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From: Kenny S. <ks...@co...> - 2011-09-08 13:08:11
|
If the other sequence numbers were admin messages, they will not be sent (nor should they). QuickFIX has a bunch of acceptance tests to demonstrate resend functionality (but there could still be a bug). -- Kenny Stone Connamara Systems, LLC On Wed, Sep 7, 2011 at 8:07 PM, Hei Chan <str...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I believe it is a bug in QuickFIX because according to FIX 4.2 > specification: > "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should > conform to standard message sequencing rules (i.e. the MsgSeqNum of the > Sequence Reset-GapFill message should represent the beginning MsgSeqNum in > the GapFill range because the remote side is expecting that next message)." > > So in the example in my previous email, QuickFIX should reply with a > GapFill message with 34=2 because the Resend Request asked for the message > with a sequence # of 2. > > I have filled a bug: > https://sourceforge.net/tracker/?group_id=37535&atid=1126912 > > Thanks in advance. > > > Cheers, > Hei > > ------------------------------ > *From:* Hei Chan <str...@ya...> > *To:* "qui...@li..." < > qui...@li...> > *Sent:* Wednesday, September 7, 2011 5:33 PM > *Subject:* [Quickfix-developers] Sequence Reset's Sequence #? > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am using the latest QuickFIX C++. > > When a FIX engine receives a Resend Request message with 7 (begin sequence > #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? > > If yes, it seems like there is a bug in QuickFIX: > Received: > 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A > > QuickFIX's response: > > 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A > > As you can see, the Resend Request asked for the message with sequence # 2, > but QuickFIX replied with a sequence #=6 instead of 2. > > Any idea? > > Thanks in advance. > > > Cheers, > Hei > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Doing More with Less: The Next Generation Virtual Desktop > What are the key obstacles that have prevented many mid-market businesses > from deploying virtual desktops? How do next-generation virtual desktops > provide companies an easier-to-deploy, easier-to-manage and more affordable > virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Hei C. <str...@ya...> - 2011-09-08 01:07:57
|
Hi, I believe it is a bug in QuickFIX because according to FIX 4.2 specification: "If the GapFillFlag field is present (and equal to Y), the MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset-GapFill message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message)." So in the example in my previous email, QuickFIX should reply with a GapFill message with 34=2 because the Resend Request asked for the message with a sequence # of 2. I have filled a bug: https://sourceforge.net/tracker/?group_id=37535&atid=1126912 Thanks in advance. Cheers, Hei ________________________________ From: Hei Chan <str...@ya...> To: "qui...@li..." <qui...@li...> Sent: Wednesday, September 7, 2011 5:33 PM Subject: [Quickfix-developers] Sequence Reset's Sequence #? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, I am using the latest QuickFIX C++. When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? If yes, it seems like there is a bug in QuickFIX: Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A QuickFIX's response: 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2. Any idea? Thanks in advance. Cheers, Hei ------------------------------------------------------------------------------ Doing More with Less: The Next Generation Virtual Desktop What are the key obstacles that have prevented many mid-market businesses from deploying virtual desktops? How do next-generation virtual desktops provide companies an easier-to-deploy, easier-to-manage and more affordable virtual desktop model.http://www.accelacomm.com/jaw/sfnl/114/51426474/ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Hei C. <str...@ya...> - 2011-09-08 00:33:53
|
Hi, I am using the latest QuickFIX C++. When a FIX engine receives a Resend Request message with 7 (begin sequence #)=X, should the FIX engine response with 34=X (assuming it is a gap fill)? If yes, it seems like there is a bug in QuickFIX: Received: 8=FIX.4.2^A9=97^A35=2^A34=9^A369=1^A52=20110908-00:22:11.150^A49=XXX^A50=G^A56=YYYY^A57=1^A143=US,IL^A7=2^A16=0^A10=072^A QuickFIX's response: 8=FIX.4.2^A9=124^A35=4^A34=6^A43=Y^A49=YYYY^A50=1^A52=20110908-00:22:11.195^A56=XXX^A57=G^A122=20110908-00:22:11.195^A142=US,IL^A36=6^A123=Y^A10=237^A As you can see, the Resend Request asked for the message with sequence # 2, but QuickFIX replied with a sequence #=6 instead of 2. Any idea? Thanks in advance. Cheers, Hei |
|
From: Hei C. <str...@ya...> - 2011-08-29 23:04:53
|
Hi, I am using the latest QuickFIX C++. I am wondering when Log::backup() is called. I read through the source code, and I found that it is called by SessionState::backup(). However, SessionState::backup() isn't called by anyone. Is it QuickFIX user's responsibility to call SessionState::backup() directly (because I see that it is a public method)? Thanks in advance. Cheers, Hei |
|
From: Kenny S. <ks...@co...> - 2011-08-22 16:27:49
|
Vip, I'd suggest you take this to the QuickFIX/J mailing list, as Grant suggested. -- Kenny Stone Connamara Systems, LLC On Mon, Aug 22, 2011 at 11:25 AM, Vipula <vi...@ya...> wrote: > Hi Kenny, > No I don't. I only set the fileds that defines the actual order. eg. > SecurityID Price etc .... > > Thanks > Vips > > ------------------------------ > *From:* Kenny Stone <ks...@co...> > *To:* George Tsafas <GT...@rb...> > *Cc:* Vipula <vi...@ya...>; " > qui...@li..." < > qui...@li...> > *Sent:* Friday, August 19, 2011 1:53 PM > > *Subject:* Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > > Are you setting that field manually? > > -- > Kenny Stone > Connamara Systems, LLC > > > On Fri, Aug 19, 2011 at 7:52 AM, George Tsafas <GT...@rb...> wrote: > > Are you sure that this is not always happening? > > Perhaps you are always creating a random extra tag? You may just be getting > lucky and only breaking on tag 9 since its in every message. > > -----Original Message----- > From: Kenny Stone [mailto:ks...@co...] > Sent: Friday, August 19, 2011 8:35 AM > To: Vipula > Cc: qui...@li... > Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > |
|
From: Vipula <vi...@ya...> - 2011-08-22 16:25:10
|
Hi Kenny, No I don't. I only set the fileds that defines the actual order. eg. SecurityID Price etc .... Thanks Vips >________________________________ >From: Kenny Stone <ks...@co...> >To: George Tsafas <GT...@rb...> >Cc: Vipula <vi...@ya...>; "qui...@li..." <qui...@li...> >Sent: Friday, August 19, 2011 1:53 PM >Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > > >Are you setting that field manually? > >-- >Kenny Stone >Connamara Systems, LLC > > > >On Fri, Aug 19, 2011 at 7:52 AM, George Tsafas <GT...@rb...> wrote: > >Are you sure that this is not always happening? >> >>Perhaps you are always creating a random extra tag? You may just be getting lucky and only breaking on tag 9 since its in every message. >> >> >>-----Original Message----- >>From: Kenny Stone [mailto:ks...@co...] >>Sent: Friday, August 19, 2011 8:35 AM >>To: Vipula >>Cc: qui...@li... >>Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message >> >>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >>QuickFIX Support: http://www.quickfixengine.org/services.html >> >> > > > |
|
From: Vipula <vi...@ya...> - 2011-08-22 16:23:18
|
Hi George, I'm sure it not happening all the time and I'm struglling to regenerate the error in UAT. So far only the tag 9 is getting duplicated randomly at rare occations. Generally happens at busy times and I noticed the checksum is correct if I remove the duplicate tag. So my guess is it get currupted after CheckSum is computed but got no idea how to avoide that. Thanks Vips >________________________________ >From: George Tsafas <GT...@rb...> >To: Kenny Stone <ks...@co...>; Vipula <vi...@ya...> >Cc: "qui...@li..." <qui...@li...> >Sent: Friday, August 19, 2011 1:52 PM >Subject: RE: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > >Are you sure that this is not always happening? > >Perhaps you are always creating a random extra tag? You may just be getting lucky and only breaking on tag 9 since its in every message. > >-----Original Message----- >From: Kenny Stone [mailto:ks...@co...] >Sent: Friday, August 19, 2011 8:35 AM >To: Vipula >Cc: qui...@li... >Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > >QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > > > > |
|
From: Vipula <vi...@ya...> - 2011-08-22 16:00:07
|
Hi Kenny,
The generated message was
8=FIX.4.29=2839=28335=F34=173049=SYST52=20110819-07:24:52.11356=MS1=GN411=20110819_b0558160-94cb-44a8-8fe8-df60abc303b638=47040=241=20110819_b85e32bd-247e-4103-ae08-84476c4f072544=193048=ITRK LN50=TradeUser154=555=ITRK LN Equity57=DMA60=20110819-07:24:526100=225710=21410=214
I have a WCF contract where trading client apps submit orders and then I create a new instance of NewOrderSingle per order as below
protected override bool SubmitOrder()
{
QuickFix42.NewOrderSingle newSingleOrder = new
QuickFix42.NewOrderSingle(ClOrderID, HandInst, Symbol, Side,
TransactTime, OrderType);
if (Account != null)
newSingleOrder.setField(Account);
newSingleOrder.setField(TargetSubID);
newSingleOrder.setField(SecurityType);
newSingleOrder.setField(SecurityID);
newSingleOrder.setField(IDSource);
newSingleOrder.setField(OrderQuantity);
newSingleOrder.setField(Price);
if (OrderType.getValue() == QuickFix.OrdType.STOP || OrderType.getValue() == QuickFix.OrdType.STOP_LIMIT)
{
newSingleOrder.setField(StopPrice);
}
newSingleOrder.setField(SecurityType);
if (SecurityType.ToString() == QuickFix.SecurityType.FUTURE)
newSingleOrder.setField(CurrencyCode);
else
newSingleOrder.setField(CurrencyCode);
newSingleOrder.setField(TransactTime);
newSingleOrder.setField(TimeInForce);
newSingleOrder.setField(6100, StrategyID);
if (AlgoWaveID != null)
newSingleOrder.setField(6101, AlgoWaveID);
newSingleOrder.setField(SenderSubID);
if (ListID != null)
newSingleOrder.setField(ListID);
if (BookingType != null)
newSingleOrder.setField(7750, Convert.ToString(BookingType));
return Session.sendToTarget(newSingleOrder, SENDER_COMP_ID, TARGET_COMP_ID);
}
This is random and tend to happen when trying to process a large volume of orders.
Thanks
Vips
>________________________________
>From: Kenny Stone <ks...@co...>
>To: Vipula <vi...@ya...>
>Cc: "qui...@li..." <qui...@li...>
>Sent: Friday, August 19, 2011 1:35 PM
>Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message
>
>
>Sounds pretty strange to me. Can you post a log of when this happens?
>
>
>How are you using (reusing) objects?
>
>--
>Kenny Stone
>Connamara Systems, LLC
>
>
>
>On Fri, Aug 19, 2011 at 6:30 AM, Vipula <vi...@ya...> wrote:
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>>Hi,
>>I'm using C# .NET 4.0 FIX 4.2 and sometimes my generated messages have duplicate tag 9 <BodyLength>. There for the CheckSum is invalid and the counterparty is rejecting the messages. This seems to happen when I try to send out a high volume of messages out. Other than that it is very random. Has anyone experienced a similar issue and appreciate any advice.
>>
>>
>>Thanks
>>Vips
>>
>>------------------------------------------------------------------------------
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>>_______________________________________________
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>>Qui...@li...
>>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
> |
|
From: Franck <fra...@gm...> - 2011-08-19 23:09:06
|
Hi guys, Did some of you tried quickfix with the LMAX new fix options ? http://www.lmaxtrader.co.uk/api-trading/fix-protocol Is it working ok ? regards Franck |
|
From: Grant B. <gbi...@co...> - 2011-08-19 18:13:42
|
By the way, Maverick, there is a specific list for QF/J. (This one is primarily for the C++-based versions.) http://quickfixj.org/support/ -Grant On Fri, Aug 19, 2011 at 12:02 PM, Sev Zaslavsky <se...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > This has worked well for me in .net (also reduces garbage collection): > > create an object pool to store the message objects. When it's time to > send a message you simply take a message out of the pool, change the > necessary fields and fire it off. Then, return the message to the pool. > > On 8/19/2011 12:36 PM, The Maverick wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi, > > > > I have around 5 worker threads on 8 core machine inside java app. They > all shoot > > orders when certain conditions are met through one session to the prime > broker. > > It seems like the quickfix/j takes a milisecond only to construct the fix > > message. How do I improve this? Does anybody have any clue? > > > > Thanks, > > > > > > > ------------------------------------------------------------------------------ > > Get a FREE DOWNLOAD! and learn more about uberSVN rich system, > > user administration capabilities and model configuration. Take > > the hassle out of deploying and managing Subversion and the > > tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2 > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Get a FREE DOWNLOAD! and learn more about uberSVN rich system, > user administration capabilities and model configuration. Take > the hassle out of deploying and managing Subversion and the > tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Sev Z. <se...@gm...> - 2011-08-19 17:03:04
|
This has worked well for me in .net (also reduces garbage collection): create an object pool to store the message objects. When it's time to send a message you simply take a message out of the pool, change the necessary fields and fire it off. Then, return the message to the pool. On 8/19/2011 12:36 PM, The Maverick wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I have around 5 worker threads on 8 core machine inside java app. They all shoot > orders when certain conditions are met through one session to the prime broker. > It seems like the quickfix/j takes a milisecond only to construct the fix > message. How do I improve this? Does anybody have any clue? > > Thanks, > > > ------------------------------------------------------------------------------ > Get a FREE DOWNLOAD! and learn more about uberSVN rich system, > user administration capabilities and model configuration. Take > the hassle out of deploying and managing Subversion and the > tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Kenny S. <ks...@co...> - 2011-08-19 16:48:33
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We usually see about 100us to construct and send an order unless it's a huge quote. Are you sure the synchronization isn't causing slowness? -- Kenny Stone Connamara Systems, LLC On Fri, Aug 19, 2011 at 11:36 AM, The Maverick <chi...@gm...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I have around 5 worker threads on 8 core machine inside java app. They all > shoot > orders when certain conditions are met through one session to the prime > broker. > It seems like the quickfix/j takes a milisecond only to construct the fix > message. How do I improve this? Does anybody have any clue? > > Thanks, > > > > ------------------------------------------------------------------------------ > Get a FREE DOWNLOAD! and learn more about uberSVN rich system, > user administration capabilities and model configuration. Take > the hassle out of deploying and managing Subversion and the > tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: The M. <chi...@gm...> - 2011-08-19 16:40:21
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Hi, I have around 5 worker threads on 8 core machine inside java app. They all shoot orders when certain conditions are met through one session to the prime broker. It seems like the quickfix/j takes a milisecond only to construct the fix message. How do I improve this? Does anybody have any clue? Thanks, |
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From: George T. <GT...@rb...> - 2011-08-19 13:04:37
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Are you sure that this is not always happening? Perhaps you are always creating a random extra tag? You may just be getting lucky and only breaking on tag 9 since its in every message. -----Original Message----- From: Kenny Stone [mailto:ks...@co...] Sent: Friday, August 19, 2011 8:35 AM To: Vipula Cc: qui...@li... Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html |
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From: Kenny S. <ks...@co...> - 2011-08-19 13:01:22
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Are you setting that field manually? -- Kenny Stone Connamara Systems, LLC On Fri, Aug 19, 2011 at 7:52 AM, George Tsafas <GT...@rb...> wrote: > Are you sure that this is not always happening? > > Perhaps you are always creating a random extra tag? You may just be getting > lucky and only breaking on tag 9 since its in every message. > > -----Original Message----- > From: Kenny Stone [mailto:ks...@co...] > Sent: Friday, August 19, 2011 8:35 AM > To: Vipula > Cc: qui...@li... > Subject: Re: [Quickfix-developers] Duplicate tag 9 on FIX 4.2 Message > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > |
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From: Kenny S. <ks...@co...> - 2011-08-19 12:41:51
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Sounds pretty strange to me. Can you post a log of when this happens? How are you using (reusing) objects? -- Kenny Stone Connamara Systems, LLC On Fri, Aug 19, 2011 at 6:30 AM, Vipula <vi...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > I'm using C# .NET 4.0 FIX 4.2 and sometimes my generated messages have > duplicate tag 9 <BodyLength>. There for the CheckSum is invalid and the > counterparty is rejecting the messages. This seems to happen when I try to > send out a high volume of messages out. Other than that it is very random. > Has anyone experienced a similar issue and appreciate any advice. > > Thanks > Vips > > > ------------------------------------------------------------------------------ > Get a FREE DOWNLOAD! and learn more about uberSVN rich system, > user administration capabilities and model configuration. Take > the hassle out of deploying and managing Subversion and the > tools developers use with it. http://p.sf.net/sfu/wandisco-d2d-2 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Vipula <vi...@ya...> - 2011-08-19 11:30:30
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Hi, I'm using C# .NET 4.0 FIX 4.2 and sometimes my generated messages have duplicate tag 9 <BodyLength>. There for the CheckSum is invalid and the counterparty is rejecting the messages. This seems to happen when I try to send out a high volume of messages out. Other than that it is very random. Has anyone experienced a similar issue and appreciate any advice. Thanks Vips |
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From: <laz...@gm...> - 2011-08-18 05:05:10
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Hi again, I am new to QuickFIX and I have some basic questions regarding QuickFix: 1) Considering that at one time, there will be only one fix session between an acceptor and an initiator. I do not quite understand the purpose of ThreadedSocketInitiator and ThreadedSocketAcceptor classes. Or do these classes exist to facilitate multiple sessions, in which multiple "initiators" can talk to different acceptors and vice versa? 2) Does QuickFIX has some kinds of message persistence, for example, what happens if the message is lost in transit? Does the engine takes care of resending the message? Thanks in advance. :-) -Harwinder |
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From: <laz...@gm...> - 2011-08-17 09:19:01
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Hi, I am building an application with Quickfix C++, where I would need to accept a request from the clients and forward the message to another client via using Quickfix. So, basically in Quickfix terms, I need to open an "acceptor" to receive messages from, and then pass this message to an "initiator". I would assume, that internally these acceptor and initiator would be running in a thread of their own. What would be the best way to pass a message from an acceptor to an initiator? Thanks in advance. -Harwinder |
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From: John H. <jh...@ca...> - 2011-08-15 17:45:25
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Has anybody else experienced problems with the ThreadedSocketAcceptor whereby if a session gets disconnected and subsequently tries to reconnect, the session cannot reconnect and the only solution is to stop the acceptor and restart it? I've been having this problem intermittently since migrating up to QF 1.13.3 but can't recreate it consistently. Recently I was able to capture the problem occurring with wireshark. A look at the logs indicates that when this problem is happening, the acceptor is not replying to the initiator client. Rather, the initiator is timing out on its logon attempt after five seconds. I'm fairly certain that the acceptor isn't getting the logon attempt at the session logic level, as the incoming/outgoing sequence numbers on the acceptor side aren't incrementing with each failed attempt. Any suggestions on what I might try to isolate the problem would be greatly appreciated. Thanks, John |
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From: George <pap...@gm...> - 2011-07-22 09:24:33
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Hi, I would like to know if there is a way to receive a collateral report every few seconds. That is i would like to be able to configure this. Regards George |
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From: Sricharan K. <ska...@af...> - 2011-07-21 21:15:59
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Any thoughts? The app seems to be connecting , gets heartbeats,gets executions but fails when sendtoTarget is called.
It is a test Vb.NET application.
A first chance exception of type 'System.Runtime.InteropServices.SEHException' occurred in quickfix_net.dll
A first chance exception of type 'QuickFix.SessionNotFound' occurred in quickfix_net.dll
A first chance exception of type 'System.Security.SecurityException' occurred in System.dll
Sri
The Companies: Alliance Financial, LLC / Integrated Brokerage Services, LLC / IBS Securities, LLC / Integrated Trading Systems, LLC
721 East Madison / Suite 100 / Villa Park, Illinois 60181
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From: Daniel G. <da...@gm...> - 2011-07-16 21:09:42
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From: Grant B. <gbi...@co...> - 2011-07-13 14:14:40
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What you're describing is not within FIX's role. FIX is merely a communication protocol. What you are describing is a brokerage feature; the guy on the other end of your connection may support something like this or he may not. You'll need to check with your counterparty's documentation. -Grant On Wed, Jul 13, 2011 at 7:08 AM, Sarkar, Arup <sar...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi: > > I have a requirement which is the following > > I do not want to keep any open position at the end of trading day. > > My question is how can I send a STOP indicator to fix server, so that they will process the last long trade and stop, just an example. > > I am thinking of doing the following. > 1) Since I know when to stop trading, after the last such trade do not send any application NewOrderSingle message. > 2) What I was looking for is an indication to fix server that this is my last trade. > > Regards, > Arup > > ------------------------------------------------------------------------------ > AppSumo Presents a FREE Video for the SourceForge Community by Eric > Ries, the creator of the Lean Startup Methodology on "Lean Startup > Secrets Revealed." This video shows you how to validate your ideas, > optimize your ideas and identify your business strategy. > http://p.sf.net/sfu/appsumosfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Sarkar, A. <sar...@gm...> - 2011-07-13 12:08:22
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Hi: I have a requirement which is the following I do not want to keep any open position at the end of trading day. My question is how can I send a STOP indicator to fix server, so that they will process the last long trade and stop, just an example. I am thinking of doing the following. 1) Since I know when to stop trading, after the last such trade do not send any application NewOrderSingle message. 2) What I was looking for is an indication to fix server that this is my last trade. Regards, Arup |
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