quickfix-developers — QuickFIX developers forum

[Quickfix-developers] QuickFix.ConfigError

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

Hi,

I have just started learning QuickFix in .NET

I trying to use SocketAcceptor I get an error whenever I initialize that.

The Error is,

An unhandled exception of type 'QuickFix.ConfigError' occurred in
WindowsApplication1.exe

Additional information: Configuration failed: Could not initialize COM

Unhandled Exception: QuickFix.ConfigError: Configuration failed: Could not
initialize COM
   at ReceiveFixEngineCS.Test.Main(String[] args) in c:\documents and
settings\umapar1a\my documents\visual studio
projects\cabutilities\testingprojects\windowsapplication1\class1.cs:line
37The program '[468] WindowsApplication1.exe' has exited with code 0 (0x0).

The code is here,

			
	String fileName = "server.cfg";
	SessionSettings settings = new SessionSettings(fileName);
	Application application = new Application();
	FileStoreFactory storefactory = new FileStoreFactory(settings);
	ScreenLogFactory logFactory = new ScreenLogFactory( true, true, true
);
					
	MessageFactory messageFactory = new DefaultMessageFactory();

	SocketAcceptor acceptor
		= new SocketAcceptor( application, storefactory, settings,
logFactory, messageFactory );



The configuration file is this,

[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
FileStorePath=store
StartTime=00:00:00
EndTime=00:00:00

[SESSION]
BeginString=FIX.4.2
SenderCompID=s09183
TargetCompID=umapar1a
DataDictionary=FIX42.xml

Any help is appreciated,

Ramprakash

Re: [Quickfix-developers] Sequece of events

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

Clark,

I would recommend posting this message to the general discussion forum=20=

at www.fixprotocol.org.  That is the best place for help with general=20
FIX questions like this.  You will probably get a better response over=20=

there:

http://www.fixprotocol.org/cgi-bin/Menu.cgi?menu=3D700

--oren

On May 22, 2004, at 3:59 PM, Clark Sims wrote:

> I am a newbie to fix programming. I want to make sure
> I understand the sequence of events for placeing a new
> order, doing a cancel replace, and doing a straight
> cancel. I also have some questions about various
> fields within the fix messages.
>
> For a new single order I think this is the sequence of
> events:
>
> 1) Fix client sends a NewOrderSingle message to the
> the Fix server.
>     Question 1) How should I set HandlInst?
>       For orders to Arca, Isnd, and other ECN's I
> guess it should be
>        1, for
> HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
>       For orders that go to Dot how should this be
> specified? Reading the names
>         I would guess
>        2, would correcspend to AutoEx, or
> HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
>  and
>        3, HandlInst_MANUAL_ORDER_BEST_EXECUTION would
> be a normal dot order.
>        Are these values correct?
>
>
> 2) One of two things happens:
>   a) The Fix server sends an ExecutionReport to the
> client with
>      OrdStatus =3D 0 =3D OrdStatus_NEW
>   b) The Fix server sends an ExecutionReport to the
> client with
>      OrdStatus =3D Rejected
>    Question 2) Where is the reason for the rejection?
>
> For a cancel replace order I think this sequence of
> events happens:
>   1) the Fix Client sends a OrderCancelReplaceRequest
> to the Fix server.
>     Question 3) Do I need to set the quantity for a
> cancel replace order?
>      If so what quantity should I use, the original
> quantity,
>      or the remaining unfilled quantity?
>
>   2) The fix server sends an execution messages with
> OrdStatus =3D 1 =3D Pending,
>      or the fix server sends a OrderCancelReject
> message.
>    Question 3) If the fix server sends an
> OrderCancelReject message, where
>     is the reason stated?
>
>   3) The fix server sends an execution message with
> OrdStatus =3D 9 =3D Replaced
>
> For a cancel order, I think the following events
> happen:
>    1) the Fix Client sends a OrderCancelRequest to the
> Fix server.
>     Question 4) Do I need to set the quantity for a
> cancel order?
>      If so what quantity should I use, the original
> quantity,
>      or the remaining unfilled quantity?
>
>
>    2) The fix server sends an execution message with
> OrdStatus =3D 1 =3D Pending,
>      or the fix server sends a OrderCancelReject
> message.
>    Question 5) If the fix server sends an
> OrderCancelReject message, where
>     is the reason stated?
>
>    3) The fix server sends an execution message with
> OrdStatus =3D 7 =3D Canceled
>
>
> Thanks in Advance,
>
> Clark Sims
>
>
> =09
> 	=09
> __________________________________
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RE: [Quickfix-developers] QF 1.7.1 logon rejects

[Howard S. E. <ho...@Pi...>]

The exception is generated from generateReject (below).  It is caught =
and handled within the library.  "Tried to send a reject while not =
logged on" is logged to the event log for the session.
=20
from Session.cpp
=20
doBadTime calls generateReject, in generateReject..
=20
648:  if ( !m_state.receivedLogon() )
649:    throw std::logic_error( "Tried to send a reject while not logged =
on" );


-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Wednesday, May 26, 2004 10:28 AM
To: Howard S. Engelhart
Cc: qui...@li...
Subject: Re: [Quickfix-developers] QF 1.7.1 logon rejects


When you say it generates an exception, what sort of exception? Is it an =
exception that is being thrown from QuickFIX your application? Or an =
internal exception that is trapped and just not being logged?=20

--oren=20

On May 23, 2004, at 11:19 AM, Howard S. Engelhart wrote:=20


Using QF 1.7.1=20
A FIX client initiating a logon to my with tag 52 off by greater than =
the max latency allowed for the session was correctly prevented from =
logging on.  When the engine attempts to generate a reject it results in =
an exception because the session has not logged on.  If this is the =
desired behaviour, would it be possible to log the intended reject =
before throwing, or incorportae into the execption:=20
"Tried to send a SendingTimeAccuracy reject while not logged on"=20
or even=20
"Tried to send a reject (err=3D##,fld=3D##) while not logged on"=20
20040523-07:45:04 : Created session=20
20040523-13:35:11 : Tried to send a reject while not logged on=20
20040523-13:35:11 : Disconnecting=20
-H=20
p.s.  Thanks for a great release.  The improvements made since 1.6 are =
greatly appreciated.  Thanks.=20

Re: [Quickfix-developers] QF 1.7.1 logon rejects

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

When you say it generates an exception, what sort of exception?  Is it=20=

an exception that is being thrown from QuickFIX your application? Or an=20=

internal exception that is trapped and just not being logged?

--oren

On May 23, 2004, at 11:19 AM, Howard S. Engelhart wrote:

> Using QF 1.7.1
> =A0
> A FIX client initiating a logon to my with tag 52 off by greater than=20=

> the max latency allowed for the session was correctly prevented from=20=

> logging on.=A0 When the engine attempts to generate a reject it =
results=20
> in an exception because the session has not logged on.=A0 If this is =
the=20
> desired behaviour, would it be possible to log the intended reject=20
> before throwing, or incorportae into the execption:
> =A0
> "Tried to send a SendingTimeAccuracy reject while not logged on"
> or even
> "Tried to send a reject (err=3D##,fld=3D##) while not logged on"
> =A0
> 20040523-07:45:04 : Created session
> 20040523-13:35:11 : Tried to send a reject while not logged on
> 20040523-13:35:11 : Disconnecting
> -H
> =A0
> p.s.=A0 Thanks for a great release.=A0 The improvements made since 1.6 =
are=20
> greatly appreciated.=A0 Thanks.
> =A0

Re: [Quickfix-developers] quickfix_jni.dsw

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

I'll look at that but why are you loading quickfix_jni.dsw into VS.NET? 
  There is a quickfix_jni.sln included with QuickFIX.

On May 25, 2004, at 1:51 PM, Andrew Munn wrote:

> It looks like in 1.7.1 quickfix_jni.dsw has moved to the location 
> /quickfix/
> from its former home /quickfix/src/java/ .  I had to move it back to 
> open it
> w/VS.NET.  Otherwise I got a message saying it had been corrupted.
>
> -Andrew
>
>
>
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>

[Quickfix-developers] quickfix_jni.dsw

[Andrew M. <an...@nm...>]

It looks like in 1.7.1 quickfix_jni.dsw has moved to the location /quickfix/
from its former home /quickfix/src/java/ .  I had to move it back to open it
w/VS.NET.  Otherwise I got a message saying it had been corrupted.

-Andrew

[Quickfix-developers] Problem with VB.NET

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

Hi All,

I'm a newbie trying to use QuickFix in VB.NET

I ran into problems with my code here. Could anyone of help me to solve. =
I
have seen a similar post with no answers. I use like this in my VB.NET =
code,


Imports QuickFix
Public Class QFapp
    Inherits QuickFix.MessageCracker
    Implements QuickFix.Application

    Public Sub toApp(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.toApp
    End Sub

    Public Sub fromAdmin(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.fromAdmin
    End Sub

    Public Sub onCreate(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onCreate
    End Sub

    Public Sub onLogon(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onLogon
    End Sub

    Public Sub onLogout(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onLogout
    End Sub

    Public Sub toAdmin(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.toAdmin
    End Sub

    Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.fromApp
    End Sub

End Class

And then I call like this,

Imports QuickFix

Module Module1

    Sub Main()

        Try

            'Get Setting from ini file
            Dim ss As New SessionSettings("c:\client.ini")
            Dim sInit As SocketInitiator
            Dim sapp As New QFapp

            Dim storeFactory As New FileStoreFactory(ss)
            Dim logFactory As New FileLogFactory("c:\test.log")
            Dim msgFactory As New DefaultMessageFactory


            'Initiator Section
            sInit =3D New SocketInitiator(sapp, storeFactory, ss, =
msgFactory)
            'sInit =3D New SocketAcceptor(sapp, storeFactory, ss, =
logFactory,
msgFactory)

            sInit.start()

            sInit.stop()





        Catch ex As System.Exception

            Trace.WriteLine(ex.Message)
            Trace.WriteLine(ex.StackTrace)

        End Try

    End Sub

End Module


The System throws an Error (doesn't even caught in Catch Block) with the
following message,


An unhandled exception of type 'System.TypeLoadException' occurred in
Unknown Module.

Additional information: Signature of the body and declaration in a =
method
implementation do not match.  Type: TestFixEngine.QFapp.  Assembly:
TestFixEngine, Version=3D1.0.1605.20104, Culture=3Dneutral, =
PublicKeyToken=3Dnull.

TIA,

Holy


P.S: I could be helpful in anyone of you point out the QuickFix VB.NET
Resources

[Quickfix-developers] Problem with VB.NET

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

Hi All,

I'm a newbie trying to use QuickFix in VB.NET

I ran into problems with my code here. Could anyone of help me to solve. =
I
have seen a similar post with no answers. I use like this in my VB.NET =
code,


Imports QuickFix
Public Class QFapp
    Inherits QuickFix.MessageCracker
    Implements QuickFix.Application

    Public Sub toApp(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.toApp
    End Sub

    Public Sub fromAdmin(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.fromAdmin
    End Sub

    Public Sub onCreate(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onCreate
    End Sub

    Public Sub onLogon(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onLogon
    End Sub

    Public Sub onLogout(ByVal sid As QuickFix.SessionID) Implements
QuickFix.Application.onLogout
    End Sub

    Public Sub toAdmin(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.toAdmin
    End Sub

    Public Sub fromApp(ByVal msg As QuickFix.Message, ByVal sid As
QuickFix.SessionID) Implements QuickFix.Application.fromApp
    End Sub

End Class

And then I call like this,

Imports QuickFix

Module Module1

    Sub Main()

        Try

            'Get Setting from ini file
            Dim ss As New SessionSettings("c:\client.ini")
            Dim sInit As SocketInitiator
            Dim sapp As New QFapp

            Dim storeFactory As New FileStoreFactory(ss)
            Dim logFactory As New FileLogFactory("c:\test.log")
            Dim msgFactory As New DefaultMessageFactory


            'Initiator Section
            sInit =3D New SocketInitiator(sapp, storeFactory, ss, =
msgFactory)
            'sInit =3D New SocketAcceptor(sapp, storeFactory, ss, =
logFactory,
msgFactory)

            sInit.start()

            sInit.stop()





        Catch ex As System.Exception

            Trace.WriteLine(ex.Message)
            Trace.WriteLine(ex.StackTrace)

        End Try

    End Sub

End Module


The System throws an Error (doesn't even caught in Catch Block) with the
following message,


An unhandled exception of type 'System.TypeLoadException' occurred in
Unknown Module.

Additional information: Signature of the body and declaration in a =
method
implementation do not match.  Type: TestFixEngine.QFapp.  Assembly:
TestFixEngine, Version=3D1.0.1605.20104, Culture=3Dneutral, =
PublicKeyToken=3Dnull.

TIA,

Holy


P.S: I could be helpful in anyone of you point out the QuickFix VB.NET
Resources

[Quickfix-developers] QF 1.7.1 logon rejects

[Howard S. E. <ho...@Pi...>]

Using QF 1.7.1
=20
A FIX client initiating a logon to my with tag 52 off by greater than =
the max latency allowed for the session was correctly prevented from =
logging on.  When the engine attempts to generate a reject it results in =
an exception because the session has not logged on.  If this is the =
desired behaviour, would it be possible to log the intended reject =
before throwing, or incorportae into the execption:
=20
"Tried to send a SendingTimeAccuracy reject while not logged on"
or even
"Tried to send a reject (err=3D##,fld=3D##) while not logged on"
=20
20040523-07:45:04 : Created session
20040523-13:35:11 : Tried to send a reject while not logged on
20040523-13:35:11 : Disconnecting

-H
=20
p.s.  Thanks for a great release.  The improvements made since 1.6 are =
greatly appreciated.  Thanks.
=20

[Quickfix-developers] Sequece of events

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

I am a newbie to fix programming. I want to make sure
I understand the sequence of events for placeing a new
order, doing a cancel replace, and doing a straight
cancel. I also have some questions about various
fields within the fix messages.

For a new single order I think this is the sequence of
events:

1) Fix client sends a NewOrderSingle message to the
the Fix server.
    Question 1) How should I set HandlInst?
      For orders to Arca, Isnd, and other ECN's I
guess it should be
       1, for
HandlInst_AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION
      For orders that go to Dot how should this be
specified? Reading the names
        I would guess
       2, would correcspend to AutoEx, or
HandlInst_AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK
 and
       3, HandlInst_MANUAL_ORDER_BEST_EXECUTION would
be a normal dot order.
       Are these values correct?


2) One of two things happens:
  a) The Fix server sends an ExecutionReport to the
client with 
     OrdStatus = 0 = OrdStatus_NEW 
  b) The Fix server sends an ExecutionReport to the
client with
     OrdStatus = Rejected
   Question 2) Where is the reason for the rejection?

For a cancel replace order I think this sequence of
events happens:
  1) the Fix Client sends a OrderCancelReplaceRequest
to the Fix server.
    Question 3) Do I need to set the quantity for a
cancel replace order? 
     If so what quantity should I use, the original
quantity, 
     or the remaining unfilled quantity?

  2) The fix server sends an execution messages with
OrdStatus = 1 = Pending,
     or the fix server sends a OrderCancelReject
message.
   Question 3) If the fix server sends an
OrderCancelReject message, where
    is the reason stated?

  3) The fix server sends an execution message with
OrdStatus = 9 = Replaced

For a cancel order, I think the following events
happen:
   1) the Fix Client sends a OrderCancelRequest to the
Fix server.
    Question 4) Do I need to set the quantity for a
cancel order? 
     If so what quantity should I use, the original
quantity, 
     or the remaining unfilled quantity?
   

   2) The fix server sends an execution message with
OrdStatus = 1 = Pending,
     or the fix server sends a OrderCancelReject
message.
   Question 5) If the fix server sends an
OrderCancelReject message, where
    is the reason stated?

   3) The fix server sends an execution message with
OrdStatus = 7 = Canceled


Thanks in Advance,

Clark Sims


	
		
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[Quickfix-developers] ThreadedSocketInitiator::onStart hangs if called before session s tart-time

[Requenes, M. <Max...@sa...>]

I'm running a CVS'd checkout of QuickFix between the 1.6.0 and 1.7.0
releases; on Solaris, GCC 2.95.3, buy side; using ThreadedSocketInitiator.

I am having a problem initiating connections to brokers when starting
Quickfix before the configured start-times for the connections. I've checked
QF 1.7.1, and the problem/solution I'm about to describe still applies.

The scenario is as follows: I have connections to multiple brokers, with
multiple start times ranging from 8:30 am to 8:35 am. If I start the
application BEFORE 8:30 am, ThreadedSocketInitiator::onStart calls
'connect', which sees that the sessions aren't in their configured time
range, then goes into an infinite wait loop. It never tries to reconnect. 

void ThreadedSocketInitiator::onStart()
{
  connect();
  while ( !m_stop)
    process_sleep( 1 );
}

The fix I propose is to place the call to 'connect' within the body of the
wait loop.

void ThreadedSocketInitiator::onStart()
{
  while ( !m_stop) {
    connect();
    process_sleep( 1 );
  }
}

Do you see any problems with this?


BTW, this problem is also described in this QF mailing list thread (in the
initial message only):
http://sourceforge.net/mailarchive/forum.php?thread_id=3738929&forum_id=103 


Regards,

Max Requenes

SAC Capital Management, LLC
212-813-8696
max...@sa... 


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Re: [Quickfix-developers] gcc 3.2

[Caleb E. <ca...@bk...>]

On Tue, May 18, 2004 at 03:10:19PM -0700, Clark Sims wrote:

> I have heard horrilbe things about gcc 3.0*, and gcc 3.2 is highly
> recomended.  I am downloading 3.2 from
> http://www.apt-get.org/search.php?query=gcc-3.2&arch%5B%5D=i386&arch%5B%5D=all
> Can I expect quickfix to work with this version? Has anyone else
> used this version?  I am running Debian linux on a 2 processor
> machine.

	I'd recommend gcc 3.3.2 or later over gcc 3.2.  There is a bug
	in 3.2 whereby temporary objects occasionally have their
	destructors called twice (I think it may only occur in an SMP
	environment, which you say you have).

	Either version should handle QuickFix just fine.  Not sure
	about gcc 3.4 yet.

-- 
              |               |    air, n.:
Caleb Epstein |  bklyn . org  |    	A nutritious substance supplied by a
    cae at    | Brooklyn Dust |    	bountiful Providence for the fattening
bklyn dot org |   Bunny Mfg.  |    	of the poor.
              |               |    		-- Ambrose Bierce, "The
              |               |    		Devil's Dictionary"

[Quickfix-developers] gcc 3.2

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

I have heard horrilbe things about gcc 3.0*,  and gcc 3.2 is highly recomended.  I am downloading 3.2 from
 
http://www.apt-get.org/search.php?query=gcc-3.2&arch%5B%5D=i386&arch%5B%5D=all
 
Can I expect quickfix to work with this version? Has anyone else used this version? 
 
I am running Debian linux on a 2 processor machine.

		
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[Quickfix-developers] message logs

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

 I opened up a message log of incomeing messages for
tradeclient. I can see each message is marked by a
newline, and each field is marked with ^A. Other than
that I can't read the messages.
                              
Is there a convenient way to distingish between the
following message types:
                              
 Error messages of rejected trades
 Heartbeats
 Logon Logoff 
 Fills
 Confirmation that a trade is received
                             
 THanks in advance
 Clark Sims


	
		
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Re: [Quickfix-developers] How to distingisth the different type of executions messages

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

This should answer your questions:

http://b2bits.com/fixopaedia/fixdic42/md0e10913.html

On May 17, 2004, at 11:54 AM, Clark Sims wrote:

> Pardon the newbe question:
> =A0
> It is my understanding that an execution messages can have=A0several=20=

> different meanings:
> =A0
> 1) a new order has been confirmed
> 2) an outstanding order has had a partial fill, and there is a=20
> quantity remaining
> 3) an outstanding order has been completely filled
> 4) a cancel replace order has been confirmed
> 5) a previous order has been canceled
> =A0
> How are all of these cases expressed?
> What flags exists for a confirmation, but not a fill?
> What flags exists for a confirmation, of a cancel replace?
> What flags exists for a confirmation of a straight cancel?
> =A0
> Thanks in Advance,
> =A0
> Clark Sims
>
> Do you Yahoo!?
> SBC Yahoo! - Internet access at a great low price.=

[Quickfix-developers] quotes for linux server

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

I would like to build a quote server, for a linux box. Is there an open source package available for this? What non-open packages are available, and what do people think of them?  How much do they cost?
 
Thanks in Advance,
 
Clark Sims

		
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[Quickfix-developers] How to distingisth the different type of executions messages

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

Pardon the newbe question:
 
It is my understanding that an execution messages can have several different meanings:
 
1) a new order has been confirmed
2) an outstanding order has had a partial fill, and there is a quantity remaining
3) an outstanding order has been completely filled
4) a cancel replace order has been confirmed
5) a previous order has been canceled
 
How are all of these cases expressed?
What flags exists for a confirmation, but not a fill?
What flags exists for a confirmation, of a cancel replace?
What flags exists for a confirmation of a straight cancel?
 
Thanks in Advance,
 
Clark Sims

		
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Re: [Quickfix-developers] How to set custom/user-defined fields

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

Yeah, we'll bump up up the version number.  I'd rather just fix the 
problem than pollute the API with extra methods.  We only bump the .so 
versions when doing a release anyway and there will almost surely be 
another change that will affect the ABI between now and then anyhow.

BTW back to the original topic, for future reference here is the 
section in the documentation that covers user defined fields: 
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html

On May 17, 2004, at 12:44 PM, Caleb Epstein wrote:

> On Mon, May 17, 2004 at 10:26:08AM -0500, Oren Miller wrote:
>
>> Nope, that should be passed as a reference.  I made the change and
>> did a performance test and it actually doesn't make any difference, at
>> least when using an optimizer.  My guess is the optimizer is smart
>> enough to know that if you are passing in a const object, it might as
>> well pass it in as a reference anyway.  With the optimizer turned off
>> it there would be a significant difference.  In any case I'll check in
>> the change.
>
> 	It depends where you do your testing I wager.  With gcc,
> 	std::string is reference counted, so leaving off the & should
> 	be more or less harmless.  On other platforms, though,
> 	std::string has copy semantics and this may help speed things
> 	up.
>
> 	Nto sure if you care about "ABI" compatibility, but this
> 	interface change will cause your new quickfix lib to be
> 	runtime-incompatible with older versions (since it will no
> 	longere provde the the setField method that takes a plain
> 	string).  You may want to provide *both* forms or bump at least
> 	the .so version number.
>
> 	Small change but potentially large impact.
>
> -- 
> Caleb Epstein |  bklyn . org  |       T-shirt:
>     cae at    | Brooklyn Dust |       	Life is *not* a Cabaret, and 
> stop
> bklyn dot org |   Bunny Mfg.  |       	calling me chum!
>
>
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>

Re: [Quickfix-developers] How to set custom/user-defined fields

[Caleb E. <ca...@bk...>]

On Mon, May 17, 2004 at 10:26:08AM -0500, Oren Miller wrote:

> Nope, that should be passed as a reference.  I made the change and 
> did a performance test and it actually doesn't make any difference, at 
> least when using an optimizer.  My guess is the optimizer is smart 
> enough to know that if you are passing in a const object, it might as 
> well pass it in as a reference anyway.  With the optimizer turned off 
> it there would be a significant difference.  In any case I'll check in 
> the change. 

	It depends where you do your testing I wager.  With gcc,
	std::string is reference counted, so leaving off the & should
	be more or less harmless.  On other platforms, though,
	std::string has copy semantics and this may help speed things
	up.

	Nto sure if you care about "ABI" compatibility, but this
	interface change will cause your new quickfix lib to be
	runtime-incompatible with older versions (since it will no
	longere provde the the setField method that takes a plain
	string).  You may want to provide *both* forms or bump at least
	the .so version number.

	Small change but potentially large impact.

-- 
Caleb Epstein |  bklyn . org  |       T-shirt:
    cae at    | Brooklyn Dust |       	Life is *not* a Cabaret, and stop
bklyn dot org |   Bunny Mfg.  |       	calling me chum!

Re: [Quickfix-developers] How to set custom/user-defined fields

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

Nope, that should be passed as a reference.  I made the change and did=20=

a performance test and it actually doesn't make any difference, at=20
least when using an optimizer.  My guess is the optimizer is smart=20
enough to know that if you are passing in a const object, it might as=20
well pass it in as a reference anyway.  With the optimizer turned off=20
it there would be a significant difference.  In any case I'll check in=20=

the change.

--oren

On May 17, 2004, at 9:08 AM, Caleb Epstein wrote:

> On Mon, May 17, 2004 at 09:00:48AM -0500, Vijay Singh Yadav wrote:
>
> > Hello All, This should be a fairly elementary question. How does one
>  > set a user-defined tag in a message (I need to do this for both
>  > NewOrderSingle and CancelReplace classses).=A0 We have a custom tag
>  > 9707 that needs to take a value 20 so I need to append 9707=3D20 to
>  > all the messages I have. My current code works but this is a new
>  > requirement I would like to introduce this change with minimal
>  > impact.
>
> =A0=A0=A0=A0=A0=A0=A0 Use one of these methods:
>
> =A0=A0=A0=A0=A0=A0=A0 FieldMap::setField (const FieldBase& field, bool =
overwrite =3D=20
> true);
>  =A0=A0=A0=A0=A0=A0=A0 FieldMap::setField (int field, const =
std::string value);
>
> =A0=A0=A0=A0=A0=A0=A0 The message classes all derive from FieldMap.
>
> =A0=A0=A0=A0=A0=A0=A0 Oren: any reason the second form of setField =
takes a "const
>  =A0=A0=A0=A0=A0=A0=A0 std::string" and not a "const std::string&"?
>
> --=20
> Caleb Epstein |=A0 bklyn . org=A0 | Military secrets are the most =
fleeting=20
> of all.
>  =A0=A0=A0 cae at=A0=A0=A0 | Brooklyn Dust | =A0=A0=A0=A0=A0=A0=A0 =
=A0=A0=A0=A0=A0=A0=A0 -- Spock, "The=20
> Enterprise
>  bklyn dot org |=A0=A0 Bunny Mfg.=A0 | =A0=A0=A0=A0=A0=A0=A0 =A0=A0=A0=A0=
=A0=A0=A0 Incident", stardate=20
> 5027.4
>
>
>
> -------------------------------------------------------
>  This SF.Net email is sponsored by: SourceForge.net Broadband
>  Sign-up now for SourceForge Broadband and get the fastest
>  6.0/768 connection for only $19.95/mo for the first 3 months!
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> _______________________________________________
> Quickfix-developers mailing list
>  Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] How to set custom/user-defined fields

[Caleb E. <ca...@bk...>]

On Mon, May 17, 2004 at 09:00:48AM -0500, Vijay Singh Yadav wrote:

> Hello All, This should be a fairly elementary question. How does one
> set a user-defined tag in a message (I need to do this for both
> NewOrderSingle and CancelReplace classses).  We have a custom tag
> 9707 that needs to take a value 20 so I need to append 9707=20 to
> all the messages I have. My current code works but this is a new
> requirement I would like to introduce this change with minimal
> impact.

	Use one of these methods:

	FieldMap::setField (const FieldBase& field, bool overwrite = true);
	FieldMap::setField (int field, const std::string value);

	The message classes all derive from FieldMap.

	Oren: any reason the second form of setField takes a "const
	std::string" and not a "const std::string&"?

-- 
Caleb Epstein |  bklyn . org  | Military secrets are the most fleeting of all.
    cae at    | Brooklyn Dust | 		-- Spock, "The Enterprise
bklyn dot org |   Bunny Mfg.  | 		Incident", stardate 5027.4

[Quickfix-developers] How to set custom/user-defined fields

[Vijay S. Y. <vy...@op...>]

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Re: [Quickfix-developers] utility to view logs

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

There is a perl script in the contrib directory that will do this: 
http://cvs.sourceforge.net/viewcvs.py/quickfix/contrib/display_fixlog/

On May 14, 2004, at 12:17 PM, Vijay Singh Yadav wrote:

> Hello All,
>  does someone have a utility that can parse the logs and show messages 
> with tag names (rather than numeric values for tags). Such a utility 
> will be very helpful in analyzing logs.
>
> I will appreciate your sharing such a utility with me.
>
> thanks,
>
> -- vijay

[Quickfix-developers] utility to view logs

[Vijay S. Y. <vy...@op...>]

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CgkNCg0K

[Quickfix-developers] Exception throwed by Session::reset()

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

I'm a software developer and I am currently using the release 1.7.0 of
QuickFIX C++ library.

I noticed that the function Session::reset() declares to throw the exception
of type "IOException&" but it actually throws the exception "ConfigError"
when it fails to open the files storing messages and sequence numbers.

Regards.

Pasquale d'Aloise
GATE T.I. s.r.l.
Ctr.da Nunziatella, SS 17
86170 Isernia
Italy