quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Test FIX engine

[Casey F. <cas...@ya...>]

On that last e-mail, I meant to say:

"...Any suggestions as to what is wrong? I have
installed
on my machine VC6.0, VC#.net 2002, and VC++.NET 2003
and VB.NET 2003. Do I need VC#.net 2003?

Regards,

Ivan


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RE: [Quickfix-developers] Test FIX engine

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

QuickFix will work with 4.3, some of the examples show 4.3 connections.
I build the lib using
VC .Net 2003.  When you open the projects for the first time (both
quickfix and examples) it needs to
convert them, but after that they compile and run fine.  I do believe
Oren uses VC 6.0 for his development.

Daniel
=20

-----Original Message-----
From: Casey Figueredo [mailto:cas...@ya...]=20
Sent: Wednesday, November 19, 2003 3:00 PM
To: Daniel May
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Test FIX engine

Thanks,

That is what I am going to try. A couple of questions to any one out
there:

1) Will QuickFix work with FIX 4.3?
2) I was able to compile the VC6.0 libraries ok (at least I think so, I
got no errors on the compile, but have not tested them yet.) My question
is, when I try to build the .NET libraries, or even just the sample
programs, I get several messages boxes, each saying something like this:

=3D=3D=3D=3D=3D
Microsoft Development Environment

The application for project
'E:\quickFIX\examples\executor\c++\executor_cpp.vcproj'
in not installed

Make sure the application for the project type .vcproj is installed.
=3D=3D=3D

And yet when I look inside
'E:\quickFIX\examples\executor\c++\, there is an executor_cpp.vcproj
file.=20

Any suggestions as to what is wrong? I have installed on my machine
VC6.0, VC#.net 2003, and VC.net 2002. Do I need 2003?

Regards,

Ivan
--- Daniel May <Dan...@ma...> wrote:
> Try http:://www.openfix.net
>=20
> OpenFIX is a free session-level testing tool.=20
>=20
>=20
> Daniel
>=20
>=20
>=20
>=20
>=20
> --__--__--
>=20
> Message: 3
> Date: Mon, 17 Nov 2003 14:48:54 -0800 (PST)
> From: Casey Figueredo <cas...@ya...>
> To: qui...@li...
> Subject: [Quickfix-developers] Test FIX engine
>=20
> Hi,
>=20
> Is there a test FIX engine (on the Internet) that I could test your=20
> FIX client against?
>=20
> Thanks in advance.
>=20
> Regards,
>=20
> Ivan
>=20
> __________________________________
> Do you Yahoo!?
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>=20
>=20
> --__--__--
>=20
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>=20
>=20
> End of Quickfix-developers Digest
>=20


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Re: [Quickfix-developers] Test FIX engine

[Casey F. <cas...@ya...>]

Thanks,

That is what I am going to try. A couple of questions
to any one out there:

1) Will QuickFix work with FIX 4.3?
2) I was able to compile the VC6.0 libraries ok (at
least I think so, I got no errors on the compile, but
have not tested them yet.) My question is, when I try
to build the .NET libraries, or even just the sample
programs, I get several messages boxes, each saying 
something like this:

=====
Microsoft Development Environment

The application for project
'E:\quickFIX\examples\executor\c++\executor_cpp.vcproj'
in not installed

Make sure the application for the project type .vcproj
is installed.
===

And yet when I look inside
'E:\quickFIX\examples\executor\c++\, there is an
executor_cpp.vcproj file. 

Any suggestions as to what is wrong? I have installed
on my machine VC6.0, VC#.net 2003, and VC.net 2002. Do
I need 2003?

Regards,

Ivan
--- Daniel May <Dan...@ma...> wrote:
> Try http:://www.openfix.net 
> 
> OpenFIX is a free session-level testing tool. 
> 
> 
> Daniel
> 
> 
> 
> 
> 
> --__--__--
> 
> Message: 3
> Date: Mon, 17 Nov 2003 14:48:54 -0800 (PST)
> From: Casey Figueredo <cas...@ya...>
> To: qui...@li...
> Subject: [Quickfix-developers] Test FIX engine
> 
> Hi,
> 
> Is there a test FIX engine (on the Internet) that I
> could test your FIX
> client against?
> 
> Thanks in advance.
> 
> Regards,
> 
> Ivan
> 
> __________________________________
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> 
> 
> --__--__--
> 
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> End of Quickfix-developers Digest
> 


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[Quickfix-developers] RE: QuickFix 4.4 Support For .NET

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

Hi

Any Idea when this will be available ?
I know about the COFF Error (number of sections exceeded blah blah)

Anyone know how I can get past this (other than splitting up the header
files ... ?)

Tx
Bye
Le Roi

[Quickfix-developers] Re: Contributing code

[Howard E. <ho...@ex...>]

Hello J=C3=B6rg,

Thanks for the info.  I should have checked the spec myself.  I can take
a look at changing it accordingly.  The nice thing about this solution
is that it required only minor changes to the lib, and no changes to any
of the interfaces.  I'm not sure, but I think I would need to make more
significant changes to implement it as you suggest.  I think the way to
do it would be to enable the SocketAcceptor in its onConnect method to
check for an existing connection using that session and then drop if one
is found.  If you could point me in the direction of a simpler solution,
I'd be happy to take a look.

Regarding Unit/Acceptance testing, what would you need for that?  (This
is my first time contributing to an open source project.)

As for the ResetSeqNum code, I will send you my version of Session.cpp.

Thanks again,

Howard


On Tue, 2003-11-18 at 10:42,
qui...@li... wrote:

> Message: 2
> Date: Tue, 18 Nov 2003 15:08:48 +0100
> From: Joerg Thoennes <Joe...@ma...>
> Organization: Macdonald Associates
> To:  ho...@ex...
> CC: QuickFIX Questions <qui...@li...>
> Subject: Re: [Quickfix-developers] Contributing code
>=20
> Hi Howard,
>=20
> > Issue #1
> > If a FIX client connects to the QuickFIX acceptor, using a SessionID=20
> > already in use, it fouls the state of the Session object associated w=
ith=20
> > that SessionID resulting in the Second connection being dropped, but =
the=20
> > first connection no longer calling events on the Application class.  =
It=20
> > is also impossible to prevent the second connection from being accept=
ed=20
> > within the Application class override, because the OnLogon event is=20
> > never raised.
> >=20
> > Fix
> > My fix for this solution is to disconnect an existing connection when=
 a=20
> > second connection with a "connected" SessionID comes in.  The first=20
> > connection is disconnected (App gets LogOut event) and the second=20
> > connection is accepted (App gets Logon event).
>=20
> The FIX 4.3 spec says in the chapter "FIX Session-level Testcases and=20
> Expected Behaviour", section "Test Cases" on page 39:
>=20
> b. Logon message received with duplicate identity (e. g. same IP, port,
>     SenderCompID, TargetCompID, etc. as existing connection)
>=20
> 1. Generate an "error" condition in test output.
> 2. Disconnect without sending a message (note sending a Reject or Logou=
t
>     would consume a MsgSeqNum)
>=20
> IMHO, this solution violates the FIX spec. The second connection attemp=
t=20
> should be dropped. Could you implement this?
>=20
> > Modules Affected: (Acceptor.cpp, SocketConnection.cpp)
> > Modules Affected: (Session.cpp)
>=20
> It would be nice to have the complete changed files. Doing diff against=
=20
> the current CVS version is quite easy. Thanks!
>=20
> Cheers, J=C3=B6rg
>=20
> --=20
> Joerg Thoennes
>                                 http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>=20
>=20
>=20
> --__--__--
>=20
> Message: 3
> Subject: RE: [Quickfix-developers] Contributing code
> Date: Tue, 18 Nov 2003 08:24:11 -0600
> From: "James C. Downs" <jc...@co...>
> To: "Joerg Thoennes" <Joe...@ma...>,
> 	<ho...@ex...>
> Cc: "QuickFIX Questions" <qui...@li...>
>=20
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>=20
>=20
> --__--__--
>=20
> Message: 4
> Date: Tue, 18 Nov 2003 15:46:04 +0100
> From: Joerg Thoennes <Joe...@ma...>
> Organization: Macdonald Associates
> To: "James C. Downs" <jc...@co...>
> CC:  ho...@ex...,=20
>  QuickFIX Questions <qui...@li...>
> Subject: Re: [Quickfix-developers] Contributing code
>=20
> James C. Downs wrote:
> > In keeping with the spirit in which QuickFix was developed, IMHO,I fe=
el=20
> > that (where appropriate) code contributions should be accompanied wit=
h=20
> > unit and/or acceptance tests.
>=20
> Thanks, Jim. I really forgot to mention that. Actually, we should only=20
> need unit tests. The acceptence test of QuickFIX have been taken from=20
> the specs "FIX Session-level test cases and expected behaviour". Maybe=20
> for the ResetSeqNum feature there is no such test since QuickFIX did no=
t=20
> implement it so far.
>=20
> Howard, if you send me the files I will start integrating them into the=
=20
> current CVS.
>=20
> Cheers, J=C3=83=C2=B6rg

Re: [Quickfix-developers] Log and Message Store

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

Verma,
 
This store is a persistant storage device that keeps track of everything required to recover the state of the fix engine.  It only stores what is absolutely necessary.  For instance, only outgoing messages are stored because they are the only ones required to recover a session.  The state is kept only for the duration of a session and is reset at the start of a new session.
 
The log is an actual record of everything that occurs complete with timestamps.  The incoming and outgoing logs show messages being transmitted back and forth, and the event log displays any unusual events that occur with descriptive text.  The logs build up over time and are a record of all occurances that is never reset but appended to.
 
The store is required for a session to exist, while the log is optional.

"Verma, Sanjay" <SV...@Cr...> wrote:

Why does QF store messages in a "Log" and a "MessageStore" ? I am trying to write a class that uses Sybase for storing messages and would like to understand the rationale behind using log and store rather than a single store of messages with the necessary funcationality.

Thanks. 
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Re: [Quickfix-developers] Are SettingUp Project instructions ( Windows C++ ) complete?

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

Yes, this is correct.

Kalidas Y <kal...@be...> wrote:Hi
 
Pre:
 In the following link: http://quickfix.thoughtworks.com/quickfix/doc/html/project.html
 
 Instructions for setting up new project are given there for Windows ( C++ ).
 
Problem:
 
 Do the following directories need to be set in "Tools->Options" of MSDev ?
 
Tools | Options | Directories |
  Add path for "D:\Adapters\FIX\QuickFIX\quickfix-1.6.0\include"
                and "D:\Adapters\FIX\QuickFIX\quickfix-1.6.0\lib"
 
Please clarify in this regard.
 
Thanks and Regards
 
Y Kalidas
 



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Re: [Quickfix-developers] Missing FieldMap.get/set/removeField in .NET ?

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

Anton,
 
I've added wrappers for these methods into the .NET library in source control.  Let me know how it goes.

Anton_Varnäs <va...@kt...> wrote:
Oren,

Has this issue been altered?

Best Regards,
Anton Varnäs

----- Original Message ----- 
From: "Anton Varnäs" 
Sent: Thursday, October 23, 2003 10:07 AM


Oren,

I am using release 1.6.0 for the moment, but could use any release if the features where available in another. ( I have need for at least fix 4.3, though)

Best Regards,
Anton


----- Original Message ----- 
From: "Miller, Oren" 
Sent: Wednesday, October 22, 2003 7:15 PM


Can you specify which version of QF you are using?

-----Original Message-----
From: Anton Varnäs [mailto:ant...@sm...] 
Sent: Wednesday, October 22, 2003 7:14 AM

Hello,

I would like to use the following members in Message/Group (FieldMap) with the .NET dll. (with C#)

void FieldMap::setField (int field, const std::string value) 

std::string FieldMap::getField (int field) const throw ( FieldNotFound& ) 

void removeField (int field) 

bool hasGroup (int field) const 

int groupCount (int field) const 


I cannot find them with the XML completion and my code does not compile. How can I use these members?

Best Regards,
Anton Varnäs


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Re: [Quickfix-developers] Contributing code

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

James C. Downs wrote:
> In keeping with the spirit in which QuickFix was developed, IMHO,I feel 
> that (where appropriate) code contributions should be accompanied with 
> unit and/or acceptance tests.

Thanks, Jim. I really forgot to mention that. Actually, we should only 
need unit tests. The acceptence test of QuickFIX have been taken from 
the specs "FIX Session-level test cases and expected behaviour". Maybe 
for the ResetSeqNum feature there is no such test since QuickFIX did not 
implement it so far.

Howard, if you send me the files I will start integrating them into the 
current CVS.

Cheers, Jörg

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

RE: [Quickfix-developers] Contributing code

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

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L0hUTUw+

Re: [Quickfix-developers] Contributing code

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

Hi Howard,

> Issue #1
> If a FIX client connects to the QuickFIX acceptor, using a SessionID 
> already in use, it fouls the state of the Session object associated with 
> that SessionID resulting in the Second connection being dropped, but the 
> first connection no longer calling events on the Application class.  It 
> is also impossible to prevent the second connection from being accepted 
> within the Application class override, because the OnLogon event is 
> never raised.
> 
> Fix
> My fix for this solution is to disconnect an existing connection when a 
> second connection with a "connected" SessionID comes in.  The first 
> connection is disconnected (App gets LogOut event) and the second 
> connection is accepted (App gets Logon event).

The FIX 4.3 spec says in the chapter "FIX Session-level Testcases and 
Expected Behaviour", section "Test Cases" on page 39:

b. Logon message received with duplicate identity (e. g. same IP, port,
    SenderCompID, TargetCompID, etc. as existing connection)

1. Generate an "error" condition in test output.
2. Disconnect without sending a message (note sending a Reject or Logout
    would consume a MsgSeqNum)

IMHO, this solution violates the FIX spec. The second connection attempt 
should be dropped. Could you implement this?

> Modules Affected: (Acceptor.cpp, SocketConnection.cpp)
> Modules Affected: (Session.cpp)

It would be nice to have the complete changed files. Doing diff against 
the current CVS version is quite easy. Thanks!

Cheers, Jörg

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

Re: [Quickfix-developers] Contributing code

[Howard E. <ho...@ex...>]

I have made minor modifications to the qf lib to fix the following two
issues.  These changes have been tested and running on our servers
without problems.  I hope they can be added for future release.

thanks,

Howard

Issues:

1.) A second socket connection (to acceptor) made using a SessionID
already in uses causes the library to behave erratically.
2.) FIX Field 141 (ResetSeqNumFlag) on the Logon Message is ignored.


Issue #1
If a FIX client connects to the QuickFIX acceptor, using a SessionID
already in use, it fouls the state of the Session object associated with
that SessionID resulting in the Second connection being dropped, but the
first connection no longer calling events on the Application class.  It
is also impossible to prevent the second connection from being accepted
within the Application class override, because the OnLogon event is
never raised. 

Fix
My fix for this solution is to disconnect an existing connection when a
second connection with a "connected" SessionID comes in.  The first
connection is disconnected (App gets LogOut event) and the second
connection is accepted (App gets Logon event).

Modules Affected: (Acceptor.cpp, SocketConnection.cpp)

Acceptor.cpp
======================================
Method:  Acceptor::getSession, at line 149
Adding the disconnect line will cause any existing session using that 
SessionID
to be LoggedOff and the socket connection to be closed.  If there is no 
connection currently using that SessionID the call is harmless.

Change 
---------------
    Sessions::iterator i = m_sessions.find( sessionID );
    if ( i != m_sessions.end() )
    {
      i->second->setResponder( &responder );
      return i->second;
    }

To
---------------
    Sessions::iterator i = m_sessions.find( sessionID );
    if ( i != m_sessions.end() )
    {
      // ADD THE NEXT LINE
      i->second->disconnect();
      i->second->setResponder( &responder );
      return i->second;
    }

SocketConnection.cpp
======================================
Method:  SocketConnection::disconnect
This clearing the Session ptr of a SocketConnection prevents
the Session disconnect method from being called twice (called
the first time in the Acceptor::getSession method) when the
SocketMonitor drop is processed.

Change 
---------------
void SocketConnection::disconnect()
{ QF_STACK_PUSH(SocketConnection::disconnect)

  if ( m_pMonitor )
    m_pMonitor->drop( m_socket );

  QF_STACK_POP
}

To
---------------
void SocketConnection::disconnect()
{ QF_STACK_PUSH(SocketConnection::disconnect)
 // ADD THE NEXT LINE
  m_pSession = 0;
  if ( m_pMonitor )
    m_pMonitor->drop( m_socket );

  QF_STACK_POP
}

Issue #2
The ResetSeqNumFlag tag is ignored when Sessions logon to quickfix
server.

Fix
Add code to the Session::nextLogon and the Session::generateLogon
methods
to handle the request.

I list the diffs, followed by the full modified methods
Modules Affected: (Session.cpp)

Session.cpp
======================================
Method: Session::nextLogon

Remove
------------
<   bool verified = verify( logon, false, true );
Add
------------
>   ResetSeqNumFlag resetSeqNumFlag(false);
>   logon.getField(resetSeqNumFlag);
> 
>   bool verified = verify( logon, false, (false ==
resetSeqNumFlag.getValue()) );
213a217,224
>   if (resetSeqNumFlag.getValue() == true)
>   {
>       m_state.onEvent( "Received Logon with SequenceReset FROM: "
>                                               +
IntConvertor::convert(getExpectedTargetNum()) + 
>                                               " TO: 1" );
>       m_state.store()->reset();
>   }
> 

Method: Session::generateLogon
Add
------------
544a556,563
> 
>   if (aLogon.isSetField(FIELD::ResetSeqNumFlag))
>   {
>     ResetSeqNumFlag resetSeqNumFlag(false);
>       aLogon.getField(resetSeqNumFlag);
>     logon.setField(resetSeqNumFlag);
>   }
> 



void Session::nextLogon( const Message& logon )
{ QF_STACK_PUSH(Session::nextLogon)

  if ( m_state.shouldSendLogon() )
  {
    m_state.onEvent( "Received logon response before sending request" );
    disconnect();
    return ;
  }

  SenderCompID senderCompID;
  TargetCompID targetCompID;
  logon.getHeader().getField( senderCompID );
  logon.getHeader().getField( targetCompID );

  ResetSeqNumFlag resetSeqNumFlag(false);
  logon.getField(resetSeqNumFlag);

  bool verified = verify( logon, false, (false ==
resetSeqNumFlag.getValue()) );
  if ( isCorrectCompID( senderCompID, targetCompID ) )
    m_state.receivedLogon( true );
  if ( !verified ) return ;

  if ( !m_state.initiate() )
  {
    logon.getField( m_state.heartBtInt() );
    m_state.onEvent( "Received logon request" );
    generateLogon( logon );
    m_state.onEvent( "Responding to logon request" );
  }
  else
    m_state.onEvent( "Received logon response" );

  if (resetSeqNumFlag.getValue() == true)
  {
    m_state.onEvent( "Received Logon with SequenceReset FROM: "
                        + IntConvertor::convert(getExpectedTargetNum())
+
                        " TO: 1" );
    m_state.store()->reset();
  }

  MsgSeqNum msgSeqNum;
  logon.getHeader().getField( msgSeqNum );
  if ( isTargetTooHigh( msgSeqNum ) )
  {
    doTargetTooHigh( logon );
  }
  else
  {
    m_state.incrNextTargetMsgSeqNum();
    nextQueued();
  }

  if ( isLoggedOn() )
    m_application.onLogon( m_sessionID );

  QF_STACK_POP
}



void Session::generateLogon( const Message& aLogon )
{ QF_STACK_PUSH(Session::generateLogon)

  Message logon;
  EncryptMethod encryptMethod;
  HeartBtInt heartBtInt;
  logon.setField( EncryptMethod( 0 ) );
  aLogon.getField( heartBtInt );
  logon.getHeader().setField( MsgType( "A" ) );
  logon.setField( heartBtInt );

  if (aLogon.isSetField(FIELD::ResetSeqNumFlag))
  {
    ResetSeqNumFlag resetSeqNumFlag(false);
    aLogon.getField(resetSeqNumFlag);
    logon.setField(resetSeqNumFlag);
  }

  fill( logon.getHeader() );
  sendRaw( logon );
  m_state.sentLogon( true );

  QF_STACK_POP
}


On Mon, 2003-11-17 at 23:24,
qui...@li... wrote:


> 
> --__--__--
> 
> Message: 2
> Subject: Re: [Quickfix-developers] Contributing code
> Date: Mon, 17 Nov 2003 12:02:23 -0600
> From: "Miller, Oren" <OM...@ri...>
> To: <ho...@ex...>,
> 	<qui...@li...>
> 
> Post them to this list.
> 
> --------------------------
> Sent from my BlackBerry Wireless Handheld
> 
> 
> -----Original Message-----
> From: Howard Engelhart <ho...@ex...>
> To: QuickFIX Questions <qui...@li...>
> Sent: Mon Nov 17 11:43:03 2003
> Subject: [Quickfix-developers] Contributing code
> 
> I have made a couple of minor changes to the QuickFIX lib that I would =
> like to submit for review for possible inclusion into the next version =
> of QuickFIX.  Is that possible?  If so how should I proceed?
> 
> Thanks,
> 
> Howard
> ho...@ex...
> 

[Quickfix-developers] Test FIX engine

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

Try http:://www.openfix.net=20

OpenFIX is a free session-level testing tool.=20


Daniel





--__--__--

Message: 3
Date: Mon, 17 Nov 2003 14:48:54 -0800 (PST)
From: Casey Figueredo <cas...@ya...>
To: qui...@li...
Subject: [Quickfix-developers] Test FIX engine

Hi,

Is there a test FIX engine (on the Internet) that I could test your FIX
client against?

Thanks in advance.

Regards,

Ivan

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[Quickfix-developers] Test FIX engine

[Casey F. <cas...@ya...>]

Hi,

Is there a test FIX engine (on the Internet) that I
could test your FIX client against?

Thanks in advance.

Regards,

Ivan

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Re: [Quickfix-developers] Contributing code

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

Post them to this list.

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


-----Original Message-----
From: Howard Engelhart <ho...@ex...>
To: QuickFIX Questions <qui...@li...>
Sent: Mon Nov 17 11:43:03 2003
Subject: [Quickfix-developers] Contributing code

I have made a couple of minor changes to the QuickFIX lib that I would =
like to submit for review for possible inclusion into the next version =
of QuickFIX.  Is that possible?  If so how should I proceed?

Thanks,

Howard
ho...@ex...

[Quickfix-developers] Contributing code

[Howard E. <ho...@ex...>]

I have made a couple of minor changes to the QuickFIX lib that I would
like to submit for review for possible inclusion into the next version
of QuickFIX.  Is that possible?  If so how should I proceed?

Thanks,

Howard
ho...@ex...

[Quickfix-developers] Are SettingUp Project instructions ( Windows C++ ) complete?

[Kalidas Y <kal...@be...>]

Log and Message StoreHi

Pre:
 In the following link: =
http://quickfix.thoughtworks.com/quickfix/doc/html/project.html

 Instructions for setting up new project are given there for Windows ( =
C++ ).

Problem:

 Do the following directories need to be set in "Tools->Options" of =
MSDev ?

Tools | Options | Directories |
  Add path for "D:\Adapters\FIX\QuickFIX\quickfix-1.6.0\include"
                and "D:\Adapters\FIX\QuickFIX\quickfix-1.6.0\lib"

Please clarify in this regard.

Thanks and Regards

Y Kalidas

[Quickfix-developers] RE: Quickfix-developers digest, Vol 1 #368 - 1 msg

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

Sanjay,
	The log is optional, and is provided only for your convenience.
The store is required and there
is the option to use MySQL instead of the native file system.

You can define your own LogFactory and dictate how and what gets logged,
or not use a log at all.  For example,
assume you are creating an acceptor (look in executor.cpp as an
example).

You could either use the provided FIX::ScreenLogFactory(true,true,true),
which would log all in messages, out messages, and events to the stdout.
Or you could disable in and out messages and only log events with the
call
FIX::ScreenLogFactory(false,false,true).  The Acceptor class has a
constructor that allows you to skip logging
all together by not specifying a log factory, for example:

    FIX::SessionSettings settings( file );

    Application application;
    FIX::FileStoreFactory factory( settings );
    FIX::SocketAcceptor acceptor( application, factory, settings);

The log and the store are independent of each other, look at
MySQLStore.cpp/h, FileStore.cpp/h, and
MessageStore.cpp/h to get a starting point for implementing your own
store.


Daniel





-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
qui...@li...
Sent: Friday, November 14, 2003 11:24 PM
To: qui...@li...
Subject: Quickfix-developers digest, Vol 1 #368 - 1 msg

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When replying, please edit your Subject line so it is more specific than
"Re: Contents of Quickfix-developers digest..."


Today's Topics:

   1. Log and Message Store (Verma, Sanjay)

--__--__--

Message: 1
From: "Verma, Sanjay" <SV...@Cr...>
To: "'qui...@li...'"
	 <qui...@li...>
Date: Fri, 14 Nov 2003 17:09:29 -0500
Subject: [Quickfix-developers] Log and Message Store

This message is in MIME format. Since your mail reader does not
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Why does QF store messages in a "Log" and a "MessageStore" ? I am trying
to write a class that uses Sybase for storing messages and would like to
understand the rationale behind using log and store rather than a single
store of messages with the necessary funcationality.

Thanks.
DISCLAIMER
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<P><FONT SIZE=3D3D2 FACE=3D3D"Arial">Why does QF store messages in a =3D
&quot;Log&quot; and a &quot;MessageStore&quot; ? I am trying to write a
=3D class that uses Sybase for storing messages and would like to =3D
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[Quickfix-developers] Log and Message Store

[Verma, S. <SV...@Cr...>]

Why does QF store messages in a "Log" and a "MessageStore" ? I am trying to
write a class that uses Sybase for storing messages and would like to
understand the rationale behind using log and store rather than a single
store of messages with the necessary funcationality.

Thanks.
DISCLAIMER
e-mail, and any attachments thereto, is intended only for use by the
addressee(s) named herein and may contain legally privileged and/or
confidential information. If you are not the intended recipient of this
e-mail, you are hereby notified that any dissemination, distribution or
copying of this e-mail, and any attachments thereto, is strictly prohibited.
If you have received this e-mail in error, please immediately notify me and
permanently delete the original and any copy of any e-mail and any printout
thereof.

E-mail transmission cannot be guaranteed to be secure or error-free. The
sender therefore does not accept liability for any errors or omissions in
the contents of this message which arise as a result of e-mail transmission.
REGARDING PRIVACY AND CONFIDENTIALITY
Crown Financial Group may, at its discretion, monitor and review the content
of all e-mail communications.

[Quickfix-developers] session.cpp

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

 In SessionState.H foolowing definition

  bool withinHeartBeat() const
  {
    UtcTimeStamp now;
    return ( ( now - lastSentTime() ) < heartBtInt() ) &&
           ( ( now - lastReceivedTime() ) < heartBtInt() );
  }



does this need to be=20

return ( ( now - lastSentTime() ) < heartBtInt() ) ||              =20
           ( ( now - lastReceivedTime() ) < heartBtInt() );

Please note || in place of &&



Srinivas

[Quickfix-developers] 'Supposed' QF Behaviour

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

Hello to all,
 
I've been using QF for some time now, at the moment I'm using QF 1.6.0,
but recently I've come across a behaviour from QF that I wasn't
expecting and I can't understand how I've never found it before:
I'm developing an Initiator application (more specifically a Windows
service Initiator, using ThreadedSocketInitiator) that I wanted to start
automatically on boot time and have QF start the session/s whenever the
start time for the session/s came. And I thought that QF did this. But
to my surprise I found that if I started the initiator before the
session/s start time, that/those session/s would never start.
Furthermore, I found that after the session/s end time the initiator
would disconnect from the other side, but remained trying to connect
every ReconnectInterval.
Because of this I have to make sure of two things: first I must start
the initiator after all the sessions StartTime has passed and second if
I don't want the Eventlog to became full of failed connection attempts I
must stop the initiator after the EndTime of all the sessions has
passed.
Although this isn't quite easy to accomplish I feel I'm missing
something here.
 
Can anyone clarify these issues? Is this the expected behaviour of this
version of QF? Did any of these changed from the previous versions?
 
Thanks in advance
 
 

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

 

[Quickfix-developers] binaries, compiler

[Alex <ax...@m-...>]

I am wondering if there are prebuilt quickfix binaries for windowsNT. Or
if there
is a windows compiler I can download that can build quickfix. I looked on
the microsoft site but can't find any.

Thanks,
Alex

Re: [Quickfix-developers] Incorrect_handling_of_Prices_<_1€?

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

I checked in a new version of FieldConvertors.h and
FieldConvertorsTestCase.h that will take care of this
problem.

--- Vitor Castro <vc...@hi...> wrote:
> Hello to all,
>  
> Has anyone encountered prolems with execution
> reports where the
> counterparty sent prices < 1ˆ, formated like 000.60?
> In my case I'm
> using QF 1.6.0 and FIX 4.1 specs, and the engine
> handles the leading 0's
> well when the price is above 1ˆ, but when I'm sent a
> LastPx=000.60 QF
> rejects the message saying 'Incorrect Tag format'.
> I've searched the FIX
> specifications for version 4.1 and nothing is said
> about leading 0's,
> but in the latest FIX specs leading 0's are OK to
> use.
>  
> Any comments?
>  
>  
>  
>  
> 
> Vitor Castro | DIS
> <mailto:vc...@hi...>
> 
>  
> 


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[Quickfix-developers] =?windows-1251?Q?Incorrect_handling_of_Prices_=3C_1=80=3F?=

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

Hello to all,
=20
Has anyone encountered prolems with execution reports where the
counterparty sent prices < 1=88, formated like 000.60? In my case I'm
using QF 1.6.0 and FIX 4.1 specs, and the engine handles the leading 0's
well when the price is above 1=88, but when I'm sent a LastPx=3D000.60 =
QF
rejects the message saying 'Incorrect Tag format'. I've searched the FIX
specifications for version 4.1 and nothing is said about leading 0's,
but in the latest FIX specs leading 0's are OK to use.
=20
Any comments?
=20
=20
=20
=20

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

=20

[Quickfix-developers] =?iso-8859-1?Q?R=E9f=2E_=3A_Re=3A_[Quickfix-developers]_Sequence_numbers?= not incrementing

[<ili...@bn...>]

You rule Oren! The quotes in the text message where messing with our DB
requests. Everything works now.

Many thanks,
Ilyas




Internet
ore...@ya... - 07/11/2003 18:55

Pour : Ilias USAL, quickfix-developers

cc :


Objet :     Re: [Quickfix-developers] Sequence numbers not incrementing


Is there a carraige return in your text field?  I
wonder if it may be having a problem with that.

--- ili...@bn... wrote:
> Hello,
>
> I'm experiencing a very serious problem with the
> last realease of QuickFix. When I send out an
> EXECUTION REPORT with OrderStatus 'REJECTED'
> or an ORDER CANCEL REJECT, the sendToTarget fails,
> and the next message has the exact same sequence
> number, which causes the connection
> to end.
>
> I'm sending the message using
>      if
>
(FIX::Session::sendToTarget(*pc_FixMessage,sessionID))
>       {
>       gc_Program.Log().info("Send msg fix...OK");
>       }
>     else
>       {
>       gc_Program.Log().info("Send msg fix...KO");
>       }
>
> Here's an excerpt of my log file:
>
>       Send application message :
>
>
8=FIX.4.29=31235=834=30749=***52=20031107-15:27:4956=***128=***1=***
>
>
6=0.00000011=030311070000007R14=015=GBp17=20031107152742092320=022=231=0.00000032=0

>
>
37=2368438=20039=840=148=092528854=255=GB000925288258=Counterparty
> is unknown
>
> 59=075=20031107109=100259120=GBp150=8151=20010=188
>       Send msg fix...KO
>       Send HeartBeat SeqNum: 307
>
>
8=FIX.4.29=5435=034=30749=BPEFRTSTEST52=20031107-15:28:4956=TS10=118
>
> The crazy thing is that the message is received at
> the other end of the line.
>
> Did anyone experience the same problem, or better
> yet, does anyone has a solution?
>
> Many thanks,
> Ilyas USAL
>
>
>
>
> This message and any attachments (the "message") is
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ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'internet ne permettant pas 
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