quickfix-developers — QuickFIX developers forum

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

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

Take a look at FIX 4.4 for that

Regards,

Mikhail

On Thu, Jun 30, 2011 at 8:15 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] OrderCancelReject .net quickfix4.2 Never got a response

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

George,

Just for some sanity checks did you verify that QuickFIX did not reject the
message as malformed?

Regards,

Mikhail

On Thu, Jun 30, 2011 at 7:17 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 received one OrderCancelReject. I am sure for this as i see it in the log
> file
> The problem is that, the method fromApp(...) is never called.
> I am using quickfix4.2 with .net.
> I have seen other posts reporting the same issue. Is there any bug?
>
>
>
>
>
> ------------------------------------------------------------------------------
> 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] Help: Securities can be specified either by ID or by description

[George <pap...@gm...>]

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.

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

[George <pap...@gm...>]

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.

[Quickfix-developers] OrderCancelReject .net quickfix4.2 Never got a response

[George <pap...@gm...>]

Hi,
I received one OrderCancelReject. I am sure for this as i see it in the log file
The problem is that, the method fromApp(...) is never called.
I am using quickfix4.2 with .net.
I have seen other posts reporting the same issue. Is there any bug?

[Quickfix-developers] (no subject)

[Marco N. <sg...@ya...>]

http://www.leentjeshuidverzorging.nl/modules/Search/site.html

Re: [Quickfix-developers] Getting an acceptor to accept multiple clients

[Hayyan R. <hay...@ho...>]

Thanks Kenny this would definitely help me out.. :)

From: ks...@co...
Date: Mon, 20 Jun 2011 08:50:46 -0500
Subject: Re: [Quickfix-developers] Getting an acceptor to accept multiple clients
To: hay...@ho...
CC: qui...@li...

You can have multiple sessions in your config file, but you must know them in advance.

[DEFAULT]


ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
FileLogPath=log
FileStorePath=c:\fixfiles
BeginString=FIX.4.2
SenderCompID=EXECUTOR
DataDictionary=c:\fixfiles\FIX42.xml


[SESSION]
TargetCompID=CLIENT1





[SESSION]
TargetCompID=CLIENT2




[SESSION]
TargetCompID=CLIENT3








--
Kenny Stone
Connamara Systems, LLC



On Mon, Jun 20, 2011 at 7:15 AM, Hayyan Rafiq <hay...@ho...> wrote:


QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html

QuickFIX Support: http://www.quickfixengine.org/services.html









Hi I jsut wrote an acceptor in c++ using quick fix and a C# initiator connects to the acceptor and places an order. Thats all well and good. However i have a problem. the acceptor depends on a config file such as the one below



[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
FileLogPath=log
FileStorePath=c:\fixfiles
[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR


TargetCompID=CLIENT1
DataDictionary=c:\fixfiles\FIX42.xml

the acceptor has to know the name of the initiator in advance before it makes a connection. IS there any way by which we can add multiple clients in this file currently the above file expects Client1 to connect since it has "TargetCompID=CLIENT1"  how can i make my acceptor accept connections from CLIENT2 and CLIENT 3??  


 		 	   		  

------------------------------------------------------------------------------

EditLive Enterprise is the world's most technically advanced content

authoring tool. Experience the power of Track Changes, Inline Image

Editing and ensure content is compliant with Accessibility Checking.

http://p.sf.net/sfu/ephox-dev2dev
_______________________________________________

Quickfix-developers mailing list

Qui...@li...

https://lists.sourceforge.net/lists/listinfo/quickfix-developers

 		 	   		  

Re: [Quickfix-developers] Getting an acceptor to accept multiple clients

[Kenny S. <ks...@co...>]

You can have multiple sessions in your config file, but you must know them
in advance.


[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
FileLogPath=log
FileStorePath=c:\fixfiles
BeginString=FIX.4.2
SenderCompID=EXECUTOR
DataDictionary=c:\fixfiles\FIX42.xml

[SESSION]
TargetCompID=CLIENT1

[SESSION]
TargetCompID=CLIENT2

[SESSION]
TargetCompID=CLIENT3


--
Kenny Stone
Connamara Systems, LLC


On Mon, Jun 20, 2011 at 7:15 AM, Hayyan Rafiq <hay...@ho...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi I jsut wrote an acceptor in c++ using quick fix and a C# initiator
> connects to the acceptor and places an order. Thats all well and good.
> However i have a problem. the acceptor depends on a config file such as the
> one below
>
> [DEFAULT]
> ConnectionType=acceptor
> SocketAcceptPort=5001
> SocketReuseAddress=Y
> StartTime=00:00:00
> EndTime=00:00:00
> FileLogPath=log
> FileStorePath=c:\fixfiles
> [SESSION]
> BeginString=FIX.4.2
> SenderCompID=EXECUTOR
> TargetCompID=CLIENT1
> DataDictionary=c:\fixfiles\FIX42.xml
>
> the acceptor has to know the name of the initiator in advance before it
> makes a connection. IS there any way by which we can add multiple clients in
> this file currently the above file expects Client1 to connect since it has
> "TargetCompID=CLIENT1"  how can i make my acceptor accept connections from
> CLIENT2 and CLIENT 3??
>
>
> ------------------------------------------------------------------------------
> EditLive Enterprise is the world's most technically advanced content
> authoring tool. Experience the power of Track Changes, Inline Image
> Editing and ensure content is compliant with Accessibility Checking.
> http://p.sf.net/sfu/ephox-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Getting an acceptor to accept multiple clients

[Hayyan R. <hay...@ho...>]

Hi I jsut wrote an acceptor in c++ using quick fix and a C# initiator connects to the acceptor and places an order. Thats all well and good. However i have a problem. the acceptor depends on a config file such as the one below

[DEFAULT]
ConnectionType=acceptor
SocketAcceptPort=5001
SocketReuseAddress=Y
StartTime=00:00:00
EndTime=00:00:00
FileLogPath=log
FileStorePath=c:\fixfiles
[SESSION]
BeginString=FIX.4.2
SenderCompID=EXECUTOR
TargetCompID=CLIENT1
DataDictionary=c:\fixfiles\FIX42.xml

the acceptor has to know the name of the initiator in advance before it makes a connection. IS there any way by which we can add multiple clients in this file currently the above file expects Client1 to connect since it has "TargetCompID=CLIENT1"  how can i make my acceptor accept connections from CLIENT2 and CLIENT 3??  
 		 	   		  

Re: [Quickfix-developers] [Quickfix-users] QuickFIX functionality in a separate DLL

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

I'm not a seasoned Visual C++ dev, but I'm trying to follow what
you're trying to do here...  I think you just have some code errors.

It looks to me that the compile error is because you are declaring
initiator as a full object.  The compiler is trying to implicitly use
the default constructor (no params), but FIX::SocketInitiator does not
have one.

Then your call to initiator()... well, it looks like a function, and
the compiler can't find a function like that.  Are you trying to call
the constructor for initiator?

My C++ is getting rusty, but one possibly memory-leaking approach that
comes to mind is to declare initiator as a pointer to null (which
won't call the constructor), then in the connect method you'll
construct it and assign the pointer to it.

There's probably better ways to do it in C++ (sorry my mind leans
toward Java/C# style approaches right now), but I think you see where
I'm going.

-Grant



On Sat, Jun 4, 2011 at 10:32 AM, Nigel Sperinck
<nig...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
>
>
> I am trying to place the QuickFIX functionality in a separate DLL which would be called from the main trading application.
>
>
>
> As a minimum for placing orders, the DLL would have the following exported functions:
>
> Connect()
>
> EnterOrder()
>
> Disconnect()
>
>
>
> Connect() would be called at the start of the trading day and would keep the QuickFIX session open. While this session is open, orders can be placed using EnterOrder(). At the end of the trading day, Disconnect() would call initiator.stop() and close the session.
>
>
>
> If the initiator and application objects are created in Connect(), then these would need to become class-level objects so as not to go out-of-scope when Connect() ends.
>
>
>
> Adapting the tradeclient sample to make both application and initiator as class-level objects causes two compile-time errors.
>
>
>
> If there a way to get this approach to work or otherwise a way to achieve the objective of a separate DLL where Connect() could keep the QuickFIX session open?
>
>
>
> I would be very grateful for any help.
>
> Nigel Sperinck
>
>
>
> // Define as Class-level objects
>
> Application application;
>
> FIX::SocketInitiator initiator;
>
> Causes compile-time error C2512: 'FIX::SocketInitiator' : no appropriate default constructor available
>
>
>
> __declspec(dllexport) void Connect()
>
> {
>
>   std::string file = "C:\\tradeclient.cfg";
>
>
>
>   try
>
>   {
>
>     FIX::SessionSettings settings( file );
>
>
>
>     FIX::FileStoreFactory storeFactory( settings );
>
>
>
>     FIX::FileLogFactory logFactory( settings );
>
>
>
>     initiator( application, storeFactory, settings, logFactory );
>
> Causes compile-time error C2064: term does not evaluate to a function taking 4 arguments
>
>
>
>     initiator.start();
>
>   }
>
>   catch ( std::exception & e )
>
>   {
>
>     std::cout << e.what();
>
>   }
>
> }
>
>
>
> __declspec(dllexport) void Disconnect()
>
> {
>
>   initiator.stop();
>
> }
>
>
>
> __declspec(dllexport) void EnterOrder()
>
> {
>
>   // In production, order details would be passed to this function
>
>   application.queryEnterOrder();
>
> }
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with vRanger.
> Installation's a snap, and flexible recovery options mean your data is safe,
> secure and there when you need it. Discover what all the cheering's about.
> Get your free trial download today.
> http://p.sf.net/sfu/quest-dev2dev2
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users
>
>

Re: [Quickfix-developers] Backup log files in .net

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

Hi Eugene,

You are right - this fixed my issue.
Thanks a lot!

Have you submitted a bug report yet?

Regards,
Dominik

On Thursday, June 9, 2011 at 10:44 AM, Eugene wrote:

> Hello, Dominik
> 
> Looks like problem exist only for .NET users.
> 
> File: QuickFix\src\.NET\Log.h
> Line : 11
> ---cut---
>  void backup()
>  { m_log->clear(); }
> ---cut---
> 
> try to replace with this one:
>  ---cut---
>  void backup()
>  { m_log->backup(); }
> ---cut---
> 
> Regards, Eugene.
> On Wed, Jun 1, 2011 at 5:36 PM, Dominik Brack <dom...@gm... (mailto:dom...@gm...)> wrote:
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> >  QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > 
> > Here's an example in C# if you work with multiple sessions
> > 
> > ArrayList sessions = initiator.getSessions(); 
> > { 
> > foreach (var session in sessions) 
> > { 
> > SessionID sessionId = (SessionID)session; 
> > Log logFile = Session.lookupSession(sessionId).getLog(); 
> > logFile.backup(); 
> > } 
> > }
> > 
> > 
> > On Wednesday, June 1, 2011 at 9:17 AM, George wrote:
> > 
> > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > > 
> > > George <papasavva2@...> writes:
> > > 
> > > > 
> > > > QuickFIX Documentation: 
> > > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > > > QuickFIX Support: http://www.quickfixengine.org/services.html
> > > > 
> > > > Could anyone tell me how to backup the log files in .net
> > > > 
> > > > ------------------------------------------------------------------------------
> > > > Simplify data backup and recovery for your virtual environment with vRanger. 
> > > > Installation's a snap, and flexible recovery options mean your data is safe,
> > > >  secure and there when you need it. Data protection magic?
> > > > Nope - It's vRanger. Get your free trial download today. 
> > > > http://p.sf.net/sfu/quest-sfdev2dev
> > > 
> > > Any news on this issue? Please let me know if there is a configuration mechanism 
> > > for doing this
> > > 
> > > 
> > > 
> > > ------------------------------------------------------------------------------
> > >  Simplify data backup and recovery for your virtual environment with vRanger. 
> > >  Installation's a snap, and flexible recovery options mean your data is safe,
> > > secure and there when you need it. Data protection magic?
> > > Nope - It's vRanger. Get your free trial download today. 
> > > http://p.sf.net/sfu/quest-sfdev2dev
> > >  _______________________________________________
> > > Quickfix-developers mailing list
> > > Qui...@li... (mailto:Qui...@li...)
> > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> > 
> > ------------------------------------------------------------------------------
> >  Simplify data backup and recovery for your virtual environment with vRanger.
> >  Installation's a snap, and flexible recovery options mean your data is safe,
> >  secure and there when you need it. Data protection magic?
> >  Nope - It's vRanger. Get your free trial download today.
> > http://p.sf.net/sfu/quest-sfdev2dev
> > _______________________________________________
> >  Quickfix-developers mailing list
> > Qui...@li... (mailto:Qui...@li...)
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

Re: [Quickfix-developers] Backup log files in .net

[Eugene <je...@gi...>]

Hello, Dominik

Looks like problem exist only for .NET users.

File: QuickFix\src\.NET\Log.h
Line : 11
---cut---
  void backup()
  { m_log->clear(); }
---cut---

try to replace with this one:
---cut---
  void backup()
  { m_log->backup(); }
---cut---

Regards, Eugene.

On Wed, Jun 1, 2011 at 5:36 PM, Dominik Brack <dom...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Here's an example in C# if you work with multiple sessions
>
> ArrayList sessions = initiator.getSessions();
> {
>     foreach (var session in sessions)
>     {
>         SessionID sessionId = (SessionID)session;
>         Log logFile = Session.lookupSession(sessionId).getLog();
>         logFile.backup();
>     }
> }
>
>  On Wednesday, June 1, 2011 at 9:17 AM, George wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> George <papasavva2@...> writes:
>
>
> QuickFIX Documentation:
>
> http://www.quickfixengine.org/quickfix/doc/html/index.html
>
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Could anyone tell me how to backup the log files in .net
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with
> vRanger.
> Installation's a snap, and flexible recovery options mean your data is
> safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today.
> http://p.sf.net/sfu/quest-sfdev2dev
>
>
> Any news on this issue? Please let me know if there is a configuration
> mechanism
> for doing this
>
>
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with
> vRanger.
> Installation's a snap, and flexible recovery options mean your data is
> safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today.
> http://p.sf.net/sfu/quest-sfdev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with
> vRanger.
> Installation's a snap, and flexible recovery options mean your data is
> safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today.
> http://p.sf.net/sfu/quest-sfdev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Capturing message from fromApp event

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

So to clarify, what you are seeing is that your print statement never
outputs the 35=W message.  Is that correct?

Do you set a log factory?  It'd be useful to see the raw fix messaging
that's received.  Perhaps the event log too.


On Tue, Jun 7, 2011 at 8:58 AM, Michael Daloia <md...@li...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> This is my fromApp:
>
>
>    def fromApp(self, message, sessionID):
>
>        print "fromApp sessionID: ", sessionID
>        print "fromApp msg: ", message
>
>        LNLog.debug("Notification of app msgbeing recvd from target")
>
>        LNLog.debug(message)
>        LNLog.debug(sessionID)
>
>        msgType = qfix.MsgType()
>        beginString = qfix.BeginString()
>
>        header = message.getHeader()
>        trailer = message.getTrailer()
>
>        field_beginString = header.getField(beginString)
>        field_msgType = header.getField(msgType)
>
>        if msgType.getValue() == qfix.MsgType_ExecutionReport:
>            LNLog.info('Execution Report was sent')
>
>            symbol = qfix.Symbol()
>            side = qfix.Side()
>            orderQty = qfix.OrderQty()
>            price = qfix.Price()
>            clOrdID = qfix.ClOrdID()
>
>            #TODO: strip ^A character
>            field_symbol = message.getField( symbol )
>            field_side = message.getField( side )
>            field_orderQty = message.getField( orderQty )
>            field_price = message.getField( price )
>            field_clOrdID = message.getField( clOrdID )
>        else:
>            LNLog.info('No Execution Report was sent')
>
>
>        append_fix_message(message)
>
> Here is the fix message "35=W" being sent out:
>
> INFO PID:10896 06/03 13:44:01.993 fix.py 229  SENT
> 8=FIX.4.2|9=121|35=W|49=LQNT|56=REUTERS|34=2|52=20110603-17:44:01|
> 55=STA.V|268=1|269=2|270=40.52|271=1000|272=20110603|273=17:44:01|
> 37=3|10=28|
>
>
>
>
>
>
> ------------------------------------------------------------------------------
> EditLive Enterprise is the world's most technically advanced content
> authoring tool. Experience the power of Track Changes, Inline Image
> Editing and ensure content is compliant with Accessibility Checking.
> http://p.sf.net/sfu/ephox-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Capturing message from fromApp event

[Michael D. <md...@li...>]

This is my fromApp:


    def fromApp(self, message, sessionID):

        print "fromApp sessionID: ", sessionID
        print "fromApp msg: ", message
        
        LNLog.debug("Notification of app msgbeing recvd from target")  
             
        LNLog.debug(message)
        LNLog.debug(sessionID)
        
        msgType = qfix.MsgType()
        beginString = qfix.BeginString()
    
        header = message.getHeader()
        trailer = message.getTrailer()
        
        field_beginString = header.getField(beginString)
        field_msgType = header.getField(msgType)
                
        if msgType.getValue() == qfix.MsgType_ExecutionReport:
            LNLog.info('Execution Report was sent')

            symbol = qfix.Symbol()
            side = qfix.Side()
            orderQty = qfix.OrderQty()
            price = qfix.Price()
            clOrdID = qfix.ClOrdID()   
            
            #TODO: strip ^A character
            field_symbol = message.getField( symbol )
            field_side = message.getField( side )
            field_orderQty = message.getField( orderQty )
            field_price = message.getField( price )
            field_clOrdID = message.getField( clOrdID )
        else:
            LNLog.info('No Execution Report was sent')
                        
        
        append_fix_message(message)

Here is the fix message "35=W" being sent out:

INFO PID:10896 06/03 13:44:01.993 fix.py 229  SENT
8=FIX.4.2|9=121|35=W|49=LQNT|56=REUTERS|34=2|52=20110603-17:44:01|
55=STA.V|268=1|269=2|270=40.52|271=1000|272=20110603|273=17:44:01|
37=3|10=28|

Re: [Quickfix-developers] re quest missed messages

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

Hi,

What is the diffrence between setting the expected sequence number in
"fromAdmin" when getting a logout with reason " MsgSeqNum too low, expecting
..." and just set the ResetOnLogon=Y?

Both ways kind of resetting/syncronize the seq.no at login but is there any
other effect like reading missed messages during downtime using the
"fromAdmin" approach etc?

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  Well you first 2 items are true, the QF engine takes care of gab filling
> so long that everything is working properly, and in case your system
> crashes and you need to go to your backup system then you need manually to
> handle the sequence number. What I did is that, in "fromAdmin", where I
> receive a reject/logout on my logon because of seq.nr, I analyze the
> message and set the target sequence number accordingly. I hope some one
> comes with an example may be easier than mine and more concrete code.
> 
> 
> Med venlig hilsen / Best regards
> 
> Pierre
> 
> 

-- 
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31790308.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Capturing message from fromApp event

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

You cut out the content of the message you replied to, so we can't
tell what situation your problem is similar to.

You haven't given much info to go on.  What does your fromApp() look like?


On Thu, Jun 2, 2011 at 10:42 PM, Michael <md...@li...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>>
>>
>>
>> -------------------------------------------------------------------------
>> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
>> Build the coolest Linux based applications with Moblin SDK & win great prizes
>> Grand prize is a trip for two to an Open Source event anywhere in the world
>> http://moblin-contest.org/redirect.php?banner_id=100&url=/
>>
>> _______________________________________________
>> Quickfix-developers mailing list
>> Quickfix-developers@...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> Hi,
>
> I'm having the same issue with not receiving MarketData (35=W) messages
>  in "fromApp".
> I'm using Quickfix for Python.  Not sure if that has anything to do with it.
> But any help would be appreciated.
>
>
>
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with vRanger.
> Installation's a snap, and flexible recovery options mean your data is safe,
> secure and there when you need it. Discover what all the cheering's about.
> Get your free trial download today.
> http://p.sf.net/sfu/quest-dev2dev2
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi
 Well you first 2 items are true, the QF engine takes care of gab filling so long that everything is working properly, and in case your system crashes and you need to go to your backup system then you need manually to handle the sequence number. What I did is that, in "fromAdmin", where I receive a reject/logout on my logon because of seq.nr, I analyze the message and set the target sequence number accordingly. I hope some one comes with an example may be easier than mine and more concrete code.


Med venlig hilsen / Best regards

Pierre

-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 6. juni 2011 13:26
Til: qui...@li...
Emne: Re: [Quickfix-developers] re quest missed messages

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


Hi,

Just a recap so I understand correctly, if the trading day runs without problems and my quickfix engine do not need to re-logon for any reason all issues regarding sequence numbers, filing gaps etc. is taken care of automatically?

But, I if my application crash, get network failure etc. and need to re-login I need to manually sort out any issues with for example "(quickfix.SessionException MsgSeqNum too low, expecting 2 but received 1)"?

If above is correct, where do I handle the logic of catching up of seqno intraday for example manually set the seqno as you describe? I guess this must be a very common case, is there any java example implementation to look at to handle catch up of seq no intraday in case of neet to re-login?''

my setings are now:
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

Thanks a lot for your time and answers.


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  Well, that is what exactly happens. When you have a daily session the 
> Sequence number will be rest each new day on the starttime and you 
> will be loge doff on the end time. On during the session time the 
> sequence number will be incremented on each message, where the 
> Quickfix engine will take care of the gap fill automatically.
> If you set RestOnLogon = y then what happens is that your QF engine, 
> This has no side effect on the first log but, will rest the Sequence 
> number on the re-logon where apparently the Data supplier is not 
> resetting the sequence number and there by they are expecting a higher 
> sequence number and not "0".
> When getting this message " MsgSeqNum too low, expecting ..." then 
> your partner is getting a lower sequence number than expected ( we do 
> agree on
> that) and this happens on the re-logon, then what you could do is just 
> set you sequence number as the suggest in there rest of their message.
> 
> 
> Regards 
>           Pierre
> 
> 

--
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31782496.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Simplify data backup and recovery for your virtual environment with vRanger.
Installation's a snap, and flexible recovery options mean your data is safe,
secure and there when you need it. Discover what all the cheering's about.
Get your free trial download today. 
http://p.sf.net/sfu/quest-dev2dev2 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] re quest missed messages

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

Hi,

Just a recap so I understand correctly, if the trading day runs without
problems and my quickfix engine do not need to re-logon for any reason all
issues regarding sequence numbers, filing gaps etc. is taken care of
automatically?

But, I if my application crash, get network failure etc. and need to
re-login I need to manually sort out any issues with for example
"(quickfix.SessionException MsgSeqNum too low, expecting 2 but received 1)"?

If above is correct, where do I handle the logic of catching up of seqno
intraday for example manually set the seqno as you describe? I guess this
must be a very common case, is there any java example implementation to look
at to handle catch up of seq no intraday in case of neet to re-login?''

my setings are now:
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N

Thanks a lot for your time and answers.


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi 
>  Well, that is what exactly happens. When you have a daily session the
> Sequence number will be rest each new day on the starttime and you will be
> loge doff on the end time. On during the session time the sequence number
> will be incremented on each message, where the Quickfix engine will take
> care of the gap fill automatically.
> If you set RestOnLogon = y then what happens is that your QF engine, This
> has no side effect on the first log but, will rest the Sequence number on
> the re-logon where apparently the Data supplier is not resetting the
> sequence number and there by they are expecting a higher sequence number 
> and not "0".
> When getting this message " MsgSeqNum too low, expecting ..." then your
> partner is getting a lower sequence number than expected ( we do agree on
> that) and this happens on the re-logon, then what you could do is just set
> you sequence number as the suggest in there rest of their message.
> 
> 
> Regards 
>           Pierre
> 
> 

-- 
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31782496.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Backup log files in .net

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

Hi all,

I just realized the C# code sample I've posted to backup log files (*.messages.current.log) does not actually work. 
The files are flushed but the old data is not moved to the path specified in FileLogBackupPath.

Configuration file

[DEFAULT] 
FileStorePath=D:\Log\QuickFIX\Store\ 
FileLogPath=D:\Log\QuickFIX\ 
FileLogBackupPath=D:\Log\QuickFIX\Backup\

Code to backup data

ArrayList sessions = initiator.getSessions(); 
foreach (var session in sessions) 
{ 
SessionID sessionId = (SessionID)session; 
Log logFile = Session.lookupSession(sessionId).getLog(); 
logFile.backup(); 
}

Code to setup/start initiator

SessionSettings settings = new SessionSettings(this.configFile); 
FileStoreFactory storeFactory = new FileStoreFactory(settings); 
FileLogFactory fileLogFactory = new FileLogFactory(settings); 
MessageFactory messageFactory = new DefaultMessageFactory(); 
initiator = new ThreadedSocketInitiator(messageHandler, storeFactory, settings, fileLogFactory, messageFactory); 
initiator.start();

Can anyone reproduce this behavior or am I missing something here? I use QuickFIX 1.13.3.

Thanks.


On Tuesday, May 31, 2011 at 4:34 PM, George wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Could anyone tell me how to backup the log files in .net
> 
> 
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with vRanger. 
> Installation's a snap, and flexible recovery options mean your data is safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today. 
> http://p.sf.net/sfu/quest-sfdev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li... (mailto:Qui...@li...)
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi 
 Well, that is what exactly happens. When you have a daily session the Sequence number will be rest each new day on the starttime and you will be loge doff on the end time. On during the session time the sequence number will be incremented on each message, where the Quickfix engine will take care of the gap fill automatically.
If you set RestOnLogon = y then what happens is that your QF engine, This has no side effect on the first log but, will rest the Sequence number on the re-logon where apparently the Data supplier is not resetting the sequence number and there by they are expecting a higher sequence number  and not "0".
When getting this message " MsgSeqNum too low, expecting ..." then your partner is getting a lower sequence number than expected ( we do agree on that) and this happens on the re-logon, then what you could do is just set you sequence number as the suggest in there rest of their message.


Regards 
          Pierre

-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 6. juni 2011 09:29
Til: qui...@li...
Emne: Re: [Quickfix-developers] re quest missed messages

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


Hi,

Ok, so quickfixj will reset the sequence number each time it do a clean login at start of my daily session?

If I set RestOnLogon = N as suggested, how can I make quickfixj to automatically read all missing gaps and sort out any inconsistency in diffrence of seqno, I simply get "MsgSeqNum too low, expecting ..." which I was hoping quickfix would/could sort out automatically by reading all the missing gaps and continue from there.

I am looking for a setup where a seqno reset is made each time quickfixj do a clean login at start of day of my daily session BUT also can handle any failures intraday if missing any messages during a downtime/connection loss/reconnect etc.

Basically, how can I make quickfixj to automatically read missed gaps when getting "MsgSeqNum too low, expecting ..."? 

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>   You should  set RestOnLogon = N and make you session to daily 
> sessions by setting the starttime and stoptime this will make your 
> session to daily session and rest your sequence number to 1 every 
> moringing. Do not set the "startday" and "endday" otherwise your session will be a weekly session.
> 
> 
> 
> 
> 

--
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31781129.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Simplify data backup and recovery for your virtual environment with vRanger.
Installation's a snap, and flexible recovery options mean your data is safe,
secure and there when you need it. Discover what all the cheering's about.
Get your free trial download today. 
http://p.sf.net/sfu/quest-dev2dev2 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] re quest missed messages

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

Hi,

Ok, so quickfixj will reset the sequence number each time it do a clean
login at start of my daily session?

If I set RestOnLogon = N as suggested, how can I make quickfixj to
automatically read all missing gaps and sort out any inconsistency in
diffrence of seqno, I simply get "MsgSeqNum too low, expecting ..." which I
was hoping quickfix would/could sort out automatically by reading all the
missing gaps and continue from there.

I am looking for a setup where a seqno reset is made each time quickfixj do
a clean login at start of day of my daily session BUT also can handle any
failures intraday if missing any messages during a downtime/connection
loss/reconnect etc.

Basically, how can I make quickfixj to automatically read missed gaps when
getting "MsgSeqNum too low, expecting ..."? 

Thanks


Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>   You should  set RestOnLogon = N and make you session to daily sessions
> by setting the starttime and stoptime this will make your session to daily
> session and rest your sequence number to 1 every moringing. Do not set the 
> "startday" and "endday" otherwise your session will be a weekly session.
> 
> 
> Med venlig hilsen / Best regards
> 
> Pierre El-khoury
> Software Developer
> pi...@al... / email 
> +45 6313 6503 / direct tel. 
> 
> 
> ALOC ¦  WE SIMPLY PROVIDE BETTER OVERVIEW!
> ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 
> ALOC A/S  ¦  EDISONSVEJ 1  ¦  DK-5000 ODENSE C
> +45 6313 6100 / TEL. ¦  WWW.ALOC.DK
> 
> 
> 

-- 
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31781129.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] re quest missed messages

[Pierre El-k. <pi...@al...>]

Hi
  You should  set RestOnLogon = N and make you session to daily sessions by setting the starttime and stoptime this will make your session to daily session and rest your sequence number to 1 every moringing. Do not set the  "startday" and "endday" otherwise your session will be a weekly session.


Med venlig hilsen / Best regards

Pierre El-khoury
Software Developer
pi...@al... / email 
+45 6313 6503 / direct tel. 


ALOC ¦  WE SIMPLY PROVIDE BETTER OVERVIEW!
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 
ALOC A/S  ¦  EDISONSVEJ 1  ¦  DK-5000 ODENSE C
+45 6313 6100 / TEL. ¦  WWW.ALOC.DK


-----Oprindelig meddelelse-----
Fra: rallykarro [mailto:rik...@kt...] 
Sendt: 2. juni 2011 22:15
Til: qui...@li...
Emne: [Quickfix-developers] re quest missed messages

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


Hi,

I am implementing a quckfixj initiator and using the following setting for seqno ResetOnLogon=Y ResetOnLogout=N ResetOnDisconnect=N

That works and will always reset the seqno to 1 wen logging on/reconnect.
The problem is that I can not figure out how to get missed messages like for example execution reports made during a downtime or connection loss. This since I always at reconnect reset the seqno.

What is the way to set up quickfix in order to read gaps when reconnecting intraday, but when doing a "clean" login(at starttime) resetting the seqno.
Is reading gaps/missed seqno done automatically by quickfixj or do i need to write any specific code for it?



 
--
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31758728.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Simplify data backup and recovery for your virtual environment with vRanger.
Installation's a snap, and flexible recovery options mean your data is safe,
secure and there when you need it. Discover what all the cheering's about.
Get your free trial download today. 
http://p.sf.net/sfu/quest-dev2dev2 
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Capturing message from fromApp event

[Michael <md...@li...>]

> 
> 
> 
> -------------------------------------------------------------------------
> This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
> Build the coolest Linux based applications with Moblin SDK & win great prizes
> Grand prize is a trip for two to an Open Source event anywhere in the world
> http://moblin-contest.org/redirect.php?banner_id=100&url=/
> 
> _______________________________________________
> Quickfix-developers mailing list
> Quickfix-developers@...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Hi,

I'm having the same issue with not receiving MarketData (35=W) messages
 in "fromApp".  
I'm using Quickfix for Python.  Not sure if that has anything to do with it.  
But any help would be appreciated.

[Quickfix-developers] re quest missed messages

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

Hi,

I am implementing a quckfixj initiator and using the following setting for
seqno
ResetOnLogon=Y
ResetOnLogout=N
ResetOnDisconnect=N

That works and will always reset the seqno to 1 wen logging on/reconnect.
The problem is that I can not figure out how to get missed messages like for
example execution reports made during a downtime or connection loss. This
since I always at reconnect reset the seqno.

What is the way to set up quickfix in order to read gaps when reconnecting
intraday, but when doing a "clean" login(at starttime) resetting the seqno.
Is reading gaps/missed seqno done automatically by quickfixj or do i need to
write any specific code for it?



 
-- 
View this message in context: http://old.nabble.com/request-missed-messages-tp31758728p31758728.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] (no subject)

[Marco N. <sg...@ya...>]

http://grupocei.net/indexz29X.php