quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] logout before login at StartTime using daily session

[Christoph J. <chr...@ma...>]

Hi,

this is a QuickFIX/J bug. http://www.quickfixj.org/jira/browse/QFJ-357

Cheers
Chris.

On 07/08/2011 07:56 PM, rallykarro wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I have configured quickfix intiator to be using daily sessions,
> StartTime/EndTime is set.
> My initiator logs out from the brooker at 22.30(EndTime) and sends a logout
> message, all fine..
>
> I am logging on again each morning at 07.05 BUT before sending a logon
> message my Quickfixj engine sends a logout message. That is not what my
> broker expects as the first thing in the morning and I fall out of sync in
> seq.no.
>
> So, how can I make my quickfixj engine NOT to send a logout before a logon
> at each StartTime every morning?

-- 
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:Chr...@ma...
	


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[Quickfix-developers] logout before login at StartTime using daily session

[rallykarro <rik...@kt...>]

Hi,

I have configured quickfix intiator to be using daily sessions,
StartTime/EndTime is set.
My initiator logs out from the brooker at 22.30(EndTime) and sends a logout
message, all fine..

I am logging on again each morning at 07.05 BUT before sending a logon
message my Quickfixj engine sends a logout message. That is not what my
broker expects as the first thing in the morning and I fall out of sync in
seq.no.

So, how can I make my quickfixj engine NOT to send a logout before a logon
at each StartTime every morning?
-- 
View this message in context: http://old.nabble.com/logout-before-login-at-StartTime-using-daily-session-tp32023422p32023422.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] possible to not wait for logon response?

[Mikhail V. <mve...@gm...>]

QM,

You might have to look at the source code for QuickFIX to determine what
class you'd need to reimplement so you can have the environment as you
prefer.  The only problem is that skipping this step in your development
environment might cause problem in your production environment because there
you will have a logon response to a logon request.

You might just simply create your own session management classes and use
QuickFIX just to parse the FIX messages not manage sessions.

I might consider having a pump with proper implementation of FIX rather
trying to override proper behavior.

Regards,

Mikhail

On Thu, Jul 7, 2011 at 3:28 PM, QM <eqm...@nw...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> **For one, thanks for making QuickFix.  We look forward using it.
>
> Two, is there a config parameter such that QuickFix will not wait for a
> logon response message? (That is, assume one is logged on once the socket
> connection is established.)
>
> In our development environment, we sometimes connect to a dummy FIX pump
> that just sends out messages. There is no notion of a logon/logoff in that
> case.  QuickFix wants send a logon request and wait for a logon response.
> This is certainly proper FIX behaviour but it inhibits QuickFix from talking
> to our development message stream...
>
> If QuickFix doesn't have such a feature, I could take a crack at it and
> submit a patch.
>
> Cheers,
> -QM
>
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] possible to not wait for logon response?

[QM <eqm...@nw...>]

**For one, thanks for making QuickFix.  We look forward using it.

Two, is there a config parameter such that QuickFix will not wait for a
logon response message? (That is, assume one is logged on once the socket
connection is established.)

In our development environment, we sometimes connect to a dummy FIX pump
that just sends out messages. There is no notion of a logon/logoff in that
case.  QuickFix wants send a logon request and wait for a logon response.
This is certainly proper FIX behaviour but it inhibits QuickFix from talking
to our development message stream...

If QuickFix doesn't have such a feature, I could take a crack at it and
submit a patch.

Cheers,
-QM

Re: [Quickfix-developers] weekly vs. daily sessions

[Mikhail V. <mve...@gm...>]

The <MessageLog> is actually your LogFactory, which you need to clear to
keep the daily sessions separated from one another.

The Reset of the Message Store absolutely needs to be done because of the
sequence number that your QuickFIX/J has cached while it's running.

Same has to do with the log messages.  You don't want to look at the issues
from previous days that may still be in the log.

Regards,

Mikhail


On Tue, Jul 5, 2011 at 11:27 AM, Rikard Dahlberg <rik...@kt...> wrote:

>  Based on the fact that my StartTime=07.05 and StopTime=22.30 in the
> config file
> my flow at friday night will be something like:
>
> friday
> 22.30 close session due to my config settings of EndTime=22.30
> 23.00 Getting a schedued event calling initiator.stop() on the active
> initiator
>
> sunday
> 23.00 Getting an event calling initiator.start() in the active initiator.
> This is between my StopTime/StartTime which make my QF engine to wait for
> start at monday 07.05.
> Since this is daily sessions a reset of sequence númbers will take place at
> default.
>
> Based on that I was thinking that no other reset/clear needed to be done.
> Anyways, I can clear/reset as well and find the:
> FileStore store = (FileStore)
> Session.lookupSession(sessionId).getStore().reset();
>
> ...but what is the simular way of <MessageLog>.clear() which I cant figure
> out?
>
> I also guess I need to iterate all my sessions in order to clear/reset all
> of them.
>
>
>  ------------------------------
> *Från:* Mikhail Veygman [mve...@gm...]
> *Skickat:* den 5 juli 2011 16:22
>
> *Till:* Rikard Dahlberg
> *Kopia:* Grant Birchmeier; qui...@li...;
> Staffan Ulfberg
> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>
>  No.
>
>  You need to reset sequence numbers cached, so you will need to call
> <MessageStore>.reset() and <MessageLog>.clear() after you call stop.
>
>  Regards,
>
>  Mikhail
>
> On Tue, Jul 5, 2011 at 10:07 AM, Rikard Dahlberg <rik...@kt...> wrote:
>
>>  Hi,
>>
>> Thanks, then I try to go with scheduling a stop friday night and start up
>> at sunday night again just to cover the weekends.
>> Would it be enough to simply call initiator.stop() when stopping and
>> initiator.start() when starting?
>> I am running this on LINUX.
>>
>>
>>
>>
>>  ------------------------------
>>  *Från:* Mikhail Veygman [mve...@gm...]
>>  *Skickat:* den 5 juli 2011 15:22
>> *Till:* Rikard Dahlberg
>> *Kopia:* Grant Birchmeier; qui...@li...;
>> Staffan Ulfberg
>>
>> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>>
>>    No what you are describing is actually very common.
>>
>>  On UNIX systems using cron you can send signals to the program to create
>> and delete FIX Session objects, which would give you similar behavior as a
>> start and stop of the program.  Not sure of what is the similar facility on
>> Windows.
>>
>>  Another possible solution is to have FIX gateway separate from the
>> server this way you can start and stop the process without touching your
>> server.
>>
>>  Regards,
>>
>>  Mikhail
>>
>> On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...> wrote:
>>
>>>  Hi,
>>>
>>> My broker have daily sessions mon-fri and are expecting me to send
>>> seq.no=1 at start of next day.
>>> Adding a cron job for shutting down the application would need me to shut
>>> down the whole server which does other things than just maintaining a
>>> quickfixj service.
>>>
>>> To have non trading days on sat-sun but still daily sessions the rest of
>>> the weekdays, is that very uncommon?
>>>
>>>
>>>  ------------------------------
>>> *Från:* Mikhail Veygman [mve...@gm...]
>>> *Skickat:* den 5 juli 2011 07:38
>>> *Till:* Grant Birchmeier
>>> *Kopia:* Rikard Dahlberg; qui...@li...;
>>> Staffan Ulfberg
>>> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>>>
>>>   Rikard,
>>>
>>>  I have to agree with Grant on the implementation of start and stop and
>>> there is a Task Scheduler available in Windows but that would require that
>>> FIX gateway is separated from all other functionality. e.g. position
>>> tracking/OMS, etc
>>>
>>>  But based on your question I think that you need to answer a more
>>> fundamental questions.
>>>
>>>  1.  Does your counterparty have continuous 1 week session?
>>>      1.a.  If this is the case then why would to you need to start and
>>> stop?
>>> 2.  Do you need continuous logs because of GTC orders and your
>>> counterparty only has daily sessions?
>>>
>>>  In either case there is a different and quite possibly better solution
>>> to what you are trying to accomplish.
>>>
>>>  Regards,
>>>
>>>  Mikhail
>>>
>>> On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <
>>> gbi...@co...> wrote:
>>>
>>>> QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>  I don't believe QF allows you to do that.  You either a daily session
>>>> every day (including Sat-Sun) or a single weeklong session.
>>>>
>>>> An easy solution to this (in Unix) is to have a cron task shut your
>>>> app down on Friday night and restart it on Sunday night.  (In Windows,
>>>> I'm sure there's a way to do something similar.)
>>>>
>>>> -Grant
>>>>
>>>> On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...>
>>>> wrote:
>>>> > QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>>> >
>>>> >
>>>>  > How would my config file look like if I want to have daily sessions
>>>> mon-fri if sat and sun are non trading days?
>>>> > Can I really accomplish that without having 5 sessions, one for each
>>>> day like the example below?
>>>> > Just to specify one session with StartTime/EndTime I would assume my
>>>> initiator would try to logon at saturday and sunday as well?
>>>> >
>>>> > [session]
>>>> > BeginString=FIX.4.2
>>>> > SessionQualifier=T002
>>>> > StartTime=05:05:00
>>>> > EndTime=20:30:00
>>>>  > StartDay=mon
>>>> > EndDay=mon
>>>> >
>>>> > [session]
>>>> > BeginString=FIX.4.2
>>>> > SessionQualifier=T003
>>>> > StartTime=05:05:00
>>>> > EndTime=20:30:00
>>>>  > StartDay=tue
>>>> > EndDay=tue
>>>> >
>>>> > etc. etc. until fri
>>>> >
>>>> > ________________________________
>>>> > Från: Dominik Brack [dom...@gm...]
>>>> > Skickat: den 4 juli 2011 12:16
>>>> > Till: Rikard Dahlberg
>>>> > Kopia: Staffan Ulfberg; qui...@li...
>>>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>>>> >
>>>> > Sorry about that. I didn't mean to confuse you.
>>>> > QuickFIX supports a single daily or a weekly schedule per session.
>>>> > So,
>>>> > for daily sessions
>>>> > specify start/end time.
>>>> > For a week long session
>>>> > specify start day/time and end day/time.
>>>> >
>>>> > On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>>>> >
>>>> > QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>  > Hi,
>>>> >
>>>> > >From an earlier post in the same thread on the answer if I needed 5
>>>> sessions to cover daily sessions mon-fri:
>>>> >
>>>> >>You don't need 5 sessions. Just specify StartTime and EndTime.
>>>> >>This way, the session will be active from MO till FR during the time
>>>> specified.
>>>> >
>>>> > That is why I got confused about the functionality of StartDay/EndDay
>>>> functionality when set.
>>>> > What I am looking for is daily sessions mon-fri.
>>>> >
>>>> > ________________________________
>>>> > Från: Staffan Ulfberg [st...@ul...]
>>>> > Skickat: den 4 juli 2011 11:45
>>>> > Till: Rikard Dahlberg
>>>> > Kopia: qui...@li...
>>>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>>>> >
>>>> > H,
>>>> >
>>>> > The session is open during the specified time interval, regardless of
>>>> the day of week.  Specifying the start/end day is only used to have longer
>>>> sessions spanning several days. So, just specify the times and the session
>>>> will be open every day if that is what you want.
>>>> >
>>>> > Staffan
>>>> >
>>>> > On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
>>>> >
>>>> > QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>>> >
>>>> >
>>>>   > Hi again,
>>>> >
>>>> > So by specifying StartTime/EndTime with no startDay/EndDay quickfixj
>>>> by
>>>> > default assume that the opening days are mon-fri?
>>>> >
>>>> > What about if I would like to have daily sessions 7 days a week(e.g
>>>> incl.
>>>> > sat, sun), how would I configure that?
>>>> >
>>>> >
>>>> >
>>>> > rallykarro wrote:
>>>> >>
>>>> >> Hi,
>>>> >>
>>>> >>
>>>> >> I have a question regarding weekly and daily session setup in
>>>> quickfixj.
>>>> >> What is the difference in quickfixj of setting up weekly session as
>>>> below
>>>> >> or 5 daily sessions one for each day?
>>>> >>
>>>> >> StartDay=mon
>>>> >> EndDay=fri
>>>> >> StartTime=05:05:00
>>>> >> EndTime=20:30:00
>>>> >>
>>>> >>
>>>> >>
>>>> >
>>>> > --
>>>> > View this message in context:
>>>> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
>>>> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>>> >
>>>> >
>>>> >
>>>> ------------------------------------------------------------------------------
>>>> > All of the data generated in your IT infrastructure is seriously
>>>> valuable.
>>>> > Why? It contains a definitive record of application performance,
>>>> security
>>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>>> makes
>>>> > sense of it. IT sense. And common sense.
>>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>>> > _______________________________________________
>>>> > Quickfix-developers mailing list
>>>> > Qui...@li...
>>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>> >
>>>> >
>>>> ------------------------------------------------------------------------------
>>>> > All of the data generated in your IT infrastructure is seriously
>>>> valuable.
>>>> > Why? It contains a definitive record of application performance,
>>>> security
>>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>>> makes
>>>> > sense of it. IT sense. And common sense.
>>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>>> > _______________________________________________
>>>> > Quickfix-developers mailing list
>>>> > Qui...@li...
>>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>> >
>>>> >
>>>> >
>>>> ------------------------------------------------------------------------------
>>>> > All of the data generated in your IT infrastructure is seriously
>>>> valuable.
>>>> > Why? It contains a definitive record of application performance,
>>>> security
>>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>>> makes
>>>> > sense of it. IT sense. And common sense.
>>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>>> > _______________________________________________
>>>> > Quickfix-developers mailing list
>>>> > Qui...@li...
>>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>> >
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> All of the data generated in your IT infrastructure is seriously
>>>> valuable.
>>>> Why? It contains a definitive record of application performance,
>>>> security
>>>> threats, fraudulent activity, and more. Splunk takes this data and makes
>>>> sense of it. IT sense. And common sense.
>>>> http://p.sf.net/sfu/splunk-d2d-c2
>>>> _______________________________________________
>>>> Quickfix-developers mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>
>>>
>>>
>>
>

Re: [Quickfix-developers] weekly vs. daily sessions

[Rikard D. <rik...@kt...>]

Based on the fact that my StartTime=07.05 and StopTime=22.30 in the config file
my flow at friday night will be something like:

friday
22.30 close session due to my config settings of EndTime=22.30
23.00 Getting a schedued event calling initiator.stop() on the active initiator

sunday
23.00 Getting an event calling initiator.start() in the active initiator. This is between my StopTime/StartTime which make my QF engine to wait for start at monday 07.05.
Since this is daily sessions a reset of sequence númbers will take place at default.

Based on that I was thinking that no other reset/clear needed to be done. Anyways, I can clear/reset as well and find the:
FileStore store = (FileStore) Session.lookupSession(sessionId).getStore().reset();

...but what is the simular way of <MessageLog>.clear() which I cant figure out?

I also guess I need to iterate all my sessions in order to clear/reset all of them.


________________________________
Från: Mikhail Veygman [mve...@gm...]
Skickat: den 5 juli 2011 16:22
Till: Rikard Dahlberg
Kopia: Grant Birchmeier; qui...@li...; Staffan Ulfberg
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

No.

You need to reset sequence numbers cached, so you will need to call <MessageStore>.reset() and <MessageLog>.clear() after you call stop.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 10:07 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
Hi,

Thanks, then I try to go with scheduling a stop friday night and start up at sunday night again just to cover the weekends.
Would it be enough to simply call initiator.stop() when stopping and initiator.start() when starting?
I am running this on LINUX.




________________________________
Från: Mikhail Veygman [mve...@gm...<mailto:mve...@gm...>]
Skickat: den 5 juli 2011 15:22
Till: Rikard Dahlberg
Kopia: Grant Birchmeier; qui...@li...<mailto:qui...@li...>; Staffan Ulfberg

Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

No what you are describing is actually very common.

On UNIX systems using cron you can send signals to the program to create and delete FIX Session objects, which would give you similar behavior as a start and stop of the program.  Not sure of what is the similar facility on Windows.

Another possible solution is to have FIX gateway separate from the server this way you can start and stop the process without touching your server.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
Hi,

My broker have daily sessions mon-fri and are expecting me to send seq.no<http://seq.no>=1 at start of next day.
Adding a cron job for shutting down the application would need me to shut down the whole server which does other things than just maintaining a quickfixj service.

To have non trading days on sat-sun but still daily sessions the rest of the weekdays, is that very uncommon?


________________________________
Från: Mikhail Veygman [mve...@gm...<mailto:mve...@gm...>]
Skickat: den 5 juli 2011 07:38
Till: Grant Birchmeier
Kopia: Rikard Dahlberg; qui...@li...<mailto:qui...@li...>; Staffan Ulfberg
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

Rikard,

I have to agree with Grant on the implementation of start and stop and there is a Task Scheduler available in Windows but that would require that FIX gateway is separated from all other functionality. e.g. position tracking/OMS, etc

But based on your question I think that you need to answer a more fundamental questions.

1.  Does your counterparty have continuous 1 week session?
     1.a.  If this is the case then why would to you need to start and stop?
2.  Do you need continuous logs because of GTC orders and your counterparty only has daily sessions?

In either case there is a different and quite possibly better solution to what you are trying to accomplish.

Regards,

Mikhail

On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I don't believe QF allows you to do that.  You either a daily session
every day (including Sat-Sun) or a single weeklong session.

An easy solution to this (in Unix) is to have a cron task shut your
app down on Friday night and restart it on Sunday night.  (In Windows,
I'm sure there's a way to do something similar.)

-Grant

On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> How would my config file look like if I want to have daily sessions mon-fri if sat and sun are non trading days?
> Can I really accomplish that without having 5 sessions, one for each day like the example below?
> Just to specify one session with StartTime/EndTime I would assume my initiator would try to logon at saturday and sunday as well?
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T002
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=mon
> EndDay=mon
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T003
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=tue
> EndDay=tue
>
> etc. etc. until fri
>
> ________________________________
> Från: Dominik Brack [dom...@gm...<mailto:dom...@gm...>]
> Skickat: den 4 juli 2011 12:16
> Till: Rikard Dahlberg
> Kopia: Staffan Ulfberg; qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> Sorry about that. I didn't mean to confuse you.
> QuickFIX supports a single daily or a weekly schedule per session.
> So,
> for daily sessions
> specify start/end time.
> For a week long session
> specify start day/time and end day/time.
>
> On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
>
> >From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:
>
>>You don't need 5 sessions. Just specify StartTime and EndTime.
>>This way, the session will be active from MO till FR during the time specified.
>
> That is why I got confused about the functionality of StartDay/EndDay functionality when set.
> What I am looking for is daily sessions mon-fri.
>
> ________________________________
> Från: Staffan Ulfberg [st...@ul...<mailto:st...@ul...>]
> Skickat: den 4 juli 2011 11:45
> Till: Rikard Dahlberg
> Kopia: qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> H,
>
> The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.
>
> Staffan
>
> On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...<mailto:rik...@kt...>> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi again,
>
> So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> default assume that the opening days are mon-fri?
>
> What about if I would like to have daily sessions 7 days a week(e.g incl.
> sat, sun), how would I configure that?
>
>
>
> rallykarro wrote:
>>
>> Hi,
>>
>>
>> I have a question regarding weekly and daily session setup in quickfixj.
>> What is the difference in quickfixj of setting up weekly session as below
>> or 5 daily sessions one for each day?
>>
>> StartDay=mon
>> EndDay=fri
>> StartTime=05:05:00
>> EndTime=20:30:00
>>
>>
>>
>
> --
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[Mikhail V. <mve...@gm...>]

No.

You need to reset sequence numbers cached, so you will need to call
<MessageStore>.reset() and <MessageLog>.clear() after you call stop.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 10:07 AM, Rikard Dahlberg <rik...@kt...> wrote:

>  Hi,
>
> Thanks, then I try to go with scheduling a stop friday night and start up
> at sunday night again just to cover the weekends.
> Would it be enough to simply call initiator.stop() when stopping and
> initiator.start() when starting?
> I am running this on LINUX.
>
>
>
>
>  ------------------------------
> *Från:* Mikhail Veygman [mve...@gm...]
> *Skickat:* den 5 juli 2011 15:22
> *Till:* Rikard Dahlberg
> *Kopia:* Grant Birchmeier; qui...@li...;
> Staffan Ulfberg
>
> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>
>  No what you are describing is actually very common.
>
>  On UNIX systems using cron you can send signals to the program to create
> and delete FIX Session objects, which would give you similar behavior as a
> start and stop of the program.  Not sure of what is the similar facility on
> Windows.
>
>  Another possible solution is to have FIX gateway separate from the server
> this way you can start and stop the process without touching your server.
>
>  Regards,
>
>  Mikhail
>
> On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...> wrote:
>
>>  Hi,
>>
>> My broker have daily sessions mon-fri and are expecting me to send seq.no=1
>> at start of next day.
>> Adding a cron job for shutting down the application would need me to shut
>> down the whole server which does other things than just maintaining a
>> quickfixj service.
>>
>> To have non trading days on sat-sun but still daily sessions the rest of
>> the weekdays, is that very uncommon?
>>
>>
>>  ------------------------------
>> *Från:* Mikhail Veygman [mve...@gm...]
>> *Skickat:* den 5 juli 2011 07:38
>> *Till:* Grant Birchmeier
>> *Kopia:* Rikard Dahlberg; qui...@li...;
>> Staffan Ulfberg
>> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>>
>>   Rikard,
>>
>>  I have to agree with Grant on the implementation of start and stop and
>> there is a Task Scheduler available in Windows but that would require that
>> FIX gateway is separated from all other functionality. e.g. position
>> tracking/OMS, etc
>>
>>  But based on your question I think that you need to answer a more
>> fundamental questions.
>>
>>  1.  Does your counterparty have continuous 1 week session?
>>      1.a.  If this is the case then why would to you need to start and
>> stop?
>> 2.  Do you need continuous logs because of GTC orders and your
>> counterparty only has daily sessions?
>>
>>  In either case there is a different and quite possibly better solution
>> to what you are trying to accomplish.
>>
>>  Regards,
>>
>>  Mikhail
>>
>> On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <
>> gbi...@co...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>  I don't believe QF allows you to do that.  You either a daily session
>>> every day (including Sat-Sun) or a single weeklong session.
>>>
>>> An easy solution to this (in Unix) is to have a cron task shut your
>>> app down on Friday night and restart it on Sunday night.  (In Windows,
>>> I'm sure there's a way to do something similar.)
>>>
>>> -Grant
>>>
>>> On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...> wrote:
>>> > QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>> >
>>> >
>>>  > How would my config file look like if I want to have daily sessions
>>> mon-fri if sat and sun are non trading days?
>>> > Can I really accomplish that without having 5 sessions, one for each
>>> day like the example below?
>>> > Just to specify one session with StartTime/EndTime I would assume my
>>> initiator would try to logon at saturday and sunday as well?
>>> >
>>> > [session]
>>> > BeginString=FIX.4.2
>>> > SessionQualifier=T002
>>> > StartTime=05:05:00
>>> > EndTime=20:30:00
>>>  > StartDay=mon
>>> > EndDay=mon
>>> >
>>> > [session]
>>> > BeginString=FIX.4.2
>>> > SessionQualifier=T003
>>> > StartTime=05:05:00
>>> > EndTime=20:30:00
>>>  > StartDay=tue
>>> > EndDay=tue
>>> >
>>> > etc. etc. until fri
>>> >
>>> > ________________________________
>>> > Från: Dominik Brack [dom...@gm...]
>>> > Skickat: den 4 juli 2011 12:16
>>> > Till: Rikard Dahlberg
>>> > Kopia: Staffan Ulfberg; qui...@li...
>>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>>> >
>>> > Sorry about that. I didn't mean to confuse you.
>>> > QuickFIX supports a single daily or a weekly schedule per session.
>>> > So,
>>> > for daily sessions
>>> > specify start/end time.
>>> > For a week long session
>>> > specify start day/time and end day/time.
>>> >
>>> > On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>>> >
>>> > QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>>  > Hi,
>>> >
>>> > >From an earlier post in the same thread on the answer if I needed 5
>>> sessions to cover daily sessions mon-fri:
>>> >
>>> >>You don't need 5 sessions. Just specify StartTime and EndTime.
>>> >>This way, the session will be active from MO till FR during the time
>>> specified.
>>> >
>>> > That is why I got confused about the functionality of StartDay/EndDay
>>> functionality when set.
>>> > What I am looking for is daily sessions mon-fri.
>>> >
>>> > ________________________________
>>> > Från: Staffan Ulfberg [st...@ul...]
>>> > Skickat: den 4 juli 2011 11:45
>>> > Till: Rikard Dahlberg
>>> > Kopia: qui...@li...
>>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>>> >
>>> > H,
>>> >
>>> > The session is open during the specified time interval, regardless of
>>> the day of week.  Specifying the start/end day is only used to have longer
>>> sessions spanning several days. So, just specify the times and the session
>>> will be open every day if that is what you want.
>>> >
>>> > Staffan
>>> >
>>> > On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
>>> >
>>> > QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>> >
>>> >
>>>   > Hi again,
>>> >
>>> > So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
>>> > default assume that the opening days are mon-fri?
>>> >
>>> > What about if I would like to have daily sessions 7 days a week(e.g
>>> incl.
>>> > sat, sun), how would I configure that?
>>> >
>>> >
>>> >
>>> > rallykarro wrote:
>>> >>
>>> >> Hi,
>>> >>
>>> >>
>>> >> I have a question regarding weekly and daily session setup in
>>> quickfixj.
>>> >> What is the difference in quickfixj of setting up weekly session as
>>> below
>>> >> or 5 daily sessions one for each day?
>>> >>
>>> >> StartDay=mon
>>> >> EndDay=fri
>>> >> StartTime=05:05:00
>>> >> EndTime=20:30:00
>>> >>
>>> >>
>>> >>
>>> >
>>> > --
>>> > View this message in context:
>>> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
>>> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>> >
>>> >
>>> >
>>> ------------------------------------------------------------------------------
>>> > All of the data generated in your IT infrastructure is seriously
>>> valuable.
>>> > Why? It contains a definitive record of application performance,
>>> security
>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>> makes
>>> > sense of it. IT sense. And common sense.
>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>> > _______________________________________________
>>> > Quickfix-developers mailing list
>>> > Qui...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>> >
>>> >
>>> ------------------------------------------------------------------------------
>>> > All of the data generated in your IT infrastructure is seriously
>>> valuable.
>>> > Why? It contains a definitive record of application performance,
>>> security
>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>> makes
>>> > sense of it. IT sense. And common sense.
>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>> > _______________________________________________
>>> > Quickfix-developers mailing list
>>> > Qui...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>> >
>>> >
>>> >
>>> ------------------------------------------------------------------------------
>>> > All of the data generated in your IT infrastructure is seriously
>>> valuable.
>>> > Why? It contains a definitive record of application performance,
>>> security
>>> > threats, fraudulent activity, and more. Splunk takes this data and
>>> makes
>>> > sense of it. IT sense. And common sense.
>>> > http://p.sf.net/sfu/splunk-d2d-c2
>>> > _______________________________________________
>>> > Quickfix-developers mailing list
>>> > Qui...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>> >
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> All of the data generated in your IT infrastructure is seriously
>>> valuable.
>>> Why? It contains a definitive record of application performance, security
>>> threats, fraudulent activity, and more. Splunk takes this data and makes
>>> sense of it. IT sense. And common sense.
>>> http://p.sf.net/sfu/splunk-d2d-c2
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>

Re: [Quickfix-developers] weekly vs. daily sessions

[Rikard D. <rik...@kt...>]

Hi,

Thanks, then I try to go with scheduling a stop friday night and start up at sunday night again just to cover the weekends.
Would it be enough to simply call initiator.stop() when stopping and initiator.start() when starting?
I am running this on LINUX.




________________________________
Från: Mikhail Veygman [mve...@gm...]
Skickat: den 5 juli 2011 15:22
Till: Rikard Dahlberg
Kopia: Grant Birchmeier; qui...@li...; Staffan Ulfberg
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

No what you are describing is actually very common.

On UNIX systems using cron you can send signals to the program to create and delete FIX Session objects, which would give you similar behavior as a start and stop of the program.  Not sure of what is the similar facility on Windows.

Another possible solution is to have FIX gateway separate from the server this way you can start and stop the process without touching your server.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
Hi,

My broker have daily sessions mon-fri and are expecting me to send seq.no<http://seq.no>=1 at start of next day.
Adding a cron job for shutting down the application would need me to shut down the whole server which does other things than just maintaining a quickfixj service.

To have non trading days on sat-sun but still daily sessions the rest of the weekdays, is that very uncommon?


________________________________
Från: Mikhail Veygman [mve...@gm...<mailto:mve...@gm...>]
Skickat: den 5 juli 2011 07:38
Till: Grant Birchmeier
Kopia: Rikard Dahlberg; qui...@li...<mailto:qui...@li...>; Staffan Ulfberg
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

Rikard,

I have to agree with Grant on the implementation of start and stop and there is a Task Scheduler available in Windows but that would require that FIX gateway is separated from all other functionality. e.g. position tracking/OMS, etc

But based on your question I think that you need to answer a more fundamental questions.

1.  Does your counterparty have continuous 1 week session?
     1.a.  If this is the case then why would to you need to start and stop?
2.  Do you need continuous logs because of GTC orders and your counterparty only has daily sessions?

In either case there is a different and quite possibly better solution to what you are trying to accomplish.

Regards,

Mikhail

On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I don't believe QF allows you to do that.  You either a daily session
every day (including Sat-Sun) or a single weeklong session.

An easy solution to this (in Unix) is to have a cron task shut your
app down on Friday night and restart it on Sunday night.  (In Windows,
I'm sure there's a way to do something similar.)

-Grant

On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> How would my config file look like if I want to have daily sessions mon-fri if sat and sun are non trading days?
> Can I really accomplish that without having 5 sessions, one for each day like the example below?
> Just to specify one session with StartTime/EndTime I would assume my initiator would try to logon at saturday and sunday as well?
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T002
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=mon
> EndDay=mon
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T003
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=tue
> EndDay=tue
>
> etc. etc. until fri
>
> ________________________________
> Från: Dominik Brack [dom...@gm...<mailto:dom...@gm...>]
> Skickat: den 4 juli 2011 12:16
> Till: Rikard Dahlberg
> Kopia: Staffan Ulfberg; qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> Sorry about that. I didn't mean to confuse you.
> QuickFIX supports a single daily or a weekly schedule per session.
> So,
> for daily sessions
> specify start/end time.
> For a week long session
> specify start day/time and end day/time.
>
> On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
>
> >From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:
>
>>You don't need 5 sessions. Just specify StartTime and EndTime.
>>This way, the session will be active from MO till FR during the time specified.
>
> That is why I got confused about the functionality of StartDay/EndDay functionality when set.
> What I am looking for is daily sessions mon-fri.
>
> ________________________________
> Från: Staffan Ulfberg [st...@ul...<mailto:st...@ul...>]
> Skickat: den 4 juli 2011 11:45
> Till: Rikard Dahlberg
> Kopia: qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> H,
>
> The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.
>
> Staffan
>
> On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...<mailto:rik...@kt...>> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi again,
>
> So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> default assume that the opening days are mon-fri?
>
> What about if I would like to have daily sessions 7 days a week(e.g incl.
> sat, sun), how would I configure that?
>
>
>
> rallykarro wrote:
>>
>> Hi,
>>
>>
>> I have a question regarding weekly and daily session setup in quickfixj.
>> What is the difference in quickfixj of setting up weekly session as below
>> or 5 daily sessions one for each day?
>>
>> StartDay=mon
>> EndDay=fri
>> StartTime=05:05:00
>> EndTime=20:30:00
>>
>>
>>
>
> --
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[Mikhail V. <mve...@gm...>]

No what you are describing is actually very common.

On UNIX systems using cron you can send signals to the program to create and
delete FIX Session objects, which would give you similar behavior as a start
and stop of the program.  Not sure of what is the similar facility on
Windows.

Another possible solution is to have FIX gateway separate from the server
this way you can start and stop the process without touching your server.

Regards,

Mikhail

On Tue, Jul 5, 2011 at 2:47 AM, Rikard Dahlberg <rik...@kt...> wrote:

>  Hi,
>
> My broker have daily sessions mon-fri and are expecting me to send seq.no=1
> at start of next day.
> Adding a cron job for shutting down the application would need me to shut
> down the whole server which does other things than just maintaining a
> quickfixj service.
>
> To have non trading days on sat-sun but still daily sessions the rest of
> the weekdays, is that very uncommon?
>
>
>  ------------------------------
> *Från:* Mikhail Veygman [mve...@gm...]
> *Skickat:* den 5 juli 2011 07:38
> *Till:* Grant Birchmeier
> *Kopia:* Rikard Dahlberg; qui...@li...;
> Staffan Ulfberg
> *Ämne:* Re: [Quickfix-developers] weekly vs. daily sessions
>
>   Rikard,
>
>  I have to agree with Grant on the implementation of start and stop and
> there is a Task Scheduler available in Windows but that would require that
> FIX gateway is separated from all other functionality. e.g. position
> tracking/OMS, etc
>
>  But based on your question I think that you need to answer a more
> fundamental questions.
>
>  1.  Does your counterparty have continuous 1 week session?
>      1.a.  If this is the case then why would to you need to start and
> stop?
> 2.  Do you need continuous logs because of GTC orders and your counterparty
> only has daily sessions?
>
>  In either case there is a different and quite possibly better solution to
> what you are trying to accomplish.
>
>  Regards,
>
>  Mikhail
>
> On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <
> gbi...@co...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>  I don't believe QF allows you to do that.  You either a daily session
>> every day (including Sat-Sun) or a single weeklong session.
>>
>> An easy solution to this (in Unix) is to have a cron task shut your
>> app down on Friday night and restart it on Sunday night.  (In Windows,
>> I'm sure there's a way to do something similar.)
>>
>> -Grant
>>
>> On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...> wrote:
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> >
>>  > How would my config file look like if I want to have daily sessions
>> mon-fri if sat and sun are non trading days?
>> > Can I really accomplish that without having 5 sessions, one for each day
>> like the example below?
>> > Just to specify one session with StartTime/EndTime I would assume my
>> initiator would try to logon at saturday and sunday as well?
>> >
>> > [session]
>> > BeginString=FIX.4.2
>> > SessionQualifier=T002
>> > StartTime=05:05:00
>> > EndTime=20:30:00
>>  > StartDay=mon
>> > EndDay=mon
>> >
>> > [session]
>> > BeginString=FIX.4.2
>> > SessionQualifier=T003
>> > StartTime=05:05:00
>> > EndTime=20:30:00
>>  > StartDay=tue
>> > EndDay=tue
>> >
>> > etc. etc. until fri
>> >
>> > ________________________________
>> > Från: Dominik Brack [dom...@gm...]
>> > Skickat: den 4 juli 2011 12:16
>> > Till: Rikard Dahlberg
>> > Kopia: Staffan Ulfberg; qui...@li...
>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>> >
>> > Sorry about that. I didn't mean to confuse you.
>> > QuickFIX supports a single daily or a weekly schedule per session.
>> > So,
>> > for daily sessions
>> > specify start/end time.
>> > For a week long session
>> > specify start day/time and end day/time.
>> >
>> > On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>> >
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>  > Hi,
>> >
>> > >From an earlier post in the same thread on the answer if I needed 5
>> sessions to cover daily sessions mon-fri:
>> >
>> >>You don't need 5 sessions. Just specify StartTime and EndTime.
>> >>This way, the session will be active from MO till FR during the time
>> specified.
>> >
>> > That is why I got confused about the functionality of StartDay/EndDay
>> functionality when set.
>> > What I am looking for is daily sessions mon-fri.
>> >
>> > ________________________________
>> > Från: Staffan Ulfberg [st...@ul...]
>> > Skickat: den 4 juli 2011 11:45
>> > Till: Rikard Dahlberg
>> > Kopia: qui...@li...
>> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>> >
>> > H,
>> >
>> > The session is open during the specified time interval, regardless of
>> the day of week.  Specifying the start/end day is only used to have longer
>> sessions spanning several days. So, just specify the times and the session
>> will be open every day if that is what you want.
>> >
>> > Staffan
>> >
>> > On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
>> >
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> >
>>   > Hi again,
>> >
>> > So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
>> > default assume that the opening days are mon-fri?
>> >
>> > What about if I would like to have daily sessions 7 days a week(e.g
>> incl.
>> > sat, sun), how would I configure that?
>> >
>> >
>> >
>> > rallykarro wrote:
>> >>
>> >> Hi,
>> >>
>> >>
>> >> I have a question regarding weekly and daily session setup in
>> quickfixj.
>> >> What is the difference in quickfixj of setting up weekly session as
>> below
>> >> or 5 daily sessions one for each day?
>> >>
>> >> StartDay=mon
>> >> EndDay=fri
>> >> StartTime=05:05:00
>> >> EndTime=20:30:00
>> >>
>> >>
>> >>
>> >
>> > --
>> > View this message in context:
>> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
>> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>> >
>> >
>> >
>> ------------------------------------------------------------------------------
>> > All of the data generated in your IT infrastructure is seriously
>> valuable.
>> > Why? It contains a definitive record of application performance,
>> security
>> > threats, fraudulent activity, and more. Splunk takes this data and makes
>> > sense of it. IT sense. And common sense.
>> > http://p.sf.net/sfu/splunk-d2d-c2
>> > _______________________________________________
>> > Quickfix-developers mailing list
>> > Qui...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> >
>> >
>> ------------------------------------------------------------------------------
>> > All of the data generated in your IT infrastructure is seriously
>> valuable.
>> > Why? It contains a definitive record of application performance,
>> security
>> > threats, fraudulent activity, and more. Splunk takes this data and makes
>> > sense of it. IT sense. And common sense.
>> > http://p.sf.net/sfu/splunk-d2d-c2
>> > _______________________________________________
>> > Quickfix-developers mailing list
>> > Qui...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> >
>> >
>> >
>> ------------------------------------------------------------------------------
>> > All of the data generated in your IT infrastructure is seriously
>> valuable.
>> > Why? It contains a definitive record of application performance,
>> security
>> > threats, fraudulent activity, and more. Splunk takes this data and makes
>> > sense of it. IT sense. And common sense.
>> > http://p.sf.net/sfu/splunk-d2d-c2
>> > _______________________________________________
>> > Quickfix-developers mailing list
>> > Qui...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> >
>>
>>
>> ------------------------------------------------------------------------------
>> All of the data generated in your IT infrastructure is seriously valuable.
>> Why? It contains a definitive record of application performance, security
>> threats, fraudulent activity, and more. Splunk takes this data and makes
>> sense of it. IT sense. And common sense.
>> http://p.sf.net/sfu/splunk-d2d-c2
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

Re: [Quickfix-developers] weekly vs. daily sessions

[Rikard D. <rik...@kt...>]

Hi,

My broker have daily sessions mon-fri and are expecting me to send seq.no=1 at start of next day.
Adding a cron job for shutting down the application would need me to shut down the whole server which does other things than just maintaining a quickfixj service.

To have non trading days on sat-sun but still daily sessions the rest of the weekdays, is that very uncommon?


________________________________
Från: Mikhail Veygman [mve...@gm...]
Skickat: den 5 juli 2011 07:38
Till: Grant Birchmeier
Kopia: Rikard Dahlberg; qui...@li...; Staffan Ulfberg
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

Rikard,

I have to agree with Grant on the implementation of start and stop and there is a Task Scheduler available in Windows but that would require that FIX gateway is separated from all other functionality. e.g. position tracking/OMS, etc

But based on your question I think that you need to answer a more fundamental questions.

1.  Does your counterparty have continuous 1 week session?
     1.a.  If this is the case then why would to you need to start and stop?
2.  Do you need continuous logs because of GTC orders and your counterparty only has daily sessions?

In either case there is a different and quite possibly better solution to what you are trying to accomplish.

Regards,

Mikhail

On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier <gbi...@co...<mailto:gbi...@co...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

I don't believe QF allows you to do that.  You either a daily session
every day (including Sat-Sun) or a single weeklong session.

An easy solution to this (in Unix) is to have a cron task shut your
app down on Friday night and restart it on Sunday night.  (In Windows,
I'm sure there's a way to do something similar.)

-Grant

On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...<mailto:rik...@kt...>> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> How would my config file look like if I want to have daily sessions mon-fri if sat and sun are non trading days?
> Can I really accomplish that without having 5 sessions, one for each day like the example below?
> Just to specify one session with StartTime/EndTime I would assume my initiator would try to logon at saturday and sunday as well?
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T002
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=mon
> EndDay=mon
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T003
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=tue
> EndDay=tue
>
> etc. etc. until fri
>
> ________________________________
> Från: Dominik Brack [dom...@gm...<mailto:dom...@gm...>]
> Skickat: den 4 juli 2011 12:16
> Till: Rikard Dahlberg
> Kopia: Staffan Ulfberg; qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> Sorry about that. I didn't mean to confuse you.
> QuickFIX supports a single daily or a weekly schedule per session.
> So,
> for daily sessions
> specify start/end time.
> For a week long session
> specify start day/time and end day/time.
>
> On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
>
> >From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:
>
>>You don't need 5 sessions. Just specify StartTime and EndTime.
>>This way, the session will be active from MO till FR during the time specified.
>
> That is why I got confused about the functionality of StartDay/EndDay functionality when set.
> What I am looking for is daily sessions mon-fri.
>
> ________________________________
> Från: Staffan Ulfberg [st...@ul...<mailto:st...@ul...>]
> Skickat: den 4 juli 2011 11:45
> Till: Rikard Dahlberg
> Kopia: qui...@li...<mailto:qui...@li...>
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> H,
>
> The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.
>
> Staffan
>
> On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...<mailto:rik...@kt...>> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi again,
>
> So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> default assume that the opening days are mon-fri?
>
> What about if I would like to have daily sessions 7 days a week(e.g incl.
> sat, sun), how would I configure that?
>
>
>
> rallykarro wrote:
>>
>> Hi,
>>
>>
>> I have a question regarding weekly and daily session setup in quickfixj.
>> What is the difference in quickfixj of setting up weekly session as below
>> or 5 daily sessions one for each day?
>>
>> StartDay=mon
>> EndDay=fri
>> StartTime=05:05:00
>> EndTime=20:30:00
>>
>>
>>
>
> --
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...<mailto:Qui...@li...>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[Mikhail V. <mve...@gm...>]

Rikard,

I have to agree with Grant on the implementation of start and stop and there
is a Task Scheduler available in Windows but that would require that FIX
gateway is separated from all other functionality. e.g. position
tracking/OMS, etc

But based on your question I think that you need to answer a more
fundamental questions.

1.  Does your counterparty have continuous 1 week session?
     1.a.  If this is the case then why would to you need to start and stop?
2.  Do you need continuous logs because of GTC orders and your counterparty
only has daily sessions?

In either case there is a different and quite possibly better solution to
what you are trying to accomplish.

Regards,

Mikhail

On Mon, Jul 4, 2011 at 7:45 PM, Grant Birchmeier
<gbi...@co...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I don't believe QF allows you to do that.  You either a daily session
> every day (including Sat-Sun) or a single weeklong session.
>
> An easy solution to this (in Unix) is to have a cron task shut your
> app down on Friday night and restart it on Sunday night.  (In Windows,
> I'm sure there's a way to do something similar.)
>
> -Grant
>
> On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > How would my config file look like if I want to have daily sessions
> mon-fri if sat and sun are non trading days?
> > Can I really accomplish that without having 5 sessions, one for each day
> like the example below?
> > Just to specify one session with StartTime/EndTime I would assume my
> initiator would try to logon at saturday and sunday as well?
> >
> > [session]
> > BeginString=FIX.4.2
> > SessionQualifier=T002
> > StartTime=05:05:00
> > EndTime=20:30:00
> > StartDay=mon
> > EndDay=mon
> >
> > [session]
> > BeginString=FIX.4.2
> > SessionQualifier=T003
> > StartTime=05:05:00
> > EndTime=20:30:00
> > StartDay=tue
> > EndDay=tue
> >
> > etc. etc. until fri
> >
> > ________________________________
> > Från: Dominik Brack [dom...@gm...]
> > Skickat: den 4 juli 2011 12:16
> > Till: Rikard Dahlberg
> > Kopia: Staffan Ulfberg; qui...@li...
> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
> >
> > Sorry about that. I didn't mean to confuse you.
> > QuickFIX supports a single daily or a weekly schedule per session.
> > So,
> > for daily sessions
> > specify start/end time.
> > For a week long session
> > specify start day/time and end day/time.
> >
> > On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
> >
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > Hi,
> >
> > >From an earlier post in the same thread on the answer if I needed 5
> sessions to cover daily sessions mon-fri:
> >
> >>You don't need 5 sessions. Just specify StartTime and EndTime.
> >>This way, the session will be active from MO till FR during the time
> specified.
> >
> > That is why I got confused about the functionality of StartDay/EndDay
> functionality when set.
> > What I am looking for is daily sessions mon-fri.
> >
> > ________________________________
> > Från: Staffan Ulfberg [st...@ul...]
> > Skickat: den 4 juli 2011 11:45
> > Till: Rikard Dahlberg
> > Kopia: qui...@li...
> > Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
> >
> > H,
> >
> > The session is open during the specified time interval, regardless of the
> day of week.  Specifying the start/end day is only used to have longer
> sessions spanning several days. So, just specify the times and the session
> will be open every day if that is what you want.
> >
> > Staffan
> >
> > On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
> >
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi again,
> >
> > So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> > default assume that the opening days are mon-fri?
> >
> > What about if I would like to have daily sessions 7 days a week(e.g incl.
> > sat, sun), how would I configure that?
> >
> >
> >
> > rallykarro wrote:
> >>
> >> Hi,
> >>
> >>
> >> I have a question regarding weekly and daily session setup in quickfixj.
> >> What is the difference in quickfixj of setting up weekly session as
> below
> >> or 5 daily sessions one for each day?
> >>
> >> StartDay=mon
> >> EndDay=fri
> >> StartTime=05:05:00
> >> EndTime=20:30:00
> >>
> >>
> >>
> >
> > --
> > View this message in context:
> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> >
> >
> >
> ------------------------------------------------------------------------------
> > All of the data generated in your IT infrastructure is seriously
> valuable.
> > Why? It contains a definitive record of application performance, security
> > threats, fraudulent activity, and more. Splunk takes this data and makes
> > sense of it. IT sense. And common sense.
> > http://p.sf.net/sfu/splunk-d2d-c2
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
> >
> ------------------------------------------------------------------------------
> > All of the data generated in your IT infrastructure is seriously
> valuable.
> > Why? It contains a definitive record of application performance, security
> > threats, fraudulent activity, and more. Splunk takes this data and makes
> > sense of it. IT sense. And common sense.
> > http://p.sf.net/sfu/splunk-d2d-c2
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
> >
> >
> ------------------------------------------------------------------------------
> > All of the data generated in your IT infrastructure is seriously
> valuable.
> > Why? It contains a definitive record of application performance, security
> > threats, fraudulent activity, and more. Splunk takes this data and makes
> > sense of it. IT sense. And common sense.
> > http://p.sf.net/sfu/splunk-d2d-c2
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] weekly vs. daily sessions

[Grant B. <gbi...@co...>]

I don't believe QF allows you to do that.  You either a daily session
every day (including Sat-Sun) or a single weeklong session.

An easy solution to this (in Unix) is to have a cron task shut your
app down on Friday night and restart it on Sunday night.  (In Windows,
I'm sure there's a way to do something similar.)

-Grant

On Mon, Jul 4, 2011 at 7:33 AM, Rikard Dahlberg <rik...@kt...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> How would my config file look like if I want to have daily sessions mon-fri if sat and sun are non trading days?
> Can I really accomplish that without having 5 sessions, one for each day like the example below?
> Just to specify one session with StartTime/EndTime I would assume my initiator would try to logon at saturday and sunday as well?
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T002
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=mon
> EndDay=mon
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=T003
> StartTime=05:05:00
> EndTime=20:30:00
> StartDay=tue
> EndDay=tue
>
> etc. etc. until fri
>
> ________________________________
> Från: Dominik Brack [dom...@gm...]
> Skickat: den 4 juli 2011 12:16
> Till: Rikard Dahlberg
> Kopia: Staffan Ulfberg; qui...@li...
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> Sorry about that. I didn't mean to confuse you.
> QuickFIX supports a single daily or a weekly schedule per session.
> So,
> for daily sessions
> specify start/end time.
> For a week long session
> specify start day/time and end day/time.
>
> On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
>
> >From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:
>
>>You don't need 5 sessions. Just specify StartTime and EndTime.
>>This way, the session will be active from MO till FR during the time specified.
>
> That is why I got confused about the functionality of StartDay/EndDay functionality when set.
> What I am looking for is daily sessions mon-fri.
>
> ________________________________
> Från: Staffan Ulfberg [st...@ul...]
> Skickat: den 4 juli 2011 11:45
> Till: Rikard Dahlberg
> Kopia: qui...@li...
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
>
> H,
>
> The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.
>
> Staffan
>
> On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi again,
>
> So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> default assume that the opening days are mon-fri?
>
> What about if I would like to have daily sessions 7 days a week(e.g incl.
> sat, sun), how would I configure that?
>
>
>
> rallykarro wrote:
>>
>> Hi,
>>
>>
>> I have a question regarding weekly and daily session setup in quickfixj.
>> What is the difference in quickfixj of setting up weekly session as below
>> or 5 daily sessions one for each day?
>>
>> StartDay=mon
>> EndDay=fri
>> StartTime=05:05:00
>> EndTime=20:30:00
>>
>>
>>
>
> --
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Help: Securities can be specified either by ID or by description

[Grant B. <gbi...@co...>]

And also, check your counterparty's documentation.  Every broker does
not do things the same way.


On Thu, Jun 30, 2011 at 11:23 AM, Mikhail Veygman <mve...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> George,
> Check out http://btobits.com/fixopaedia/index.html  ID is CUSIP/SEDOL, etc
> Regards,
> Mikhail
> On Thu, Jun 30, 2011 at 11:28 AM, George <pap...@gm...> wrote:
>>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi,
>> Securities can be specified either by ID (tag 48) or by description (tag 55)
>> Let's say i would like to buy "EUR/USD".
>> If i specify the security by symbol, i will just add 55=EUR/USD
>> How can i specify the security by id?
>> Could anyone give me an example?
>> Not that i am interested about currency...
>>
>> Thank you.
>>
>>
>> ------------------------------------------------------------------------------
>> All of the data generated in your IT infrastructure is seriously valuable.
>> Why? It contains a definitive record of application performance, security
>> threats, fraudulent activity, and more. Splunk takes this data and makes
>> sense of it. IT sense. And common sense.
>> http://p.sf.net/sfu/splunk-d2d-c2
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Is there a way to get all the open positions

[Grant B. <gbi...@co...>]

Check with your counterparty's documentation.

FIX is only a communication layer.  How your broker may use that can vary.

-Grant

On Thu, Jun 30, 2011 at 7:15 AM, George <pap...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I am using .net quickfix.
> I would like to know if there is a way to get
> 1. The balance of my account
> 2. The total number of open positions. What i need, is the symbol eg. "eur/usd",
> volume and execution price
>
> Thank you.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] weekly vs. daily sessions

[Rikard D. <rik...@kt...>]

How would my config file look like if I want to have daily sessions mon-fri if sat and sun are non trading days?
Can I really accomplish that without having 5 sessions, one for each day like the example below?
Just to specify one session with StartTime/EndTime I would assume my initiator would try to logon at saturday and sunday as well?

[session]
BeginString=FIX.4.2
SessionQualifier=T002
StartTime=05:05:00
EndTime=20:30:00
StartDay=mon
EndDay=mon

[session]
BeginString=FIX.4.2
SessionQualifier=T003
StartTime=05:05:00
EndTime=20:30:00
StartDay=tue
EndDay=tue

etc. etc. until fri

________________________________
Från: Dominik Brack [dom...@gm...]
Skickat: den 4 juli 2011 12:16
Till: Rikard Dahlberg
Kopia: Staffan Ulfberg; qui...@li...
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

Sorry about that. I didn't mean to confuse you.

QuickFIX supports a single daily or a weekly schedule per session.
So,
for daily sessions
specify start/end time.

For a week long session
specify start day/time and end day/time.

On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html
Hi,

>From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:

>You don't need 5 sessions. Just specify StartTime and EndTime.
>This way, the session will be active from MO till FR during the time specified.

That is why I got confused about the functionality of StartDay/EndDay functionality when set.
What I am looking for is daily sessions mon-fri.

________________________________
Från: Staffan Ulfberg [st...@ul...<mailto:st...@ul...>]
Skickat: den 4 juli 2011 11:45
Till: Rikard Dahlberg
Kopia: qui...@li...<mailto:qui...@li...>
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

H,

The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.

Staffan

On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...<mailto:rik...@kt...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi again,

So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
default assume that the opening days are mon-fri?

What about if I would like to have daily sessions 7 days a week(e.g incl.
sat, sun), how would I configure that?



rallykarro wrote:
>
> Hi,
>
>
> I have a question regarding weekly and daily session setup in quickfixj.
> What is the difference in quickfixj of setting up weekly session as below
> or 5 daily sessions one for each day?
>
> StartDay=mon
> EndDay=fri
> StartTime=05:05:00
> EndTime=20:30:00
>
>
>

--
View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://Nabble.com>.


------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[Dominik B. <dom...@gm...>]

Sorry about that. I didn't mean to confuse you.

QuickFIX supports a single daily or a weekly schedule per session.
So, 
for daily sessions
specify start/end time.

For a week long session
specify start day/time and end day/time.

On Monday, July 4, 2011 at 11:57 AM, Rikard Dahlberg wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi,
> 
> >From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:
> 
> >You don't need 5 sessions. Just specify StartTime and EndTime. 
> >This way, the session will be active from MO till FR during the time specified.
> 
>  That is why I got confused about the functionality of StartDay/EndDay functionality when set.
>  What I am looking for is daily sessions mon-fri.
> 
> Från: Staffan Ulfberg [st...@ul... (mailto:st...@ul...)]
> Skickat: den 4 juli 2011 11:45
> Till: Rikard Dahlberg
> Kopia: qui...@li... (mailto:qui...@li...)
> Ämne: Re: [Quickfix-developers] weekly vs. daily sessions
> 
> H,
> 
>  The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.
> 
>  Staffan
> 
> On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt... (mailto:rik...@kt...)> wrote:
> >  QuickFIX Documentation:  http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support:  http://www.quickfixengine.org/services.html
> > 
> > 
> >  Hi again,
> > 
> >  So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
> >  default assume that the opening days are mon-fri?
> > 
> >  What about if I would like to have daily sessions 7 days a week(e.g incl.
> >  sat, sun), how would I configure that?
> > 
> > 
> > 
> >  rallykarro wrote:
> > >
> > > Hi,
> > >
> > >
> > > I have a question regarding weekly and daily session setup in quickfixj.
> > > What is the difference in quickfixj of setting up weekly session as below
> > > or 5 daily sessions one for each day?
> > >
> > > StartDay=mon
> > > EndDay=fri
> > > StartTime=05:05:00
> > > EndTime=20:30:00
> > >
> > >
> > >
> > 
> >  --
> >  View this message in context:  http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
> >  Sent from the QuickFIX - Dev mailing list archive at Nabble.com (http://Nabble.com).
> > 
> > 
> >  ------------------------------------------------------------------------------
> >  All of the data generated in your IT infrastructure is seriously valuable.
> >  Why? It contains a definitive record of application performance, security
> >  threats, fraudulent activity, and more. Splunk takes this data and makes
> >  sense of it. IT sense. And common sense.
> > http://p.sf.net/sfu/splunk-d2d-c2
> >  _______________________________________________
> >  Quickfix-developers mailing list
> > Qui...@li... (mailto:Qui...@li...)
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security 
> threats, fraudulent activity, and more. Splunk takes this data and makes 
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li... (mailto:Qui...@li...)
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[Rikard D. <rik...@kt...>]

Hi,

>From an earlier post in the same thread on the answer if I needed 5 sessions to cover daily sessions mon-fri:

>You don't need 5 sessions. Just specify StartTime and EndTime.
>This way, the session will be active from MO till FR during the time specified.

That is why I got confused about the functionality of StartDay/EndDay functionality when set.
What I am looking for is daily sessions mon-fri.

________________________________
Från: Staffan Ulfberg [st...@ul...]
Skickat: den 4 juli 2011 11:45
Till: Rikard Dahlberg
Kopia: qui...@li...
Ämne: Re: [Quickfix-developers] weekly vs. daily sessions

H,

The session is open during the specified time interval, regardless of the day of week.  Specifying the start/end day is only used to have longer sessions spanning several days. So, just specify the times and the session will be open every day if that is what you want.

Staffan

On Mon, Jul 4, 2011 at 11:12 AM, rallykarro <rik...@kt...<mailto:rik...@kt...>> wrote:
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi again,

So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
default assume that the opening days are mon-fri?

What about if I would like to have daily sessions 7 days a week(e.g incl.
sat, sun), how would I configure that?



rallykarro wrote:
>
> Hi,
>
>
> I have a question regarding weekly and daily session setup in quickfixj.
> What is the difference in quickfixj of setting up weekly session as below
> or 5 daily sessions one for each day?
>
> StartDay=mon
> EndDay=fri
> StartTime=05:05:00
> EndTime=20:30:00
>
>
>

--
View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
All of the data generated in your IT infrastructure is seriously valuable.
Why? It contains a definitive record of application performance, security
threats, fraudulent activity, and more. Splunk takes this data and makes
sense of it. IT sense. And common sense.
http://p.sf.net/sfu/splunk-d2d-c2
_______________________________________________
Quickfix-developers mailing list
Qui...@li...<mailto:Qui...@li...>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[rallykarro <rik...@kt...>]

Hi again,

So by specifying StartTime/EndTime with no startDay/EndDay quickfixj by
default assume that the opening days are mon-fri?

What about if I would like to have daily sessions 7 days a week(e.g incl.
sat, sun), how would I configure that?



rallykarro wrote:
> 
> Hi,
> 
> 
> I have a question regarding weekly and daily session setup in quickfixj.
> What is the difference in quickfixj of setting up weekly session as below
> or 5 daily sessions one for each day?
> 
> StartDay=mon
> EndDay=fri
> StartTime=05:05:00
> EndTime=20:30:00
> 
> 
> 

-- 
View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31987868.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] weekly vs. daily sessions

[Dominik B. <dom...@gm...>]

Yep. I think the sequence number is reset at StartTime.
You don't need 5 sessions. Just specify StartTime and EndTime.

This way, the session will be active from MO till FR during the time specified.


On Sunday, July 3, 2011 at 11:02 PM, rallykarro wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Ok, so the diffrence is that the sequence numbers are reset between the
> sessions. When are the reset of seq. number done, at start of new daily
> session or end of the daily session?
> 
> What is the recommended way to set up daily sessions if sat-sun is non
> trading days?
> Do I need to have 5 sessions running(mon-fri) and keep track of what session
> is active a perticular day in order to for example send trades, maybe using
> SessionQualifier as day count?
> 
> 
> Dominik Brack wrote:
> > 
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > Take a look at this
> > 
> > http://old.nabble.com/Daily-Sequence-Number-Resets--td15950889.html
> > 
> > On Jul 3, 2011, at 10:22 PM, rallykarro <rik...@kt... (mailto:rik...@kt...)> wrote:
> > 
> > > QuickFIX Documentation:
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > > 
> > > 
> > > Hi,
> > > 
> > > 
> > > I have a question regarding weekly and daily session setup in quickfixj.
> > > What is the difference in quickfixj of setting up weekly session as below
> > > or
> > > 5 daily sessions one for each day?
> > > 
> > > StartDay=mon
> > > EndDay=fri
> > > StartTime=05:05:00
> > > EndTime=20:30:00
> > > 
> > > 
> > > --
> > > View this message in context:
> > > http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985309.html
> > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com (http://Nabble.com).
> > > 
> > > 
> > > ------------------------------------------------------------------------------
> > > All of the data generated in your IT infrastructure is seriously
> > > valuable.
> > > Why? It contains a definitive record of application performance, security
> > > threats, fraudulent activity, and more. Splunk takes this data and makes
> > > sense of it. IT sense. And common sense.
> > > http://p.sf.net/sfu/splunk-d2d-c2
> > > _______________________________________________
> > > Quickfix-developers mailing list
> > > Qui...@li... (mailto:Qui...@li...)
> > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> > ------------------------------------------------------------------------------
> > All of the data generated in your IT infrastructure is seriously valuable.
> > Why? It contains a definitive record of application performance, security 
> > threats, fraudulent activity, and more. Splunk takes this data and makes 
> > sense of it. IT sense. And common sense.
> > http://p.sf.net/sfu/splunk-d2d-c2
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li... (mailto:Qui...@li...)
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> -- 
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985501.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com (http://Nabble.com).
> 
> 
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security 
> threats, fraudulent activity, and more. Splunk takes this data and makes 
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li... (mailto:Qui...@li...)
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] weekly vs. daily sessions

[rallykarro <rik...@kt...>]

Ok, so the diffrence is that the sequence numbers are reset between the
sessions. When are the reset of seq. number done, at start of new daily
session or end of the daily session?

What is the recommended way to set up daily sessions if sat-sun is non
trading days?
Do I need to have 5 sessions running(mon-fri) and keep track of what session
is active a perticular day in order to for example send trades, maybe using
SessionQualifier as day count?
 

Dominik Brack wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Take a look at this
> 
> http://old.nabble.com/Daily-Sequence-Number-Resets--td15950889.html
> 
> On Jul 3, 2011, at 10:22 PM, rallykarro <rik...@kt...> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi,
>>
>>
>> I have a question regarding weekly and daily session setup in quickfixj.
>> What is the difference in quickfixj of setting up weekly session as below
>> or
>> 5 daily sessions one for each day?
>>
>> StartDay=mon
>> EndDay=fri
>> StartTime=05:05:00
>> EndTime=20:30:00
>>
>>
>> --
>> View this message in context:
>> http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985309.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> ------------------------------------------------------------------------------
>> All of the data generated in your IT infrastructure is seriously
>> valuable.
>> Why? It contains a definitive record of application performance, security
>> threats, fraudulent activity, and more. Splunk takes this data and makes
>> sense of it. IT sense. And common sense.
>> http://p.sf.net/sfu/splunk-d2d-c2
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security 
> threats, fraudulent activity, and more. Splunk takes this data and makes 
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 

-- 
View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985501.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] weekly vs. daily sessions

[Dominik B. <dom...@gm...>]

Take a look at this

http://old.nabble.com/Daily-Sequence-Number-Resets--td15950889.html

On Jul 3, 2011, at 10:22 PM, rallykarro <rik...@kt...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
>
> I have a question regarding weekly and daily session setup in quickfixj.
> What is the difference in quickfixj of setting up weekly session as below or
> 5 daily sessions one for each day?
>
> StartDay=mon
> EndDay=fri
> StartTime=05:05:00
> EndTime=20:30:00
>
>
> --
> View this message in context: http://old.nabble.com/weekly-vs.-daily-sessions-tp31985309p31985309.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] week session

[Dominik B. <dom...@gm...>]

Looks like your broker/acceptor uses daily sessions rather than weekly
sessions. Remove StartDay and EndDay and things should be fine.

On Jul 3, 2011, at 10:17 PM, rallykarro <rik...@kt...> wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I have quickfix config file like below.
> Everything works fine until the time hits 20:30:00 GMT. I receive a logout
> from the fix applicator
> and was under the impression that nothing will happen until 05:05 next
> morning from an initiator
> perspective. Still it seems that my initiator is sending logon requests
> after 20:30:00 as logfile snippet below states.
> My question is why my initiator tries to logon randomly after EndTime
> specified in its config file?, see below.
>
>
> 8=FIX.4.2 9=62 35=0 34=3332 49=XXX 52=20110630-20:29:21.159 56=YYY 10=057
> 8=FIX.4.2 9=85 35=5 49=YYY 56=XXX 34=2396 369=3331 52=20110630-20:29:28
> 58=Halt requested 10=086
> 8=FIX.4.2 9=62 35=5 34=3333 49=XXX 52=20110630-20:29:31.730 56=YYY 10=059
> 8=FIX.4.2 9=74 35=A 34=3334 49=XXX 52=20110630-20:35:43.162 56=YYY 98=0
> 108=30 10=099
> 8=FIX.4.2 9=74 35=A 34=3335 49=XXX 52=20110630-20:48:55.159 56=YYY 98=0
> 108=30 10=113
> 8=FIX.4.2 9=74 35=A 34=3336 49=XXX 52=20110630-21:01:47.164 56=YYY 98=0
> 108=30 10=101
> 8=FIX.4.2 9=74 35=A 34=3337 49=XXX 52=20110630-21:08:18.160 56=YYY 98=0
> 108=30 10=103
> 8=FIX.4.2 9=74 35=A 34=3338 49=XXX 52=20110630-21:14:49.158 56=YYY 98=0
> 108=30 10=112
> 8=FIX.4.2 9=74 35=A 34=3339 49=XXX 52=20110630-21:21:25.159 56=YYY 98=0
> 108=30 10=106
> 8=FIX.4.2 9=74 35=A 34=3340 49=XXX 52=20110630-21:28:01.160 56=YYY 98=0
> 108=30 10=091
> 8=FIX.4.2 9=74 35=A 34=3341 49=XXX 52=20110630-21:34:27.160 56=YYY 98=0
> 108=30 10=097
> 8=FIX.4.2 9=74 35=A 34=3342 49=XXX 52=20110630-21:47:24.159 56=YYY 98=0
> 108=30 10=107
> 8=FIX.4.2 9=74 35=A 34=3343 49=XXX 52=20110630-22:00:26.161 56=YYY 98=0
> 108=30 10=093
> 8=FIX.4.2 9=74 35=A 34=3344 49=XXX 52=20110630-22:11:03.163 56=YYY 98=0
> 108=30 10=093
> 8=FIX.4.2 9=74 35=A 34=3345 49=XXX 52=20110630-22:17:29.160 56=YYY 98=0
> 108=30 10=105
> 8=FIX.4.2 9=74 35=A 34=3346 49=XXX 52=20110630-22:37:02.163 56=YYY 98=0
> 108=30 10=102
> 8=FIX.4.2 9=74 35=A 34=3347 49=XXX 52=20110630-22:43:28.160 56=YYY 98=0
> 108=30 10=105
> 8=FIX.4.2 9=74 35=A 34=3348 49=XXX 52=20110630-22:49:59.164 56=YYY 98=0
> 108=30 10=120
> 8=FIX.4.2 9=74 35=A 34=3349 49=XXX 52=20110630-22:56:30.162 56=YYY 98=0
> 108=30 10=106
> 8=FIX.4.2 9=74 35=A 34=3350 49=XXX 52=20110630-23:20:14.163 56=YYY 98=0
> 108=30 10=093
> 8=FIX.4.2 9=74 35=A 34=3351 49=XXX 52=20110630-23:26:45.163 56=YYY 98=0
> 108=30 10=104
> 8=FIX.4.2 9=74 35=A 34=3352 49=XXX 52=20110630-23:39:37.162 56=YYY 98=0
> 108=30 10=109
> 8=FIX.4.2 9=74 35=A 34=3353 49=XXX 52=20110630-23:46:03.163 56=YYY 98=0
> 108=30 10=102
> 8=FIX.4.2 9=74 35=A 34=3354 49=XXX 52=20110630-23:52:29.160 56=YYY 98=0
> 108=30 10=105
> 8=FIX.4.2 9=74 35=A 34=3355 49=XXX 52=20110630-23:59:00.159 56=YYY 98=0
> 108=30 10=110
> 8=FIX.4.2 9=74 35=A 34=3356 49=XXX 52=20110701-00:11:02.158 56=YYY 98=0
> 108=30 10=094
> 8=FIX.4.2 9=74 35=A 34=3357 49=XXX 52=20110701-00:17:38.158 56=YYY 98=0
> 108=30 10=110
> etc. until 05.05
>
> [default]
> ConnectionType=initiator
> SocketConnectHost=1.1.1.1
> StartDay=mon
> EndDay=fri
> StartTime=05:05:00
> EndTime=20:30:00
> HeartBtInt=30
> ReconnectInterval=5
> ResetOnLogon=N
> ResetOnLogout=N
> ResetOnDisconnect=N
>
> [session]
> BeginString=FIX.4.2
> SessionQualifier=Ses001
> SocketConnectPort=12345
> SenderCompID=XXX
> TargetCompID=YYY
>
>
>
>
> --
> View this message in context: http://old.nabble.com/week-session-tp31985281p31985281.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] weekly vs. daily sessions

[rallykarro <rik...@kt...>]

Hi,


I have a question regarding weekly and daily session setup in quickfixj.
What is the difference in quickfixj of setting up weekly session as below or
5 daily sessions one for each day?

StartDay=mon
EndDay=fri
StartTime=05:05:00
EndTime=20:30:00


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[Quickfix-developers] week session

[rallykarro <rik...@kt...>]

Hi,

I have quickfix config file like below.
Everything works fine until the time hits 20:30:00 GMT. I receive a logout
from the fix applicator
and was under the impression that nothing will happen until 05:05 next
morning from an initiator 
perspective. Still it seems that my initiator is sending logon requests
after 20:30:00 as logfile snippet below states.
My question is why my initiator tries to logon randomly after EndTime
specified in its config file?, see below.


8=FIX.4.2 9=62 35=0 34=3332 49=XXX 52=20110630-20:29:21.159 56=YYY 10=057 
8=FIX.4.2 9=85 35=5 49=YYY 56=XXX 34=2396 369=3331 52=20110630-20:29:28
58=Halt requested 10=086 
8=FIX.4.2 9=62 35=5 34=3333 49=XXX 52=20110630-20:29:31.730 56=YYY 10=059 
8=FIX.4.2 9=74 35=A 34=3334 49=XXX 52=20110630-20:35:43.162 56=YYY 98=0
108=30 10=099 
8=FIX.4.2 9=74 35=A 34=3335 49=XXX 52=20110630-20:48:55.159 56=YYY 98=0
108=30 10=113 
8=FIX.4.2 9=74 35=A 34=3336 49=XXX 52=20110630-21:01:47.164 56=YYY 98=0
108=30 10=101 
8=FIX.4.2 9=74 35=A 34=3337 49=XXX 52=20110630-21:08:18.160 56=YYY 98=0
108=30 10=103 
8=FIX.4.2 9=74 35=A 34=3338 49=XXX 52=20110630-21:14:49.158 56=YYY 98=0
108=30 10=112 
8=FIX.4.2 9=74 35=A 34=3339 49=XXX 52=20110630-21:21:25.159 56=YYY 98=0
108=30 10=106 
8=FIX.4.2 9=74 35=A 34=3340 49=XXX 52=20110630-21:28:01.160 56=YYY 98=0
108=30 10=091 
8=FIX.4.2 9=74 35=A 34=3341 49=XXX 52=20110630-21:34:27.160 56=YYY 98=0
108=30 10=097 
8=FIX.4.2 9=74 35=A 34=3342 49=XXX 52=20110630-21:47:24.159 56=YYY 98=0
108=30 10=107 
8=FIX.4.2 9=74 35=A 34=3343 49=XXX 52=20110630-22:00:26.161 56=YYY 98=0
108=30 10=093 
8=FIX.4.2 9=74 35=A 34=3344 49=XXX 52=20110630-22:11:03.163 56=YYY 98=0
108=30 10=093 
8=FIX.4.2 9=74 35=A 34=3345 49=XXX 52=20110630-22:17:29.160 56=YYY 98=0
108=30 10=105 
8=FIX.4.2 9=74 35=A 34=3346 49=XXX 52=20110630-22:37:02.163 56=YYY 98=0
108=30 10=102 
8=FIX.4.2 9=74 35=A 34=3347 49=XXX 52=20110630-22:43:28.160 56=YYY 98=0
108=30 10=105 
8=FIX.4.2 9=74 35=A 34=3348 49=XXX 52=20110630-22:49:59.164 56=YYY 98=0
108=30 10=120 
8=FIX.4.2 9=74 35=A 34=3349 49=XXX 52=20110630-22:56:30.162 56=YYY 98=0
108=30 10=106 
8=FIX.4.2 9=74 35=A 34=3350 49=XXX 52=20110630-23:20:14.163 56=YYY 98=0
108=30 10=093 
8=FIX.4.2 9=74 35=A 34=3351 49=XXX 52=20110630-23:26:45.163 56=YYY 98=0
108=30 10=104 
8=FIX.4.2 9=74 35=A 34=3352 49=XXX 52=20110630-23:39:37.162 56=YYY 98=0
108=30 10=109 
8=FIX.4.2 9=74 35=A 34=3353 49=XXX 52=20110630-23:46:03.163 56=YYY 98=0
108=30 10=102 
8=FIX.4.2 9=74 35=A 34=3354 49=XXX 52=20110630-23:52:29.160 56=YYY 98=0
108=30 10=105 
8=FIX.4.2 9=74 35=A 34=3355 49=XXX 52=20110630-23:59:00.159 56=YYY 98=0
108=30 10=110 
8=FIX.4.2 9=74 35=A 34=3356 49=XXX 52=20110701-00:11:02.158 56=YYY 98=0
108=30 10=094 
8=FIX.4.2 9=74 35=A 34=3357 49=XXX 52=20110701-00:17:38.158 56=YYY 98=0
108=30 10=110 
etc. until 05.05

[default]
ConnectionType=initiator
SocketConnectHost=1.1.1.1
StartDay=mon
EndDay=fri
StartTime=05:05:00
EndTime=20:30:00
HeartBtInt=30
ReconnectInterval=5
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

[session]
BeginString=FIX.4.2
SessionQualifier=Ses001
SocketConnectPort=12345
SenderCompID=XXX
TargetCompID=YYY




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Re: [Quickfix-developers] Help: Securities can be specified either by ID or by description

[Mikhail V. <mve...@gm...>]

George,

Check out http://btobits.com/fixopaedia/index.html  ID is CUSIP/SEDOL, etc

Regards,

Mikhail
On Thu, Jun 30, 2011 at 11:28 AM, George <pap...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
> Securities can be specified either by ID (tag 48) or by description (tag
> 55)
> Let's say i would like to buy "EUR/USD".
> If i specify the security by symbol, i will just add 55=EUR/USD
> How can i specify the security by id?
> Could anyone give me an example?
> Not that i am interested about currency...
>
> Thank you.
>
>
>
> ------------------------------------------------------------------------------
> All of the data generated in your IT infrastructure is seriously valuable.
> Why? It contains a definitive record of application performance, security
> threats, fraudulent activity, and more. Splunk takes this data and makes
> sense of it. IT sense. And common sense.
> http://p.sf.net/sfu/splunk-d2d-c2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>