quickfix-developers — QuickFIX developers forum

Re: [SPAM] [Quickfix-developers] Infinite resend loop

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

Ok.  This answers my question.  Looks like it's pretty clear what has  
to be done.  Thanks.

--oren

On Apr 19, 2004, at 10:18 AM, Kovalenko, Michael wrote:

> Hi Oren,
>
> You wrote:
>
>> ...
>> Date: Fri, 16 Apr 2004 09:38:37 -0500
>> To: "Angela Metallo" <A.M...@it...>
>> ...
>> Yeah, if a message fails basic validation, you will get infinite  
>> resend =20=
>> requests.  There isn't much that you can do about this. If a message  
>> =20
>> fails validation, the protocol says that the message must be ignored.  
>>  =20=
>> Meaning to treat it like it never happened.  So of course sequence =20
>> numbers do not get incremented.  FIX is designed to process all =20
>> messages in the correct order.  Passing over a message and going to  
>> the =20=
>> next one would violate this.
>> Rejects really should only occur during testing.  If you ever see a  
>> =20
>> session level reject during production, you should re-certify with  
>> your =20=
>> counter-party.  It basically means your connection is broken and  
>> needs =20=
>> to be addressed.
>> ...
>
> Here's what the standard says:
> http://www.fixprotocol.org/specification/fix40.doc
> page 15:
> 	Reject -
> 	The reject message should be issued when a message is received which  
> cannot
> be passed 	through to the application level.
> 	...
> 	Rejected messages should be logged and the incoming sequence number
> incremented.
> 	...
>
> I've seen this scenario in certified system: the client Order Entry  
> GUI may
> allow limits in excess of those configured in the session layer.  
> Should that
> happen, QuickFix would go in the reject/resend-request loop and will  
> never
> recover automatically.
>
> Bumping up the sequence number after a session level reject would make
> QuickFix a lot more user-friendly.
>
> Sincerely,
>
> Michael Kovalenko
>
> ======================================================================= 
> =======
> This message is for the sole use of the intended recipient. If you  
> received
> this message in error please delete it and notify us. If this message  
> was
> misdirected, CSFB does not waive any confidentiality or privilege. CSFB
> retains and monitors electronic communications sent through its  
> network.
> Instructions transmitted over this system are not binding on CSFB  
> until they
> are confirmed by us. Message transmission is not guaranteed to be  
> secure.
> ======================================================================= 
> =======
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
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Re: [Quickfix-developers] [Quickfix-developers]

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

This is interesting.  I'll research this.  Do you know what version of=20=

the spec this first appeared in?

--oren

On Apr 19, 2004, at 9:13 AM, Joerg Thoennes wrote:

> Oren Miller wrote:
>> Yeah, if a message fails basic validation, you will get infinite
>> resend requests.  There isn't much that you can do about this. If a
>> message fails validation, the protocol says that the message must be
>> ignored. Meaning to treat it like it never happened.  So of course
>> sequence numbers do not get incremented.  FIX is designed to process
>> all messages in the correct order.  Passing over a message and going
>> to the next one would violate this. Rejects really should only occur
>> during testing.  If you ever see a session level reject during
>> production, you should re-certify with your counter-party.  It
>> basically means your connection is broken and needs to be addressed.
>
> Hi Oren,
>
> we had several issues with such Resend-loops due to invalid message.=20=

> Our
> customer quoted the following lines from the FIX spec:
>
>> Reject (session-level) -The reject message should be issued when a
>> message is received but cannot be properly processed due to a
>> session-level rule violation. An example of when a reject may be
>> appropriate would be the receipt of a message with invalid basic data
>> (e.g. MsgType=3D&) which successfully passes de-encryption, CheckSum
>> and BodyLength checks . As a rule, messages should be forwarded to
>> the trading application for business level rejections whenever
>> possible.
>> Rejected messages should be logged and the incoming sequence number
>> incremented.
>> Note: The receiving application should disregard any message that is
>> garbled, cannot be parsed or fails a data integrity check. Processing
>> of the next valid FIX message will cause detection of a sequence gap
>> and a Resend Request will be generated. Logic should be included in
>> the FIX engine to recognize the possible infinite resend loop, which
>> may be encountered in this situation .
>> Generation and receipt of a Reject message indicates a serious error
>> that may be the result of faulty logic in either the sending or
>> receiving application.
>> If the sending application chooses to retransmit the rejected
>> message, it should be assigned a new sequence number and sent with
>> PossResend=3DY.
>
> According to this, a SessionReject should be generated in every=20
> possible case. IMHO, the description "any message that is garbled,=20
> cannot be parsed or fails a data integrity check" should should been=20=

> seen as narrow as possible. If cannot even identify the sequence=20
> number, you cannot do much about it, but if you have a complete=20
> message where only one field is badly formatted, a session-level=20
> reject is much more helpful.
>
> This is basically the same as for the Logout, which should be send if=20=

> every possible case. The QF 1.4.1 will do that, and that is very good.
>
> In addition, a more detailed event log would be very helpful.=20
> Currently some messages or connection attempts are silently ignored. A=20=

> message of the style "Disconnected since sequence number nnn too low"=20=

> is an example of that.
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dcl=
ick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Infinite resend loop

[Kovalenko, M. <mic...@cs...>]

Hi Oren,

You wrote:

>...
> Date: Fri, 16 Apr 2004 09:38:37 -0500
> To: "Angela Metallo" <A.M...@it...>
> ...
> Yeah, if a message fails basic validation, you will get infinite resend =20=
> requests.  There isn't much that you can do about this. If a message =20
> fails validation, the protocol says that the message must be ignored.  =20=
> Meaning to treat it like it never happened.  So of course sequence =20
> numbers do not get incremented.  FIX is designed to process all =20
> messages in the correct order.  Passing over a message and going to the =20=
> next one would violate this.
> Rejects really should only occur during testing.  If you ever see a =20
> session level reject during production, you should re-certify with your =20=
> counter-party.  It basically means your connection is broken and needs =20=
> to be addressed.
> ...

Here's what the standard says:
http://www.fixprotocol.org/specification/fix40.doc
page 15:
	Reject -
	The reject message should be issued when a message is received which cannot
be passed 	through to the application level.  
	...
	Rejected messages should be logged and the incoming sequence number
incremented.
	...

I've seen this scenario in certified system: the client Order Entry GUI may
allow limits in excess of those configured in the session layer. Should that
happen, QuickFix would go in the reject/resend-request loop and will never
recover automatically.

Bumping up the sequence number after a session level reject would make
QuickFix a lot more user-friendly.

Sincerely,

Michael Kovalenko

==============================================================================
This message is for the sole use of the intended recipient. If you received
this message in error please delete it and notify us. If this message was
misdirected, CSFB does not waive any confidentiality or privilege. CSFB
retains and monitors electronic communications sent through its network.
Instructions transmitted over this system are not binding on CSFB until they
are confirmed by us. Message transmission is not guaranteed to be secure.
==============================================================================

Re: [Quickfix-developers] [Quickfix-developers]

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

Oren Miller wrote:
> Yeah, if a message fails basic validation, you will get infinite
> resend requests.  There isn't much that you can do about this. If a
> message fails validation, the protocol says that the message must be
> ignored. Meaning to treat it like it never happened.  So of course
> sequence numbers do not get incremented.  FIX is designed to process
> all messages in the correct order.  Passing over a message and going
> to the next one would violate this. Rejects really should only occur
> during testing.  If you ever see a session level reject during
> production, you should re-certify with your counter-party.  It
> basically means your connection is broken and needs to be addressed.

Hi Oren,

we had several issues with such Resend-loops due to invalid message. Our
customer quoted the following lines from the FIX spec:

> Reject (session-level) -The reject message should be issued when a
> message is received but cannot be properly processed due to a
> session-level rule violation. An example of when a reject may be
> appropriate would be the receipt of a message with invalid basic data
> (e.g. MsgType=&) which successfully passes de-encryption, CheckSum
> and BodyLength checks . As a rule, messages should be forwarded to
> the trading application for business level rejections whenever
> possible.
> 
> Rejected messages should be logged and the incoming sequence number
> incremented.
> 
> Note: The receiving application should disregard any message that is
> garbled, cannot be parsed or fails a data integrity check. Processing
> of the next valid FIX message will cause detection of a sequence gap
> and a Resend Request will be generated. Logic should be included in
> the FIX engine to recognize the possible infinite resend loop, which
> may be encountered in this situation .
> 
> Generation and receipt of a Reject message indicates a serious error
> that may be the result of faulty logic in either the sending or
> receiving application.
> 
> If the sending application chooses to retransmit the rejected
> message, it should be assigned a new sequence number and sent with
> PossResend=Y.

According to this, a SessionReject should be generated in every possible 
case. IMHO, the description "any message that is garbled, cannot be 
parsed or fails a data integrity check" should should been seen as 
narrow as possible. If cannot even identify the sequence number, you 
cannot do much about it, but if you have a complete message where only 
one field is badly formatted, a session-level reject is much more helpful.

This is basically the same as for the Logout, which should be send if 
every possible case. The QF 1.4.1 will do that, and that is very good.

In addition, a more detailed event log would be very helpful. Currently 
some messages or connection attempts are silently ignored. A message of 
the style "Disconnected since sequence number nnn too low" is an example 
of that.

Cheers, Jörg

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

Re: [Quickfix-developers] [Quickfix-developers]

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

Yeah, if a message fails basic validation, you will get infinite resend =20=

requests.  There isn't much that you can do about this. If a message =20
fails validation, the protocol says that the message must be ignored.  =20=

Meaning to treat it like it never happened.  So of course sequence =20
numbers do not get incremented.  FIX is designed to process all =20
messages in the correct order.  Passing over a message and going to the =20=

next one would violate this.
Rejects really should only occur during testing.  If you ever see a =20
session level reject during production, you should re-certify with your =20=

counter-party.  It basically means your connection is broken and needs =20=

to be addressed.

As for disabling the field format check.  What you should do is open up =20=

the data dictionary, and change the type for the offending field to a =20=

STRING.  i.e.

     <field number=3D"126" name=3D"ExpireTime" type=3D"UTCTIMESTAMP"/>

becomes

     <field number=3D"126" name=3D"ExpireTime" type=3D"STRING"/>

Since strings can be in any format, they are not validated.

On Apr 16, 2004, at 9:16 AM, Angela Metallo wrote:

> I would like to know if is it possible to disable the Field Format =20
> check because I receive the messages with some tags without a value.
>
> I have also another problem, when resincronize the two FixEngine after =
=20
> the logon message if QuickFix receive more than a message that doesn't =
=20
> pass the validation it generate a Reject message for each message =20
> received (that is correct) but it doesn't increment the sequence =20
> number so it sends infinite resend request with the same BeginSeqNo. =20=

> This case works fine when the two FixEngine are already sincronized =20=

> perhaps because of te HeartBeat message that I receive between the =20
> NewOrder.
>
> 20040414-08:09:07.213 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D198=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=20
> =
11=011=3DJ=0111=3D20040414000002=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:49:=20
> 11=01100=3DMI=01109=3D~0414084911000=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D188=01
> 20040414-08:09:07.254 : [EVN] Message 198 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.254 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D199=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D200=01123=3DY=01=
10=3D220=01
> 20040414-08:09:07.264 : [EVN] MsgSeqNum too high RECEIVED: 199 =20
> EXPECTED: 198
> 20040414-08:09:07.264 : [EVN] Sent ResendRequest FROM: 198 TO: 0
> 20040414-08:09:07.274 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D200=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=20
> =
35=011=3DJ=0111=3D20040414000003=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:49:=20
> 35=01100=3DMI=01109=3D~0414084935616=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D204=01
> 20040414-08:09:07.274 : [EVN] Message 200 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.274 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D201=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D203=01123=3DY=01=
10=3D207=01
> 20040414-08:09:07.284 : [EVN] MsgSeqNum too high RECEIVED: 201 =20
> EXPECTED: 198
> 20040414-08:09:07.284 : [EVN] Sent ResendRequest FROM: 198 TO: 0
> 20040414-08:09:07.284 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D203=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:50:=20
> =
50=011=3DJ=0111=3D20040414000004=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:50:=20
> 50=01100=3DMI=01109=3D~0414085050133=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D169=01
> 20040414-08:09:07.294 : [EVN] Message 203 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.294 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D204=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D205=01123=3DY=01=
10=3D212=01
> 20040414-08:09:07.304 : [EVN] MsgSeqNum too high RECEIVED: 204 =20
> EXPECTED: 198
> 20040414-08:09:07.314 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D205=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:51:=20
> =
21=011=3DJ=0111=3D20040414000005=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:51:=20
> 21=01100=3DMI=01109=3D~0414085121768=01126=3D20041104=01207=3DMI=01432=3D=
20041104=0110=3D175=01
> 20040414-08:09:07.314 : [EVN] Message 205 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.324 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D206=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D333=01123=3DY=01=
10=3D216=01
> 20040414-08:09:07.334 : [EVN] MsgSeqNum too high RECEIVED: 206 =20
> EXPECTED: 198
> 20040414-08:09:07.334 : [EVN] Sent ResendRequest FROM: 198 TO: 0
> 20040414-08:09:07.464 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D198=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=20
> =
11=011=3DJ=0111=3D20040414000002=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:49:=20
> 11=01100=3DMI=01109=3D~0414084911000=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D188=01
> 20040414-08:09:07.464 : [EVN] Message 198 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.474 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D199=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D200=01123=3DY=01=
10=3D220=01
> 20040414-08:09:07.474 : [EVN] MsgSeqNum too high RECEIVED: 199 =20
> EXPECTED: 198
> 20040414-08:09:07.474 : [EVN] Sent ResendRequest FROM: 198 TO: 0
> 20040414-08:09:07.484 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D200=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=20
> =
35=011=3DJ=0111=3D20040414000003=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:49:=20
> 35=01100=3DMI=01109=3D~0414084935616=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D204=01
> 20040414-08:09:07.484 : [EVN] Message 200 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.484 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D201=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D203=01123=3DY=01=
10=3D207=01
> 20040414-08:09:07.484 : [EVN] MsgSeqNum too high RECEIVED: 201 =20
> EXPECTED: 198
> 20040414-08:09:07.494 : [EVN] Sent ResendRequest FROM: 198 TO: 0
> 20040414-08:09:07.494 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D203=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-06:50:=20
> =
50=011=3DJ=0111=3D20040414000004=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=01=
40=3D2=0144=3D101=0148=3DTEST2=01=20
> 54=3D1=0155=3DTEST2=0159=3D6=0160=3D20040414-06:50:=20
> 50=01100=3DMI=01109=3D~0414085050133=01126=3D20040415=01207=3DMI=01432=3D=
20040415=0110=3D169=01
> 20040414-08:09:07.494 : [EVN] Message 203 Rejected: Incorrect data =20
> format for value:126
> 20040414-08:09:07.504 : [EVN] <next> message: =20
> 8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D204=0143=3DY=0149=3DITSOFT=0150=3D=
ITSOFT=0152=3D20040414-08:=20
> 09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:07=0136=3D205=01123=3DY=01=
10=3D212=01
> .... and so on ...
>
> Thank you for your response.
>
> Angela
>
> __________________________________
> Angela Metallo
> IT SOFTWARE S.p.A.
> Via Santa Sofia 27 - 20122 Milano
> Phone	+39 02.58343.339
> Fax	+39 02.58315.195
> mailto:a.m...@it...
> www.itsoftware.it
>
>
> This message is for the named person's use only. It may contain =20
> confidential, proprietary or legally privileged information. No =20
> confidentiality or privilege is waived or lost by any mistransmission. =
=20
> You may not, directly or indirectly, use, disclose, distribute, print, =
=20
> or copy any part of this message if you are not the intended =20
> recipient. You are therefore equested to cancel this e-mail and the =20=

> relating attachments if you are not the intended recipient. IT =20
> SOFTWARE S.p.A. does not warrant, whether to the intended recipient or =
=20
> to anybody else, that any attachments are free from viruses or other =20=

> defects and accept no liability for any losses resulting from infected =
=20
> email transmissions. Please note, that any views expressed in this =20
> message are those of the individual sender, except where the sender =20=

> specifically states them to be the views of IT SOFTWARE S.p.A.
>
>
>
>
>
> -------------------------------------------------------
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[Quickfix-developers] [Quickfix-developers]

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

I would like to know if is it possible to disable the Field Format check =
because I receive the messages with some tags without a value.

I have also another problem, when resincronize the two FixEngine after =
the logon message if QuickFix receive more than a message that doesn't =
pass the validation it generate a Reject message for each message =
received (that is correct) but it doesn't increment the sequence number =
so it sends infinite resend request with the same BeginSeqNo. This case =
works fine when the two FixEngine are already sincronized perhaps =
because of te HeartBeat message that I receive between the NewOrder.

20040414-08:09:07.213 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D198=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=
11=011=3DJ=0111=3D20040414000002=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:49:11=01100=3DMI=01109=3D~0414084911000=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D188=01
20040414-08:09:07.254 : [EVN] Message 198 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.254 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D199=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D200=01123=3DY=0110=3D220=01
20040414-08:09:07.264 : [EVN] MsgSeqNum too high RECEIVED: 199 EXPECTED: =
198
20040414-08:09:07.264 : [EVN] Sent ResendRequest FROM: 198 TO: 0
20040414-08:09:07.274 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D200=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=
35=011=3DJ=0111=3D20040414000003=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:49:35=01100=3DMI=01109=3D~0414084935616=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D204=01
20040414-08:09:07.274 : [EVN] Message 200 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.274 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D201=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D203=01123=3DY=0110=3D207=01
20040414-08:09:07.284 : [EVN] MsgSeqNum too high RECEIVED: 201 EXPECTED: =
198
20040414-08:09:07.284 : [EVN] Sent ResendRequest FROM: 198 TO: 0
20040414-08:09:07.284 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D203=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:50:=
50=011=3DJ=0111=3D20040414000004=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:50:50=01100=3DMI=01109=3D~0414085050133=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D169=01
20040414-08:09:07.294 : [EVN] Message 203 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.294 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D204=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D205=01123=3DY=0110=3D212=01
20040414-08:09:07.304 : [EVN] MsgSeqNum too high RECEIVED: 204 EXPECTED: =
198
20040414-08:09:07.314 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D205=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:51:=
21=011=3DJ=0111=3D20040414000005=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:51:21=01100=3DMI=01109=3D~0414085121768=01126=3D20041104=01207=
=3DMI=01432=3D20041104=0110=3D175=01
20040414-08:09:07.314 : [EVN] Message 205 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.324 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D206=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D333=01123=3DY=0110=3D216=01
20040414-08:09:07.334 : [EVN] MsgSeqNum too high RECEIVED: 206 EXPECTED: =
198
20040414-08:09:07.334 : [EVN] Sent ResendRequest FROM: 198 TO: 0
20040414-08:09:07.464 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D198=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=
11=011=3DJ=0111=3D20040414000002=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:49:11=01100=3DMI=01109=3D~0414084911000=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D188=01
20040414-08:09:07.464 : [EVN] Message 198 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.474 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D199=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D200=01123=3DY=0110=3D220=01
20040414-08:09:07.474 : [EVN] MsgSeqNum too high RECEIVED: 199 EXPECTED: =
198
20040414-08:09:07.474 : [EVN] Sent ResendRequest FROM: 198 TO: 0
20040414-08:09:07.484 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D200=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:49:=
35=011=3DJ=0111=3D20040414000003=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:49:35=01100=3DMI=01109=3D~0414084935616=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D204=01
20040414-08:09:07.484 : [EVN] Message 200 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.484 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D201=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D203=01123=3DY=0110=3D207=01
20040414-08:09:07.484 : [EVN] MsgSeqNum too high RECEIVED: 201 EXPECTED: =
198
20040414-08:09:07.494 : [EVN] Sent ResendRequest FROM: 198 TO: 0
20040414-08:09:07.494 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D262=0135=3DD=0134=3D203=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-06:50:=
50=011=3DJ=0111=3D20040414000004=0115=3DEUR=0121=3D2=0122=3D5=0138=3D1000=
=0140=3D2=0144=3D101=0148=3DTEST2=0154=3D1=0155=3DTEST2=0159=3D6=0160=3D2=
0040414-06:50:50=01100=3DMI=01109=3D~0414085050133=01126=3D20040415=01207=
=3DMI=01432=3D20040415=0110=3D169=01
20040414-08:09:07.494 : [EVN] Message 203 Rejected: Incorrect data =
format for value:126
20040414-08:09:07.504 : [EVN] <next> message: =
8=3DFIX.4.2=019=3D108=0135=3D4=0134=3D204=0143=3DY=0149=3DITSOFT=0150=3DI=
TSOFT=0152=3D20040414-08:09:07=0156=3DETME_FIX_15=01122=3D20040414-08:09:=
07=0136=3D205=01123=3DY=0110=3D212=01
.... and so on ...

Thank you for your response.

Angela

__________________________________
Angela Metallo
IT SOFTWARE S.p.A.
Via Santa Sofia 27 - 20122 Milano
Phone	+39 02.58343.339
Fax	+39 02.58315.195
mailto:a.m...@it...
www.itsoftware.it


This message is for the named person's use only. It may contain =
confidential, proprietary or legally privileged information. No =
confidentiality or privilege is waived or lost by any mistransmission. =
You may not, directly or indirectly, use, disclose, distribute, print, =
or copy any part of this message if you are not the intended recipient. =
You are therefore equested to cancel this e-mail and the relating =
attachments if you are not the intended recipient. IT SOFTWARE S.p.A. =
does not warrant, whether to the intended recipient or to anybody else, =
that any attachments are free from viruses or other defects and accept =
no liability for any losses resulting from infected email transmissions. =
Please note, that any views expressed in this message are those of the =
individual sender, except where the sender specifically states them to =
be the views of IT SOFTWARE S.p.A.

[Quickfix-developers] Visual Studio .NET 2003 compilation

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

I checked in some changes that I think will resolve the compilation 
problems under VS.NET 2003.  I can't be sure it is all better because 
for whatever reason VS.NET 2002, which I'm using, doesn't complain, 
although it certainly SHOULD.  I'm planning on doing a point release 
early next week.  This change will be in there.  Joe, if you are able 
to check out from source control and verify if you can build, I would 
appreciate the feedback.  Thanks.

--oren

Re: [Quickfix-developers] (no subject)

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

Having the fields out of order is probably ok as long as the delimiter=20=

is used correctly.  It's really hard to say without seeing the message.=20=

  Could you post it?

--oren

On Apr 15, 2004, at 8:33 AM, Patrick Flannery wrote:

> Oren,
>
> =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 When I try to access the repeating =
groups contained inside=20
> a QuickFix42.QuoteRequest message the fields of the NoRelatedSymbol=20
> are left blank.=A0 When I print the original QuoteRequest message I =
see=20
> that valid values are included.=A0 Could having the fields out of =
order=20
> and not forcing the out of order validation cause this behavior?=A0 If=20=

> not, what would be another possible scenario? Thank you in advance.
>
> =A0
>
> Patrick Flannery
>
>  =A0
>
> 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

Re: [Quickfix-developers] .NET & COM threading models

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

My first guess would be that it is related to the build rather than=20
libxml2 itself.  Libxml2 is used on a variety of unix systems without=20
trouble.  The support for libxml2 on windows was actually put in at the=20=

request of a client some time ago and isn't commonly used or tested,=20
although it uses the exact same code to interact with libxml2 as it=20
does under linux.  Can you post a link to the distribution you are=20
using?  Is it a native build or a cygwin build?  I'm not so sure that a=20=

cygwin build would work if you are using windows style paths.

--oren

On Apr 14, 2004, at 5:50 PM, John Debay wrote:

> Oren,
>
> Thanks for the reply. I substituted in libxml2 in place of MSXML, but=20=

> ran
> into a problem when I tried to parse the FIX 4.2 message definition=20
> file.
> Specifically, in this code:
>
> bool LIBXML_DOMDocument::load( const std::string& url )
>   { QF_STACK_PUSH(LIBXML_DOMAttributes::lead)
>     try
>     {
>       m_pDoc =3D xmlParseFile(url.c_str());
>       return m_pDoc !=3D NULL;
>     }
>     catch( ... ) { return false; }
>
>     QF_STACK_POP
>   }
>
> xmlParseFile() throws. It seems to be crashing somewhere, but I=20
> downloaded
> the libxml binaries, not the source code, so I am not seeing exactly=20=

> where
> it's having a problem. I tried reducing the XML file in case there was=20=

> a
> problem tag somewhere inside of it (even though MSXML parsed it =
without
> issue), but this did not help.
>
> This may be a question that is more germane to libxml than to=20
> QuickFix, but
> I was hoping someone had come across this in the past.
>
> Thanks,
> John
>
> -----Original Message-----
> From: QuickFIX [mailto:or...@qu...]
> Sent: Tuesday, April 13, 2004 5:52 PM
> To: John Debay
> Cc: qui...@li...
> Subject: [Quickfix-developers] .NET & COM threading models
>
> John,
>
> If you are unable to resolve this with MSXML, QuickFIX also supports
> libxml2, which is open source and also has a windows binary
> distribution.  See the installation instructions for how to tell
> QuickFIX to build against libxml in place of MSXML3:
> http://quickfix.sourceforge.net/quickfix/doc/html/
> install.html#Windows%20(C++)
>
> --oren
>
> On Apr 13, 2004, at 4:36 PM, John Debay wrote:
>
>> Hi,
>>
>> I'm trying to use QuickFix 1.7.0 within a server hosted on .NET
>> Remoting.
>> I'm running into some incompatibilities between the COM threading=20
>> model
>> Remoting sets up and QuickFix, which uses an STA model. Specifically,
>> within
>> the function MSXML_DOMDocument::MSXML_DOMDocument(), the line:
>>
>> if(FAILED(CoInitialize(NULL)))
>>     throw ConfigError("Could not initialize COM");
>>
>> throws an exception. The reason is that CoInitialize() "initializes
>> the COM
>> library on the current thread and identifies the concurrency model as
>> single-thread apartment (STA)," to quote the documentation. Before
>> this code
>> is run, the .NET runtime has already set the current thread to run
>> within an
>> MTA model.
>>
>> I believe I have a fix in place by replacing CoInitialize with
>> CoInitializeEx and setting dwCoInit to COINIT_MULTITHREADED, but =
won't
>> be
>> sure until I have an opportunity to thoroughly test tomorrow. In the
>> meantime I was hoping for a little guidance.
>>
>> Has anyone had any experience mixing COM threading models with
>> QuickFix? Is
>> there a different XML library I can use besides MSXML? What does the
>> *nix
>> implementation use?
>>
>> Thanks in advance.
>>
>> John
>>
>> -----------------------------------------------------------
>> This email message is intended only for the addressee(s)
>> and contains information that may be confidential and/or
>> copyright.  If you are not the intended recipient please
>> notify the sender by reply email and immediately delete
>> this email. Use, disclosure or reproduction of this email
>> by anyone other than the intended recipient(s) is strictly
>> prohibited. No representation is made that this email or
>> any 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:
>>
>>            http://www.chicagotrading.com.
>>
>>
>>
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials
>> Free Linux tutorial presented by Daniel Robbins, President and CEO of
>> GenToo technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=1470&alloc_id638&op=3Dclick
>> _______________________________________________
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>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dcl=
ick
> _______________________________________________
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>

Re: [SPAM] Re: [Quickfix-developers] price as double

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

The C++ fields have a setString and getString method.  You can use=20
these to guarantee a perfect representation of your number.  Java=20
doesn't have access to these, so it would need to be added to the API. =20=

We can also replace the DoubleField with a BigDecimal field, or add=20
BigDecimal support to the existing field type.

--oren

On Apr 15, 2004, at 4:02 AM, Joerg Thoennes wrote:

> Oren,
>
> with the Java API I have this problem form months. Doubles are not=20
> used in financial applications because of these rounding errors. In=20
> Java, we use BigDecimal in such cases. It would be good to have access=20=

> to the String representation of a FIX field, ie get/set the value of=20=

> all fields as String. How could I do that in C++ and Java?
>
> Cheers, J=F6rg
>
>> Can you please indicate what system you are running on and which API=20=

>> you are using?
>> --oren
>> On Apr 14, 2004, at 11:36 AM, Vijay Singh Yadav wrote:
>>> Hello,
>>> 1.) Is there a way to force prices to respect only two digits right=20=

>>> of the decimal point. I supply price=3D93.19 to a newOrderSingle=20
>>> object and the actual string passed to the counterparty contains=20
>>> 93.19000244
>>>
>>> The counterparty does not like this and rejects the order.
>>>
>>> I tried calling msg.toString to get the string out without the price=20=

>>> and append 44=3D93.19 to it and creating a message through this =
string=20
>>> but this new message fails validation.
>>>
>>> 2) Is there anyway to get a string out without the header and=20
>>> trailer (i.e. just get the body), change the body and create a new=20=

>>> message that constructs the header and trailer based on message=20
>>> body.
>>>
>>> Thanks for your help
>>>
>>> -- vijay
>>> -------------------------------------------------------
>>> This SF.Net email is sponsored by: IBM Linux Tutorials
>>> Free Linux tutorial presented by Daniel Robbins, President and CEO =
of
>>> GenToo technologies. Learn everything from fundamentals to system
>>> =
administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dclic=
k
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials
>> Free Linux tutorial presented by Daniel Robbins, President and CEO of
>> GenToo technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dc=
lick
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dcl=
ick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] (no subject)

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

Oren,
            When I try to access the repeating groups contained inside a
QuickFix42.QuoteRequest message the fields of the NoRelatedSymbol are =
left
blank.  When I print the original QuoteRequest message I see that valid
values are included.  Could having the fields out of order and not =
forcing
the out of order validation cause this behavior?  If not, what would be
another possible scenario? Thank you in advance.
=20
Patrick Flannery=20
=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] price as double

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

Oren,

with the Java API I have this problem form months. Doubles are not used 
in financial applications because of these rounding errors. In Java, we 
use BigDecimal in such cases. It would be good to have access to the 
String representation of a FIX field, ie get/set the value of all fields 
as String. How could I do that in C++ and Java?

Cheers, Jörg

> Can you please indicate what system you are running on and which API you 
> are using?
> 
> --oren
> 
> On Apr 14, 2004, at 11:36 AM, Vijay Singh Yadav wrote:
> 
>> Hello,
>> 1.) Is there a way to force prices to respect only two digits right of 
>> the decimal point. I supply price=93.19 to a newOrderSingle object and 
>> the actual string passed to the counterparty contains 93.19000244
>>
>> The counterparty does not like this and rejects the order.
>>
>> I tried calling msg.toString to get the string out without the price 
>> and append 44=93.19 to it and creating a message through this string 
>> but this new message fails validation.
>>
>> 2) Is there anyway to get a string out without the header and trailer 
>> (i.e. just get the body), change the body and create a new message 
>> that constructs the header and trailer based on message body.
>>
>> Thanks for your help
>>
>> -- vijay
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials
>> Free Linux tutorial presented by Daniel Robbins, President and CEO of
>> GenToo technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
> 
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 


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

RE: [Quickfix-developers] .NET & COM threading models

[John D. <joh...@ch...>]

Oren,

Thanks for the reply. I substituted in libxml2 in place of MSXML, but ran
into a problem when I tried to parse the FIX 4.2 message definition file.
Specifically, in this code:

bool LIBXML_DOMDocument::load( const std::string& url )
  { QF_STACK_PUSH(LIBXML_DOMAttributes::lead)
    try
    {
      m_pDoc = xmlParseFile(url.c_str());
      return m_pDoc != NULL;
    }
    catch( ... ) { return false; }

    QF_STACK_POP
  }

xmlParseFile() throws. It seems to be crashing somewhere, but I downloaded
the libxml binaries, not the source code, so I am not seeing exactly where
it's having a problem. I tried reducing the XML file in case there was a
problem tag somewhere inside of it (even though MSXML parsed it without
issue), but this did not help.

This may be a question that is more germane to libxml than to QuickFix, but
I was hoping someone had come across this in the past.

Thanks,
John

-----Original Message-----
From: QuickFIX [mailto:or...@qu...] 
Sent: Tuesday, April 13, 2004 5:52 PM
To: John Debay
Cc: qui...@li...
Subject: [Quickfix-developers] .NET & COM threading models

John,

If you are unable to resolve this with MSXML, QuickFIX also supports  
libxml2, which is open source and also has a windows binary  
distribution.  See the installation instructions for how to tell  
QuickFIX to build against libxml in place of MSXML3:   
http://quickfix.sourceforge.net/quickfix/doc/html/ 
install.html#Windows%20(C++)

--oren

On Apr 13, 2004, at 4:36 PM, John Debay wrote:

> Hi,
>
> I'm trying to use QuickFix 1.7.0 within a server hosted on .NET  
> Remoting.
> I'm running into some incompatibilities between the COM threading model
> Remoting sets up and QuickFix, which uses an STA model. Specifically,  
> within
> the function MSXML_DOMDocument::MSXML_DOMDocument(), the line:
>
> if(FAILED(CoInitialize(NULL)))
>     throw ConfigError("Could not initialize COM");
>
> throws an exception. The reason is that CoInitialize() "initializes  
> the COM
> library on the current thread and identifies the concurrency model as
> single-thread apartment (STA)," to quote the documentation. Before  
> this code
> is run, the .NET runtime has already set the current thread to run  
> within an
> MTA model.
>
> I believe I have a fix in place by replacing CoInitialize with
> CoInitializeEx and setting dwCoInit to COINIT_MULTITHREADED, but won't  
> be
> sure until I have an opportunity to thoroughly test tomorrow. In the
> meantime I was hoping for a little guidance.
>
> Has anyone had any experience mixing COM threading models with  
> QuickFix? Is
> there a different XML library I can use besides MSXML? What does the  
> *nix
> implementation use?
>
> Thanks in advance.
>
> John
>
> -----------------------------------------------------------
> This email message is intended only for the addressee(s)
> and contains information that may be confidential and/or
> copyright.  If you are not the intended recipient please
> notify the sender by reply email and immediately delete
> this email. Use, disclosure or reproduction of this email
> by anyone other than the intended recipient(s) is strictly
> prohibited. No representation is made that this email or
> any 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:
>
>            http://www.chicagotrading.com.
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id70&alloc_id638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [SPAM] RE: [Quickfix-developers] ThreadedSocketInitiator

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

It is taken care of.

On Apr 14, 2004, at 3:19 PM, Shivakumar Keshavamurthy wrote:

> Thanks for your reply.
> =A0
> What=A0 I meant by Serialzation is actually syncronization of=A0=A0 =
requests=20
> from multiple clients(mltiple threads)=A0over a single session. Do I=20=

> need to explicitly synchronise my "Session.sendToTarget" method or is=20=

> it already taken care in the ThreadedSocketInitiator.
> =A0
> -Shivakumar
> -----Original Message-----
> From: Oren Miller [mailto:or...@qu...]
> Sent: Wednesday, April 14, 2004 12:16 PM
> To: Shivakumar Keshavamurthy
> Cc: qui...@li...
> Subject: Re: [Quickfix-developers] ThreadedSocketInitiator
>
> You can always call Session.sendToTarget without serialization. The=20
> Threaded refers to how it manages the sessions. With a regular=20
> SocketInitiator, all sessions share the same thread for processing=20
> events. With the ThreadedSocketInitiator, each session processes=20
> events in its own thread. This means that you would have to=20
> synchronize the callback methods to your Application class.
>
>
>  --oren
>
>
>  On Apr 14, 2004, at 12:54 PM, Shivakumar Keshavamurthy wrote:
>
>
>  Has anyone used=A0 "ThreadedSocketInitiator"?=A0 How is it different =
from=20
> the "SocketInitiator"?
> Can I call "Session.sendToTarget" from multiple threads without=20
> serialization?
>
>
> thanks
>
>
> shivakumar
>
>

RE: [Quickfix-developers] ThreadedSocketInitiator

[Shivakumar K. <Shi...@in...>]

Thanks for your reply.
=20
What  I meant by Serialzation is actually syncronization of   requests =
from multiple clients(mltiple threads) over a single session. Do I need =
to explicitly synchronise my "Session.sendToTarget" method or is it =
already taken care in the ThreadedSocketInitiator.
=20
-Shivakumar

-----Original Message-----
From: Oren Miller [mailto:or...@qu...]
Sent: Wednesday, April 14, 2004 12:16 PM
To: Shivakumar Keshavamurthy
Cc: qui...@li...
Subject: Re: [Quickfix-developers] ThreadedSocketInitiator


You can always call Session.sendToTarget without serialization. The =
Threaded refers to how it manages the sessions. With a regular =
SocketInitiator, all sessions share the same thread for processing =
events. With the ThreadedSocketInitiator, each session processes events =
in its own thread. This means that you would have to synchronize the =
callback methods to your Application class.=20

--oren=20

On Apr 14, 2004, at 12:54 PM, Shivakumar Keshavamurthy wrote:=20


Has anyone used  "ThreadedSocketInitiator"?  How is it different from =
the "SocketInitiator"?=20
Can I call "Session.sendToTarget" from multiple threads without =
serialization?=20

thanks=20

shivakumar=20

[Quickfix-developers] SIMC Conference / QuickFIX Presentation

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

Jim Downs is going to be presenting at the SIMC conference focusing on 
Open Source for the Securities Industry.  His presentation will be a 
high level discussion of QuickFIX, and the experiences we have learned 
going through the process of distributing it as Open Source.  The 
conference is in New York and is being hosted by Goldman Sachs.  You 
can get more information about the conference here: 
http://www.simc-inc.org/archive0304/opensource/index.htm

If you are not an SIMC member, it does cost money, but not that much.  
We were asked to attend but are not being paid to be there.  I'll be 
mulling around during the afternoon session, and will be available to 
field any questions if you can find me.  This is a good opportunity to 
interact with others who are interested in expanding the presence of 
Open Source this industry.

--oren

Re: [Quickfix-developers] ThreadedSocketInitiator

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

You can always call Session.sendToTarget without serialization.  The=20
Threaded refers to how it manages the sessions.  With a regular=20
SocketInitiator, all sessions share the same thread for processing=20
events.  With the ThreadedSocketInitiator, each session processes=20
events in its own thread.  This means that you would have to=20
synchronize the callback methods to your Application class.

--oren

On Apr 14, 2004, at 12:54 PM, Shivakumar Keshavamurthy wrote:

> Has anyone used=A0 "ThreadedSocketInitiator"?=A0 How is it different =
from=20
> the "SocketInitiator"?
> Can I call "Session.sendToTarget" from multiple threads without=20
> serialization?
>
> thanks
>  shivakumar
>
> =20=

Re: [Quickfix-developers] compiling problems, unaswered

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

Ok, this I can understand and would go on to cause the errors that Joe=20=

is seeing.  I'll look into fixing this.

--oren

On Apr 14, 2004, at 6:23 AM, Daniel May wrote:

> I am seeing the same problems using Visual Studio .NET 2003, it has =
not
> been
> a problem for me since I only use the C++ interface.  Oren, here is =
the
> error:
>
> ------ Build started: Project: quickfix_net, Configuration: Debug =
Win32
> ------
>
> Compiling...
> Session.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> quickfix_net.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> MessageStoreFactory.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> MessageStore.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> Message.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> Message.cpp(192) : error C3149: 'QuickFix::FieldNotFound' : illegal =
use
> of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
> Message.cpp(340) : error C3149: 'QuickFix::FieldNotFound' : illegal =
use
> of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
> Message.cpp(491) : error C3149: 'QuickFix::FieldNotFound' : illegal =
use
> of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
> MemoryMessageStore.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> Group.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> Group.cpp(296) : error C3149: 'QuickFix::FieldNotFound' : illegal use=20=

> of
> managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
> FileMessageStore.cpp
> c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
> 'QuickFix::FieldNotFound' : illegal use of managed type
> 'QuickFix::FieldNotFound'; did you forget a '*'?
> Generating Code...
>
> Build log was saved at
> "file://c:\C\quickfix\src\.net\Debug\BuildLog.htm"
> quickfix_net - 26 error(s), 0 warning(s)
>
>
> ------ Build started: Project: quickfix_net_messages, Configuration:
> Debug .NET ------
>
> Preparing resources...
> Updating references...
> Performing main compilation...
> C:\C\quickfix\src\.NET\fix40\Message.cs(267,35): error CS0234: The =
type
> or namespace name 'Message' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Allocation.cs(315,37): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Allocation.cs(380,36): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Allocation.cs(445,39): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Allocation.cs(498,37): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Allocation.cs(598,41): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Email.cs(111,40): error CS0234: The type=20=

> or
> namespace name 'Group' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\ExecutionReport.cs(575,39): error CS0234:
> The type or namespace name 'Group' does not exist in the class or
> namespace 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\ListStatus.cs(79,37): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Message.cs(3,34): error CS0234: The type=20=

> or
> namespace name 'Message' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\Message.cs(225,35): error CS0234: The =
type
> or namespace name 'Message' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix40\News.cs(81,40): error CS0234: The type or
> namespace name 'Group' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix41\Message.cs(315,35): error CS0234: The =
type
> or namespace name 'Message' does not exist in the class or namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix41\Allocation.cs(435,37): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
> C:\C\quickfix\src\.NET\fix41\Allocation.cs(512,36): error CS0234: The
> type or namespace name 'Group' does not exist in the class or =
namespace
> 'QuickFix' (are you missing an assembly reference?)
>
>
> Daniel
>
> ----------------------------------------------------------
> Subject: [Quickfix-developers] compiling problems, unaswered
>
> Did I miss any message or is my post still unaswered ? Any help is
> greatly appreciated, I dont get that new 1.7 to compile !
>
> joe
>
> Joe Robe wrote:
>
>> just downloaded version 1.7.0 and tried to compile it under Visual
>> Studio Net 2003 and Net 1.1. Does that still not work ?
>>
>> I get tons of errors like "namespacse name Group not found"  and
>> "namespace Message not found"
>> and later on " illegal use of manged type QuickFix::FieldNotFound".
>>
>> Do I have to build only part of ot ??? (I used build all)
>>
>> Unfortunately my application fails compiling under 1.1 using the old
>> 1.0 assembly.
>>
>> Any help is appreciated.
>>
>> Joe Robe
>>
>>
>>
>>
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials Free Linux
>> tutorial presented by Daniel Robbins, President and CEO of GenToo
>> technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dc=
lick
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> --__--__--
>
> Message: 4
> Cc: qui...@li...,
>  Joe Robe <jo...@ya...>
> From: QuickFIX <or...@qu...>
> Subject: Re: [Quickfix-developers] compiling problems, unaswered
> Date: Tue, 13 Apr 2004 17:53:39 -0500
> To: jo...@be...
>
> Joe,
>
> I think it would be more helpful if you posted the actual compiler
> output.  I have not seen this nor heard from anyone else with this
> issue.  The full compiler output would probably give some more clues =
as
> to what the problem may be.
>
> --oren
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id638&op=3Dclick
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] ThreadedSocketInitiator

[Shivakumar K. <Shi...@in...>]

Has anyone used  "ThreadedSocketInitiator"?  How is it different from =
the "SocketInitiator"?
Can I call "Session.sendToTarget" from multiple threads without =
serialization?

thanks
shivakumar

Re: [Quickfix-developers] price as double

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

Can you please indicate what system you are running on and which API 
you are using?

--oren

On Apr 14, 2004, at 11:36 AM, Vijay Singh Yadav wrote:

> Hello,
> 1.) Is there a way to force prices to respect only two digits right of 
> the decimal point. I supply price=93.19 to a newOrderSingle object and 
> the actual string passed to the counterparty contains 93.19000244
>
> The counterparty does not like this and rejects the order.
>
> I tried calling msg.toString to get the string out without the price 
> and append 44=93.19 to it and creating a message through this string 
> but this new message fails validation.
>
> 2) Is there anyway to get a string out without the header and trailer 
> (i.e. just get the body), change the body and create a new message 
> that constructs the header and trailer based on message body.
>
> Thanks for your help
>
> -- vijay
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] price as double

[Vijay S. Y. <vy...@op...>]
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[Quickfix-developers] compiling problems, unaswered

[Daniel M. <Dan...@ma...>]

I am seeing the same problems using Visual Studio .NET 2003, it has not
been
a problem for me since I only use the C++ interface.  Oren, here is the
error:

------ Build started: Project: quickfix_net, Configuration: Debug Win32
------

Compiling...
Session.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
quickfix_net.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
MessageStoreFactory.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
MessageStore.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
Message.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
Message.cpp(192) : error C3149: 'QuickFix::FieldNotFound' : illegal use
of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
Message.cpp(340) : error C3149: 'QuickFix::FieldNotFound' : illegal use
of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
Message.cpp(491) : error C3149: 'QuickFix::FieldNotFound' : illegal use
of managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
MemoryMessageStore.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
Group.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
Group.cpp(296) : error C3149: 'QuickFix::FieldNotFound' : illegal use of
managed type 'QuickFix::FieldNotFound'; did you forget a '*'?
FileMessageStore.cpp
c:\C\quickfix\src\.NET\Group.h(151) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(204) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
c:\C\quickfix\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?
Generating Code...

Build log was saved at
"file://c:\C\quickfix\src\.net\Debug\BuildLog.htm"
quickfix_net - 26 error(s), 0 warning(s)


------ Build started: Project: quickfix_net_messages, Configuration:
Debug .NET ------

Preparing resources...
Updating references...
Performing main compilation...
C:\C\quickfix\src\.NET\fix40\Message.cs(267,35): error CS0234: The type
or namespace name 'Message' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Allocation.cs(315,37): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Allocation.cs(380,36): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Allocation.cs(445,39): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Allocation.cs(498,37): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Allocation.cs(598,41): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Email.cs(111,40): error CS0234: The type or
namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\ExecutionReport.cs(575,39): error CS0234:
The type or namespace name 'Group' does not exist in the class or
namespace 'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\ListStatus.cs(79,37): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Message.cs(3,34): error CS0234: The type or
namespace name 'Message' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\Message.cs(225,35): error CS0234: The type
or namespace name 'Message' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix40\News.cs(81,40): error CS0234: The type or
namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix41\Message.cs(315,35): error CS0234: The type
or namespace name 'Message' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix41\Allocation.cs(435,37): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)
C:\C\quickfix\src\.NET\fix41\Allocation.cs(512,36): error CS0234: The
type or namespace name 'Group' does not exist in the class or namespace
'QuickFix' (are you missing an assembly reference?)


Daniel

----------------------------------------------------------
Subject: [Quickfix-developers] compiling problems, unaswered

Did I miss any message or is my post still unaswered ? Any help is
greatly appreciated, I dont get that new 1.7 to compile !

joe

Joe Robe wrote:

> just downloaded version 1.7.0 and tried to compile it under Visual=20
> Studio Net 2003 and Net 1.1. Does that still not work ?
>
> I get tons of errors like "namespacse name Group not found"  and=20
> "namespace Message not found"
> and later on " illegal use of manged type QuickFix::FieldNotFound".
>
> Do I have to build only part of ot ??? (I used build all)
>
> Unfortunately my application fails compiling under 1.1 using the old=20
> 1.0 assembly.
>
> Any help is appreciated.
>
> Joe Robe
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials Free Linux=20
> tutorial presented by Daniel Robbins, President and CEO of GenToo=20
> technologies. Learn everything from fundamentals to system=20
> =
administration.http://ads.osdn.com/?ad_id=3D1470&alloc_id=3D3638&op=3Dcli=
ck
> _______________________________________________
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> Qui...@li...
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>
--__--__--

Message: 4
Cc: qui...@li...,
 Joe Robe <jo...@ya...>
From: QuickFIX <or...@qu...>
Subject: Re: [Quickfix-developers] compiling problems, unaswered
Date: Tue, 13 Apr 2004 17:53:39 -0500
To: jo...@be...

Joe,

I think it would be more helpful if you posted the actual compiler
output.  I have not seen this nor heard from anyone else with this
issue.  The full compiler output would probably give some more clues as
to what the problem may be.

--oren

Re: [Quickfix-developers] compiling problems, unaswered

[QuickFIX <or...@qu...>]

Joe,

I think it would be more helpful if you posted the actual compiler 
output.  I have not seen this nor heard from anyone else with this 
issue.  The full compiler output would probably give some more clues as 
to what the problem may be.

--oren

On Apr 13, 2004, at 5:50 PM, Joe Robe wrote:

> Did I miss any message or is my post still unaswered ? Any help is 
> greatly appreciated, I dont get that new 1.7 to compile !
>
> joe
>
> Joe Robe wrote:
>
>> just downloaded version 1.7.0 and tried to compile it under Visual 
>> Studio Net 2003 and Net 1.1. Does that still not work ?
>>
>> I get tons of errors like "namespacse name Group not found"  and 
>> "namespace Message not found"
>> and later on " illegal use of manged type QuickFix::FieldNotFound".
>>
>> Do I have to build only part of ot ??? (I used build all)
>>
>> Unfortunately my application fails compiling under 1.1 using the old 
>> 1.0 assembly.
>>
>> Any help is appreciated.
>>
>> Joe Robe
>>
>>
>>
>>
>> -------------------------------------------------------
>> This SF.Net email is sponsored by: IBM Linux Tutorials
>> Free Linux tutorial presented by Daniel Robbins, President and CEO of
>> GenToo technologies. Learn everything from fundamentals to system
>> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] .NET & COM threading models

[QuickFIX <or...@qu...>]

John,

If you are unable to resolve this with MSXML, QuickFIX also supports =20
libxml2, which is open source and also has a windows binary =20
distribution.  See the installation instructions for how to tell =20
QuickFIX to build against libxml in place of MSXML3:  =20
http://quickfix.sourceforge.net/quickfix/doc/html/=20
install.html#Windows%20(C++)

--oren

On Apr 13, 2004, at 4:36 PM, John Debay wrote:

> Hi,
>
> I'm trying to use QuickFix 1.7.0 within a server hosted on .NET =20
> Remoting.
> I'm running into some incompatibilities between the COM threading =
model
> Remoting sets up and QuickFix, which uses an STA model. Specifically, =20=

> within
> the function MSXML_DOMDocument::MSXML_DOMDocument(), the line:
>
> if(FAILED(CoInitialize(NULL)))
>     throw ConfigError("Could not initialize COM");
>
> throws an exception. The reason is that CoInitialize() "initializes =20=

> the COM
> library on the current thread and identifies the concurrency model as
> single-thread apartment (STA)," to quote the documentation. Before =20
> this code
> is run, the .NET runtime has already set the current thread to run =20
> within an
> MTA model.
>
> I believe I have a fix in place by replacing CoInitialize with
> CoInitializeEx and setting dwCoInit to COINIT_MULTITHREADED, but won't =
=20
> be
> sure until I have an opportunity to thoroughly test tomorrow. In the
> meantime I was hoping for a little guidance.
>
> Has anyone had any experience mixing COM threading models with =20
> QuickFix? Is
> there a different XML library I can use besides MSXML? What does the =20=

> *nix
> implementation use?
>
> Thanks in advance.
>
> John
>
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[Quickfix-developers] compiling problems, unaswered

[Joe R. <jo...@be...>]

Did I miss any message or is my post still unaswered ? Any help is 
greatly appreciated, I dont get that new 1.7 to compile !

joe

Joe Robe wrote:

> just downloaded version 1.7.0 and tried to compile it under Visual 
> Studio Net 2003 and Net 1.1. Does that still not work ?
>
> I get tons of errors like "namespacse name Group not found"  and 
> "namespace Message not found"
> and later on " illegal use of manged type QuickFix::FieldNotFound".
>
> Do I have to build only part of ot ??? (I used build all)
>
> Unfortunately my application fails compiling under 1.1 using the old 
> 1.0 assembly.
>
> Any help is appreciated.
>
> Joe Robe
>
>
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>