quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] no reconnection with ThreadedSocketInitiator

[Vitor C. <vc...@hi...>]

Hi Yann,
=20
That problem doesn't occur only on Solaris, I'm using windows and I get =
the
same behaviour. I don't know if that's the case but in my installation I
also get the annoying problem, to say the least, that after the end of =
the
session the initiator disconnects and keeps connecting and disconnecting =
all
the way to the start of the next session. Of course the sequence numbers =
get
quite out of sync in the process.
I already had posted the problem a few weeks back but got no pointers as =
to
fix the problem and get the behaviour that previous versions of QF had, =
so I
had to implement a session scheduler that checks for the session times =
and
starts/stops the engines as needed.
I'd would also like to ear the opinion from the more experience guys =
here on
the list about this.
=20
thanks
=20

Vitor Castro | DIS
<mailto:vc...@hi...>

=20

  _____ =20

From: qui...@li...
[mailto:qui...@li...] On Behalf Of =
yann
vermeulen
Sent: segunda-feira, 12 de Janeiro de 2004 17:02
To: qui...@li...
Subject: [Quickfix-developers] no reconnection with =
ThreadedSocketInitiator


Hi all,
=20
I have Quickfix running on Sun Solaris, and I have a problem with
initiators: when the process is started out of the session times, it =
does
not try to connect to the server when the session start time is reached.
=20
I remember using versions of Quickfix knowing no problem with =
reconnections
for initiators, has something changed in the code ? Is there a way to
guarantee the reconnection?
thanks
=20
yann




  _____ =20

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[Quickfix-developers] no reconnection with ThreadedSocketInitiator

[<ia...@ya...>]

Hi all,
 
I have Quickfix running on Sun Solaris, and I have a problem with initiators: when the process is started out of the session times, it does not try to connect to the server when the session start time is reached.
 
I remember using versions of Quickfix knowing no problem with reconnections for initiators, has something changed in the code ? Is there a way to guarantee the reconnection?
thanks
 
yann



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[Quickfix-developers] FileStore issues

[Kenny S. <the...@ya...>]

Hi,
  I've noticed a few potential issues with the FileStore::set method.
Namely, that in the event of a write error, the files may be left in a bad
state leading to corruption.

The the method looks like:
  if ( fseek( m_msgFile, 0, SEEK_END ) ) throw IOException();
  if ( fseek( m_headerFile, 0, SEEK_END ) ) throw IOException();

  int offset = ftell( m_msgFile );
  if ( offset < 0 ) throw IOException();
  int size = msg.size();

  if ( fprintf( m_headerFile, "%d,%d,%d ", msgSeqNum, offset, size ) < 0 )
    throw IOException();
  m_offsets[ msgSeqNum ] = std::make_pair( offset, size );
  fwrite( msg.c_str(), sizeof( char ), msg.size(), m_msgFile );
  if ( ferror( m_msgFile ) ) throw IOException();
  if ( fflush( m_msgFile ) == EOF ) throw IOException();
  if ( fflush( m_headerFile ) == EOF ) throw IOException();
  return true;

So, first off, a file may not be more then 2GB, otherwise the ftell may return
a negative number.  No sweat, I'm not dealing with such large things yet.

  The real problems come in the last part where the actual writing is done.
If the fprintf fails by running out of space and doing a partial write, nothing
is cleaned up.  Since a seek to end of file is always done, any future writes
will also be affected by the superfluous characters.
  Same for the fwrite - no cleanup is done on error, thereby leaving the file
in a un-usable state.  Not only this, but also note that the header info is not
rolled-back in the event of failure to persist the message file - leading to
corrupt state on recovery.

  Having said this, I'm not sure I know the correct fix within the restrictions
of ANSI C.
  If this were a POSIX world, I'd use little guard objects to roll back
(ftruncate) the header and message files in the event of an error.

  Is there any interest in a FileStore-compatible POSIX-only MessageStore?

thanks,
-Kenny

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[Quickfix-developers] simple leak

[Kenny S. <the...@ya...>]

I found a pretty obvious memory leak in the FileStore code:

cvs server: Diffing .
Index: FileStore.cpp
===================================================================
RCS file: /cvsroot/quickfix/quickfix/src/C++/FileStore.cpp,v
retrieving revision 1.3
diff -u -r1.3 FileStore.cpp
--- FileStore.cpp       19 May 2003 00:38:58 -0000      1.3
+++ FileStore.cpp       13 Jan 2004 03:26:44 -0000
@@ -242,7 +242,11 @@
   if ( fseek( m_msgFile, offset.first, SEEK_SET ) ) throw IOException();
   char* buffer = new char[ offset.second + 1 ];
   fread( buffer, sizeof( char ), offset.second, m_msgFile );
-  if ( ferror( m_msgFile ) ) throw IOException();
+  if ( ferror( m_msgFile ) )
+  {
+    delete [] buffer;
+    throw IOException();
+  }
   buffer[ offset.second ] = 0;
   msg = buffer;
   delete [] buffer;

enjoy,
-Kenny

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[Quickfix-developers] Version neutral message cracker?

[John M. <jg...@jg...>]

Forgive me if this should be obvious:

Is there a message cracker that is version neutral?  It seems that this 
would be handy when the message handling is almost the same across 
versions, which is usually the case.

RE: [Quickfix-developers] New file descriptors in acceptor's event loop?

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

This isn't really possible right now.  The closest thing that you can do
is use the new poll() method in place of start (only available in the
development version in CVS currently), and create a second select
statement, but this doesn't help with a timer and will also force your
application into a tight loop which you may not want.

This would be a useful feature that I'm sure people would like to see.
I can imagine it could be done by passing the SocketInitiator a set of
file descriptors and a SocketStrategy class ( currently used internally
for socket event callbacks ).  The timeout on the current select
statement is 1 second, so I would think you could implement a counter if
you want to simulate larger timeouts your application might need.  I
think this would be pretty trivial to implement actually.

--oren

-----Original Message-----
From: Jochen De Lima [mailto:jd...@si...]=20
Sent: Monday, January 12, 2004 1:42 PM
To: qui...@li...
Subject: [Quickfix-developers] New file descriptors in acceptor's event
loop?

I apologize if this post is to the wrong list.

Is there any way to insert a new file descriptor into the acceptor's
event
loop? For example, I'd like to use a different socket, or even a timer,
without having to use threads.

Thanks.

-Jochen




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[Quickfix-developers] New file descriptors in acceptor's event loop?

[Jochen De L. <jd...@si...>]

I apologize if this post is to the wrong list.

Is there any way to insert a new file descriptor into the acceptor's event
loop? For example, I'd like to use a different socket, or even a timer,
without having to use threads.

Thanks.

-Jochen




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RE: [Quickfix-developers] Building QuickFix for Linux

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

First run the bootstrap script, this will generate the configure script.

-----Original Message-----
From: Billy Rutledge [mailto:bru...@ra...]=20
Sent: Friday, January 09, 2004 2:14 PM
To: qui...@li...
Subject: [Quickfix-developers] Building QuickFix for Linux

Hi All,

I just downloaded the 1.6.0 tar file for Linux.  Following the docs, I'm

attempting to build and install QuickFIX.  When I unpack the dist, there

is no 'configure' file in the quickfix/ root directory.  Am I missing=20
something here?

Thanks,
-Billy


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[Quickfix-developers] Building QuickFix for Linux

[Billy R. <bru...@ra...>]

Hi All,

I just downloaded the 1.6.0 tar file for Linux.  Following the docs, I'm 
attempting to build and install QuickFIX.  When I unpack the dist, there 
is no 'configure' file in the quickfix/ root directory.  Am I missing 
something here?

Thanks,
-Billy

Re: [Quickfix-developers] Quickfix throughput

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

I've been asked this alot.  We have done some amount of performance testing in the past, but it is a difficult question to answer in a straightforward manner.  Many commercial engines post numbers but they all run on various platforms or hardware and are run with different persistance methods or no persistance at all.  
 
In any case it isn't really reasonable to say that QF can do X number of messages a second, because so much depends on many factors.  Our results varied from several hundred to a few thousand depending on the hardware.  Our tests were generally run on desktop machines, not server class hardware, and most of these tests were run a year ago.

Optimizing how the FIX applications were coded up also played a factor, for instance reusing the same message and field objects over and over instead of creating new ones everytime gives a tremendous performance boost.  During this testing process we did manage to double the performance of the engine in the general case, so it is definately faster than previous incarnations.  Due to the availability of the sourcecode I also know that firms have produced proprietary versions specially optimized for their needs.
 
I think the best way to answer optimization questions is to actually build a performance runner that is compiled along with QuickFIX that will be run on the intended hardware.  This would be the best way to give a reasonable answer.  Such a thing would be pretty straightforward to put together.
 
There actually is an undocumented performance testing application that gives numbers for how long it takes to run certain operations.  This is done by going into the quickfix/bin directory and typing ./pt -c 5000 ( or just pt -c 5000 on windows ).  Where 5000 is the number of iterations to run.  For instance on my machine I get the folowing results:
 
Converting integers to strings:
    num: 5000, seconds: 0.004, num_per_second: 1.25e+06
Converting strings to integers:
    num: 5000, seconds: 0.001, num_per_second: 5e+06
Converting doubles to strings:
    num: 5000, seconds: 0.013, num_per_second: 384615
Converting strings to doubles:
    num: 5000, seconds: 0.017, num_per_second: 294118
Creating Heartbeat messages:
    num: 5000, seconds: 0.071, num_per_second: 70422.5
Serializing Heartbeat messages to strings:
    num: 5000, seconds: 0.111, num_per_second: 45045
Serializing Heartbeat messages from strings:
    num: 5000, seconds: 0.154, num_per_second: 32467.5
Creating NewOrderSingle messages:
    num: 5000, seconds: 0.243, num_per_second: 20576.1
Serializing NewOrderSingle messages to strings:
    num: 5000, seconds: 0.233, num_per_second: 21459.2
Serializing NewOrderSingle messages from strings:
    num: 5000, seconds: 0.325, num_per_second: 15384.6
Creating QuoteRequest messages:
    num: 5000, seconds: 2.884, num_per_second: 1733.7
Serializing QuoteRequest messages to strings:
    num: 5000, seconds: 0.39, num_per_second: 12820.5
Serializing QuoteRequest messages from strings:
    num: 5000, seconds: 2.486, num_per_second: 2011.26
Reading fields from QuoteRequest message:
    num: 5000, seconds: 0.955, num_per_second: 5235.6
Storing NewOrderSingle messages:
    num: 5000, seconds: 0.066, num_per_second: 75757.6
Validating NewOrderSingle messages with no data dictionary:
    num: 5000, seconds: 0.042, num_per_second: 119048
Validating NewOrderSingle messages with data dictionary:
    num: 5000, seconds: 0.133, num_per_second: 37594
 
This doesn't really give you a picture of the overall performance, but will point out bottlenecks.  For instance if the engine can't create more than 10,000 NewOrderSingle messages on your hardware, you certainly won't exceed that number.  However there are some caveats.  These tests allocate messages on the heap instead of using faster stack allocation, and if you reuse your message and field objects as I stated earlier, that number becomes less relevant.
 

"Van Gelder Eddy (KATO 2)" <edd...@cr...> wrote:
Hi Oren,

are any data available on the performance of the quickfix-engine ?
How many messages can the Quickfix engine send/receive a second ?

regards,

Eddy



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[Quickfix-developers] ruby issues in fedora core 1

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

hi,

after running into some problems with the acceptance tests in fc1,
i tracked the problems to some depreciated syntax in ruby (v 1.8.0 in fc1)...

below are the diff's, i was only able to test in rh8.0 (which worked)...

brian

diff -r src/quickfix/test/Reflector.rb cvsquickfix/quickfix/test/Reflector.rb
66c66
<       elsif (/^[IEie]\d{1},/ === line) then
---
 >       elsif (/^[IEie]\d{1},/ === line) != nil then
162c162
<       exp = Regexp.compile( "<TIME[" + op.chr + "]" + num + ">" )
---
 >       exp = "<TIME[" + op.chr + "]" + num + ">"

diff -r src/quickfix/test/Runner.rb cvsquickfix/quickfix/test/Runner.rb
151c151
<   sleep(0.1)
---
 >   sleep(.1)

[Quickfix-developers] Quickfix throughput

[Van G. E. (K. 2) <edd...@cr...>]

Hi Oren,

are any data available on the performance of the quickfix-engine ?
How many messages can the Quickfix engine send/receive a second ?

regards,

Eddy

RE: [Quickfix-developers] Doesn't recognize Execution Reports

[<Sa...@uc...>]

Thanks, that was it.  Once I put a "onMessage()" for the execution report it
worked fine.

Sam

>
> You are probably using a message cracker and have not implemented
> the callbacks for those messages.  The cracker's default
> implementation for a message is to reject the message saying it
> is unsupported.
>
> --------------------------
> Sent from my BlackBerry Wireless Handheld
>
>
> -----Original Message-----
> From: Sa...@uc... <sa...@uc...>
> To: Quickfix-Developers <qui...@li...>
> Sent: Thu Jan 08 15:15:32 2004
> Subject: [Quickfix-developers] Doesn't recognize Execution Reports
>
> I'm having a very confusing problem.  I'm interfacing with the test system
> at Nasdaq.  I'm (finally) able to log in and create a session.  I can send
> an order, but I get rejected on the Ack and the subsequent Fill.
> The reason
> for the reject is "unsupported message type".  What's up with that?  The
> message is an ExecutionReport, hardly new.  Nasdaq does return some User
> Defined Types, but I have added them to the dictionary.  Just in
> case I ran
> with the "UseDataDictionary=N", but it makes no difference.  Why is it
> rejecting these??  Any help would be appreciated.
>
> Sam
>
>
>
>
> -quickfix send order
> 8=FIX.4.2
9=152
35=D
34=175
49=NAID
50=3DE3
52=20040108-21:05:02
5
> 6=NSDQ
57=
> S
11=2-23
21=1
38=10
40=1
54=1
55=CSCO
59=0
60=20040108-16:05:02
5
> 28=A
9211=
> Y
9212=N
9376=T
10=110

>
> -recv ack from nsdq
> 8=FIX.4.2
9=169
35=8
49=NSDQ
50=S
56=NAID
57=3DE3
34=154
52=200401
> 08-21:01:2
> 5
37=0DG0407000N6
11=2-23
17=01-08-04:160125
20=0
150=0
39=0
55=CS
> CO
54=1
38
> =10
40=1
59=0
151=10
14=0
6=0.00
10=014

>
> -quickfix send reject
> 8=FIX.4.2
9=96
35=j
34=176
49=NAID
52=20040108-21:05:02
56=NSDQ
45
> =154
58=Un
> supported Message Type
372=8
380=3
10=087

>
> -recv fill from nsdq
> 8=FIX.4.2
9=208
35=8
49=NSDQ
50=S
56=NAID
57=3DE3
34=155
52=200401
> 08-21:01:2
> 5
37=0DG0407000N6
11=2-23
17=0013J4
20=0
150=2
39=2
55=CSCO
54=1
3
> 8=10
40=1

> 59=0
32=10
31=86.0
151=0
14=10
6=86.0000
440=0141
382=1
375=RBCM
9
> 730=R
10=1
> 23

>
> -quickfix send reject
> 8=FIX.4.2
9=96
35=j
34=177
49=NAID
52=20040108-21:05:02
56=NSDQ
45
> =155
58=Un
> supported Message Type
372=8
380=3
10=089

>
>
>
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> Perforce is the Fast Software Configuration Management System offering
> advanced branching capabilities and atomic changes on 50+ platforms.
> Free Eval! http://www.perforce.com/perforce/loadprog.html
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

RE: [Quickfix-developers] Doesn't recognize Execution Reports

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

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UQE1MD1TATU2PU5BSUQBNTc9M0RFMwEzND0xNTUBNTI9MjAwNDAxMDgtMjE6MDE6MjxCUj41ATM3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RE: [Quickfix-developers] Doesn't recognize Execution Reports

[<sri...@rh...>]

Hey I experienced this problem with CME Globex, and commented  the
messageValidation line in session.cpp


-----Original Message-----
From: Sa...@uc... [mailto:sa...@uc...]=20
Sent: Thursday, January 08, 2004 3:16 PM
To: Quickfix-Developers
Subject: [Quickfix-developers] Doesn't recognize Execution Reports

I'm having a very confusing problem.  I'm interfacing with the test
system
at Nasdaq.  I'm (finally) able to log in and create a session.  I can
send
an order, but I get rejected on the Ack and the subsequent Fill.  The
reason
for the reject is "unsupported message type".  What's up with that?  The
message is an ExecutionReport, hardly new.  Nasdaq does return some User
Defined Types, but I have added them to the dictionary.  Just in case I
ran
with the "UseDataDictionary=3DN", but it makes no difference.  Why is it
rejecting these??  Any help would be appreciated.

Sam




-quickfix send order
8=3DFIX.4.2=019=3D152=0135=3DD=0134=3D175=0149=3DNAID=0150=3D3DE3=0152=3D=
20040108-21:05:02=0156=3DNSDQ
=0157=3D
S=0111=3D2-23=0121=3D1=0138=3D10=0140=3D1=0154=3D1=0155=3DCSCO=0159=3D0=01=
60=3D20040108-16:05:02=01528=3DA=019
211=3D
Y=019212=3DN=019376=3DT=0110=3D110=01

-recv ack from nsdq
8=3DFIX.4.2=019=3D169=0135=3D8=0149=3DNSDQ=0150=3DS=0156=3DNAID=0157=3D3D=
E3=0134=3D154=0152=3D20040108-21:
01:2
5=0137=3D0DG0407000N6=0111=3D2-23=0117=3D01-08-04:160125=0120=3D0=01150=3D=
0=0139=3D0=0155=3DCSCO=0154=3D
1=0138
=3D10=0140=3D1=0159=3D0=01151=3D10=0114=3D0=016=3D0.00=0110=3D014=01

-quickfix send reject
8=3DFIX.4.2=019=3D96=0135=3Dj=0134=3D176=0149=3DNAID=0152=3D20040108-21:0=
5:02=0156=3DNSDQ=0145=3D154=015
8=3DUn
supported Message Type=01372=3D8=01380=3D3=0110=3D087=01

-recv fill from nsdq
8=3DFIX.4.2=019=3D208=0135=3D8=0149=3DNSDQ=0150=3DS=0156=3DNAID=0157=3D3D=
E3=0134=3D155=0152=3D20040108-21:
01:2
5=0137=3D0DG0407000N6=0111=3D2-23=0117=3D0013J4=0120=3D0=01150=3D2=0139=3D=
2=0155=3DCSCO=0154=3D1=0138=3D10=014
0=3D1=01
59=3D0=0132=3D10=0131=3D86.0=01151=3D0=0114=3D10=016=3D86.0000=01440=3D01=
41=01382=3D1=01375=3DRBCM=019730=3DR=01
10=3D1
23=01

-quickfix send reject
8=3DFIX.4.2=019=3D96=0135=3Dj=0134=3D177=0149=3DNAID=0152=3D20040108-21:0=
5:02=0156=3DNSDQ=0145=3D155=015
8=3DUn
supported Message Type=01372=3D8=01380=3D3=0110=3D089=01



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Re: [Quickfix-developers] Doesn't recognize Execution Reports

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

You are probably using a message cracker and have not implemented the =
callbacks for those messages.  The cracker's default implementation for =
a message is to reject the message saying it is unsupported.

--------------------------
Sent from my BlackBerry Wireless Handheld


-----Original Message-----
From: Sa...@uc... <sa...@uc...>
To: Quickfix-Developers <qui...@li...>
Sent: Thu Jan 08 15:15:32 2004
Subject: [Quickfix-developers] Doesn't recognize Execution Reports

I'm having a very confusing problem.  I'm interfacing with the test =
system
at Nasdaq.  I'm (finally) able to log in and create a session.  I can =
send
an order, but I get rejected on the Ack and the subsequent Fill.  The =
reason
for the reject is "unsupported message type".  What's up with that?  The
message is an ExecutionReport, hardly new.  Nasdaq does return some User
Defined Types, but I have added them to the dictionary.  Just in case I =
ran
with the "UseDataDictionary=3DN", but it makes no difference.  Why is it
rejecting these??  Any help would be appreciated.

Sam




-quickfix send order
8=3DFIX.4.2=019=3D152=0135=3DD=0134=3D175=0149=3DNAID=0150=3D3DE3=0152=3D=
20040108-21:05:02=0156=3DNSDQ=0157=3D
S=0111=3D2-23=0121=3D1=0138=3D10=0140=3D1=0154=3D1=0155=3DCSCO=0159=3D0=01=
60=3D20040108-16:05:02=01528=3DA=019211=3D
Y=019212=3DN=019376=3DT=0110=3D110=01

-recv ack from nsdq
8=3DFIX.4.2=019=3D169=0135=3D8=0149=3DNSDQ=0150=3DS=0156=3DNAID=0157=3D3D=
E3=0134=3D154=0152=3D20040108-21:01:2
5=0137=3D0DG0407000N6=0111=3D2-23=0117=3D01-08-04:160125=0120=3D0=01150=3D=
0=0139=3D0=0155=3DCSCO=0154=3D1=0138
=3D10=0140=3D1=0159=3D0=01151=3D10=0114=3D0=016=3D0.00=0110=3D014=01

-quickfix send reject
8=3DFIX.4.2=019=3D96=0135=3Dj=0134=3D176=0149=3DNAID=0152=3D20040108-21:0=
5:02=0156=3DNSDQ=0145=3D154=0158=3DUn
supported Message Type=01372=3D8=01380=3D3=0110=3D087=01

-recv fill from nsdq
8=3DFIX.4.2=019=3D208=0135=3D8=0149=3DNSDQ=0150=3DS=0156=3DNAID=0157=3D3D=
E3=0134=3D155=0152=3D20040108-21:01:2
5=0137=3D0DG0407000N6=0111=3D2-23=0117=3D0013J4=0120=3D0=01150=3D2=0139=3D=
2=0155=3DCSCO=0154=3D1=0138=3D10=0140=3D1=01
59=3D0=0132=3D10=0131=3D86.0=01151=3D0=0114=3D10=016=3D86.0000=01440=3D01=
41=01382=3D1=01375=3DRBCM=019730=3DR=0110=3D1
23=01

-quickfix send reject
8=3DFIX.4.2=019=3D96=0135=3Dj=0134=3D177=0149=3DNAID=0152=3D20040108-21:0=
5:02=0156=3DNSDQ=0145=3D155=0158=3DUn
supported Message Type=01372=3D8=01380=3D3=0110=3D089=01



-------------------------------------------------------
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Perforce is the Fast Software Configuration Management System offering
advanced branching capabilities and atomic changes on 50+ platforms.
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[Quickfix-developers] Doesn't recognize Execution Reports

[<Sa...@uc...>]

I'm having a very confusing problem.  I'm interfacing with the test system
at Nasdaq.  I'm (finally) able to log in and create a session.  I can send
an order, but I get rejected on the Ack and the subsequent Fill.  The reason
for the reject is "unsupported message type".  What's up with that?  The
message is an ExecutionReport, hardly new.  Nasdaq does return some User
Defined Types, but I have added them to the dictionary.  Just in case I ran
with the "UseDataDictionary=N", but it makes no difference.  Why is it
rejecting these??  Any help would be appreciated.

Sam




-quickfix send order
8=FIX.4.2
9=152
35=D
34=175
49=NAID
50=3DE3
52=20040108-21:05:02
56=NSDQ
57=
S
11=2-23
21=1
38=10
40=1
54=1
55=CSCO
59=0
60=20040108-16:05:02
528=A
9211=
Y
9212=N
9376=T
10=110


-recv ack from nsdq
8=FIX.4.2
9=169
35=8
49=NSDQ
50=S
56=NAID
57=3DE3
34=154
52=20040108-21:01:2
5
37=0DG0407000N6
11=2-23
17=01-08-04:160125
20=0
150=0
39=0
55=CSCO
54=1
38
=10
40=1
59=0
151=10
14=0
6=0.00
10=014


-quickfix send reject
8=FIX.4.2
9=96
35=j
34=176
49=NAID
52=20040108-21:05:02
56=NSDQ
45=154
58=Un
supported Message Type
372=8
380=3
10=087


-recv fill from nsdq
8=FIX.4.2
9=208
35=8
49=NSDQ
50=S
56=NAID
57=3DE3
34=155
52=20040108-21:01:2
5
37=0DG0407000N6
11=2-23
17=0013J4
20=0
150=2
39=2
55=CSCO
54=1
38=10
40=1

59=0
32=10
31=86.0
151=0
14=10
6=86.0000
440=0141
382=1
375=RBCM
9730=R
10=1
23


-quickfix send reject
8=FIX.4.2
9=96
35=j
34=177
49=NAID
52=20040108-21:05:02
56=NSDQ
45=155
58=Un
supported Message Type
372=8
380=3
10=089

[Quickfix-developers] RE: QuickFIX problem under high load

[Jon D. <jd...@li...>]

We have a market data implementation as well that is not in production =
but runs simulated load testing. Under high stress, the service =
disconnects all clients.

We have not implemented the ThreadedSocketAcceptor as of yet(we noticed =
a thread implementation bug in the Windows implementation before they =
were changed).

Our highest load test sends out ~100 market data messages per second =
with 10 clients connected. I'm thinking if there isn't a problem with =
the Quickfix Library, the Windows network socket buffers could be =
drained and would result in all clients getting dropped.

Another problem I saw was once the clients reconnected, the message =
sequence numbers were off resulting in a number of previous messages =
being resent to all clients that reconnected.

Jon Dahl
Liquidity Direct, LLC

RE: [Quickfix-developers] Cannot connect (good port)

[<Sa...@uc...>]

Ok... I'm an idiot.

We have a client Internet proxy called WinGate.

By default it grabs *any* attempt at a socket connection and sends it out to
the bloody Internet.

Thanks,
Sam

> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...]On Behalf Of
> Sa...@uc...
> Sent: Wednesday, January 07, 2004 1:40 PM
> To: Quickfix-Developers
> Subject: RE: [Quickfix-developers] Cannot connect (good port)
>
>
>
> Yes I can telnet to it.
>
> Will the system attempt a log in as soon as I run the [qfinit.start()]
> method?
>
> I will keep trying.
>
> Sam
>
>
> -------------------------------------------
> Are you really really sure the port is good?  All that is happening is a
> connection is being attempted to that address and port using
> standard socket
> calls.  Are you sure the firewall is open?  Can you telnet into the port?
>
> --oren
>
> "Sa...@uc..." <sa...@uc...> wrote:
> ...Thanks Oren, regarding my last question
>
>
> ...I'm trying to connect to a testing site - one that I know works.
>
> ...Here is my bit of code that does the connecting
>
> QuickFix.SessionSettings settings = new SessionSettings(
> "d:\\QuickFix\\cfg\\SupMon.cfg" );
> QFApp app = new QFApp(); // my app implements QuickFix.Application
> FileStoreFactory storefactory = new FileStoreFactory(settings);
> FileLogFactory logFactory = new FileLogFactory("d:\\Net
> Projects\\QuickFix\\FixRouter") ;
> MessageFactory msgFactory = new DefaultMessageFactory() ;
> qfinit = new SocketInitiator( app, storefactory, settings, logFactory,
> msgFactory );
>
> qfinit.start() ;
>
> ...Here is my log file...
>
> 20040107-17:20:23 : Created session
> 20040107-17:20:25 : Connecting to 204.123.7.321 on port 52222
> 20040107-17:21:10 : Connection failed
> 20040107-17:21:30 : Connecting to 204.123.7.321 on port 52222
> 20040107-17:22:15 : Connection failed
> 20040107-17:22:35 : Connecting to 204.123.7.321 on port 52222
> 20040107-17:23:20 : Connection failed
>
> ...I know this port is good. How can I debug this process. The Application
> Event: [onCreate( SessionID sessionID )] is firing, but nothing else. I
> must admit I depend heavily on code samples, and I'm struggling with the
> "tiny bits" provided in the docs.
>
> Thanks,
> Sam
>
>
>
>
> -------------------------------------------------------
> This SF.net email is sponsored by: Perforce Software.
> Perforce is the Fast Software Configuration Management System offering
> advanced branching capabilities and atomic changes on 50+ platforms.
> Free Eval! http://www.perforce.com/perforce/loadprog.html
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
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>
>
>
> -------------------------------------------------------
> This SF.net email is sponsored by: Perforce Software.
> Perforce is the Fast Software Configuration Management System offering
> advanced branching capabilities and atomic changes on 50+ platforms.
> Free Eval! http://www.perforce.com/perforce/loadprog.html
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

RE: [Quickfix-developers] QuickFIX problem under high load

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

Tim,

Are you using the ThreadedSocketAcceptor?

--oren

-----Original Message-----
From: Timothy Yates [mailto:ty...@pa...]=20
Sent: Wednesday, January 07, 2004 12:50 PM
To: 'qui...@li...'
Subject: [Quickfix-developers] QuickFIX problem under high load

We are currently encountering a hard to diagnose problem in a production
FIX
market data server that uses QuickFIX (on Windows NT).

The market data server is generating 30 plus market data incremental
refreshes per second.

We occasionally (actually, once or twice a day) get a spurious error in
which the market data server rejects an input message due to bad CompID
even
when the message is fine.  Any kind of input message could cause this,
including a heartbeat.   It seems that the problem always occurs when an
input message is received while an output message is being generated by
another thread.

Has anyone else come across a similar problem or done any stress tests
that
could rule out QuickFIX as the culprit?
Tim Yates
Lead Developer=20
Patsystems (US) LLC=20
141 West Jackson Boulevard
Chicago 60604, USA=20
Tel +1 (312) 542-1336=20
www.patsystems.com=20


DISCLAIMER: This e-mail is confidential and may also be legally
privileged.
If you are not the intended recipient, use of the information contained
in
this e-mail (including disclosure, copying or distribution) is
prohibited
and may be unlawful.  Please inform the sender and delete the message
immediately from your system.  This e-mail is attributed to the sender
and
may not necessarily reflect the views of the Patsystems Group and no
member
of the Patsystems Group accepts any liability for any action taken in
reliance on the contents of this e-mail (other than where it has a legal
or
regulatory obligation to do so) or for the consequences of any computer
viruses which may have been transmitted by this e-mail. The Patsystems
Group
comprises Patsystems plc and its subsidiary group of companies.


-------------------------------------------------------
This SF.net email is sponsored by: Perforce Software.
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advanced branching capabilities and atomic changes on 50+ platforms.
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[Quickfix-developers] QuickFIX problem under high load

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

We are currently encountering a hard to diagnose problem in a production FIX
market data server that uses QuickFIX (on Windows NT).

The market data server is generating 30 plus market data incremental
refreshes per second.

We occasionally (actually, once or twice a day) get a spurious error in
which the market data server rejects an input message due to bad CompID even
when the message is fine.  Any kind of input message could cause this,
including a heartbeat.   It seems that the problem always occurs when an
input message is received while an output message is being generated by
another thread.

Has anyone else come across a similar problem or done any stress tests that
could rule out QuickFIX as the culprit?
Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 


DISCLAIMER: This e-mail is confidential and may also be legally privileged.
If you are not the intended recipient, use of the information contained in
this e-mail (including disclosure, copying or distribution) is prohibited
and may be unlawful.  Please inform the sender and delete the message
immediately from your system.  This e-mail is attributed to the sender and
may not necessarily reflect the views of the Patsystems Group and no member
of the Patsystems Group accepts any liability for any action taken in
reliance on the contents of this e-mail (other than where it has a legal or
regulatory obligation to do so) or for the consequences of any computer
viruses which may have been transmitted by this e-mail. The Patsystems Group
comprises Patsystems plc and its subsidiary group of companies.

RE: [Quickfix-developers] Cannot connect (good port)

[<Sa...@uc...>]

Yes I can telnet to it.

Will the system attempt a log in as soon as I run the [qfinit.start()]
method?

I will keep trying.

Sam


-------------------------------------------
Are you really really sure the port is good?  All that is happening is a
connection is being attempted to that address and port using standard socket
calls.  Are you sure the firewall is open?  Can you telnet into the port?

--oren

"Sa...@uc..." <sa...@uc...> wrote:
...Thanks Oren, regarding my last question


...I'm trying to connect to a testing site - one that I know works.

...Here is my bit of code that does the connecting

QuickFix.SessionSettings settings = new SessionSettings(
"d:\\QuickFix\\cfg\\SupMon.cfg" );
QFApp app = new QFApp(); // my app implements QuickFix.Application
FileStoreFactory storefactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory("d:\\Net
Projects\\QuickFix\\FixRouter") ;
MessageFactory msgFactory = new DefaultMessageFactory() ;
qfinit = new SocketInitiator( app, storefactory, settings, logFactory,
msgFactory );

qfinit.start() ;

...Here is my log file...

20040107-17:20:23 : Created session
20040107-17:20:25 : Connecting to 204.123.7.321 on port 52222
20040107-17:21:10 : Connection failed
20040107-17:21:30 : Connecting to 204.123.7.321 on port 52222
20040107-17:22:15 : Connection failed
20040107-17:22:35 : Connecting to 204.123.7.321 on port 52222
20040107-17:23:20 : Connection failed

...I know this port is good. How can I debug this process. The Application
Event: [onCreate( SessionID sessionID )] is firing, but nothing else. I
must admit I depend heavily on code samples, and I'm struggling with the
"tiny bits" provided in the docs.

Thanks,
Sam




-------------------------------------------------------
This SF.net email is sponsored by: Perforce Software.
Perforce is the Fast Software Configuration Management System offering
advanced branching capabilities and atomic changes on 50+ platforms.
Free Eval! http://www.perforce.com/perforce/loadprog.html
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers


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Re: [Quickfix-developers] Cannot connect (good port)

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

Are you really really sure the port is good?  All that is happening is a connection is being attempted to that address and port using standard socket calls.  Are you sure the firewall is open?  Can you telnet into the port?

--oren

"Sa...@uc..." <sa...@uc...> wrote:
...Thanks Oren, regarding my last question


...I'm trying to connect to a testing site - one that I know works.

...Here is my bit of code that does the connecting

QuickFix.SessionSettings settings = new SessionSettings(
"d:\\QuickFix\\cfg\\SupMon.cfg" );
QFApp app = new QFApp(); // my app implements QuickFix.Application
FileStoreFactory storefactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory("d:\\Net
Projects\\QuickFix\\FixRouter") ;
MessageFactory msgFactory = new DefaultMessageFactory() ;
qfinit = new SocketInitiator( app, storefactory, settings, logFactory,
msgFactory );

qfinit.start() ;

...Here is my log file...

20040107-17:20:23 : Created session
20040107-17:20:25 : Connecting to 204.123.7.321 on port 52222
20040107-17:21:10 : Connection failed
20040107-17:21:30 : Connecting to 204.123.7.321 on port 52222
20040107-17:22:15 : Connection failed
20040107-17:22:35 : Connecting to 204.123.7.321 on port 52222
20040107-17:23:20 : Connection failed

...I know this port is good. How can I debug this process. The Application
Event: [onCreate( SessionID sessionID )] is firing, but nothing else. I
must admit I depend heavily on code samples, and I'm struggling with the
"tiny bits" provided in the docs.

Thanks,
Sam




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[Quickfix-developers] Cannot connect (good port)

[<Sa...@uc...>]

...Thanks Oren, regarding my last question


...I'm trying to connect to a testing site - one that I know works.

...Here is my bit of code that does the connecting

QuickFix.SessionSettings settings = new SessionSettings(
"d:\\QuickFix\\cfg\\SupMon.cfg" );
QFApp app = new QFApp(); // my app implements QuickFix.Application
FileStoreFactory storefactory = new FileStoreFactory(settings);
FileLogFactory logFactory = new FileLogFactory("d:\\Net
Projects\\QuickFix\\FixRouter") ;
MessageFactory msgFactory = new DefaultMessageFactory() ;
qfinit = new SocketInitiator( app, storefactory,  settings,  logFactory,
msgFactory );

qfinit.start() ;

...Here is my log file...

20040107-17:20:23 : Created session
20040107-17:20:25 : Connecting to 204.123.7.321 on port 52222
20040107-17:21:10 : Connection failed
20040107-17:21:30 : Connecting to 204.123.7.321 on port 52222
20040107-17:22:15 : Connection failed
20040107-17:22:35 : Connecting to 204.123.7.321 on port 52222
20040107-17:23:20 : Connection failed

...I know this port is good.  How can I debug this process.  The Application
Event: [onCreate( SessionID sessionID )] is firing, but nothing else.  I
must admit I depend heavily on code samples, and I'm struggling with the
"tiny bits" provided in the docs.

Thanks,
Sam

Re: [Quickfix-developers] Strange error...

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

Those fields are not members of QuickFix42.NewOrderSingle, they are members of Quickfix42.Header, you should add them as follows:

fixord.set( new QuickFix.getHeader().SenderCompID("SEND"));

"Sa...@uc..." <sa...@uc...> wrote:
Hello all...

I'm attempting to build a NewOrderSingle message beginning with the
following lines...

==========================================================================
QuickFix42.NewOrderSingle fixord = new QuickFix42.NewOrderSingle() ;
fixord.set( new QuickFix.SenderCompID("SEND")); //ERROR
fixord.set( new QuickFix.TargetCompID("TARG")); //ERROR
fixord.set( new QuickFix.SenderSubID("SSID")); //ERROR
fixord.set( new QuickFix.TargetSubID("TSID")); //ERROR
fixord.set( new QuickFix.ClOrdID("10001")) ;
fixord.set( new QuickFix.Symbol("IBM")) ;
fixord.set( new QuickFix.Side(QuickFix.Side.BUY)) ;
fixord.set( new QuickFix.OrderQty(100) ;

==========================================================================

The first 4 lines produce errors :
==============================================
error CS1502: The best overloaded method match for
'QuickFix42.NewOrderSingle.set(QuickFix.ClearingAccount)' has some invalid
arguments
error CS1503: Argument '1': cannot convert from 'QuickFix.Field' to
'QuickFix.ClearingAccount'
=============================================

.. Any idea why it would produce these errors??

.. Am I going about this the right way?

Thanks,
Sam






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Perforce is the Fast Software Configuration Management System offering
advanced branching capabilities and atomic changes on 50+ platforms.
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