quickfix-developers — QuickFIX developers forum

[Quickfix-developers] .NET & COM threading models

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

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

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[Quickfix-developers] tradeclient example

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

I have trying to write the TradeClient Example in Java.
I  am able to send an Order(say limit order) to the server(Executor) and =
get the ExecutionReport response.
But Immediately after receiving the response the client sends a =
"Allocation Instruction" message  with the text (58=3DUnsupported =
Message Type).

This happens only with the Java client. C++ client example runs without =
any issue. I have checked the request and response in both the cases =
which are identical.  Please let  me know what may be causing the java =
client to send  this additional message.

thanks
shivakumar


=20

[Quickfix-developers] Session reset in quickfix java version

[Timothy Y. <ty...@pa...>]

Session resets do not work correctly in the java version of quickfix; you
typically have to restart the application before a session can be
re-established.

The problem is due to an optimization in FileStore.java and
MemoryStore.java; getCreationDate returns a private copy of the creation
date rather than going to the underlying C++ object.

The solution is to modify the reset() methods of FileStore.java and
MemoryStore.java so they reassign the private creationTime :

    public void reset() throws IOException {
        reset0();
        creationTime = getCreationTime0();
    }

Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 

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[Quickfix-developers] QuickFix Configuration Files

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

Hi,

I am new to quickFix. I have downloaded the 1.7.0 version. I am able to =
build and run the examples given.

I would like build a Java engine from the library and send and receive =
FIX messages.
What should be the content of the configuration file? (I have also =
looked at the executor.cfg.) Please let me know if  there are any =
documentation on these variables and their settings.
Also Please let me know if there are any tutorials or other sample =
aplications in Java.

Thanks
shivakumar

Re: [Quickfix-developers] Force connect and disconnect

[Oren M. <ore...@ya...>]

This functionality has been added in the CVS
repository.  The session class has a logon and logoff
method.  This will go out with the 1.7.1 point
release.
You can either checkout from CVS or wait until the
release that should come out this month.

--oren

--- Max Khaskin <ma...@vi...> wrote:
> Hi Folks!
> 
> This question has probably been asked before, but I
> could not find it in the archives.  Is there a way
> to force Quickfix to connect to or to disconnect
> from the counterparty?  I know Quickfix handles this
> automatically based on the start and stop times in
> the configuration but I want to be able to control
> this myself.  For example, I wan to be able to
> disconnect from the counterparty and prevent
> Quickfix from reconnecting until I specifically
> request it.
> 
> I am using version 1.7 with Java.
> 
> Thanks in advance,
> 
> Max
> 
> 
> 
>
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[Quickfix-developers] Force connect and disconnect

[Max K. <ma...@vi...>]

Hi Folks!

This question has probably been asked before, but I could not find it in th=
e archives.  Is there a way to force Quickfix to connect to or to disconnec=
t from the counterparty?  I know Quickfix handles this automatically based =
on the start and stop times in the configuration but I want to be able to c=
ontrol this myself.  For example, I wan to be able to disconnect from the c=
ounterparty and prevent Quickfix from reconnecting until I specifically req=
uest it.

I am using version 1.7 with Java.

Thanks in advance,

Max



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RE: [Quickfix-developers] configure problem on suse 7

[Dahl, J. <JD...@cm...>]

first, make sure you have libxml2 installed - locate libxml2

then run ./configure ... --disable-xmltest

this is what I have to do on RHES 2.1

you may have to set your location for the libxml2 library.

run ./configure --help and look at the last few options for=20
further details.

JD

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
cc...@ca...
Sent: Thursday, April 01, 2004 2:31 PM
To: qui...@li...
Subject: [Quickfix-developers] configure problem on suse 7






When I run ./configure, I got the following msg:

checking for xml2-config... /usr/bin/xml2-config
checking for libxml - version >=3D 2.0.0... no
*** Could not run libxml test program, checking why...
*** The test program failed to compile or link. See the file config.log
for the
*** exact error that occured. This usually means LIBXML was incorrectly
installed
*** or that you have moved LIBXML since it was installed. In the latter
case, you
*** may want to edit the xml2-config script: /usr/bin/xml2-config
configure: error: libxml2 must be installed.

when I run /usr/bin/xml2-config --version, I got 2.5.10.

I inspected config.log, and saw following output:

configure:18943: checking for libxml - version >=3D 2.0.0
configure:19051: gcc -o conftest -g -O2 -I/usr/include/libxml2
conftest.c
-L/usr/lib -lxml2 -lz -lpthread -
lm  >&5
/usr/lib/gcc-lib/i586-suse-linux/3.3.1/../../../../i586-suse-linux/bin/l
d:
cannot find -lz
collect2: ld returned 1 exit status
configure:19054: $? =3D 1
configure: program exited with status 1

Which appears to be saying a library is not found.

Any idea what is wrong?

Thanks!



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Re: [Quickfix-developers] configure problem on suse 7

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

On Thu, Apr 01, 2004 at 02:30:59PM -0600, cc...@ca... wrote:

> cannot find -lz

	You need zlib.

-- 
Caleb Epstein |  bklyn . org  |         Each of us bears his own Hell.
    cae at    | Brooklyn Dust |         		-- Publius Vergilius Maro
bklyn dot org |   Bunny Mfg.  |         		(Virgil)

[Quickfix-developers] configure problem on suse 7

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

When I run ./configure, I got the following msg:

checking for xml2-config... /usr/bin/xml2-config
checking for libxml - version >= 2.0.0... no
*** Could not run libxml test program, checking why...
*** The test program failed to compile or link. See the file config.log for
the
*** exact error that occured. This usually means LIBXML was incorrectly
installed
*** or that you have moved LIBXML since it was installed. In the latter
case, you
*** may want to edit the xml2-config script: /usr/bin/xml2-config
configure: error: libxml2 must be installed.

when I run /usr/bin/xml2-config --version, I got 2.5.10.

I inspected config.log, and saw following output:

configure:18943: checking for libxml - version >= 2.0.0
configure:19051: gcc -o conftest -g -O2 -I/usr/include/libxml2   conftest.c
-L/usr/lib -lxml2 -lz -lpthread -
lm  >&5
/usr/lib/gcc-lib/i586-suse-linux/3.3.1/../../../../i586-suse-linux/bin/ld:
cannot find -lz
collect2: ld returned 1 exit status
configure:19054: $? = 1
configure: program exited with status 1

Which appears to be saying a library is not found.

Any idea what is wrong?

Thanks!



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RE: [Quickfix-developers] PossDup flag on logon

[Jo J. <jo...@tr...>]

It seems this problem only occurred because in my testing today, my
sequence numbers got messed up.
So, it probably is not new to version 1.7.
 
The only real changes I made to the code are:
1)       Put a try-catch block around the header.getField( possDupFlag
); line in session.cpp in the doTargetTooLow() function. This way the
getField() call will not prevent the appropriate message to be logged.
2)       Log messages for the reason for disconnection in various
places.
 
Now, if the same problem occurs again, the log file will indicate what
happened. Here is my altered doTargetTooLow(), let me know if this is
incorrect somehow:
 
bool Session::doTargetTooLow( const Message& msg )
{ QF_STACK_PUSH(Session::doTargetTooLow)
 
  const Header & header = msg.getHeader();
  MsgType msgType;
  PossDupFlag possDupFlag;
  MsgSeqNum msgSeqNum;
  header.getField( msgType );
  try {
      header.getField( possDupFlag );
  } catch(FieldNotFound&) {
        possDupFlag.setValue(false);
  }
  header.getField( msgSeqNum );
 
  m_state.onEvent( "MsgSeqNum too low RECEIVED: "
                   + IntConvertor::convert( msgSeqNum )
                   +" EXPECTED: "
                   + IntConvertor::convert( getExpectedTargetNum() )
                   + " PosDup: " + BoolConvertor::convert( possDupFlag )
);
 
  if ( !possDupFlag )
    throw std::exception();
  return doPossDup( msg );
 
  QF_STACK_POP
}
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Miller, Oren
Sent: Thursday, April 01, 2004 11:10
To: Jo Janssens; qui...@li...
Subject: RE: [Quickfix-developers] PossDup flag on logon
 
Ok well I looked at it and this code doesn't seem to have changed
between these versions versions.  
 
The behavior is correct.  If a sequence number is too low and PossDup is
not Y, the counterparty should be disconnected, no matter the message.
If this is common then we can add a configuration setting that ignores
this for logons.  Are you sure you didn't patch 1.6.0 and forgot?  In
any case I agree that better logging should be enabled for these
situations, we'll work on improving that.  I'm sure that previous
versions weren't helpful with checkLatency because we have had a lot of
complaints about it :-), it's event mentioned in the FAQ.  
 
Any idea why the brokers are logging in with sequence numbers that are
too low?  Do the following messages have correct sequence numbers?  It
sounds like very strange behavior to me.  Are you able to identify who
they are so others may be aware of it?  Thanks.
 
--oren
 
-----Original Message-----
From: Jo Janssens [mailto:jo...@tr...] 
Sent: Thursday, April 01, 2004 10:26 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] PossDup flag on logon
 
I should mention: this only happens when the logon response I receive
has a low sequence number. If this happens, the doTargetTooLow()
function tries to get the PossDup flag and throws an exception, causing
a disconnect w/o and informative messages in the log. This was quite
frustrating initially, I had to modify the quickfix code to figure it
out.
 
I also noticed that a bad time causes a disconnect if checkLatency is
on, and no message is printed to the log in that case either.
 
It seems that the previous version sent rejects to indicate what went
wrong, but now it simply disconnects and that makes it tough to figure
out what went wrong.
 
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Jo
Janssens
Sent: Thursday, April 01, 2004 10:12
To: qui...@li...
Subject: [Quickfix-developers] PossDup flag on logon
 
I just rebuilt my stuff with quickfix 1.7.0 (C++).
 
A couple of my brokers do not send the PossDup field (43) on logon, and
this causes quickfix to disconnect them.
 
I am using FIX 4.2 and I do not believe it requires tag 43 on a logon,
so is this a new bug?
 
Thanks,
Jo Janssens
 
 
  _____  

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hereby notified that any use, printing, copying or disclosure is
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RE: [Quickfix-developers] PossDup flag on logon

[Miller, O. <OM...@ri...>]

Ok well I looked at it and this code doesn't seem to have changed=0D=0Abetw=
een these versions versions=2E  =0D=0A =0D=0AThe behavior is correct=2E  If=
 a sequence number is too low and PossDup is=0D=0Anot Y, the counterparty s=
hould be disconnected, no matter the message=2E=0D=0AIf this is common then=
 we can add a configuration setting that ignores=0D=0Athis for logons=2E  A=
re you sure you didn't patch 1=2E6=2E0 and forgot?  In=0D=0Aany case I agre=
e that better logging should be enabled for these=0D=0Asituations, we'll wo=
rk on improving that=2E  I'm sure that previous=0D=0Aversions weren't helpf=
ul with checkLatency because we have had a lot of=0D=0Acomplaints about it =
:-), it's event mentioned in the FAQ=2E  =0D=0A =0D=0AAny idea why the brok=
ers are logging in with sequence numbers that are=0D=0Atoo low?  Do the fol=
lowing messages have correct sequence numbers?  It=0D=0Asounds like very st=
range behavior to me=2E  Are you able to identify who=0D=0Athey are so othe=
rs may be aware of it?  Thanks=2E=0D=0A =0D=0A--oren=0D=0A =0D=0A-----Origi=
nal Message-----=0D=0AFrom: Jo Janssens [mailto:jo@tridecap=2Ecom] =0D=0ASe=
nt: Thursday, April 01, 2004 10:26 AM=0D=0ATo: quickfix-developers@lists=2E=
sourceforge=2Enet=0D=0ASubject: RE: [Quickfix-developers] PossDup flag on l=
ogon=0D=0A =0D=0AI should mention: this only happens when the logon respons=
e I receive=0D=0Ahas a low sequence number=2E If this happens, the doTarget=
TooLow()=0D=0Afunction tries to get the PossDup flag and throws an exceptio=
n, causing=0D=0Aa disconnect w/o and informative messages in the log=2E Thi=
s was quite=0D=0Afrustrating initially, I had to modify the quickfix code t=
o figure it=0D=0Aout=2E=0D=0A =0D=0AI also noticed that a bad time causes a=
 disconnect if checkLatency is=0D=0Aon, and no message is printed to the lo=
g in that case either=2E=0D=0A =0D=0AIt seems that the previous version sen=
t rejects to indicate what went=0D=0Awrong, but now it simply disconnects a=
nd that makes it tough to figure=0D=0Aout what went wrong=2E=0D=0A =0D=0A =
=0D=0A-----Original Message-----=0D=0AFrom: quickfix-developers-admin@lists=
=2Esourceforge=2Enet=0D=0A[mailto:quickfix-developers-admin@lists=2Esourcef=
orge=2Enet] On Behalf Of Jo=0D=0AJanssens=0D=0ASent: Thursday, April 01, 20=
04 10:12=0D=0ATo: quickfix-developers@lists=2Esourceforge=2Enet=0D=0ASubjec=
t: [Quickfix-developers] PossDup flag on logon=0D=0A =0D=0AI just rebuilt m=
y stuff with quickfix 1=2E7=2E0 (C++)=2E=0D=0A =0D=0AA couple of my brokers=
 do not send the PossDup field (43) on logon, and=0D=0Athis causes quickfix=
 to disconnect them=2E=0D=0A =0D=0AI am using FIX 4=2E2 and I do not believ=
e it requires tag 43 on a logon,=0D=0Aso is this a new bug?=0D=0A =0D=0ATha=
nks,=0D=0AJo Janssens=0D=0A =0D=0A =0D=0A=0D=0A=0D=0A=0D=0A----------------=
-------------------------=0D=0AThis email and any attachments are confident=
ial and may be legally privileged=2E  No confidentiality or privilege is wa=
ived or lost by any transmission in error=2E  If you are not the intended r=
ecipient you are hereby notified that any use, printing, copying or disclos=
ure is strictly prohibited=2E  Please delete this email and any attachments=
, without printing, copying, forwarding or saving them and notify the sende=
r immediately by reply e-mail=2E  The company reserves the right to monitor=
 all e-mail communications through its networks=2E  Unless otherwise stated=
, any financial results or price data contained in this email are indicativ=
e only and are subject to change without notice=2E=0D=0A

RE: [Quickfix-developers] PossDup flag on logon

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

Are the logon acceptance tests passing?
 
Jim
 
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com
 

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: Thursday, April 01, 2004 10:17 AM
To: Jo Janssens
Cc: qui...@li...
Subject: Re: [Quickfix-developers] PossDup flag on logon


What version were you using previously? Knowing this will make it easier to
analyze what may have changed. There should be no reason that PossDup is
required for a logon.

--oren

On Apr 1, 2004, at 10:12 AM, Jo Janssens wrote:



I just rebuilt my stuff with quickfix 1.7.0 (C++).

 

A couple of my brokers do not send the PossDup field (43) on logon, and this
causes quickfix to disconnect them.

 

I am using FIX 4.2 and I do not believe it requires tag 43 on a logon, so is
this a new bug?

 

Thanks,

Jo Janssens

 

 




----------------------------------------- This email and any attachments are
confidential and may be legally privileged. No confidentiality or privilege
is waived or lost by any transmission in error. If you are not the intended
recipient you are hereby notified that any use, printing, copying or
disclosure is strictly prohibited. Please delete this email and any
attachments, without printing, copying, forwarding or saving them and notify
the sender immediately by reply e-mail. The company reserves the right to
monitor all e-mail communications through its networks. Unless otherwise
stated, any financial results or price data contained in this email are
indicative only and are subject to change without notice. 

RE: [Quickfix-developers] PossDup flag on logon

[Jo J. <jo...@tr...>]

I was using 1.6.0 before.
 
Jo
 
-----Original Message-----
From: Oren Miller [mailto:om...@ri...] 
Sent: Thursday, April 01, 2004 10:17
To: Jo Janssens
Cc: qui...@li...
Subject: Re: [Quickfix-developers] PossDup flag on logon
 
What version were you using previously? Knowing this will make it easier
to analyze what may have changed. There should be no reason that PossDup
is required for a logon.

--oren

On Apr 1, 2004, at 10:12 AM, Jo Janssens wrote:
I just rebuilt my stuff with quickfix 1.7.0 (C++).

 

A couple of my brokers do not send the PossDup field (43) on logon, and
this causes quickfix to disconnect them.

 

I am using FIX 4.2 and I do not believe it requires tag 43 on a logon,
so is this a new bug?

 

Thanks,

Jo Janssens

 

 


----------------------------------------- This email and any attachments
are confidential and may be legally privileged. No confidentiality or
privilege is waived or lost by any transmission in error. If you are not
the intended recipient you are hereby notified that any use, printing,
copying or disclosure is strictly prohibited. Please delete this email
and any attachments, without printing, copying, forwarding or saving
them and notify the sender immediately by reply e-mail. The company
reserves the right to monitor all e-mail communications through its
networks. Unless otherwise stated, any financial results or price data
contained in this email are indicative only and are subject to change
without notice. 

RE: [Quickfix-developers] PossDup flag on logon

[Jo J. <jo...@tr...>]

I should mention: this only happens when the logon response I receive
has a low sequence number. If this happens, the doTargetTooLow()
function tries to get the PossDup flag and throws an exception, causing
a disconnect w/o and informative messages in the log. This was quite
frustrating initially, I had to modify the quickfix code to figure it
out.
 
I also noticed that a bad time causes a disconnect if checkLatency is
on, and no message is printed to the log in that case either.
 
It seems that the previous version sent rejects to indicate what went
wrong, but now it simply disconnects and that makes it tough to figure
out what went wrong.
 
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Jo
Janssens
Sent: Thursday, April 01, 2004 10:12
To: qui...@li...
Subject: [Quickfix-developers] PossDup flag on logon
 
I just rebuilt my stuff with quickfix 1.7.0 (C++).
 
A couple of my brokers do not send the PossDup field (43) on logon, and
this causes quickfix to disconnect them.
 
I am using FIX 4.2 and I do not believe it requires tag 43 on a logon,
so is this a new bug?
 
Thanks,
Jo Janssens
 
 

Re: [Quickfix-developers] PossDup flag on logon

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

What version were you using previously?  Knowing this will make it =0D=0Aea=
sier to analyze what may have changed=2E  There should be no reason =0D=0At=
hat PossDup is required for a logon=2E=0D=0A=0D=0A--oren=0D=0A=0D=0AOn Apr =
1, 2004, at 10:12 AM, Jo Janssens wrote:=0D=0A=0D=0A> I just rebuilt my stu=
ff with quickfix 1=2E7=2E0 (C++)=2E=0D=0A>=0D=0A> =A0=0D=0A>=0D=0A> A coupl=
e of my brokers do not send the PossDup field (43) on logon, =0D=0A> and th=
is causes quickfix to disconnect them=2E=0D=0A>=0D=0A> =A0=0D=0A>=0D=0A> I =
am using FIX 4=2E2 and I do not believe it requires tag 43 on a logon, =0D=
=0A> so is this a new bug?=0D=0A>=0D=0A> =A0=0D=0A>=0D=0A> Thanks,=0D=0A>=
=0D=0A> Jo Janssens=0D=0A>=0D=0A> =A0=0D=0A>=0D=0A> =A0=0D=0A=0D=0A=0D=0A=
=0D=0A-----------------------------------------=0D=0AThis email and any att=
achments are confidential and may be legally privileged=2E  No confidential=
ity or privilege is waived or lost by any transmission in error=2E  If you =
are not the intended recipient you are hereby notified that any use, printi=
ng, copying or disclosure is strictly prohibited=2E  Please delete this ema=
il and any attachments, without printing, copying, forwarding or saving the=
m and notify the sender immediately by reply e-mail=2E  The company reserve=
s the right to monitor all e-mail communications through its networks=2E  U=
nless otherwise stated, any financial results or price data contained in th=
is email are indicative only and are subject to change without notice=2E=0D=
=0A

[Quickfix-developers] PossDup flag on logon

[Jo J. <jo...@tr...>]

I just rebuilt my stuff with quickfix 1.7.0 (C++).
 
A couple of my brokers do not send the PossDup field (43) on logon, and
this causes quickfix to disconnect them.
 
I am using FIX 4.2 and I do not believe it requires tag 43 on a logon,
so is this a new bug?
 
Thanks,
Jo Janssens
 
 

[Quickfix-developers] Performance measures

[Jose M. <jos...@db...>]

SGksDQogDQpoYXMgYW55b25lIGNhcnJpZWQgb3V0IGFueSBwZXJmb3JtYW5jZSBtZWFzdXJlcyBv
biB0aGUgRklYIGVuZ2luZSwgZm9yIGV4YW1wbGUgaW4gdGVybXMgb2YgbWVzc2FnZXMgcGVyIHNl
Y29uZD8NCiANCklmIHNvIEkgd291bGQgYXBwcmVjaWF0ZSBpdCBpZiB5b3UgY291bGQgcHJvdmlk
ZSBpdCB0b2dldGhlciB3aXRoIHlvdXIgY29uZmlndXJhdGlvbi4NCiANClRoYW5rcw0KSm9zZQ0K

[Quickfix-developers] MFC

[Jonas B. <my_...@ho...>]

Hi

I'm just wondering if any of you has been able to run QF for VC++ in an MFC 
application?? Is it possible??

Thanx

/Jonas

_________________________________________________________________
MSN Foto: Det enklaste sättet att dela fotoalbum http://photos.msn.se/

[Quickfix-developers] Visual Studio 2003 Compile

[Jo J. <jo...@tr...>]

I tried to build Quickfix 1.7.0 with Visual Studio 2003 today and I get
the a bunch of errors like the following:

d:\cvsroot\quickfix170\src\.NET\Message.h(259) : error C3149:
'QuickFix::FieldNotFound' : illegal use of managed type
'QuickFix::FieldNotFound'; did you forget a '*'?

I don't use the .NET parts of Quickfix so this isn't a vital issue for
me, but thought you might like to know.

Thanks,
Jo Janssens
Telluride Asset Management

RE: [Quickfix-developers] FIXML Question

[Oren M. <ore...@ya...>]

Yep, http://www.cme.com/clr/cltmgt/fixml6615.html

Looks like they use MQSeries as the transport

OCC looks like they are adopting it as well:
http://www.optionsclearing.com/press/rel_2003/press_rel_5_14.jsp

This is the sort of post processing I would expect to
see FIXML do well with.

--- "James C. Downs" <jc...@co...> wrote:
> Bernard,
> I think the CME has recently implemented FIXML for
> some clearing operations
> with their clearing members. I really don't know of
> anyone who uses FIXML
> for order routing. If anyone on the list knows some
> one that is using FIXML
> for real-time order routing I'd like to hear about
> it.
>  
> Jim
>  
> James C. Downs
> Connamara Systems, LLC
> 53 W. Jackson Blvd
> Suite 1627
> Chicago, IL 60604
> 312 - 282 - 7746
> www.connamara.com
>  
> 
>   _____  
> 
> From:
> qui...@li...
>
[mailto:qui...@li...]
> On Behalf Of
> Bernard Spanger
> Sent: Tuesday, March 30, 2004 1:49 PM
> To: qui...@li...
> Subject: [Quickfix-developers] FIXML Question
> 
> 
> We have been using QuickFix successfully in
> production for quite some time
> now, and we are very pleased with how it works for
> us.  Recently, some of
> our counterparties have asked us about FIXML.  As
> far as I can tell from my
> research, FIXML includes only the message structure,
> and does nothing with
> respect to the delivery and sequencing.  I have seen
> many references to the
> fact that FIXML messages can be delivered using FIX.
>  Why would I want to do
> this?  Does QuickFix support it?  Does anybody do
> it?  How else would I
> deliver such messages?  Are there advantages (other
> than easier readability)
> over the "native" FIX format?
>  
> Thanks.
>  
>     - Bernard
>  
> 
> 
>   _____  
> 
> Confidentiality. This message (including any
> attachments) (collectively, the
> "Material") may contain confidential information and
> is intended only for a
> specific individual and purpose. If you are not the
> intended recipient, any
> copying, disclosure, distribution or other use of
> the Material, or the
> taking of any action in reliance on the information
> contained therein, is
> strictly prohibited. If you have received the
> Material in error, please
> immediately notify us by telephone and delete the
> Material and all copies
> thereof from your computer and network.
> 
> No Investment Advice, Offer or Solicitation;
> Suitability. The Material has
> been prepared for informational purposes only
> without regard to any
> particular user's investment objectives, financial
> situation or means and
> does not constitute an offer, solicitation or
> recommendation to take any
> action. We are not providing investment advice, nor
> do we represent that any
> securities or services described in the Material are
> suitable for a
> particular client. Before acting on the Material,
> each client should make
> its own determination whether information contained
> therein is suitable for
> its particular circumstances, and if necessary
> consult with a senior
> officer.
> 
> Conflicts. We, or persons involved in the
> preparation of issuance of the
> Material, may from time to time effect transactions,
> or have positions in
> the securities mentioned in the Material (or options
> or futures contracts
> with respect thereto).
> 
> Disclaimer. Although the Material is based upon
> information that we consider
> reliable, we do not warrant that the Material is
> reliable, accurate or
> complete and it should not be relied upon as such.
> Neither we, nor any of
> our affiliates or agents shall have any
> responsibility whatsoever for any
> direct, indirect, consequential, special or other
> damages or lost profits or
> savings or other economic harm your may suffer as a
> result of your reliance
> on the Material or the reliability, accuracy, or
> completeness thereof. We
> expressly disclaim all express and implied
> warranties, including, without
> limitation, warranties of merchantability and
> fitness for a particular
> purpose.
> 
> ---------------------------------------------
> -Checked for viruses by McAfee.- o1
> --------------------------------------------- 
> 
> 


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RE: [Quickfix-developers] FIXML Question

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

Bernard,
I think the CME has recently implemented FIXML for some clearing operations
with their clearing members. I really don't know of anyone who uses FIXML
for order routing. If anyone on the list knows some one that is using FIXML
for real-time order routing I'd like to hear about it.
 
Jim
 
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com
 

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Bernard Spanger
Sent: Tuesday, March 30, 2004 1:49 PM
To: qui...@li...
Subject: [Quickfix-developers] FIXML Question


We have been using QuickFix successfully in production for quite some time
now, and we are very pleased with how it works for us.  Recently, some of
our counterparties have asked us about FIXML.  As far as I can tell from my
research, FIXML includes only the message structure, and does nothing with
respect to the delivery and sequencing.  I have seen many references to the
fact that FIXML messages can be delivered using FIX.  Why would I want to do
this?  Does QuickFix support it?  Does anybody do it?  How else would I
deliver such messages?  Are there advantages (other than easier readability)
over the "native" FIX format?
 
Thanks.
 
    - Bernard
 


  _____  

Confidentiality. This message (including any attachments) (collectively, the
"Material") may contain confidential information and is intended only for a
specific individual and purpose. If you are not the intended recipient, any
copying, disclosure, distribution or other use of the Material, or the
taking of any action in reliance on the information contained therein, is
strictly prohibited. If you have received the Material in error, please
immediately notify us by telephone and delete the Material and all copies
thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability. The Material has
been prepared for informational purposes only without regard to any
particular user's investment objectives, financial situation or means and
does not constitute an offer, solicitation or recommendation to take any
action. We are not providing investment advice, nor do we represent that any
securities or services described in the Material are suitable for a
particular client. Before acting on the Material, each client should make
its own determination whether information contained therein is suitable for
its particular circumstances, and if necessary consult with a senior
officer.

Conflicts. We, or persons involved in the preparation of issuance of the
Material, may from time to time effect transactions, or have positions in
the securities mentioned in the Material (or options or futures contracts
with respect thereto).

Disclaimer. Although the Material is based upon information that we consider
reliable, we do not warrant that the Material is reliable, accurate or
complete and it should not be relied upon as such. Neither we, nor any of
our affiliates or agents shall have any responsibility whatsoever for any
direct, indirect, consequential, special or other damages or lost profits or
savings or other economic harm your may suffer as a result of your reliance
on the Material or the reliability, accuracy, or completeness thereof. We
expressly disclaim all express and implied warranties, including, without
limitation, warranties of merchantability and fitness for a particular
purpose.

---------------------------------------------
-Checked for viruses by McAfee.- o1
--------------------------------------------- 

[Quickfix-developers] transact tools FIX data dictionary

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

Hi Oren,

besides the FIXionary already mentioned on your website, this tool is=20
also quite nice:

http://www.transacttools.net/ttportal/datadict/browser.jsp

Actually, you cannot download is. So it is more like an external link.

Cheers, J=F6rg

Re: [Quickfix-developers] FIXML Question

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

Hah.  I had forgotten I already ranted on this already :)

Glad to see I'm at least consistent.

On Mar 30, 2004, at 1:59 PM, Caleb Epstein wrote:

> On Tue, Mar 30, 2004 at 02:48:35PM -0500, Bernard Spanger wrote:
>
> > Why would I want to do this?=A0 Does QuickFix support it?=A0 Does
>  > anybody do it?=A0 How else would I deliver such messages?=A0 Are =
there
>  > advantages (other than easier readability) over the "native" FIX=20
> format?
>
> =A0=A0=A0=A0=A0=A0=A0 See Oren's response in an earlier thread on =
FIXML:
>
> =A0=A0=A0=A0=A0=A0=A0 =
http://sourceforge.net/mailarchive/message.php?msg_id=3D7020927
>
> --=20
> Caleb Epstein |=A0 bklyn . org=A0 |=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 =
I'll burn my books.
>  =A0=A0=A0 cae at=A0=A0=A0 | Brooklyn Dust |=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=
=A0 =A0=A0=A0=A0 =A0=A0=A0=A0=A0=A0=A0 --=20
> Christopher Marlowe
>  bklyn dot org |=A0=A0 Bunny Mfg.=A0 |
>
>
>
> -------------------------------------------------------
>  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

Re: [Quickfix-developers] FIXML Question

[Oren M. <ore...@ya...>]

BTW, if you want more information on who is doing what
with FIXML, you will probably want to check out the
FIXML discussion board at fixprotocol.org:
http://www.fixprotocol.org/cgi-bin/BBS.cgi?board=928951581&menu=928951581bbs

particularly this thread on getting starting:
http://www.fixprotocol.org/cgi-bin/BBS.cgi?menu=928951581bbs&board=928951581&message=344&thread=344

--- Bernard Spanger <bsp...@gx...> wrote:
> We have been using QuickFix successfully in
> production for quite some
> time now, and we are very pleased with how it works
> for us.  Recently,
> some of our counterparties have asked us about
> FIXML.  As far as I can
> tell from my research, FIXML includes only the
> message structure, and
> does nothing with respect to the delivery and
> sequencing.  I have seen
> many references to the fact that FIXML messages can
> be delivered using
> FIX.  Why would I want to do this?  Does QuickFix
> support it?  Does
> anybody do it?  How else would I deliver such
> messages?  Are there
> advantages (other than easier readability) over the
> "native" FIX format?
>  
> Thanks.
>  
>     - Bernard
>  
> 
> 
> Confidentiality.  This message (including any
> attachments) (collectively, the "Material") may
> contain confidential information and is intended
> only for a specific individual and purpose.  If you
> are not the intended recipient, any copying,
> disclosure, distribution or other use of the
> Material, or the taking of any action in reliance on
> the information contained therein, is strictly
> prohibited.  If you have received the Material in
> error, please immediately notify us by telephone and
> delete the Material and all copies thereof from your
> computer and network.
> 
> No Investment Advice, Offer or Solicitation;
> Suitability.  The Material has been prepared for
> informational purposes only without regard to any
> particular user's investment objectives, financial
> situation or means and does not constitute an offer,
> solicitation or recommendation to take any action. 
> We are not providing investment advice, nor do we
> represent that any securities or services described
> in the Material are suitable for a particular
> client.  Before acting on the Material, each client
> should make its own determination whether
> information contained therein is suitable for its
> particular circumstances, and if necessary consult
> with a senior officer.
> 
> Conflicts.  We, or persons involved in the
> preparation of issuance of the Material, may from
> time to time effect transactions, or have positions
> in the securities mentioned in the Material (or
> options or futures contracts with respect thereto).
> 
> Disclaimer.  Although the Material is based upon
> information that we consider reliable, we do not
> warrant that the Material is reliable, accurate or
> complete and it should not be relied upon as such.
> Neither we, nor any of our affiliates or agents
> shall have any responsibility whatsoever for any
> direct, indirect, consequential, special or other
> damages or lost profits or savings or other economic
> harm your may suffer as a result of your reliance on
> the Material or the reliability, accuracy, or
> completeness thereof.  We expressly disclaim all
> express and implied warranties, including, without
> limitation, warranties of merchantability and
> fitness for a particular purpose.
> 
> ---------------------------------------------
> -Checked for viruses by McAfee.- o1
> ---------------------------------------------
> 


__________________________________
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Yahoo! Finance Tax Center - File online. File on time.
http://taxes.yahoo.com/filing.html

Re: [Quickfix-developers] FIXML Question

[Joshua C. B. <jo...@xl...>]

Greetings,

A while back, Oren Miller stated this when I initially asked about FIXML:

"No, QuickFIX does not support FIXML and there arn't
any current plans to do so.  FIXML is something
fixprotocol.org has been trying to push to several
years but really it's just not catching on.  It was
proposed during the heady days when XML hype was at
it's peak and everybody was proposing using XML for
all purposes (those days are over... arn't they?)

I really can't think of a major financial institution
that exposes a public FIXML interface.  I know there
are some that use it for internal systems, but really
FIX not only eclipses it with its installed base, but
also eclipses it with its adoption.  FIX proper is
growing faster than ever and I'm just not seeing the
same demand for FIXML.  Now people are also starting
to use FIX for more high frequency things like market
data, where FIXML is just unworkable."

So.. for what it's worth...

Cheers,
Joshua C. Bergeron
----- Original Message ----- 
From: "Caleb Epstein" <ca...@bk...>
To: "Bernard Spanger" <bsp...@gx...>
Cc: <qui...@li...>
Sent: Tuesday, March 30, 2004 2:59 PM
Subject: Re: [Quickfix-developers] FIXML Question


> On Tue, Mar 30, 2004 at 02:48:35PM -0500, Bernard Spanger wrote:
>
> > Why would I want to do this?  Does QuickFix support it?  Does
> > anybody do it?  How else would I deliver such messages?  Are there
> > advantages (other than easier readability) over the "native" FIX format?
>
> See Oren's response in an earlier thread on FIXML:
>
> http://sourceforge.net/mailarchive/message.php?msg_id=7020927
>
> -- 
> Caleb Epstein |  bklyn . org  |            I'll burn my books.
>     cae at    | Brooklyn Dust |            -- Christopher Marlowe
> bklyn dot org |   Bunny Mfg.  |
>
>
> -------------------------------------------------------
> 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
>