quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Exception and crash

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

Yeah, the callstack is really there for situations where getting a=20
traditional callstack is difficult or impossible.  For instance when=20
running through a JVM or on Windows.   It is most useful when you have=20=

a repeatable crash  and you need a way to get more details where it is=20=

occurring.  It's been most useful in tracking down problems with the=20
JNI or .NET API's, however both of them have become quite stable and I=20=

haven't really found the need to use the callstack in quite some time. =20=

That code is really pretty poor and hacked together. Ironically, the=20
code designed to diagnose problems is probably the buggiest code in the=20=

distribution.  I'll probably remove it at some point or find a more=20
robust solution.

--oren

On May 14, 2004, at 9:45 AM, Requenes, Max wrote:

> I had a similar problem (using 1.6.0). Disabling the callstack makes=20=

> it go away. I believe the callstack feature is used to print the=20
> callstack when an exception is caught.
>
>
>
> -----Original Message-----
> From: Howard S. Engelhart [mailto:ho...@Pi...]
> Sent: Thursday, May 13, 2004 5:04 PM
> To: QuickFIX Questions (E-mail)
> Subject: [Quickfix-developers] Exception and crash
>
>
>
> Using quickfix 1.7.0..
>
> While running a qa script pumping new orders in via a single session=20=

> my FIX server went down.=A0 We were running up to 10 new orders per=20
> second (about 2000 orders within 3 minutes). =46rom my logs it looks=20=

> like the engine was about to send a message out when it went down.=A0=20=

> Below is the stack trace I pulled out of the core dump.=A0 Anyone have=20=

> any experience with problems like this?
>
>  Thanks,
>
> -Howard
>
>
>
> #5=A0 0x406deac5 in pthread_sighandler (signo=3D11, ctx=3D
> =A0=A0=A0=A0=A0 {gs =3D 31, __gsh =3D 0, fs =3D 0, __fsh =3D 0, es =3D =
43, __esh =3D 0, ds =3D=20
> 43, __dsh =3D 0, edi =3D 138371228, esi =3D 926103173, ebp =3D =
10948713
>
> 16, esp =3D 1094871292, ebx =3D 1078239844, edx =3D 926103201, ecx =3D=20=

> 135798880, eax =3D 926103201, trapno =3D 14, err =3D 4, eip =3D =
1078052437, cs
>
>  =3D 35, __csh =3D 0, eflags =3D 66050, esp_at_signal =3D 1094871292, =
ss =3D 43,=20
> __ssh =3D 0, fpstate =3D 0x41426680, oldmask =3D 2147483648, cr2 =3D =
926
>
> 103185}) at signals.c:97
> #6=A0 <signal handler called>
> #7=A0 _STL::deque<FIX::CallStack::Method,=20
> _STL::allocator<FIX::CallStack::Method> >::_M_pop_back_aux()=20
> (this=3D0x83f609c)
> =A0=A0=A0 at /usr/local/include/stlport/stl/_string.h:124
> #8=A0 0x403fb216 in ~CallStack (this=3D0x414269bc) at=20
> /usr/local/include/stlport/stl/_deque.h:620
> #9=A0 0x403b040a in=20
> FIX::SocketServer::block(FIX::SocketServer::Strategy&, bool)=20
> (this=3D0x822a038, strategy=3D@0x0, poll=3Dfalse)
>
> =A0=A0=A0 at SocketServer.cpp:153
> #10 0x403b9aa7 in FIX::SocketAcceptor::onStart() (this=3D0x81d8230) at=20=

> SocketAcceptor.cpp:113
> #11 0x403b3e38 in FIX::Acceptor::startThread(void*) (p=3D0x81d8230) at=20=

> Acceptor.cpp:217
> #12 0x406dbc6f in pthread_start_thread (arg=3D0x41426be0) at=20
> manager.c:284
>
>
>
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> DISCLAIMER: This e-mail message and any attachments are intended=20
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> privileged.=A0 If you are not the intended recipient, you are hereby=20=

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RE: [Quickfix-developers] Exception and crash

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

I had a similar problem (using 1.6.0). Disabling the callstack makes it go
away. I believe the callstack feature is used to print the callstack when an
exception is caught.


-----Original Message-----
From: Howard S. Engelhart [mailto:ho...@Pi...]
Sent: Thursday, May 13, 2004 5:04 PM
To: QuickFIX Questions (E-mail)
Subject: [Quickfix-developers] Exception and crash


Using quickfix 1.7.0..

While running a qa script pumping new orders in via a single session my FIX
server went down.  We were running up to 10 new orders per second (about
2000 orders within 3 minutes). From my logs it looks like the engine was
about to send a message out when it went down.  Below is the stack trace I
pulled out of the core dump.  Anyone have any experience with problems like
this? 

Thanks,

-Howard


#5  0x406deac5 in pthread_sighandler (signo=11, ctx=
      {gs = 31, __gsh = 0, fs = 0, __fsh = 0, es = 43, __esh = 0, ds = 43,
__dsh = 0, edi = 138371228, esi = 926103173, ebp = 10948713
16, esp = 1094871292, ebx = 1078239844, edx = 926103201, ecx = 135798880,
eax = 926103201, trapno = 14, err = 4, eip = 1078052437, cs 
= 35, __csh = 0, eflags = 66050, esp_at_signal = 1094871292, ss = 43, __ssh
= 0, fpstate = 0x41426680, oldmask = 2147483648, cr2 = 926
103185}) at signals.c:97
#6  <signal handler called>
#7  _STL::deque<FIX::CallStack::Method,
_STL::allocator<FIX::CallStack::Method> >::_M_pop_back_aux()
(this=0x83f609c)
    at /usr/local/include/stlport/stl/_string.h:124
#8  0x403fb216 in ~CallStack (this=0x414269bc) at
/usr/local/include/stlport/stl/_deque.h:620
#9  0x403b040a in FIX::SocketServer::block(FIX::SocketServer::Strategy&,
bool) (this=0x822a038, strategy=@0x0, poll=false)
    at SocketServer.cpp:153
#10 0x403b9aa7 in FIX::SocketAcceptor::onStart() (this=0x81d8230) at
SocketAcceptor.cpp:113
#11 0x403b3e38 in FIX::Acceptor::startThread(void*) (p=0x81d8230) at
Acceptor.cpp:217
#12 0x406dbc6f in pthread_start_thread (arg=0x41426be0) at manager.c:284


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RE: [Quickfix-developers] Exception and crash

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

I have seen it come up only twice before with previous versions of qf.  =
Once while under a similiarly heavy load, the other time a relatively =
light load.  I'll see if we can reproduce with the same test script.
=20
Forgive the question, but what exactly does enabling the call stack =
provide?  If you think it's related I will re-compile with it disabled =
for our production environment.
=20
Thanks,
=20
-H

________________________________

From: Oren Miller [mailto:or...@qu...]
Sent: Thu 5/13/2004 6:53 PM
To: Howard S. Engelhart
Cc: QuickFIX Questions (E-mail)
Subject: Re: [Quickfix-developers] Exception and crash



I've noticed instabilities when running with the call stack.  Is this
repeatable?  Have you tried compiling QF with the call stack disabled?

--oren

On May 13, 2004, at 4:04 PM, Howard S. Engelhart wrote:

> Using quickfix 1.7.0..
>
> While running a qa script pumping new orders in via a single session
> my FIX server went down.  We were running up to 10 new orders per
> second (about 2000 orders within 3 minutes). From my logs it looks
> like the engine was about to send a message out when it went down.=20
> Below is the stack trace I pulled out of the core dump.  Anyone have
> any experience with problems like this?
>
> Thanks,
>
> -Howard
>
>
> #5  0x406deac5 in pthread_sighandler (signo=3D11, ctx=3D
>       {gs =3D 31, __gsh =3D 0, fs =3D 0, __fsh =3D 0, es =3D 43, __esh =
=3D 0, ds =3D
> 43, __dsh =3D 0, edi =3D 138371228, esi =3D 926103173, ebp =3D =
10948713
> 16, esp =3D 1094871292, ebx =3D 1078239844, edx =3D 926103201, ecx =3D
> 135798880, eax =3D 926103201, trapno =3D 14, err =3D 4, eip =3D =
1078052437, cs
> =3D 35, __csh =3D 0, eflags =3D 66050, esp_at_signal =3D 1094871292, =
ss =3D 43,
> __ssh =3D 0, fpstate =3D 0x41426680, oldmask =3D 2147483648, cr2 =3D =
926
> 103185}) at signals.c:97
> #6  <signal handler called>
> #7  _STL::deque<FIX::CallStack::Method,
> _STL::allocator<FIX::CallStack::Method> >::_M_pop_back_aux()
> (this=3D0x83f609c)
>     at /usr/local/include/stlport/stl/_string.h:124
> #8  0x403fb216 in ~CallStack (this=3D0x414269bc) at
> /usr/local/include/stlport/stl/_deque.h:620
> #9  0x403b040a in
> FIX::SocketServer::block(FIX::SocketServer::Strategy&, bool)
> (this=3D0x822a038, strategy=3D@0x0, poll=3Dfalse)
>     at SocketServer.cpp:153
> #10 0x403b9aa7 in FIX::SocketAcceptor::onStart() (this=3D0x81d8230) at
> SocketAcceptor.cpp:113
> #11 0x403b3e38 in FIX::Acceptor::startThread(void*) (p=3D0x81d8230) at
> Acceptor.cpp:217
> #12 0x406dbc6f in pthread_start_thread (arg=3D0x41426be0) at
> manager.c:284
>
>
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Re: [Quickfix-developers] Exception and crash

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

I've noticed instabilities when running with the call stack.  Is this 
repeatable?  Have you tried compiling QF with the call stack disabled?

--oren

On May 13, 2004, at 4:04 PM, Howard S. Engelhart wrote:

> Using quickfix 1.7.0..
>
> While running a qa script pumping new orders in via a single session 
> my FIX server went down.  We were running up to 10 new orders per 
> second (about 2000 orders within 3 minutes). From my logs it looks 
> like the engine was about to send a message out when it went down.  
> Below is the stack trace I pulled out of the core dump.  Anyone have 
> any experience with problems like this?
>
> Thanks,
>
> -Howard
>
>
> #5  0x406deac5 in pthread_sighandler (signo=11, ctx=
>       {gs = 31, __gsh = 0, fs = 0, __fsh = 0, es = 43, __esh = 0, ds = 
> 43, __dsh = 0, edi = 138371228, esi = 926103173, ebp = 10948713
> 16, esp = 1094871292, ebx = 1078239844, edx = 926103201, ecx = 
> 135798880, eax = 926103201, trapno = 14, err = 4, eip = 1078052437, cs
> = 35, __csh = 0, eflags = 66050, esp_at_signal = 1094871292, ss = 43, 
> __ssh = 0, fpstate = 0x41426680, oldmask = 2147483648, cr2 = 926
> 103185}) at signals.c:97
> #6  <signal handler called>
> #7  _STL::deque<FIX::CallStack::Method, 
> _STL::allocator<FIX::CallStack::Method> >::_M_pop_back_aux() 
> (this=0x83f609c)
>     at /usr/local/include/stlport/stl/_string.h:124
> #8  0x403fb216 in ~CallStack (this=0x414269bc) at 
> /usr/local/include/stlport/stl/_deque.h:620
> #9  0x403b040a in 
> FIX::SocketServer::block(FIX::SocketServer::Strategy&, bool) 
> (this=0x822a038, strategy=@0x0, poll=false)
>     at SocketServer.cpp:153
> #10 0x403b9aa7 in FIX::SocketAcceptor::onStart() (this=0x81d8230) at 
> SocketAcceptor.cpp:113
> #11 0x403b3e38 in FIX::Acceptor::startThread(void*) (p=0x81d8230) at 
> Acceptor.cpp:217
> #12 0x406dbc6f in pthread_start_thread (arg=0x41426be0) at 
> manager.c:284
>
>
> -------------------------------------------------------
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[Quickfix-developers] Exception and crash

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

Using quickfix 1.7.0..

While running a qa script pumping new orders in via a single session my =
FIX server went down.  We were running up to 10 new orders per second =
(about 2000 orders within 3 minutes). From my logs it looks like the =
engine was about to send a message out when it went down.  Below is the =
stack trace I pulled out of the core dump.  Anyone have any experience =
with problems like this?=20

Thanks,

-Howard


#5  0x406deac5 in pthread_sighandler (signo=3D11, ctx=3D
      {gs =3D 31, __gsh =3D 0, fs =3D 0, __fsh =3D 0, es =3D 43, __esh =
=3D 0, ds =3D 43, __dsh =3D 0, edi =3D 138371228, esi =3D 926103173, ebp =
=3D 10948713
16, esp =3D 1094871292, ebx =3D 1078239844, edx =3D 926103201, ecx =3D =
135798880, eax =3D 926103201, trapno =3D 14, err =3D 4, eip =3D =
1078052437, cs=20
=3D 35, __csh =3D 0, eflags =3D 66050, esp_at_signal =3D 1094871292, ss =
=3D 43, __ssh =3D 0, fpstate =3D 0x41426680, oldmask =3D 2147483648, cr2 =
=3D 926
103185}) at signals.c:97
#6  <signal handler called>
#7  _STL::deque<FIX::CallStack::Method, =
_STL::allocator<FIX::CallStack::Method> >::_M_pop_back_aux() =
(this=3D0x83f609c)
    at /usr/local/include/stlport/stl/_string.h:124
#8  0x403fb216 in ~CallStack (this=3D0x414269bc) at =
/usr/local/include/stlport/stl/_deque.h:620
#9  0x403b040a in FIX::SocketServer::block(FIX::SocketServer::Strategy&, =
bool) (this=3D0x822a038, strategy=3D@0x0, poll=3Dfalse)
    at SocketServer.cpp:153
#10 0x403b9aa7 in FIX::SocketAcceptor::onStart() (this=3D0x81d8230) at =
SocketAcceptor.cpp:113
#11 0x403b3e38 in FIX::Acceptor::startThread(void*) (p=3D0x81d8230) at =
Acceptor.cpp:217
#12 0x406dbc6f in pthread_start_thread (arg=3D0x41426be0) at =
manager.c:284

[Quickfix-developers] Connecting QuickFIX to PhotonTrader

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

If anyone has used QuickFIX to establish a connection to PhotonTrader ( 
www.photontrader.com ), please let me know, and if you had encountered 
any problems doing so.  Thanks.

--oren

[Quickfix-developers] Login authentication problem

[Jay R. <jro...@ap...>]

I am new to QF.
I just compiled QF1.7.0 and am running a java/jni sell side.

When I attach to my server, my login message includes userid1/password1.
Where would these values be authenticated, since it doesnt get far
enough to call my onLogon.

Thanks for any help.

I get the following server log:

creating Application
creating SessionSettings
creating MessageStoreFactory
creating LogFactory
creating MessageFactory
creating SocketAcceptor
onCreate: FIX.4.2: RTZA->PFSI
<20040511-00:53:32, FIX.4.2:ABCD->EFGH, event>
  (Created session)
Press enter to quit
<20040511-00:55:57, FIX.4.2:ABCD->EFGH, incoming>
  (8=FIX.4.2
9=89
35=A
49=EFGH
56=ABCD
34=1
50=userid1
52=2004-05-11
00:55:57
98=0
108=30
95=9
96=password1
10=172
)
<20040511-00:55:57, FIX.4.2:ABCD->EFGH, event>
  (Disconnecting)

-----------------------------------------------

my config file:
[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=17001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
SenderCompID=ABCD
TargetCompID=EFGH
FileStorePath=store

[SESSION]
BeginString=FIX.4.2
DataDictionary=../spec/FIX42.xml

[Quickfix-developers] QuickFIX 1.7.1 Available

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

QuickFIX 1.7.1 is now available at http://www.quickfixengine.org/

Release notes are available at  
http://sourceforge.net/project/shownotes.php? 
group_id=37535&release_id=237222

So this is pretty significant for a point release.  For C++ users it  
will look pretty much like a point release, but for Java users it will  
look more significant.  For the most part the Message class has been  
beefed up giving you access to more versatile constructors, and finally  
iterators!  You can now iterate through all the fields in a message (as  
well as headers, trailers, and groups). Iterators return StringFields  
which contain the tag and a string representation of the fields value.

There are also some other nice things for everyone like the ability to  
programatically logoff. QuickFIX will also gracefully logoff when an  
initiator or acceptor is stopped. No more complaints from  
counter-parties about QF rudely hanging up on everyone.

Of course the problem with infinite resend requests has been fixed.   
Thanks to everyone who provided clues as to the nature of this problem  
and those who verified that it has gone away.  Once we were able to  
capture it in a test the fix for this was trivial.

I know I said it last time, but it is true once again.  Adoption of  
QuickFIX is getting bigger and bigger.  1.7.0 got 1000 downloads in the  
month of March.  Previous releases have generally garnered 300-400  
downloads in a month.  We have also seen even more major firms adopting  
or evaluating QuickFIX.  I think in general the acceptance of OSS  
software in finance is at a level never before seen.  This industry has  
always been quick to adapt to new things that add value and I'm glad  
that OSS is seen as one of those things.

--oren

[Quickfix-developers] in java, how to reconstruct a Message object from string?

[<cc...@ca...>]

I use Message.toXML() to archive messages. I'd like to reconstruct Message
objects from these xml strings. But I found the constructor Message(string)
doesn't work in Java. Any idea how to do this?

Charles Chen




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Re: [Quickfix-developers] spec FIXxx.XML file

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

No.  QuickFIX will only treat the fields on a component as required, if 
that component is required for the given message.

--oren

On May 7, 2004, at 12:19 PM, <Bjo...@ub...> wrote:

> Hello,
>
> from the documentation I understood that one can set a tag to required 
> and
>  QF is handling
> automatically the case if this required tag is missing.
>
> Is this also valid for tags within components, whereas the component 
> is not
>  required?
>  For example I've changed the tag "SecurityID" within the component
>  "Instrument".
>  Nevertheless, receiving a message where this tag is not set gets 
> through to
>  my application.
>
> Thanks in advance
>  Bjoern
>
>
>
>
>
> -------------------------------------------------------
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[Quickfix-developers] spec FIXxx.XML file

[<Bjo...@ub...>]

Hello,

from the documentation I understood that one can set a tag to required and
QF is handling
automatically the case if this required tag is missing.

Is this also valid for tags within components, whereas the component is not
required?
For example I've changed the tag "SecurityID" within the component
"Instrument".
Nevertheless, receiving a message where this tag is not set gets through to
my application.

Thanks in advance
Bjoern

[Quickfix-developers] Fwd: C# QuickFIX

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

Here are more details on Reuters analysis on the .NET vs. C++ API's.   
To my knowledge the java API does not have a similar instability, but  
performance will probably be comparable.

--oren

Begin forwarded message:

> From: Yihu Fang <Yih...@re...>
> Date: May 7, 2004 8:44:51 AM CDT
> To: or...@qu..., jc...@co...
> Subject: FW: C# QuickFIX
>
> Oren,
>
> I redid the C# test. The code is a simple stress test - basically there
> is a while loop in Application::run() which reads each FIX message from
> the MSMQ and then Session.sendToTarget().
>
> When we have large number of messages (50000) in the queue, the test
> code starts to choke and throws NULL exceptions (mostly) as well as
> other exceptions. If we change the directive [STAThread] to [MTAThread]
> for better multithread garbage collection, it still happens. And if we
> use ThreadedSocketInitiator instead of the single thread class, it
> sometimes got worse. It happens on both Release and Debug code. It is
> QuickFIX 1.6 (it was done 2 months ago and since we have moved C++ base
> to 1.7).
>
> As for performance, I ran both QF endpoints in C++ code, it can pump
> 50000 messages in 30+ seconds on my laptop (Thinkpad T40). If I choose
> one end as C# code and one end as C++, it at least takes twice as long
> to complete (with some exceptions thrown in C#), and the C# process
> takes 3 times as many as resources as the C++ code (memory and CPU).
>
> I include some typical exception stack as following. Hope it helps. The
> problem for us is its unpredictability in C#.
>
> Regards,
>
> -Yihu
> ----------------------------------------------------------------------- 
> -
> -
> Exception(System.NullReferenceException): Object reference not set to  
> an
> instance of an object.   at FIX.FieldMap.=(FieldMap* , FieldMap* )
>    at FIX.Message.=(Message* , Message* )
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* )
>    at QuickFix.Session.sendToTarget(Message message)
>    at tradeclient_csharp.Application.run() in
> c:\csharp\tradeclient_csharp\application.cs:line 132
> 8=FIX.4.0?9=78?35=D?49=FIXTEST?56=TW?11=123?21=1?38=456?40=2?44=789? 
> 54=1
> ?55=IBM?59=0?128=FID?10=101?
>
> Exception(System.Runtime.InteropServices.SEHException): External
> component has thrown an exception.
>    at FIX.FieldMap.=(FieldMap* , FieldMap* )
>    at FIX.Message.=(Message* , Message* )
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* )
>    at QuickFix.Session.sendToTarget(Message message)
>    at tradeclient_csharp.Application.run() in
> c:\csharp\tradeclient_csharp\application.cs:line 132
> 8=FIX.4.0?9=78?35=D?49=FIXTEST?56=TW?11=123?21=1?38=456?40=2?44=789? 
> 54=1
> ?55=IBM?59=0?128=FID?10=101?
>
> Exception(System.Runtime.InteropServices.SEHException): External
> component has thrown an exception.
>    at std.basic_string<char,std::char_traits<char>,std::allocator<char>
>> .__ctor(basic_string<char,std::char_traits<char>,std::allocator<char>
>> * , basic_string<char,std::char_traits<char>,std::allocator<char> >* )
>    at FIX.FieldBase.__ctor(FieldBase* , FieldBase* )
>    at
> std._Tree_nod<std::_Tmap_traits<int,FIX::FieldBase,FIX:: 
> message_order,st
> d::allocator<std::pair<int const ,FIX::FieldBase> >,1>
>> ._Node.__ctor(_Node* , _Node* _Larg, _Node* _Parg, _Node* _Rarg,
> pair<int const ,FIX::FieldBase>* _Val, SByte _Carg)
>    at
> std._Tree<std::_Tmap_traits<int,FIX::FieldBase,FIX:: 
> message_order,std::a
> llocator<std::pair<int const ,FIX::FieldBase> >,1>
>> ._Buynode(_Tree<std::_Tmap_traits<int,FIX::FieldBase,FIX:: 
>> age_order,std
> ::allocator<std::pair<int const ,FIX::FieldBase> >,1> >* , _Node*  
> _Larg,
> _Node* _Parg, _Node* _Rarg, pair<int const ,FIX::FieldBase>* _Val,  
> SByte
> _Carg)
>    at FIX.FieldMap.=(FieldMap* , FieldMap* )
>    at FIX.Message.=(Message* , Message* )
>    at Application.toApp(Application* , Message* message, SessionID*
> sessionID)
>    at FIX.Session.sendToTarget(Message* )
>    at QuickFix.Session.sendToTarget(Message message)
>    at tradeclient_csharp.Application.run() in
> c:\csharp\tradeclient_csharp\application.cs:line 132
> 8=FIX.4.0?9=78?35=D?49=FIXTEST?56=TW?11=123?21=1?38=456?40=2?44=789? 
> 54=1
> ?55=IBM?59=0?128=FID?10=101?
>
>
>
>
> -----Original Message-----
> From: Yihu Fang
> Sent: Thursday, May 06, 2004 3:14 PM
> To: 'or...@qu...'
> Cc: jc...@co...
> Subject: RE: C# QuickFIX
>
> Oren,
>
> What we saw is that the QuickFix .NET throws null exceptions
> occasionally on some of the messages when we pump large amount of
> message (like 10000) without throttling through the engine. The message
> is one identical single order message. We were using VS.NET 2003.
>
> We are moving to QuickFIX C++ implementation with VC7 compiler. I will
> try to reproduce the problems when I get chance.
>
> Regards,
>
> -Yihu
>
> -----Original Message-----
> From: or...@qu... [mailto:or...@qu...]
> Sent: Thursday, May 06, 2004 2:04 PM
> To: Yihu Fang
> Cc: jc...@co...
> Subject: C# QuickFIX
>
> Yihu,
>
> At the SIMC conference you mentioned that you guys had problems with  
> the
> QuickFIX .NET API.  I was wondering if
> you can share any more details about this.  Were the problems you had
> encountered just stability problems or
> were there also performance issues?  We are getting more and more
> inquiries about the .NET interface and I
> would just like to gather as much useful information as I can.  Also
> when you were doing your testing was that
> with VS.NET 2002, or 2003?  Thanks.
>
> --oren
>
>
>
> -----------------------------------------------------------------
>         Visit our Internet site at http://www.reuters.com
>
> Get closer to the financial markets with Reuters Messaging - for more
> information and to register, visit http://www.reuters.com/messaging
>
> Any views expressed in this message are those of  the  individual
> sender,  except  where  the sender specifically states them to be
> the views of Reuters Ltd.
>
>

Re: [Quickfix-developers] Performance and C#

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

In general I believe the stability of the .NET interface has been very 
good.  We haven't really gotten many reports about stability or 
performance problems with it.  Early versions of the Java API were not 
very stable (it started out as a proof of concept and people just 
started using it!), but in more recent versions its problems has been 
addressed and it is also very stable.  The Java API is also seems to 
have become the most used API so it gets a good workout.  The .NET API 
has gained a lot of popularity lately as well.  We did some 
optimization of the Java API for BrokerTec, and got the performance to 
the point that they were happy with it.  It is now much faster than it 
used to be and I believe it should have no problem reaching hundreds of 
messages per second on decent hardware.

When Reuters was doing their evaluation, they found problems with the 
C# API when pumping through thousands of unthrottled messages.  After 
some time they would get a null pointer exception.  They report that 
they believe this is a problem of stability issues with managed and 
unmanaged code rather than a problem with QuickFIX itself.  Reuters is 
working on sending us more details of the exact nature of this problem. 
  Sustained periods of extremely high volume is a concern of theirs so 
in the meantime they chose to go with the C++ API which they ran for a 
full week at maximum volume without any problems.

--oren

On May 6, 2004, at 6:31 PM, Yaron Minsky wrote:

> I've heard some vague performance numbers for QuickFix (anywhere from
> 100's to 1000's of messages per second on commodity hardware).  But I
> haven't heard anything about the performance of QuickFix running with
> Java or C#.  We've seen some problems with C# interfaces to native
> code, which is one of the reasons I'm a bit worried about the whole
> thing.
>
> So, can anyone contribute their experiences with the C# bindings?  I'd
> actually be interested in reports on performance and on stability and
> general quality of the C# interface.
>
> Yaron
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by Sleepycat Software
> Learn developer strategies Cisco, Motorola, Ericsson & Lucent use to
> deliver higher performing products faster, at low TCO.
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] RE: Quickfix-developers digest, Vol 1 #468 - 4 msgs

[LeRoi B. <le...@pe...>]

Hi

http://www.besa.za.com

This is the Bond Exchange of South Africa and they are using QuickFix (C#
Version) as their API.

Tx
Bye
Le Roi

[Quickfix-developers] Re: Performance and C#

[Yaron M. <ym...@gm...>]

An addendum --- I'd be interested in similar experiences with Java
performance as well.

Yaron

On Thu, 6 May 2004 19:31:47 -0400, Yaron Minsky <ym...@gm...> wrote:
> 
> I've heard some vague performance numbers for QuickFix (anywhere from
> 100's to 1000's of messages per second on commodity hardware).  But I
> haven't heard anything about the performance of QuickFix running with
> Java or C#.  We've seen some problems with C# interfaces to native
> code, which is one of the reasons I'm a bit worried about the whole
> thing.
> 
> So, can anyone contribute their experiences with the C# bindings?  I'd
> actually be interested in reports on performance and on stability and
> general quality of the C# interface.
> 
> Yaron
>

[Quickfix-developers] Performance and C#

[Yaron M. <ym...@gm...>]

I've heard some vague performance numbers for QuickFix (anywhere from
100's to 1000's of messages per second on commodity hardware).  But I
haven't heard anything about the performance of QuickFix running with
Java or C#.  We've seen some problems with C# interfaces to native
code, which is one of the reasons I'm a bit worried about the whole
thing.

So, can anyone contribute their experiences with the C# bindings?  I'd
actually be interested in reports on performance and on stability and
general quality of the C# interface.

Yaron

Re: [Quickfix-developers] Recovering from a crash

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

Patrick,

In the toApp call you can choose to not send a message by throwing a=20
DoNotSend exception.  In the case of a resend, the message that would=20
have gone out is replaced with a gap fill.  If you do not send=20
consecutive messages, they will all be replaced with a single gap fill=20=

to the appropriate sequence number (instead of sending many individual=20=

gap fills).  You can always check to see if a message is being resent=20
by checking if the PossDup flag is set to 'Y'.  Many systems choose not=20=

to resend such requests for market dependent messages like orders, but=20=

will allow other requests like cancels to go through.

There is not configuration setting since with the DoNotSend=20
functionality, your app has total control and can determine your own=20
simple or complex rules for when you want to resend versus gap fill.

QuickFIX will attempt to automatically recover from sequence number=20
mismatches on logon (as the spec requires).  There shouldn't be an=20
infinite loop, although do not a bug fix was recently applied that did=20=

correct such a scenario under rare circumstances.  This has been=20
confirmed fixed in the CVS version.  The FIX specification also=20
recommends that you not send any application level messages until you=20
can confirm that your sequence numbers are synchronized.  You can=20
confirm this by sending a test request with a unique string, and=20
holding off on sending any new application level messages until you=20
receive the heartbeat response with your string.

On May 6, 2004, at 4:02 PM, Patrick Flannery wrote:

> Developers,
>
> =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 We are using a third party component =
to connect to an=20
> exchange; we are then using quick fix to communicate with this third=20=

> party component.=A0 When the third party component crashes =
unexpectedly=20
> we would like to restore state but not send any queued requests.=A0 =
Does=20
> quick fix automatically fill the gap in sequence numbers when it tries=20=

> to logon again?=A0 Does quick fix ever go into an infinite loop trying=20=

> to logon again?=A0 What should the configuration settings be so that=20=

> requests are never sent after a crash?=A0 Any suggestions you have for=20=

> dealing with the unexpected failure of a third party component would=20=

> be much appreciated.
>
> Thank you in advance.
>
> Patrick
>
>  This email message is intended only for the addressee(s) and contains=20=

> information that may be confidential and/or
> copyright.=A0 If you are not the intended recipient please notify the=20=

> sender by reply email and immediately delete
> this email. Use, disclosure or reproduction of this email by anyone=20
> other than the intended recipient(s) is strictly
> prohibited. No representation is made that this email or any=20
> attachments are free of viruses. Virus scanning is
> recommended and is the responsibility of the recipient.
>
> Thank you.
>
> For more information on CTC, LLC please visit our website at=20
> http://www.chicagotrading.com.
>
>
> =A0

[Quickfix-developers] Recovering from a crash

[Patrick F. <pat...@ch...>]

Developers,
            We are using a third party component to connect to an =
exchange;
we are then using quick fix to communicate with this third party =
component.
When the third party component crashes unexpectedly we would like to =
restore
state but not send any queued requests.  Does quick fix automatically =
fill
the gap in sequence numbers when it tries to logon again?  Does quick =
fix
ever go into an infinite loop trying to logon again?  What should the
configuration settings be so that requests are never sent after a crash?
Any suggestions you have for dealing with the unexpected failure of a =
third
party component would be much appreciated.
Thank you in advance.
Patrick=20

-----------------------------------------------------------=20
This email message is intended only for the addressee(s)=20
and contains information that may be confidential and/or=20
copyright.  If you are not the intended recipient please=20
notify the sender by reply email and immediately delete=20
this email. Use, disclosure or reproduction of this email=20
by anyone other than the intended recipient(s) is strictly=20
prohibited. No representation is made that this email or=20
any attachments are free of viruses. Virus scanning is=20
recommended and is the responsibility of the recipient.

Thank you.
-----------------------------------------------------------=20

For more information on CTC, LLC please visit
our website at:=20

           http://www.chicagotrading.com.

Re: [Quickfix-developers] fyi: build error on linux (FC1 and FC2-test3) from the cvs tree

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

Actually the problem is that the java library was not being built at 
all (unless you go to the directory and type make like you did).  I 
fixed it this morning and will be checking it in shortly.

--oren

On May 5, 2004, at 12:08 PM, brian wrote:

> hi,
>
> i've been experiencing build errors of the cvs tree in
> the "default case" (with java installed) for the last couple of weeks.
>
> after "./bootstrap" and "./configure", the "make" blows up trying
> to compile the java acceptance tests (at_application.java), which it
> was trying to compile BEFORE it compiles the java libs.  the errors
> start with "at_application.java:22: package quickfix does not exist"
> at the line "import quickfix.*;".  there are 100 errors following...
>
> after it blows up, if i manually make the java library ("cd 
> src/java;make"),
> that runs fine.  then if i re-run make from the base of the source tree
> ("cd ../..;make"), that runs fine. and "make check" runs fine...
>
> so i would think it's a dependency problem in make (but i don't
> know enough about configure/automake to be able to provide a patch).
>
> i thought you'd like to know before you make a point release.
>
> thanks for all your work, this is a great library.
>
> brian
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by Sleepycat Software
> Learn developer strategies Cisco, Motorola, Ericsson & Lucent use to 
> deliver higher performing products faster, at low TCO.
> http://www.sleepycat.com/telcomwpreg.php?From=osdnemail3
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] fyi: build error on linux (FC1 and FC2-test3) from the cvs tree

[brian <br...@du...>]

hi,

i've been experiencing build errors of the cvs tree in
the "default case" (with java installed) for the last couple of weeks.

after "./bootstrap" and "./configure", the "make" blows up trying
to compile the java acceptance tests (at_application.java), which it
was trying to compile BEFORE it compiles the java libs.  the errors
start with "at_application.java:22: package quickfix does not exist"
at the line "import quickfix.*;".  there are 100 errors following...

after it blows up, if i manually make the java library ("cd src/java;make"),
that runs fine.  then if i re-run make from the base of the source tree
("cd ../..;make"), that runs fine. and "make check" runs fine...

so i would think it's a dependency problem in make (but i don't
know enough about configure/automake to be able to provide a patch).

i thought you'd like to know before you make a point release.

thanks for all your work, this is a great library.

brian

RE: [Quickfix-developers] problem with invalid PossDup=Y messages

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

Hugo,
Actually your description of the problem allowed Oren to create a test and
fix the issue. Thanks for your help. 


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

-----Original Message-----
From: Hugo Leote [mailto:Hug...@in...] 
Sent: Wednesday, May 05, 2004 6:16 AM
To: or...@qu...; James C. Downs;
qui...@li...
Subject: RE: [Quickfix-developers] problem with invalid PossDup=Y messages

Hello again,

(sorry for the delay)
I believe it's no longer necessary for me to post logs.
I've just tested the CVS modifications on Session.cpp (rev 1.40) and the
problem is solved !

Thank you Oren, Jim and Caleb for your feedback.
Hugo Leote

P.S.: The problem was solved in less than 10 hours. Can't beat that...

-----Original Message-----
From: "James C. Downs" <jc...@co...>
To: "'Hugo Leote'" <Hug...@in...>, <quickfix-
dev...@li...>
Date: Tue, 4 May 2004 14:07:23 -0500
Subject: RE: [Quickfix-developers] problem with invalid PossDup=Y messages

> Hugo,
> We are seeing reports of this issue but I can't seem to replicate it 
> with an acceptance test. Can you post the logs that show this issue? 
> I'll keep trying to replicate it with a test.
> 
> 
> Jim
>  
> 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 
> Hugo Leote
> Sent: Tuesday, May 04, 2004 1:29 PM
> To: qui...@li...
> Subject: [Quickfix-developers] problem with invalid PossDup=Y messages
> 
> Hi all,
> 
> I've detected a problem between quickfix server + client (or: acceptor
> +
> initiator).
> Let's suppose this rare scenario:
> 
> - client logs on;
> - client detects seqnum gap, asks to resend messages from, say, 
> seqnum=20;
> - server resends message 20;
> - (somehow message 20 has a tag without value, or some other 
> validation problem);
> - client rejects message 20; (but does not increase targetseqnum)
> - eventually, server sends next message;
> - client detects seqnum gap, asks to resend messages from seqnum=20;
> - server resends message 20;
> - (etc, etc, client and server become stuck in this resend loop)
> 
> 
> Versions affected (possibly not limited to) : 1.3.2, 1.7.0.
> 
> Am I doing something wrong / is this not true ?
> 
> 
> Thanks in advance,
> Hugo Leote
> 
> 
> 
> -------------------------------------------------------
> This SF.Net email is sponsored by: Oracle 10g Get certified on the 
> hottest thing ever to hit the market... Oracle 10g.
> Take an Oracle 10g class now, and we'll give you the exam FREE. 
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] problem with invalid PossDup=Y messages

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

Oren,
I just checked out the latest version from CVS and all looks good. 

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

-----Original Message-----
From: Oren Miller [mailto:or...@qu...] 
Sent: Tuesday, May 04, 2004 8:03 PM
To: James C. Downs
Cc: qui...@li...; 'Hugo Leote'
Subject: Re: [Quickfix-developers] problem with invalid PossDup=Y messages

I checked in the tests and a fix for this.  Jim, please verify that the test
looks good.  If anyone who has been having this problem can verify it goes
when using the CVS version, please let me know.  We can roll out a new
release if all is good.

On May 4, 2004, at 2:07 PM, James C. Downs wrote:

> Hugo,
> We are seeing reports of this issue but I can't seem to replicate it 
> with an acceptance test. Can you post the logs that show this issue? 
> I'll keep trying to replicate it with a test.
>
>
> Jim
>
> 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 
> Hugo Leote
> Sent: Tuesday, May 04, 2004 1:29 PM
> To: qui...@li...
> Subject: [Quickfix-developers] problem with invalid PossDup=Y messages
>
> Hi all,
>
> I've detected a problem between quickfix server + client (or: acceptor
> +
> initiator).
> Let's suppose this rare scenario:
>
> - client logs on;
> - client detects seqnum gap, asks to resend messages from, say, 
> seqnum=20;
> - server resends message 20;
> - (somehow message 20 has a tag without value, or some other 
> validation problem);
> - client rejects message 20; (but does not increase targetseqnum)
> - eventually, server sends next message;
> - client detects seqnum gap, asks to resend messages from seqnum=20;
> - server resends message 20;
> - (etc, etc, client and server become stuck in this resend loop)
>
>
> Versions affected (possibly not limited to) : 1.3.2, 1.7.0.
>
> Am I doing something wrong / is this not true ?
>
>
> Thanks in advance,
> Hugo Leote
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: Oracle 10g Get certified on the 
> hottest thing ever to hit the market... Oracle 10g.
> Take an Oracle 10g class now, and we'll give you the exam FREE.
> http://ads.osdn.com/?ad_id=3149&alloc_id=8166&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: Oracle 10g
> Get certified on the hottest thing ever to hit the market... Oracle 
> 10g.
> Take an Oracle 10g class now, and we'll give you the exam FREE.
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] problem with invalid PossDup=Y messages

[Hugo L. <Hug...@in...>]

Hello again,

(sorry for the delay)
I believe it's no longer necessary for me to post logs.
I've just tested the CVS modifications on Session.cpp (rev 1.40) and the 
problem is solved !

Thank you Oren, Jim and Caleb for your feedback.
Hugo Leote

P.S.: The problem was solved in less than 10 hours. Can't beat that...

-----Original Message-----
From: "James C. Downs" <jc...@co...>
To: "'Hugo Leote'" <Hug...@in...>, <quickfix-
dev...@li...>
Date: Tue, 4 May 2004 14:07:23 -0500
Subject: RE: [Quickfix-developers] problem with invalid PossDup=Y messages

> Hugo,
> We are seeing reports of this issue but I can't seem to replicate it
> with an
> acceptance test. Can you post the logs that show this issue? I'll keep
> trying to replicate it with a test. 
> 
> 
> Jim
>  
> 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
> Hugo
> Leote
> Sent: Tuesday, May 04, 2004 1:29 PM
> To: qui...@li...
> Subject: [Quickfix-developers] problem with invalid PossDup=Y messages
> 
> Hi all,
> 
> I've detected a problem between quickfix server + client (or: acceptor
> +
> initiator).
> Let's suppose this rare scenario:
> 
> - client logs on;
> - client detects seqnum gap, asks to resend messages from, say,
> seqnum=20;
> - server resends message 20;
> - (somehow message 20 has a tag without value, or some other validation
> problem);
> - client rejects message 20; (but does not increase targetseqnum)
> - eventually, server sends next message;
> - client detects seqnum gap, asks to resend messages from seqnum=20;
> - server resends message 20;
> - (etc, etc, client and server become stuck in this resend loop)
> 
> 
> Versions affected (possibly not limited to) : 1.3.2, 1.7.0.
> 
> Am I doing something wrong / is this not true ?
> 
> 
> Thanks in advance,
> Hugo Leote
> 
> 
> 
> -------------------------------------------------------
> This SF.Net email is sponsored by: Oracle 10g Get certified on the
> hottest
> thing ever to hit the market... Oracle 10g. 
> Take an Oracle 10g class now, and we'll give you the exam FREE. 
> http://ads.osdn.com/?ad_id=3149&alloc_id=8166&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] problem with invalid PossDup=Y messages

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

Oren,
Looks like you got this one.
 
Jim
 
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com
 

  _____  

From: Oren Miller [mailto:om...@ri...] 
Sent: Tuesday, May 04, 2004 3:22 PM
To: James C. Downs
Cc: qui...@li...; Hugo Leote
Subject: Re: [Quickfix-developers] problem with invalid PossDup=Y messages


This was actually a very helpful. I was able to duplicate the scenario in a
test based on this description. You should see the problem occur when
running the attached test. The problem occurs when a bad message is resent
as a part of a resend request. Here you can see after resending the
messages, the test requests are not being processed as they should be,
instead the second test request results in another resend request which
should not occur. If we get this test to pass it should solve the problem.

--oren

Re: [Quickfix-developers] problem with invalid PossDup=Y messages

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

I checked in the tests and a fix for this.  Jim, please verify that the 
test looks good.  If anyone who has been having this problem can verify 
it goes when using the CVS version, please let me know.  We can roll 
out a new release if all is good.

On May 4, 2004, at 2:07 PM, James C. Downs wrote:

> Hugo,
> We are seeing reports of this issue but I can't seem to replicate it 
> with an
> acceptance test. Can you post the logs that show this issue? I'll keep
> trying to replicate it with a test.
>
>
> Jim
>
> 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 
> Hugo
> Leote
> Sent: Tuesday, May 04, 2004 1:29 PM
> To: qui...@li...
> Subject: [Quickfix-developers] problem with invalid PossDup=Y messages
>
> Hi all,
>
> I've detected a problem between quickfix server + client (or: acceptor 
> +
> initiator).
> Let's suppose this rare scenario:
>
> - client logs on;
> - client detects seqnum gap, asks to resend messages from, say, 
> seqnum=20;
> - server resends message 20;
> - (somehow message 20 has a tag without value, or some other validation
> problem);
> - client rejects message 20; (but does not increase targetseqnum)
> - eventually, server sends next message;
> - client detects seqnum gap, asks to resend messages from seqnum=20;
> - server resends message 20;
> - (etc, etc, client and server become stuck in this resend loop)
>
>
> Versions affected (possibly not limited to) : 1.3.2, 1.7.0.
>
> Am I doing something wrong / is this not true ?
>
>
> Thanks in advance,
> Hugo Leote
>
>
>
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