimony.com/cgi-bin/bmclicks1.cgi?74 Join 
BharatMatrimony.com for free.

Re: [Quickfix-developers] FIX connection to EuroNext

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

Actually this is ok.  The spec says that the length of the sessions 
should be negotiated between the counter-parties.  It does not specify 
anywhere what that length should be.  So week long sessions are 
perfectly acceptable.  It just so happens that most systems use day 
long sessions, particularly for equities.  We see with other instrument 
types that weekly sessions are sometimes favored.  We really just need 
to add support for this to QuickFIX.  I had originally planned for this 
to go into 1.7.1, but it didn't make it in.  It should become a high 
priority.

--oren

On Jul 8, 2004, at 8:46 AM, Scott Harrington 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
>
> A spec has just crossed my desk from a large northamerican bank for
> streaming dealable FX rates which also specifies weekly (sunday night)
> sequence number reset.  Perhaps Appia is providing this option with its
> FIX engine?  So much for standards.
>
> On Thu, 8 Jul 2004, Rich Holm wrote:
>
>> Like others I have a customized version for CME... session and
>> logon/logout are slightly different.  They do a weekly session instead
>> of daily.  It would be nice if this support could be made standard.  I
>> can and have provided my modifications to the list in the past.
>>
>> Cheers,
>> Rich
> [snip]
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 -
> digital self defense, top technical experts, no vendor pitches,
> unmatched networking opportunities. Visit www.blackhat.com
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] QuickFIX on Solaris / Forte 5.3 / Roguewave

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

Hi Kris,

> I have been developing a FIX 4.2 connection to an executing broker
> using QuickFIX 1.7.1. As our trading system runs on Solaris/SPARC and
> is built with SunPRO 5.3 C++ and Roguewave, this has made for an
> interesting build environment for building QuickFIX.

Sounds good. So far we have no SunPRO setup for QF as far as I know.

> I have built QuickFIX on Solaris with GCC 3.4.0, SunPRO 5.3 w/shipped
> STL and SunPRO 5.3 w/separate Roguewave STL. All of the builds
> required edits to configure and Makefile.in files (I did not change
> autoconf files as I don't have the tools), and the SunPRO 3.3 builds
> required substantial changes to source files as well.

Would be nice to have some tests to detect the compiler/build 
environment. BTW, you can download Solaris packages for the autotools.

> I'd like to know if anyone else has had any experiences using
> QuickFIX on Solaris and would like to share them. If all goes well,
> we'd like to use QuickFIX elsewhere and improve QuickFIX's support
> for Solaris so that it will work out of the box (or tarball as it
> were).

Great! This would be the 2nd binary package for QF. Maybe the native Sun 
compiler generates faster code instead of GCC (Do you have any benchmarks?).
> 
> If there is interest, I would be happy to provide details of what
> we've done to get QuickFIX working.

Yes, please contribute. We will give you support with the autotools as 
good as we can.

Cheers, Jörg

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

RE: [Quickfix-developers] FIX connection to EuroNext

[Scott H. <sco...@fo...>]

A spec has just crossed my desk from a large northamerican bank for
streaming dealable FX rates which also specifies weekly (sunday night)
sequence number reset.  Perhaps Appia is providing this option with its
FIX engine?  So much for standards.

On Thu, 8 Jul 2004, Rich Holm wrote:

> Like others I have a customized version for CME... session and
> logon/logout are slightly different.  They do a weekly session instead
> of daily.  It would be nice if this support could be made standard.  I
> can and have provided my modifications to the list in the past.
>
> Cheers,
> Rich
[snip]

RE: [Quickfix-developers] FIX connection to EuroNext

[Angela M. <A.M...@it...>]

OK that's great! I'll prepare all the log I have (for trading and market =
data) and I'll send you with all the modification we did to quickfix =
1.7.0 but I can't do it now (I apologize for that!). I'll write you =
tomorrow.

Bye

Angela

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Thursday, July 08, 2004 14:30
To: Joerg Thoennes
Cc: Angela Metallo; qui...@li...
Subject: Re: [Quickfix-developers] FIX connection to EuroNext


yeah, what would be helpful is if we can get a logfile (or the relevant=20
portion) that demonstrates the strange logon behavior.  This way we can=20
set up an automated acceptance test for Euronext.  It will probably=20
result in a configuration setting that will allow for this behavior.

--oren

On Jul 8, 2004, at 6:27 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> 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
>
>> J=F6rg, there is any possibility that a new quickFix version will be=20
>> compatible with EURONEXT FIX?
>> This is very important for my company because we are be able to use=20
>> directly quickfix without patch it.
>> If this is possible there is a pleasure for us to collaborate with=20
>> you and QuickFix staff.
>
> Sure, if we can make it fit so that it does not break other stuff.=20
> Perhaps some configuration setting, depends on the exact change.
>
> Oren, what do you think?
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital=20
> self defense, top technical experts, no vendor pitches, unmatched=20
> networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] FIX connection to EuroNext

[Rich H. <rh...@st...>]

Like others I have a customized version for CME... session and =
logon/logout
are slightly different.  They do a weekly session instead of daily.  It =
would be nice if this support could be made standard.  I can and have =
provided my modifications to the list in the past.

Cheers,
Rich


-----Original Message-----
From: James C. Downs [mailto:jc...@co...]=20
Sent: Thursday, July 08, 2004 7:48 AM
To: 'Oren Miller'; 'Joerg Thoennes'
Cc: 'Angela Metallo'; qui...@li...
Subject: RE: [Quickfix-developers] FIX connection to EuroNext

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 also have a similar situation with CME session behaviors. Maybe we =
can
make some configuration setting for exchanges that do not follow FIX =
session
protocol.=20


Jim
=20
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of =
Oren
Miller
Sent: Thursday, July 08, 2004 7:30 AM
To: Joerg Thoennes
Cc: Angela Metallo; qui...@li...
Subject: Re: [Quickfix-developers] FIX connection to EuroNext

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, what would be helpful is if we can get a logfile (or the relevant
portion) that demonstrates the strange logon behavior.  This way we can =
set
up an automated acceptance test for Euronext.  It will probably result =
in a
configuration setting that will allow for this behavior.

--oren

On Jul 8, 2004, at 6:27 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> 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
>
>> J=F6rg, there is any possibility that a new quickFix version will be=20
>> compatible with EURONEXT FIX?
>> This is very important for my company because we are be able to use=20
>> directly quickfix without patch it.
>> If this is possible there is a pleasure for us to collaborate with=20
>> you and QuickFix staff.
>
> Sure, if we can make it fit so that it does not break other stuff.=20
> Perhaps some configuration setting, depends on the exact change.
>
> Oren, what do you think?
>
> Cheers, J=F6rg
>
> --
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital=20
> self defense, top technical experts, no vendor pitches, unmatched=20
> networking opportunities. Visit www.blackhat.com=20
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-------------------------------------------------------
This SF.Net email sponsored by Black Hat Briefings & Training.
Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital =
self
defense, top technical experts, no vendor pitches, unmatched networking
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-------------------------------------------------------
This SF.Net email sponsored by Black Hat Briefings & Training.
Attend Black Hat Briefings & Training, Las Vegas July 24-29 -=20
digital self defense, top technical experts, no vendor pitches,=20
unmatched networking opportunities. Visit www.blackhat.com
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[Quickfix-developers] QuickFIX on Solaris / Forte 5.3 / Roguewave

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

Hello,

I have been developing a FIX 4.2 connection to an executing broker using Qu=
ickFIX 1.7.1. As our trading system runs on Solaris/SPARC and is built with=
 SunPRO 5.3 C++ and Roguewave, this has made for an interesting build envir=
onment for building QuickFIX.

I have built QuickFIX on Solaris with GCC 3.4.0, SunPRO 5.3 w/shipped STL a=
nd SunPRO 5.3 w/separate Roguewave STL. All of the builds required edits to=
 configure and Makefile.in files (I did not change autoconf files as I don'=
t have the tools), and the SunPRO 3.3 builds required substantial changes t=
o source files as well.

I'd like to know if anyone else has had any experiences using QuickFIX on S=
olaris and would like to share them. If all goes well, we'd like to use Qui=
ckFIX elsewhere and improve QuickFIX's support for Solaris so that it will =
work out of the box (or tarball as it were).

If there is interest, I would be happy to provide details of what we've don=
e to get QuickFIX working.

Regards,

- Kris


<font face=3D"Times New Roman" size=3D"3">
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RE: [Quickfix-developers] FIX connection to EuroNext

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

We also have a similar situation with CME session behaviors. Maybe we =
can
make some configuration setting for exchanges that do not follow FIX =
session
protocol.=20


Jim
=20
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of =
Oren
Miller
Sent: Thursday, July 08, 2004 7:30 AM
To: Joerg Thoennes
Cc: Angela Metallo; qui...@li...
Subject: Re: [Quickfix-developers] FIX connection to EuroNext

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, what would be helpful is if we can get a logfile (or the relevant
portion) that demonstrates the strange logon behavior.  This way we can =
set
up an automated acceptance test for Euronext.  It will probably result =
in a
configuration setting that will allow for this behavior.

--oren

On Jul 8, 2004, at 6:27 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> 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
>
>> J=F6rg, there is any possibility that a new quickFix version will be=20
>> compatible with EURONEXT FIX?
>> This is very important for my company because we are be able to use=20
>> directly quickfix without patch it.
>> If this is possible there is a pleasure for us to collaborate with=20
>> you and QuickFix staff.
>
> Sure, if we can make it fit so that it does not break other stuff.=20
> Perhaps some configuration setting, depends on the exact change.
>
> Oren, what do you think?
>
> Cheers, J=F6rg
>
> --
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital=20
> self defense, top technical experts, no vendor pitches, unmatched=20
> networking opportunities. Visit www.blackhat.com=20
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-------------------------------------------------------
This SF.Net email sponsored by Black Hat Briefings & Training.
Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital =
self
defense, top technical experts, no vendor pitches, unmatched networking
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_______________________________________________
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Re: [Quickfix-developers] FIX connection to EuroNext

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

yeah, what would be helpful is if we can get a logfile (or the relevant=20=

portion) that demonstrates the strange logon behavior.  This way we can=20=

set up an automated acceptance test for Euronext.  It will probably=20
result in a configuration setting that will allow for this behavior.

--oren

On Jul 8, 2004, at 6:27 AM, Joerg Thoennes wrote:

> QuickFIX Documentation:=20
> 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
>
>> J=F6rg, there is any possibility that a new quickFix version will be=20=

>> compatible with EURONEXT FIX?
>> This is very important for my company because we are be able to use=20=

>> directly quickfix without patch it.
>> If this is possible there is a pleasure for us to collaborate with=20
>> you and QuickFix staff.
>
> Sure, if we can make it fit so that it does not break other stuff.=20
> Perhaps some configuration setting, depends on the exact change.
>
> Oren, what do you think?
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email sponsored by Black Hat Briefings & Training.
> Attend Black Hat Briefings & Training, Las Vegas July 24-29 - digital=20=

> self defense, top technical experts, no vendor pitches, unmatched=20
> networking opportunities. Visit www.blackhat.com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>