quickfix-developers — QuickFIX developers forum

[Quickfix-developers] unit test failures

[Andrew <an...@nm...>]

Could someone please explain the cause of this unit test failure?

Thanks,
Andrew Munn





C:\quickfix\test>runut debug 9834

C:\quickfix\test>echo off
<ut>
  <output>
............................................................................
.................FF....................................
  </output>
  <results total="131" failures="2">
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ class CPPTest::Test<class FIX::MessageStore> *]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ class CPPTest::Test<class FIX::MessageStore> *]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
  </results>
</ut>

C:\quickfix\test>runut release 999

C:\quickfix\test>echo off
<ut>
  <output>
............................................................................
.................FF....................................
  </output>
  <results total="131" failures="2">
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ class CPPTest::Test<class FIX::MessageStore> *]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
    <failure  line= "0" file= "unknown">
      <test>
        <![CDATA[ class CPPTest::Test<class FIX::MessageStore> *]]>
      </test>
      <text>
        <![CDATA[ assert(no futher information available)]]>
      </text>
    </failure>
  </results>
</ut>

C:\quickfix\test>

[Quickfix-developers] RE: Logout and DoNotSend

[Chris a. K. K. <ko...@ch...>]

Olivier,

I'm running into the same problem using the QuickFIX 1.6 Java API. I've
written an elaborate Java client that we're using as a testool for our
production FIX engine. In an effort to logout cleanly, I also am sending a
Type 5 message. Our FIX engine responds, and QuickFIX in turn sends yet
another logout. Unlike your scenario, the FIX engine under test is running
on another box on the LAN, but response times are fast. Unfortunately, this
behavior has turned into a real problem. On subsequent logon attempts, our
engine sends session rejects because the sequence numbers are now off by
one. This interferes with testing of certain scenarios.

I tried similar workarounds, trapping the messages in both toAdmin( ) and
from Admin( ). In one case I tried stopping/terminating when QuickFIX was
about to send the second logout request, in the other stopping right after
receiving the logout response. Both approaches still resulted in the
sequence numbers ending up out of sync.

I'm not a C++ developer, and am not familiar with the QuickFIX internals.
Oren, please permit me to request a fix for this issue, and a new release.
Thanks for your consideration.

By the way, QF/Java has been a pleasure to use. Thank you for a great
product!

Chris Kokis

[Quickfix-developers] Logout and DoNotSend

[Olivier T. <oli...@ev...>]

Hi,

I'm using the C++ library of Quickfix 1.6.0

 

I've added a logout message to tradeclient. When I tested it with the
executor_cpp.exe, I have noticed that tradeclient was sending a duplicate
logout:

- Tradeclient send logout message

- Executor replies with a logout message

- Tradeclient re-sends a logout message! This seemed to be due to the fact
that the executor answer is so quick, being on the same machine, that
mState.sentLogout is not set.

 

In order to work-around this problem, I changed my Application::toAdmin() so
that it throws a DoNotSend exception when receiving a logout from the
counterparty (hoping that it will be handled like the DoNotSend exception
coming from Application::toApp() to manage possible duplicates). I had to
had a try/catch around the call to m_application.toAdmin() in sendRaw() (in
session.cpp)

 

The exception was caught fine, and the duplicate logout not sent. However,
the sequence number was incremented, even though the second logout was never
sent, so tradeclient and executor became out of sync. To remedy this, I had
to make a simple change (see source below) so that when the DoNotSend
exception is caught, the sequence number is not incremented. 

 

It seems to me that it never should be when there is a DoNotSend exception.
Has any one else come across this? Any comments on these changes? No big
deal I suppose, but I'd be interested in your views.

 

Cheers,

Olivier.

 

Modified sendRaw() in session.cpp:

 

bool Session::sendRaw( Message& message, int num )

{ QF_STACK_PUSH(Session::sendRaw)

 

  Locker l( m_mutex );

 

  try

  {

    bool result = false;

            bool notSent = false;

    Header& header = message.getHeader();

    MsgType msgType;

    header.getField( msgType );

 

    fill( header );

    std::string messageString;

 

    if ( num )

      header.setField( MsgSeqNum( num ) );

 

    if ( Message::isAdminMsgType( msgType ) )

    {

                        try{ // new try-catch

      m_application.toAdmin( message, m_sessionID );

      if (

        msgType == "A" || msgType == "5"

        || msgType == "2" || msgType == "4"

        || isLoggedOn()

      )

      result = send( message.toString(messageString) );

                        }

                        catch ( DoNotSend&) {

                                    notSent = true;

                        }

    }

    else

    {

      try 

      {

        m_application.toApp( message, m_sessionID );

        message.toString( messageString );

        if ( isLoggedOn() ) result = 

          send( messageString );

      }

      catch ( DoNotSend& ) {

                          notSent = true; // new Boolean to avoid sequence
number increment

              }

    }

 

    if ( !num && !notSent) // new condition before incrementing sequence
number

    {

      MsgSeqNum msgSeqNum;

      header.getField( msgSeqNum );

      m_state.set( msgSeqNum, messageString );

      m_state.incrNextSenderMsgSeqNum();

    }

    return result;

  }

  catch ( IOException& )

  { return false; }

 

  QF_STACK_POP

}

 

[Quickfix-developers] Compile Error on QuickFIX 1.6.0

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

When attempting to build version 1.6.0, I proceeded through the building of 
the library, however when the compile reached "at" it breaks with the 
following errors.  The STL errors actually go on for several hundred lines, 
but I didn't want to swamp the mailing list.

This was my configure line:

./configure --with-stlport=/usr/local

I am using gcc 3.2.3 and stlport 4.5.3.  I have previously successfully 
built and installed QuickFIX 1.5.0.  From the errors it would appear that 
something (libquickfix?) has not correctly linked to the stlport libs, but 
everything seems to be in place correctly.  Any help would be apprecitated.

Thanks,

Howard


[root@dvblks02 .libs]# ldd libquickfix.so.1.0.0
        libpthread.so.0 => /lib/i686/libpthread.so.0 (0x4027c000)
        libstlport_gcc.so => /usr/local/lib/libstlport_gcc.so (0x402ad000)
        libxml2.so.2 => /usr/lib/libxml2.so.2 (0x4037b000)
        libz.so.1 => /usr/lib/libz.so.1 (0x40423000)
        libm.so.6 => /lib/i686/libm.so.6 (0x40431000)
        libc.so.6 => /lib/i686/libc.so.6 (0x40455000)
        libgcc_s.so.1 => /usr/local/lib/libgcc_s.so.1 (0x40591000)
        /lib/ld-linux.so.2 => /lib/ld-linux.so.2 (0x80000000)



make  all-recursive
make[1]: Entering directory `/usr/local/src/quickfix-1.6.0'
Making all in src
make[2]: Entering directory `/usr/local/src/quickfix-1.6.0/src'
Making all in C++
make[3]: Entering directory `/usr/local/src/quickfix-1.6.0/src/C++'
Making all in test
make[4]: Entering directory `/usr/local/src/quickfix-1.6.0/src/C++/test'
make[4]: Nothing to be done for `all'.
make[4]: Leaving directory `/usr/local/src/quickfix-1.6.0/src/C++/test'
make[4]: Entering directory `/usr/local/src/quickfix-1.6.0/src/C++'
rm -rf ../../lib/libquickfix.a
rm -rf ../../lib/libquickfix.la
rm -rf ../../lib/libquickfix.so
ln -s ../src/C++/.libs/libquickfix.a ../../lib/libquickfix.a
ln -s ../src/C++/.libs/libquickfix.la ../../lib/libquickfix.la
ln -s ../src/C++/.libs/libquickfix.so ../../lib/libquickfix.so
bash ./copy.sh ../../include/quickfix *.h
bash ./copy.sh ../../include/quickfix fix*/*.h
make[4]: Leaving directory `/usr/local/src/quickfix-1.6.0/src/C++'
make[3]: Leaving directory `/usr/local/src/quickfix-1.6.0/src/C++'
make[3]: Entering directory `/usr/local/src/quickfix-1.6.0/src'
/bin/sh ../libtool --mode=link c++  -g -O2 -Wall - 
I/usr/local/include/stlport  -I/usr/include/libxml2 -I/include - 
I/include/linux  -o at  at.o C++/libquickfix.la -lpthread  -L/usr/local/lib 
-lstlport_gcc -L/usr/lib -lxml2 -lz -lm c++ -g -O2 -Wall - 
I/usr/local/include/stlport -I/usr/include/libxml2 -I/include - 
I/include/linux -o .libs/at at.o  C++/.libs/libquickfix.so -L/usr/local/lib 
-L/usr/lib -lpthread -lstlport_gcc /usr/lib/libxml2.so -lz -lm -Wl,--rpath - 
Wl,/usr/local/lib
at.o: In function `_STL::less<_STL::pair<FIX::ClOrdID, FIX::SessionID> 
>::operator()(_STL::pair<FIX::ClOrdID, FIX::SessionID> const &, 
_STL::pair<FIX::ClOrdID, FIX::SessionID> const &) const':
/usr/local/include/stlport/stl/_tree.h(.text+0x15a): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_allocate(unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x1f2): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x269): undefined reference to 
`_STL::cout'
/usr/local/include/stlport/stl/_tree.h(.text+0x278): undefined reference to 
`_STL::cout'
/usr/local/include/stlport/stl/_tree.h(.text+0x2c2): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x472): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x66e): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x6c2): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
/usr/local/include/stlport/stl/_tree.h(.text+0x7ea): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'
at.o(.text+0x835):/usr/local/include/stlport/stl/_tree.h: more undefined 
references to `_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned 
int)' follow
at.o: In function `_STL::less<_STL::pair<FIX::ClOrdID, FIX::SessionID> 
>::operator()(_STL::pair<FIX::ClOrdID, FIX::SessionID> const &, 
_STL::pair<FIX::ClOrdID, FIX::SessionID> const &) const':
/usr/local/include/stlport/stl/_tree.h(.text+0xac3): undefined reference to 
`_STL::cout'
/usr/local/include/stlport/stl/_tree.h(.text+0xafe): undefined reference to 
`_STL::__node_alloc<true, 0>::_M_deallocate(void *, unsigned int)'

[Quickfix-developers] Patch to Message.h in .NET base

[murphypa <mur...@pe...>]

Hi,

Simple one -

Message.cpp:

Current Head: 1.7

http://cvs.sourceforge.net/viewcvs.py/quickfix/quickfix/src/.NET/Message.cpp?rev=HEAD&content-type=text/vnd.viewcvs-markup

UtcTimeOnlyField* *Message::getField*( UtcTimeOnlyField* field,
				     FIX::FieldMap& map )
*throw*( FieldNotFound*, IncorrectDataFormat* )
{ QF_STACK_TRY

  *try*
  {
    FIX::UtcTimeOnly fixd;
    fixd = FIX::UtcTimeOnlyConvertor::convert
      ( map.getField( field->getField() ) );
    DateTime d( 0, 0, 0, fixd.getHour(), fixd.getMinute(), fixd.getSecond() );
    field->setValue( d );
    *return* field;
  }
  *catch* ( FIX::FieldNotFound & e )
  { *throw* *new* FieldNotFound( e.field ); }
  *catch* ( FIX::FieldConvertError & e )
  { *throw* *new* IncorrectDataFormat( field->getField() ); }

  QF_STACK_CATCH
}

The DateTime d line should be:

    DateTime d( 1, 1, 1, fixd.getHour(), fixd.getMinute(), fixd.getSecond() );

as .NET library does not accept 0 as Year, Month, Day values:


    /year/ is less than 1 or greater than 9999 
    -or-
    /month/ is less than 1 or greater than 12
    -or-
    /day/ is less than 1 or greater than the number of days in /month/ 

Assuming that the fix is to retain DateTime then could someone 
please make this change in the current tree.

thanx,
murphypa

RE: [Quickfix-developers] BodyLength or CheckSum missing

[Brian E. <Br...@ma...>]

In my Logs\incoming file for the session, all I see is a blank line.  The
previous line and following line are completely normal and have correct
BodyLengths & CheckSums.  I suspect the message may in fact contain no data
at all.  I've added these lines to Message::validate()

...
  catch ( FieldNotFound& e) 
  {
		std::cout << "Message::validate : FieldNotFound (" <<
e.field << ") exception.  The message is:" << std::endl;
		std::cout << "'" << toString().c_str() << "'" << std::endl;
    throw InvalidMessage("BodyLength or CheckSum missing");
...

Next time it occurs, I should get a better idea.  They may be sending me a
NULL character or something.  My plan is wait until I get a record of it
occuring again, then add more logging/checks, then repeat.  I can't
reproduce the problem in the test system, so I just have to wait for it.

-----Original Message-----
From: Miller, Oren [mailto:OM...@ri...]
Sent: Tuesday, October 14, 2003 6:02 PM
To: Br...@ma...; qui...@li...
Subject: Re: [Quickfix-developers] BodyLength or CheckSum missing


Do yo have an example of a message that causes this error?

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


-----Original Message-----
From: Brian Egge <Br...@ma...>
To: qui...@li...
<qui...@li...>
Sent: Tue Oct 14 10:10:55 2003
Subject: [Quickfix-developers] BodyLength or CheckSum missing

I seem to be having a problem where I get an InvalidMessage("BodyLength or
CheckSum missing") exception thrown from Message::validate().  When I look
at my logs, or even re-parse the message, everything is in tact.  I can't
see any reason why this exception is being thrown.  I only get this with one
venue, and it only happens every couple of days or so.  Has anyone else had
this problem before?

I've added some more logging to this area, and I think I will figure it out
soon.  The item that concerns me more is that this exception does not get
handled, and the EH eventually calls terminate() or abort() and the program
ends.  I'm using version 1.6, and I have two suggestions.

1)  "bool SocketConnection::read( SocketAcceptor& a, SocketServer& s )" has
an exception handler, while bool "SocketConnection::read( SocketConnector& s
)" does not.  My exception occurs in the latter case.  I copied the
exception code from the one read to the other to make them consistent.

2)  I added try {} catch(...) statement to the onStart() procedures, to trap
any unhanded exceptions.   I'd rather have the thread safely terminate than
for my whole app to end.   

If these changes are worthwhile, I'll try to merge them in CVS. 

-Brian


-------------------------------------------------------
This SF.net email is sponsored by: SF.net Giveback Program.
SourceForge.net hosts over 70,000 Open Source Projects.
See the people who have HELPED US provide better services:
Click here: http://sourceforge.net/supporters.php
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Does QuickFIX support SSL?

[Bhagirathi G <bha...@ap...>]

Hello All.

I am using quickfix-1.6.0 and trying to connect as Initiator on SSL port =
(i.e., assigned SSL port to "SocketConnectPort" in the configuration =
file) but could not connect. Below given are the log statements. Can a =
QuickFIX  Initiator connect using SSL port? If not, any plans to provide =
this feature in future releases?

Here is the output (using SSL port):

<20031015-05:30:13, FIX.4.2:scompid->tcompid, event>
  (Created session)
<20031015-05:30:13, FIX.4.2:scompid->tcompid, event>
  (Connecting to x.x.x.x on port yyyy)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, event>
  (Connection succeeded)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, outgoing>
  =
(8=3DFIX.4.2=E2=98=BA9=3D61=E2=98=BA35=3DA=E2=98=BA34=3D3=E2=98=BA49=3Dsc=
ompid=E2=98=BA52=3D20031015-05:30:14=E2=98=BA56=3Dtcompid=E2=98=BA98=3D0=E2=
=98=BA108=3D240=E2=98=BA10=3D114=E2=98=BA)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, event>
  (Initiated logon request)
<20031015-05:30:15, FIX.4.2:scompid->tcompid, event>
  (Disconnecting)

Thanks,
Bhagirathi

[Quickfix-developers] Does QuickFIX support SSL?

[Bhagirathi G <bha...@ap...>]

Hello All.

I am using quickfix-1.6.0 and trying to connect as Initiator on SSL port =
(i.e., assigned SSL port to "SocketConnectPort" in the configuration =
file) but could not connect. Below given are the log statements. Can a =
QuickFIX  Initiator connect using SSL port? If not, any plans to provide =
this feature in future releases?

Here is the output (using SSL port):

<20031015-05:30:13, FIX.4.2:scompid->tcompid, event>
  (Created session)
<20031015-05:30:13, FIX.4.2:scompid->tcompid, event>
  (Connecting to x.x.x.x on port yyyy)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, event>
  (Connection succeeded)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, outgoing>
  =
(8=3DFIX.4.2?9=3D61?35=3DA?34=3D3?49=3Dscompid?52=3D20031015-05:30:14?56=3D=
tcompid?98=3D0?108=3D240?10=3D114?)
<20031015-05:30:14, FIX.4.2:scompid->tcompid, event>
  (Initiated logon request)
<20031015-05:30:15, FIX.4.2:scompid->tcompid, event>
  (Disconnecting)

Thanks,
Bhagirathi

Re: [Quickfix-developers] BodyLength or CheckSum missing

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

Do yo have an example of a message that causes this error?

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


-----Original Message-----
From: Brian Egge <Br...@ma...>
To: qui...@li... =
<qui...@li...>
Sent: Tue Oct 14 10:10:55 2003
Subject: [Quickfix-developers] BodyLength or CheckSum missing

I seem to be having a problem where I get an InvalidMessage("BodyLength =
or
CheckSum missing") exception thrown from Message::validate().  When I =
look
at my logs, or even re-parse the message, everything is in tact.  I =
can't
see any reason why this exception is being thrown.  I only get this with =
one
venue, and it only happens every couple of days or so.  Has anyone else =
had
this problem before?

I've added some more logging to this area, and I think I will figure it =
out
soon.  The item that concerns me more is that this exception does not =
get
handled, and the EH eventually calls terminate() or abort() and the =
program
ends.  I'm using version 1.6, and I have two suggestions.

1)  "bool SocketConnection::read( SocketAcceptor& a, SocketServer& s )" =
has
an exception handler, while bool "SocketConnection::read( =
SocketConnector& s
)" does not.  My exception occurs in the latter case.  I copied the
exception code from the one read to the other to make them consistent.

2)  I added try {} catch(...) statement to the onStart() procedures, to =
trap
any unhanded exceptions.   I'd rather have the thread safely terminate =
than
for my whole app to end.  =20

If these changes are worthwhile, I'll try to merge them in CVS.=20

-Brian


-------------------------------------------------------
This SF.net email is sponsored by: SF.net Giveback Program.
SourceForge.net hosts over 70,000 Open Source Projects.
See the people who have HELPED US provide better services:
Click here: http://sourceforge.net/supporters.php
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing declarations in QF 1.6.0 after upgrading from 1.5.0

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

I agree that convenience includes would be useful.  BTW increasing the =
heap size stopped working wheb 4.4 was introduced.  The file produced =
was so large that the compiler couldn't handle it regardless.  This why =
the split became a neccesity this release.

There are a few reasons why some data is lost.  There are really 3 =
points of failure.  First, there is a new release of the spec word =
document, which may have dropped some data.  Second, the new spec needed =
to be converted with a new parser, which may have dropped some data.  =
Third, in order to facilitate the split, a new code generator was =
written.

It would be helpful to find out at which point of failure, the data =
disapears.

Also check to be sure that data that appears to be missing wasn't just =
moved into one of the deprecated areas.

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


-----Original Message-----
From: Vladimir Arnost <Vla...@FF...>
To: qui...@li... =
<qui...@li...>
Sent: Tue Oct 14 10:43:45 2003
Subject: [Quickfix-developers] Missing declarations in QF 1.6.0 after =
upgrading from 1.5.0

Hi,

I have been developing code using QuickFIX 1.5.0 in Visual C++ 6 for =
some time and I'm trying to upgrade to QuickFIX 1.6.0 now. The huge =
FIX4*_Messages.h include files were split onto a bunch of smaller files, =
which is a good thing. However, it wouldn't hurt to add a new include =
file fix4[0-4]/Messages.h, which would simply #include all the defined =
messages at once. For convenience, just like before. The VC++ heap =
overflow problem can be simply resolved by using compiler switch /Zm200 =
to double the default heap size limit.

I have noticed that two files in include\quickfix\fix42 are missing =
after a successful build: TestRequest.h and QuoteStatusRequest.h (third =
file QuoteStatusReport.h is missing in fix43 and fix44).
After checking the Makefiles and the VC++ Project file, I have found the =
problem: These files are omitted from copying because they match a =
string "test" in the EXCLUDE file:

	echo test > EXCLUDE
	echo stdafx.h >> EXCLUDE
	xcopy src\C++\*.h /S/Y /EXCLUDE:EXCLUDE include\quickfix
	del /F EXCLUDE

To fix the problem, simply modify the first command to this:
	echo test\ > EXCLUDE

The "test" subdirectory will not be copied (as expected), but the =
ordinary include files will.


Finally, I have noticed that many constants declared in Values.h were =
removed in QF 1.6.0. To name a few:

OrdType_MARKET_ON_CLOSE, OrdType_ON_CLOSE, OrdType_LIMIT_ON_CLOSE, =
OrdType_FOREX_*
PossDupFlag_*
ResetSeqNumFlag_*
MarketDepth_FULL_BOOK, MarketDepth_TOP_OF_BOOK
SecurityTradingStatus_* (>=3D10)
PartyRole_* (>=3D10)
OwnerType_* (>=3D10)
...and many, many others.

I'm personally missing only constants MarketDepth_FULL_BOOK, =
MarketDepth_TOP_OF_BOOK now, but the number of name changes and =
deletions in this file is simply overwhelming. It looks like I will have =
revert back to character literals instead of these nice named constants =
to avoid such problems in the future.

I think that there could be a problem with the FIX specs conversion =
scripts, since many constants with values >=3D 10 were lost, but values =
below were 10 retained.

Cheers,
  Vlad


Ing. Vladimir Arnost, Developer, FFastFill Europe Ltd.
Vaclavske namesti 55, Prague, Czech Republic
Phone: +420 221 425 503, Fax: +420 221 425 518



**********************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. If you have received this email in error please notify
sec...@ff...

This email message has been checked for computer viruses.
**********************************************************************


-------------------------------------------------------
This SF.net email is sponsored by: SF.net Giveback Program.
SourceForge.net hosts over 70,000 Open Source Projects.
See the people who have HELPED US provide better services:
Click here: http://sourceforge.net/supporters.php
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Missing declarations in QF 1.6.0 after upgrading from 1.5.0

[Vladimir A. <Vla...@FF...>]

Hi,

I have been developing code using QuickFIX 1.5.0 in Visual C++ 6 for some t=
ime and I'm trying to upgrade to QuickFIX 1.6.0 now. The huge FIX4*_Message=
s.h include files were split onto a bunch of smaller files, which is a good=
 thing. However, it wouldn't hurt to add a new include file fix4[0-4]/Messa=
ges.h, which would simply #include all the defined messages at once. For co=
nvenience, just like before. The VC++ heap overflow problem can be simply r=
esolved by using compiler switch /Zm200 to double the default heap size lim=
it.

I have noticed that two files in include\quickfix\fix42 are missing after a=
 successful build: TestRequest.h and QuoteStatusRequest.h (third file Quote=
StatusReport.h is missing in fix43 and fix44).
After checking the Makefiles and the VC++ Project file, I have found the pr=
oblem: These files are omitted from copying because they match a string "te=
st" in the EXCLUDE file:

	echo test > EXCLUDE
	echo stdafx.h >> EXCLUDE
	xcopy src\C++\*.h /S/Y /EXCLUDE:EXCLUDE include\quickfix
	del /F EXCLUDE

To fix the problem, simply modify the first command to this:
	echo test\ > EXCLUDE

The "test" subdirectory will not be copied (as expected), but the ordinary =
include files will.


Finally, I have noticed that many constants declared in Values.h were remov=
ed in QF 1.6.0. To name a few:

OrdType_MARKET_ON_CLOSE, OrdType_ON_CLOSE, OrdType_LIMIT_ON_CLOSE, OrdType_=
FOREX_*
PossDupFlag_*
ResetSeqNumFlag_*
MarketDepth_FULL_BOOK, MarketDepth_TOP_OF_BOOK
SecurityTradingStatus_* (>=3D10)
PartyRole_* (>=3D10)
OwnerType_* (>=3D10)
...and many, many others.

I'm personally missing only constants MarketDepth_FULL_BOOK, MarketDepth_TO=
P_OF_BOOK now, but the number of name changes and deletions in this file is=
 simply overwhelming. It looks like I will have revert back to character li=
terals instead of these nice named constants to avoid such problems in the =
future.

I think that there could be a problem with the FIX specs conversion scripts=
, since many constants with values >=3D 10 were lost, but values below were=
 10 retained.

Cheers,
  Vlad


Ing. Vladimir Arnost, Developer, FFastFill Europe Ltd.
Vaclavske namesti 55, Prague, Czech Republic
Phone: +420 221 425 503, Fax: +420 221 425 518



**********************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. If you have received this email in error please notify
sec...@ff...

This email message has been checked for computer viruses.
**********************************************************************

[Quickfix-developers] BodyLength or CheckSum missing

[Brian E. <Br...@ma...>]

I seem to be having a problem where I get an InvalidMessage("BodyLength or
CheckSum missing") exception thrown from Message::validate().  When I look
at my logs, or even re-parse the message, everything is in tact.  I can't
see any reason why this exception is being thrown.  I only get this with one
venue, and it only happens every couple of days or so.  Has anyone else had
this problem before?

I've added some more logging to this area, and I think I will figure it out
soon.  The item that concerns me more is that this exception does not get
handled, and the EH eventually calls terminate() or abort() and the program
ends.  I'm using version 1.6, and I have two suggestions.

1)  "bool SocketConnection::read( SocketAcceptor& a, SocketServer& s )" has
an exception handler, while bool "SocketConnection::read( SocketConnector& s
)" does not.  My exception occurs in the latter case.  I copied the
exception code from the one read to the other to make them consistent.

2)  I added try {} catch(...) statement to the onStart() procedures, to trap
any unhanded exceptions.   I'd rather have the thread safely terminate than
for my whole app to end.   

If these changes are worthwhile, I'll try to merge them in CVS. 

-Brian

[Quickfix-developers] Daily sequence number reset now working !

[<que...@bn...>]

Hi All,

      In order to make the requence reset working automaticaly correctly I
had to change the isSameSession methode (file session.cpp).

      This is what I use:

bool Session::isSameSession( const UtcTimeOnly& start,
                             const UtcTimeOnly& end,
                             const UtcTimeStamp& time1, //time
                             const UtcTimeStamp& time2 ) //creation time
{ QF_STACK_PUSH(Session::isSameSession)

  if ( !isSessionTime( start, end, time1 ) ) return false;
  if ( !isSessionTime( start, end, time2 ) ) return false;

  UtcTimeOnly time1TimeOnly (time1) ;

  if (time1TimeOnly < end)
    {
      UtcTimeStamp l_dt(end.getHour() ,end.getMinute(),end.getSecond() ) ;
      return (l_dt - time2 < UTC_DAY) ;
    }
  else
    {
      UtcTimeStamp l_dt(start.getHour() ,start.getMinute(),start.getSecond() ) ;
      return ( time2 > l_dt) ;
    }

  // return (time1 - time2 <= UTC_DAY);

  QF_STACK_POP
}
}




This message and any attachments (the "message") is
intended solely for the addressees and is confidential. 
If you receive this message in error, please delete it and 
immediately notify the sender. Any use not in accord with 
its purpose, any dissemination or disclosure, either whole 
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message. 
BNP PARIBAS (and its subsidiaries) shall (will) not 
therefore be liable for the message if modified. 

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

Ce message et toutes les pieces jointes (ci-apres le 
"message") sont etablis a l'intention exclusive de ses 
destinataires et sont confidentiels. Si vous recevez ce 
message par erreur, merci de le detruire et d'en avertir 
immediatement l'expediteur. Toute utilisation de ce 
message non conforme a sa destination, toute diffusion 
ou toute publication, totale ou partielle, est interdite, sauf 
autorisation expresse. L'internet ne permettant pas 
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce 
message, dans l'hypothese ou il aurait ete modifie.

[Quickfix-developers] =?iso-8859-1?Q?R=E9f=2E_=3A_Sequence_number_reset?=

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

Hi Paul,

Theoretically, the sequence numbers are reset somewhere between the end of
your session and the beginning of your new session. Unfortunately, resets
within the session hours and absence of reset at the end of the session
happen frequently. So the best way to be sure is, as Brian Egge said,
move/delete the file containing the sequence numbers at the end of your
session, and cross as many fingers as you can. As a side note, the
experience shows (at least it showed ME :) ) that Acceptors are much more
prone to chaotic resets than Initiators, so if you have the choice...

Regards,
Ilyas USAL
BNP Paribas Equities France




Internet
qui...@li...@lists.sourceforge.net -
09/10/2003 14:51


Veuillez r=E9pondre =E0 qui...@li...

Envoy=E9 par :      qui...@li...

Pour : quickfix-developers

cc :


Objet :     Quickfix-developers digest, Vol 1 #338 - 5 msgs


Message: 2
From: "Paul Beechey" <bee...@bt...>
To: <qui...@li...>
Date: Thu, 9 Oct 2003 11:30:40 +0100
Subject: [Quickfix-developers] Sequence number reset,

This is a multi-part message in MIME format.

------=3D_NextPart_000_0008_01C38E58.CE20FB00
Content-Type: text/plain;
      charset=3D"us-ascii"
Content-Transfer-Encoding: 7bit

Hi All,

I have noticed that my sequence numbers are not being reset on a daily
basis.  I was under the impression that sequence numbers should be reset
each day by quickfix.

Does this normally happen when sessions are created or shutdown.

Would appreciate a little clarification.  I use Quickfix 1.5 at the
moment.

Cheers,

Paul.


Paul Beechey

Technical Architect

Aitken Campbell & Company Ltd.

Telephone: 01386 40282

Mobile: 07764 445867

Email: pau...@ai...

IMPORTANT

Internet communications are not necessarily secure and may be
intercepted or changed after they are sent. Aitken Campbell & Company
Limited does not accept liability for any such changes. If you wish to
confirm the origin or the content of this communication, please contact
the sender using an alternative means of communication.

This communication does not create or modify any contract.

If you are not the intended recipient of this communication you should
destroy it without copying, disclosing or otherwise using its content.
Please notify the sender immediately of the error.

Aitken Campbell is a subsidiary of the Toronto-Dominion Bank.

Aitken Campbell & Company Limited is a member of the London Stock
Exchange Regulated by FSA
Registered Office:Ground floor, 2 Central Quay, 89 Hydepark Street,
Glasgow G3 8BW, Reg. No. SC97757 Registered in Scotland.





------=3D_NextPart_000_0008_01C38E58.CE20FB00
Content-Type: text/html;
      charset=3D"us-ascii"
Content-Transfer-Encoding: quoted-printable

<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META HTTP-EQUIV=3D3D"Content-Type" CONTENT=3D3D"text/html; =3D
charset=3D3Dus-ascii">
<TITLE>Message</TITLE>

<META content=3D3D"MSHTML 6.00.2800.1106" name=3D3DGENERATOR></HEAD>
<BODY>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial size=3D3D2>Hi=
=3D20
All,</FONT></SPAN></DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial size=3D3D2>I h=
ave =3D
noticed that=3D20
my sequence numbers are not being reset on a daily basis.&nbsp; I was =3D
under the=3D20
impression that sequence numbers should be reset each day by=3D20
quickfix.</FONT></SPAN></DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial size=3D3D2>Doe=
s =3D
this normally=3D20
happen when sessions are created or shutdown.</FONT></SPAN></DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial size=3D3D2>Wou=
ld =3D
appreciate a=3D20
little clarification.&nbsp; I use Quickfix 1.5 at the=3D20
moment.</FONT></SPAN></DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2>Cheers,</FONT></SPAN></DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D3D690072310-09102003><FONT face=3D3DArial=3D20
size=3D3D2>Paul.</FONT></SPAN></DIV>
<DIV>&nbsp;</DIV>
<DIV align=3D3Dleft>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"=3D20
align=3D3Dleft><B><SPAN=3D20
style=3D3D"COLOR: purple; FONT-FAMILY: Georgia; mso-bidi-font-family: =3D
Georgia">Paul=3D20
Beechey</SPAN></B></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><B><I><SPAN=3D20
style=3D3D"FONT-SIZE: 9pt; COLOR: black; FONT-FAMILY: Georgia; =3D
mso-bidi-font-family: Georgia">Technical=3D20
Architect</SPAN></I></B></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: 'Arial Black'; =3D
mso-bidi-font-family: 'Arial Black'">Aitken=3D20
Campbell &amp; Company Ltd.</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Georgia; =3D
mso-bidi-font-family: Georgia">Telephone:=3D20
01386 40282</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Georgia; =3D
mso-bidi-font-family: Georgia">Mobile:=3D20
07764 445867</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN>Email:=3D20
<A=3D20
href=3D3D"mailto:pau...@ai...">paul.beechey@aitken-ca=
=3D
mpbell.co.uk</A><U>=3D20
</U></SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN></SPAN><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: =3D
Arial">IMPORTANT</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">Internet=3D20
communications are not necessarily secure and may be intercepted or =3D
changed=3D20
after they are sent. Aitken Campbell &amp; Company Limited does not =3D
accept=3D20
liability for any such changes. If you wish to confirm the origin or the =3D
content=3D20
of this communication, please contact the sender using an alternative =3D
means of=3D20
communication.</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">This =3D
communication=3D20
does not create or modify any contract.</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">If you are =3D
not the=3D20
intended recipient of this communication you should destroy it without =3D
copying,=3D20
disclosing or otherwise using its content. Please notify the sender =3D
immediately=3D20
of the error.</SPAN></P><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial"><B><FONT =3D
size=3D3D2><FONT=3D20
size=3D3D2>
<P>Aitken Campbell is a subsidiary of the Toronto-Dominion=3D20
Bank.</P></FONT></B></FONT></SPAN>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align: =3D
none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">Aitken =3D
Campbell &amp;=3D20
Company Limited is a member of the London Stock Exchange Regulated by=3D20
FSA<BR>Registered Office:<FONT size=3D3D2>Ground floor, 2 Central Quay, 89 =
=3D
Hydepark=3D20
Street,&nbsp;Glasgow G3 8BW,</FONT>&nbsp;Reg. No. SC97757 Registered in=3D20
Scotland.</SPAN></P>
<P class=3D3DMsoNormal=3D20
style=3D3D"MARGIN: 0in 0in 0pt; mso-pagination: none; =3D
mso-layout-grid-align: none"><SPAN=3D20
style=3D3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial"><?xml:namespace prefix =3D3=
D =3D
o ns =3D3D=3D20
"urn:schemas-microsoft-com:office:office" =3D
/><o:p>&nbsp;</o:p></SPAN></P></DIV>
<DIV>&nbsp;</DIV></BODY></HTML>

------=3D_NextPart_000_0008_01C38E58.CE20FB00--



--__--__--

Message: 3
From: Brian Egge <Br...@ma...>
To: qui...@li...
Subject: RE: [Quickfix-developers] Sequence number reset,
Date: Thu, 9 Oct 2003 08:41:19 -0400

This message is in MIME format. Since your mail reader does not understand
this format, some or all of this message may not be legible.

------_=3D_NextPart_001_01C38E62.A37EC800
Content-Type: text/plain;
      charset=3D"iso-8859-1"

Paul,

When you reset your sequence numbers is up to you and your counter party.
You can reset them once a week if you like.  I shutdown the engine every
night, move the store & logs, and then bring it back up again in the
morning.  Moving the files in the store has the effect of resetting the
sequence numbers.  If I bring it down during the day I don't want anything
reset - I want it to resume right where it left off.  I don't know if you
can reset your sequence numbers while the engine is still running.

Brian

-----Original Message-----
From: Paul Beechey [mailto:bee...@bt...]
Sent: Thursday, October 09, 2003 6:31 AM
To: qui...@li...
Subject: [Quickfix-developers] Sequence number reset,


Hi All,

I have noticed that my sequence numbers are not being reset on a daily
basis.  I was under the impression that sequence numbers should be reset
each day by quickfix.

Does this normally happen when sessions are created or shutdown.

Would appreciate a little clarification.  I use Quickfix 1.5 at the moment.

Cheers,

Paul.


Paul Beechey

Technical Architect

Aitken Campbell & Company Ltd.

Telephone: 01386 40282

Mobile: 07764 445867

Email: pau...@ai...
<mailto:pau...@ai...>

IMPORTANT

Internet communications are not necessarily secure and may be intercepted
or
changed after they are sent. Aitken Campbell & Company Limited does not
accept liability for any such changes. If you wish to confirm the origin or
the content of this communication, please contact the sender using an
alternative means of communication.

This communication does not create or modify any contract.

If you are not the intended recipient of this communication you should
destroy it without copying, disclosing or otherwise using its content.
Please notify the sender immediately of the error.

Aitken Campbell is a subsidiary of the Toronto-Dominion Bank.

Aitken Campbell & Company Limited is a member of the London Stock Exchange
Regulated by FSA
Registered Office:Ground floor, 2 Central Quay, 89 Hydepark Street, Glasgow
G3 8BW, Reg. No. SC97757 Registered in Scotland.






------_=3D_NextPart_001_01C38E62.A37EC800
Content-Type: text/html;
      charset=3D"iso-8859-1"

<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML xmlns:o =3D
"urn:schemas-microsoft-com:office:office"><HEAD>
<META HTTP-EQUIV=3D"Content-Type" CONTENT=3D"text/html; charset=3Diso-8859-=
1">
<TITLE>Message</TITLE>

<META content=3D"MSHTML 6.00.2800.1264" name=3DGENERATOR></HEAD>
<BODY>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN
class=3D267432812-09102003>Paul,</SPAN></FONT></DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN
class=3D267432812-09102003></SPAN></FONT>&nbsp;</DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN
class=3D267432812-09102003>When
you reset your sequence numbers is up to you and your counter party.&nbsp;
You
can reset them once a week if you like.&nbsp; I shutdown the engine every
night,
move the store &amp; logs, and then bring it back up again in the
morning.&nbsp;&nbsp;Moving the&nbsp;files in the store has the effect of
resetting the sequence numbers.&nbsp; If I bring it down during the day I
don't
want anything reset - I want it&nbsp;to resume right where it left
off.&nbsp;&nbsp;I don't know if you can reset your sequence numbers while
the
engine is still running.</SPAN></FONT></DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN
class=3D267432812-09102003></SPAN></FONT>&nbsp;</DIV>
<DIV><FONT face=3DArial color=3D#0000ff size=3D2><SPAN
class=3D267432812-09102003>Brian</SPAN></FONT></DIV>
<BLOCKQUOTE dir=3Dltr style=3D"MARGIN-RIGHT: 0px">
  <DIV class=3DOutlookMessageHeader dir=3Dltr align=3Dleft><FONT face=3DTah=
oma
  size=3D2>-----Original Message-----<BR><B>From:</B> Paul Beechey
  [mailto:bee...@bt...]<BR><B>Sent:</B> Thursday, October 09,
2003
  6:31 AM<BR><B>To:</B>
  qui...@li...<BR><B>Subject:</B>
  [Quickfix-developers] Sequence number reset,<BR><BR></FONT></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial size=3D2>Hi
  All,</FONT></SPAN></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2></FONT></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial size=3D2>I have
noticed
  that my sequence numbers are not being reset on a daily basis.&nbsp; I
was
  under the impression that sequence numbers should be reset each day by
  quickfix.</FONT></SPAN></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2></FONT></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial size=3D2>Does th=
is
normally
  happen when sessions are created or shutdown.</FONT></SPAN></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2></FONT></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial size=3D2>Would
appreciate a
  little clarification.&nbsp; I use Quickfix 1.5 at the
  moment.</FONT></SPAN></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2></FONT></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2>Cheers,</FONT></SPAN></DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2></FONT></SPAN>&nbsp;</DIV>
  <DIV><SPAN class=3D690072310-09102003><FONT face=3DArial
  size=3D2>Paul.</FONT></SPAN></DIV>
  <DIV>&nbsp;</DIV>
  <DIV align=3Dleft>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"
  align=3Dleft><B><SPAN
  style=3D"COLOR: purple; FONT-FAMILY: Georgia; mso-bidi-font-family:
Georgia">Paul
  Beechey</SPAN></B></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><B><I><SPAN
  style=3D"FONT-SIZE: 9pt; COLOR: black; FONT-FAMILY: Georgia;
mso-bidi-font-family: Georgia">Technical
  Architect</SPAN></I></B></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: 'Arial Black';
mso-bidi-font-family: 'Arial Black'">Aitken
  Campbell &amp; Company Ltd.</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Georgia;
mso-bidi-font-family: Georgia">Telephone:
  01386 40282</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Georgia;
mso-bidi-font-family: Georgia">Mobile:
  07764 445867</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN>Email:
  <A
  href=3D"mailto:pau...@ai...
">pau...@ai...</A><U>
  </U></SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN></SPAN><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY:
Arial">IMPORTANT</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">Internet
  communications are not necessarily secure and may be intercepted or
changed
  after they are sent. Aitken Campbell &amp; Company Limited does not
accept
  liability for any such changes. If you wish to confirm the origin or the
  content of this communication, please contact the sender using an
alternative
  means of communication.</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">This
communication
  does not create or modify any contract.</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">If you are not
the
  intended recipient of this communication you should destroy it without
  copying, disclosing or otherwise using its content. Please notify the
sender
  immediately of the error.</SPAN></P><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial"><B><FONT
  size=3D2><FONT size=3D2>
  <P>Aitken Campbell is a subsidiary of the Toronto-Dominion
  Bank.</P></FONT></B></FONT></SPAN>
  <P class=3DMsoNormal
  style=3D"MARGIN: 5pt 0in; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; COLOR: black; FONT-FAMILY: Arial">Aitken Campbe=
ll
  &amp; Company Limited is a member of the London Stock Exchange Regulated
by
  FSA<BR>Registered Office:<FONT size=3D2>Ground floor, 2 Central Quay, 89
  Hydepark Street,&nbsp;Glasgow G3 8BW,</FONT>&nbsp;Reg. No. SC97757
Registered
  in Scotland.</SPAN></P>
  <P class=3DMsoNormal
  style=3D"MARGIN: 0in 0in 0pt; mso-pagination: none; mso-layout-grid-align:
none"><SPAN
  style=3D"FONT-SIZE: 10pt; FONT-FAMILY: Arial"><o:p>
&nbsp;</o:p></SPAN></P></DIV>
  <DIV>&nbsp;</DIV></BLOCKQUOTE></BODY></HTML>

------_=3D_NextPart_001_01C38E62.A37EC800--



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


End of Quickfix-developers Digest






This message and any attachments (the "message") is
intended solely for the addressees and is confidential.=20
If you receive this message in error, please delete it and=20
immediately notify the sender. Any use not in accord with=20
its purpose, any dissemination or disclosure, either whole=20
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message.=20
BNP PARIBAS (and its subsidiaries) shall (will) not=20
therefore be liable for the message if modified.=20

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

Ce message et toutes les pieces jointes (ci-apres le=20
"message") sont etablis a l'intention exclusive de ses=20
destinataires et sont confidentiels. Si vous recevez ce=20
message par erreur, merci de le detruire et d'en avertir=20
immediatement l'expediteur. Toute utilisation de ce=20
message non conforme a sa destination, toute diffusion=20
ou toute publication, totale ou partielle, est interdite, sauf=20
autorisation expresse. L'internet ne permettant pas=20
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce=20
message, dans l'hypothese ou il aurait ete modifie.

Re: [Quickfix-developers] Newbie

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

Corby,

You can add fields to any outgoing message by intercepting it in the =
toApp call.  Here you can add whatever fields you like to the logon =
message.

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


-----Original Message-----
From: Corby Angle <ca...@ft...>
To: QuickFix <qui...@li...>
Sent: Thu Oct 09 07:49:40 2003
Subject: [Quickfix-developers] Newbie

Hi All,
=20
I just installed QuickFix (Win2K) and could use a little assistance.  =
Everything built fine, tested fine and all of the sample programs are =
working well.  I am trying to get the Banzai client to connect to a =
Cameron fix engine that we use on our exchange simulator (4.1).  I have =
changed the config file to the appropriate IP and port but I need the =
TargetSubID and the SenderSubID to be included in the logon message.  =
How can I do this?
=20
Regards,
Corby Angle
FTEN
800 Third Avenue
23rd Floor
New York, NY  10022
(212) 808-8440 x951 - office
(914) 419-8678 - cell
=20

RE: [Quickfix-developers] Sequence number reset,

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

The automatic reset does not work properly in all circumstances. I send
a message about this not too long ago.
For example, if you restart you session at an earlier time in the day
than you did the previous day, it will not reset.
 
Jo Janssens
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Paul Beechey
Sent: Thursday, October 09, 2003 05:31
To: qui...@li...
Subject: [Quickfix-developers] Sequence number reset,
 
Hi All,
 
I have noticed that my sequence numbers are not being reset on a daily
basis.  I was under the impression that sequence numbers should be reset
each day by quickfix.
 
Does this normally happen when sessions are created or shutdown.
 
Would appreciate a little clarification.  I use Quickfix 1.5 at the
moment.
 
Cheers,
 
Paul.
 
Paul Beechey
Technical Architect
Aitken Campbell & Company Ltd.
Telephone: 01386 40282
Mobile: 07764 445867
Email: pau...@ai... 
IMPORTANT
Internet communications are not necessarily secure and may be
intercepted or changed after they are sent. Aitken Campbell & Company
Limited does not accept liability for any such changes. If you wish to
confirm the origin or the content of this communication, please contact
the sender using an alternative means of communication.
This communication does not create or modify any contract.
If you are not the intended recipient of this communication you should
destroy it without copying, disclosing or otherwise using its content.
Please notify the sender immediately of the error.
Aitken Campbell is a subsidiary of the Toronto-Dominion Bank.
Aitken Campbell & Company Limited is a member of the London Stock
Exchange Regulated by FSA
Registered Office:Ground floor, 2 Central Quay, 89 Hydepark Street,
Glasgow G3 8BW, Reg. No. SC97757 Registered in Scotland.
 
 

[Quickfix-developers] Newbie

[Corby A. <ca...@ft...>]

Hi All,
 
I just installed QuickFix (Win2K) and could use a little assistance.
Everything built fine, tested fine and all of the sample programs are
working well.  I am trying to get the Banzai client to connect to a
Cameron fix engine that we use on our exchange simulator (4.1).  I have
changed the config file to the appropriate IP and port but I need the
TargetSubID and the SenderSubID to be included in the logon message.
How can I do this?
 
Regards,
Corby Angle
FTEN
800 Third Avenue
23rd Floor
New York, NY  10022
(212) 808-8440 x951 - office
(914) 419-8678 - cell
 

RE: [Quickfix-developers] Sequence number reset,

[Brian E. <Br...@ma...>]

Paul,
 
When you reset your sequence numbers is up to you and your counter party.
You can reset them once a week if you like.  I shutdown the engine every
night, move the store & logs, and then bring it back up again in the
morning.  Moving the files in the store has the effect of resetting the
sequence numbers.  If I bring it down during the day I don't want anything
reset - I want it to resume right where it left off.  I don't know if you
can reset your sequence numbers while the engine is still running.
 
Brian

-----Original Message-----
From: Paul Beechey [mailto:bee...@bt...]
Sent: Thursday, October 09, 2003 6:31 AM
To: qui...@li...
Subject: [Quickfix-developers] Sequence number reset,


Hi All,
 
I have noticed that my sequence numbers are not being reset on a daily
basis.  I was under the impression that sequence numbers should be reset
each day by quickfix.
 
Does this normally happen when sessions are created or shutdown.
 
Would appreciate a little clarification.  I use Quickfix 1.5 at the moment.
 
Cheers,
 
Paul.
 

Paul Beechey

Technical Architect

Aitken Campbell & Company Ltd.

Telephone: 01386 40282

Mobile: 07764 445867

Email: pau...@ai...
<mailto:pau...@ai...>  

IMPORTANT

Internet communications are not necessarily secure and may be intercepted or
changed after they are sent. Aitken Campbell & Company Limited does not
accept liability for any such changes. If you wish to confirm the origin or
the content of this communication, please contact the sender using an
alternative means of communication.

This communication does not create or modify any contract.

If you are not the intended recipient of this communication you should
destroy it without copying, disclosing or otherwise using its content.
Please notify the sender immediately of the error.

Aitken Campbell is a subsidiary of the Toronto-Dominion Bank.

Aitken Campbell & Company Limited is a member of the London Stock Exchange
Regulated by FSA
Registered Office:Ground floor, 2 Central Quay, 89 Hydepark Street, Glasgow
G3 8BW, Reg. No. SC97757 Registered in Scotland.

 

 

[Quickfix-developers] Sequence number reset,

[Paul B. <bee...@bt...>]

Hi All,
 
I have noticed that my sequence numbers are not being reset on a daily
basis.  I was under the impression that sequence numbers should be reset
each day by quickfix.
 
Does this normally happen when sessions are created or shutdown.
 
Would appreciate a little clarification.  I use Quickfix 1.5 at the
moment.
 
Cheers,
 
Paul.
 

Paul Beechey

Technical Architect

Aitken Campbell & Company Ltd.

Telephone: 01386 40282

Mobile: 07764 445867

Email: pau...@ai... 

IMPORTANT

Internet communications are not necessarily secure and may be
intercepted or changed after they are sent. Aitken Campbell & Company
Limited does not accept liability for any such changes. If you wish to
confirm the origin or the content of this communication, please contact
the sender using an alternative means of communication.

This communication does not create or modify any contract.

If you are not the intended recipient of this communication you should
destroy it without copying, disclosing or otherwise using its content.
Please notify the sender immediately of the error.

Aitken Campbell is a subsidiary of the Toronto-Dominion Bank.

Aitken Campbell & Company Limited is a member of the London Stock
Exchange Regulated by FSA
Registered Office:Ground floor, 2 Central Quay, 89 Hydepark Street,
Glasgow G3 8BW, Reg. No. SC97757 Registered in Scotland.

 

 

Re: [Quickfix-developers] Jave acceptance tests with v1.6 fail on Linux w/ IBMJava2-141

[mike <mi...@an...>]

-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1

Lance,

you may want to check your /etc/services file for entries on port 22222 ?

Cheers
Mike


Lance Heller wrote:

| I've just built quickfix on my Linux version 2.4.18 gcc version 2.95.4
| system.
|
| IBM java is used:
|     java version "1.4.1"
|     Java(TM) 2 Runtime Environment, Standard Edition (build 1.4.1)
|     Classic VM (build 1.4.1, J2RE 1.4.1 IBM build cxia32141-20030522
| (JIT enabled: jitc))
|
| While the runat test are all successful, runat_java generates a SIGABRT:
|
| My system produces the output below:
|
| box:../test-1051: ./runat_java 22222
| <at>
| JVMDG217: Dump Handler is Processing a Signal - Please Wait.
| JVMDG303: JVM Requesting Java core file
| JVMDG304: Java core file written to
| /opt/Quickfix/quickfix/test/javacore.20031007.120330.24872.txt
| JVMDG215: Dump Handler has Processed Error Signal 6.
| <test name='definitions/server/fix40/10_MsgSeqNumEqual.def'
| result='failure' >
|   <message>
|     getaddrinfo: Servname not supported for ai_socktype
|     <line>3</line>
|   </message>
| </test>
|
| .... more failures similiar to 'test name .....' above.
|
|
| Any pointers or suggestions will be gladly accepted.  I'd be happy to
| supply the java core file to anyone interested.
|
|
| TIA
|
| Lance
|
|
|

- --
___________________________________________________________________

Mike Hepburn                            Phone:  +44 (0)207 749 7900
Anvil Software Limited                  Fax:    +44 (0)207 749 7916
51-53 Rivington Street                  E-mail: mi...@an...
London EC2A 3SE                                 ef...@ho...

-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.2.3-nr1 (Windows XP)
Comment: Using GnuPG with Thunderbird - http://enigmail.mozdev.org

iD8DBQE/hRwe1Go8kWxl8sERAiMUAJwOFnsYuv620L/MYiJJubIGVN6faQCcC0Tl
cjTwvd1iFWVqrDzPpn8E02A=
=cb4g
-----END PGP SIGNATURE-----

Re: [Quickfix-developers] Miliseconds in UTC Time

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

On Mon, Oct 06, 2003 at 03:34:25PM -0400, Daniel May wrote:

> I am aware that the millisecond field is absent in most time
> routines.  I was going to start by changing UtcTimeStamp to use the
> timeb struct struct timeb { time_t time; // Time in seconds since
> midnight (00:00:00), January 1, 1970, (UTC).  unsigned short
> millitm; // Fraction of a second in milliseconds.  short timezone;
> // Difference in minutes, moving westward, between UTC and local
> time short dstflag; // Nonzero if daylight savings time is currently
> in effect for the local zone.  };

	The only problem with switching to something time_t-based like
	struct timeb is that what you gain in resolution you lose in
	domain.  You will no longer be able to represent any dat past
	(mumble) 2037.

	This is not such a big deal for single stock day orders but
	may addle anyone using QuickFix to handle any long-dated
	securities (e.g. some bonds).

-- 
Caleb Epstein |  bklyn . org  | It seems like the less a statesman amounts to,
    cae at    | Brooklyn Dust | the more he loves the flag.
bklyn dot org |   Bunny Mfg.  |

[Quickfix-developers] Jave acceptance tests with v1.6 fail on Linux w/ IBMJava2-141

[Lance H. <lh...@at...>]

I've just built quickfix on my Linux version 2.4.18 gcc version 2.95.4
system.

IBM java is used:
    java version "1.4.1"
    Java(TM) 2 Runtime Environment, Standard Edition (build 1.4.1)
    Classic VM (build 1.4.1, J2RE 1.4.1 IBM build cxia32141-20030522   =20
(JIT enabled: jitc))

While the runat test are all successful, runat_java generates a SIGABRT:

My system produces the output below:

box:../test-1051: ./runat_java 22222
<at>
JVMDG217: Dump Handler is Processing a Signal - Please Wait.
JVMDG303: JVM Requesting Java core file
JVMDG304: Java core file written to
/opt/Quickfix/quickfix/test/javacore.20031007.120330.24872.txt
JVMDG215: Dump Handler has Processed Error Signal 6.
<test name=3D'definitions/server/fix40/10_MsgSeqNumEqual.def'
result=3D'failure' >
  <message>
    getaddrinfo: Servname not supported for ai_socktype
    <line>3</line>
  </message>
</test>

.... more failures similiar to 'test name .....' above.


Any pointers or suggestions will be gladly accepted.  I'd be happy to
supply the java core file to anyone interested.


TIA

Lance



--=20
----------------------------------------------------------------------
    'Tis an ill-wind that blows no mind.' =20
                                     - Discordian catma
----------------------------------------------------------------------

[Quickfix-developers] Java 1.4.x GetCreationTime0() issue

[<pc....@ta...>]

Hi,

Noticed whilst testing fix engine 1.5.0 using java jni interface against 1.4.x JDK, I received an uncaught exception from "getCreationTime0()", basically asking JDK for time zone "GMT+0". 

From checking the JDK looks like Sun have re-engineered the timezone code, basically file based now, and the file "GMT+0" does not exist. "GMT" does exist!

However the quickfix library handles this problem, not sure how and if they are any side effects, i.e it picks up local time instead if no timezone returned?

Might be worth looking into this is future realeases, obviously you need to make it backward compatible.

You can either change it to GMT, which I suspect would make it work in Jdk 1.3.x and future versions or make it configurable with a system property (with a default of GMT!).

Would be interesting to know what happens when the call to get time zone fails for this function, as I use the engine outside the UK.

Thanks

Phil.


--------------------
talk21 your FREE portable and private address on the net at http://www.talk21.com

RE: [Quickfix-developers] Miliseconds in UTC Time

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

If I search the entire quickfix source base, strptime() is only used 7
times,
and only 4 of the contain formatting the seconds field.  I could just
modify the buffer
after the call to strptime() to add the ".sss" onto the end if needed
and be done with it.

The same goes for strftime().

Optionally, since the source code for these two functions is part of the
quickfix source
any way, I could modify these directly, the usage clause says we can use
it "with or without modification".


Daniel


-----Original Message-----
From: Caleb Epstein [mailto:ca...@bk...]=20
Sent: Monday, October 06, 2003 3:41 PM
To: Daniel May
Cc: Miller, Oren; qui...@li...
Subject: Re: [Quickfix-developers] Miliseconds in UTC Time

On Mon, Oct 06, 2003 at 03:34:25PM -0400, Daniel May wrote:

> I am aware that the millisecond field is absent in most time routines.

> I was going to start by changing UtcTimeStamp to use the timeb struct

	This is not Stanard C, but I think its relatively well
	supported on most platforms.  The Solaris and Linux boxes I
	have access to all support it.

> Oren sent me a link to a strftime/strptime that supports milliseconds,

> so send him your Kingdom :)

	Once that code was de-Windows-ed, it wouldn't be too bad.  My
	eyes glaze over as soon as I start seeing szVariableName.

--=20
Caleb Epstein |  bklyn . org  |     Moore's Constant:
    cae at    | Brooklyn Dust |     	Everybody sets out to do
something,
bklyn dot org |   Bunny Mfg.  |     	and everybody does something,
but no
              |               |     	one does what he sets out to do.

Re: [Quickfix-developers] Miliseconds in UTC Time

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

On Mon, Oct 06, 2003 at 03:34:25PM -0400, Daniel May wrote:

> I am aware that the millisecond field is absent in most time
> routines.  I was going to start by changing UtcTimeStamp to use the
> timeb struct

	This is not Stanard C, but I think its relatively well
	supported on most platforms.  The Solaris and Linux boxes I
	have access to all support it.

> Oren sent me a link to a strftime/strptime that supports
> milliseconds, so send him your Kingdom :)

	Once that code was de-Windows-ed, it wouldn't be too bad.  My
	eyes glaze over as soon as I start seeing szVariableName.

-- 
Caleb Epstein |  bklyn . org  |     Moore's Constant:
    cae at    | Brooklyn Dust |     	Everybody sets out to do something,
bklyn dot org |   Bunny Mfg.  |     	and everybody does something, but no
              |               |     	one does what he sets out to do.