quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Source and Header File Request

[Alex H. <al...@an...>]

Hi Jon,

You can pass a date to CVS when you check out to get a snapshot for that
date.

e.g. to get the source as of first of january

cvs checkout -D 2003-01-01 quickfix

That should give you the same thing as a nightly or weekly tarball
(depending on the date given of course).

If you pick a date that had a successful build on cruise control then
you at least know it will build :)

Cheers,
Alex.

On Mon, 2003-08-11 at 22:40, Jon Dahl wrote:
> All,
> 
> I don't know if this is the right list to post this to so I apologize in advance.
> 
> We currently have the original FIX 1.5.0 zip file and have problems with the 
> repeating groups. Upon noticing the CVS repository changes, the number of header/cpp
> files which have changed is a high number - subsequently causing some confusion with
> my developers on what exactly to download.
> 
> It would be nice if there was a repository for nightly builds of the zip/tar files
> maybe going back a week relieving the confusion on just what needs to be downloaded.
> 
> Thanks,
> 
> Jon Dahl
> Liquidity Direct, LLC
> 
> 
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[Quickfix-developers] Source and Header File Request

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

All,

I don't know if this is the right list to post this to so I apologize in =
advance.

We currently have the original FIX 1.5.0 zip file and have problems with =
the=20
repeating groups. Upon noticing the CVS repository changes, the number =
of header/cpp
files which have changed is a high number - subsequently causing some =
confusion with
my developers on what exactly to download.

It would be nice if there was a repository for nightly builds of the =
zip/tar files
maybe going back a week relieving the confusion on just what needs to be =
downloaded.

Thanks,

Jon Dahl
Liquidity Direct, LLC

[Quickfix-developers] Could not able to access the developers mail list on

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

=20

Re: [Quickfix-developers] ScreenLog and timestamp

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

This is a bug. There is a patch available here:

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C++/Log.h.diff?r1=1.2&r2=1.3

--- Daniel May <Dan...@ma...> wrote:
> I notice in the ScreenLog class, the current time is
> only set in
> onIncoming with m_time.setCurrent();
> and not in OnOutGoing or OnEvent.  Does this mean
> the time stamp in the
> ScreenLog
> output is only current as of the last call to
> onIncoming ?
> 
> Daniel May
> da...@ma...
> 
> 
> 
>
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[Quickfix-developers] ScreenLog and timestamp

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

I notice in the ScreenLog class, the current time is only set in
onIncoming with m_time.setCurrent();
and not in OnOutGoing or OnEvent.  Does this mean the time stamp in the
ScreenLog
output is only current as of the last call to onIncoming ?

Daniel May
da...@ma...

RE: [Quickfix-developers] Warnings/errors when building in Visual Studio.Net 2003

[Akshay A. <AA...@on...>]

I solved the problem myself...it seems that it didn't like me building
the .lib files in VC++ 6.0 and I had to only do it in VS.Net for it to
work.

-akshay

> -----Original Message-----
> From: Akshay Arora=20
> Sent: Thursday, August 07, 2003 3:44 PM
> To: qui...@li...
> Subject: [Quickfix-developers] Warnings/errors when building=20
> in Visual Studio.Net 2003
>=20
>=20
> and using Framework 1.1 (though I got the same errors when I=20
> tried using
> VS.Net 2002 - which can only target framework 1.0)
>=20
> The long list of warnings and errors consist of lines such as below:
> quickfix_net warning LNK4049: locally defined symbol
> ??_7logic_error@std@@6B@ (const std::logic_error::`vftable') imported
>=20
> quickfix_net warning LNK4217: locally defined symbol
> ??_7logic_error@std@@6B@ (const std::logic_error::`vftable')=20
> imported in
> function "public: static class std::basic_string<char,struct
> std::char_traits<char>,class std::allocator<char> > __cdecl
> FIX::DoubleConvertor::convert(double)"
> (?convert@DoubleConvertor@FIX@@SA?AV?$basic_string@DU?$char_tr
> aits@D@std
> @@V?$allocator@D@2@@std@@N@Z)
>=20
> quickfix_net error LNK2001: unresolved external symbol
> "__declspec(dllimport) private: void __thiscall
> std::basic_string<char,struct std::char_traits<char>,class
> std::allocator<char> >::_Copy(unsigned int)"
> (__imp_?_Copy@?$basic_string@DU?$char_traits@D@std@@V?$allocat
> or@D@2@@st
> d@@AAEXI@Z)
>=20
> quickfix_net error LNK2019: unresolved external symbol
> "__declspec(dllimport) private: void __thiscall
> std::basic_string<char,struct std::char_traits<char>,class
> std::allocator<char> >::_Copy(unsigned int)"
> (__imp_?_Copy@?$basic_string@DU?$char_traits@D@std@@V?$allocat
> or@D@2@@st
> d@@AAEXI@Z) referenced in function "public: __thiscall
> std::map<int,class FIX::FieldBase,struct FIX::message_order,class
> std::allocator<class FIX::FieldBase> >::~map<int,class
> FIX::FieldBase,struct FIX::message_order,class std::allocator<class
> FIX::FieldBase> >(void)"
> (??1?$map@HVFieldBase@FIX@@Umessage_order@2@V?$allocator@VFiel
> dBase@FIX@
> @@std@@@std@@QAE@XZ)
>=20
> quickfix_net fatal error LNK1120: 11 unresolved externals
>=20
> Those were all the different types of LNK warnings and=20
> errors. I got it
> to compile fine using VC++ 6.0 and it produced the 2 libraries, and I
> wanted to put it in .Net, but it doesn't like something, and=20
> I couldn't
> find much in the mailing lists concerning this.
>=20
> Any ideas?
>=20
> -akshay
>=20
>=20
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>=20

[Quickfix-developers] Warnings/errors when building in Visual Studio.Net 2003

[Akshay A. <AA...@on...>]

and using Framework 1.1 (though I got the same errors when I tried using
VS.Net 2002 - which can only target framework 1.0)

The long list of warnings and errors consist of lines such as below:
quickfix_net warning LNK4049: locally defined symbol
??_7logic_error@std@@6B@ (const std::logic_error::`vftable') imported

quickfix_net warning LNK4217: locally defined symbol
??_7logic_error@std@@6B@ (const std::logic_error::`vftable') imported in
function "public: static class std::basic_string<char,struct
std::char_traits<char>,class std::allocator<char> > __cdecl
FIX::DoubleConvertor::convert(double)"
(?convert@DoubleConvertor@FIX@@SA?AV?$basic_string@DU?$char_traits@D@std
@@V?$allocator@D@2@@std@@N@Z)

quickfix_net error LNK2001: unresolved external symbol
"__declspec(dllimport) private: void __thiscall
std::basic_string<char,struct std::char_traits<char>,class
std::allocator<char> >::_Copy(unsigned int)"
(__imp_?_Copy@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@st
d@@AAEXI@Z)

quickfix_net error LNK2019: unresolved external symbol
"__declspec(dllimport) private: void __thiscall
std::basic_string<char,struct std::char_traits<char>,class
std::allocator<char> >::_Copy(unsigned int)"
(__imp_?_Copy@?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@st
d@@AAEXI@Z) referenced in function "public: __thiscall
std::map<int,class FIX::FieldBase,struct FIX::message_order,class
std::allocator<class FIX::FieldBase> >::~map<int,class
FIX::FieldBase,struct FIX::message_order,class std::allocator<class
FIX::FieldBase> >(void)"
(??1?$map@HVFieldBase@FIX@@Umessage_order@2@V?$allocator@VFieldBase@FIX@
@@std@@@std@@QAE@XZ)

quickfix_net fatal error LNK1120: 11 unresolved externals

Those were all the different types of LNK warnings and errors. I got it
to compile fine using VC++ 6.0 and it produced the 2 libraries, and I
wanted to put it in .Net, but it doesn't like something, and I couldn't
find much in the mailing lists concerning this.

Any ideas?

-akshay

[Quickfix-developers] Bug in the QuickFix 4.4 Message Cracker for dot net

[John E. L. <Joh...@ex...>]

The DotNet Message cracker for Fix version 4.4 should be derived from
the 4.3 message cracker.
 
Thanks,
John
 

Re: [Quickfix-developers] Field 141 (ResetSeqNumFlag) Ignored?

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

Yeah, this is an unimplemented feature.  You can
probably do this yourself by resetting the message
store when this field comes in.

--- Howard Engelhart <ho...@ex...> wrote:
> It appears that when accepting connections, quickfix
> does not handle the 
> ResetSeqNumFlag field.  Am I doing something wrong,
> or is this a known 
> issue?  Thanks,
> 
> Howard
> 
> 
> 
> 
>
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[Quickfix-developers] Field 141 (ResetSeqNumFlag) Ignored?

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

It appears that when accepting connections, quickfix does not handle the 
ResetSeqNumFlag field.  Am I doing something wrong, or is this a known 
issue?  Thanks,

Howard

RE: [Quickfix-developers] Heap compiler error

[John E. L. <Joh...@ad...>]

Matt,


Try /Zm1000 instead of /Zm2000. if the size is too large it doesn't
work.

John

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Oren Miller
Sent: Friday, August 01, 2003 9:28 AM
To: mat...@ca...; QuickFIX Developers (E-mail)
Subject: Re: [Quickfix-developers] Heap compiler error


I had wanted to release this last weekend, however I
want to include patches for some issues that had been
reported since, so this weekend is most likely.

--- Matt Proud <mat...@ca...>
wrote:
> I am receiving a compiler error message similar to
> one that Dmitriy inquired
> about recently. The error message is as follows:
> 
> fatal error C1076: compiler limit : internal heap
> limit reached; use /Zm to
> specify a higher limit
> 
> I am using VC++ 6.0 (Windows 2000, 512k RAM). I
> tried the /Zm flag
> (/Zm2000), but this did not solve the problem. I
> then commented out any
> FIX43 references (FIX43_*.h), and this worked.
> However, I need messages that
> were introduced in the FIX43.
> 
> Oren, when do you anticipate V1.6.0 will be
> released?
> 
> Matt P.
> Catus Tech LLC
> 
> 
> 
>
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RE: [Quickfix-developers] ResendRequest disapperaing? <--I'm having similar problems.

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

I believe I have a fix for this.  In Session::sendRaw, replace the following lines:
 
if ( isLoggedOn() ) result = 
          send( message.toString(messageString) );
 
with these:
 
if ( isLoggedOn() || num ) result = 
          send( message.toString(messageString) );

If someone who is having this problem can verify that this works, please let me know so I can do a release with it.

Andrew <and...@ho...> wrote:
Yup! That's the same thing I am seeing. 

Oren, is there a patch for this?

Andrew Munn
and...@ho...


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Jo
Janssens
Sent: Friday, July 25, 2003 9:41 AM
To: qui...@li...
Subject: RE: [Quickfix-developers] ResendRequest disapperaing? <--I'm
having similar problems.

I am also having a problem like this. It seems that somehow the FIX
engine gets into an infinite loop of resend requests. Here is my event
log.
I am connecting to an outside vendor who probably does not use quickfix,
and I am using the c++ version of quickfix 1.5.0 now, in case this is
important.

Jo

20030725-14:18:59 : Created session
20030725-14:18:59 : Connecting to x.x.x.x on port 21600
20030725-14:18:59 : Connection succeeded
20030725-14:19:00 : Initiated logon request
20030725-14:19:00 : Received logon response
20030725-14:19:00 : MsgSeqNum too high RECEIVED: 104 EXPECTED: 102
20030725-14:19:00 : Sent ResendRequest FROM: 102 TO: 103
20030725-14:19:00 : Received ResendRequest FROM: 16 TO: 79
20030725-14:19:00 : Received ResendRequest FROM: 16 TO: 79
20030725-14:19:00 : Received SequenceReset FROM: 102 TO: 104
20030725-14:19:00 : Processing QUEUED message: 104
20030725-14:19:12 : Received ResendRequest FROM: 16 TO: 79
20030725-14:19:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:20:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:20:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:21:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:21:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:22:10 : MsgSeqNum too high RECEIVED: 113 EXPECTED: 105
20030725-14:22:10 : Sent ResendRequest FROM: 105 TO: 112
20030725-14:22:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:22:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:22:10 : Received SequenceReset FROM: 105 TO: 113
20030725-14:22:10 : Processing QUEUED message: 113
20030725-14:22:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:23:10 : MsgSeqNum too high RECEIVED: 117 EXPECTED: 114
20030725-14:23:10 : Sent ResendRequest FROM: 114 TO: 116
20030725-14:23:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:23:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:23:10 : Received SequenceReset FROM: 114 TO: 117
20030725-14:23:10 : Processing QUEUED message: 117
20030725-14:23:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:24:10 : MsgSeqNum too high RECEIVED: 121 EXPECTED: 118
20030725-14:24:10 : Sent ResendRequest FROM: 118 TO: 120
20030725-14:24:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:24:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:24:10 : Received SequenceReset FROM: 118 TO: 121
20030725-14:24:10 : Processing QUEUED message: 121
20030725-14:24:40 : Received ResendRequest FROM: 16 TO: 79
20030725-14:25:10 : Received ResendRequest FROM: 16 TO: 79
20030725-14:25:24 : Received ResendRequest FROM: 16 TO: 79
20030725-14:25:54 : Received ResendRequest FROM: 16 TO: 79
20030725-14:26:24 : Received ResendRequest FROM: 16 TO: 79
20030725-14:26:54 : MsgSeqNum too high RECEIVED: 129 EXPECTED: 122
20030725-14:26:54 : Sent ResendRequest FROM: 122 TO: 128
20030725-14:26:54 : Received ResendRequest FROM: 16 TO: 79
20030725-14:26:54 : Received ResendRequest FROM: 16 TO: 79
20030725-14:26:54 : Received SequenceReset FROM: 122 TO: 129
20030725-14:26:54 : Processing QUEUED message: 129
20030725-14:27:24 : Received ResendRequest FROM: 16 TO: 79
20030725-14:27:50 : Received ResendRequest FROM: 16 TO: 79
20030725-14:28:03 : Received ResendRequest FROM: 16 TO: 79
20030725-14:28:33 : MsgSeqNum too high RECEIVED: 135 EXPECTED: 130
20030725-14:28:33 : Sent ResendRequest FROM: 130 TO: 134
20030725-14:28:33 : Received ResendRequest FROM: 16 TO: 79
20030725-14:28:33 : Received SequenceReset FROM: 130 TO: 135
20030725-14:28:33 : Processing QUEUED message: 135
20030725-14:29:03 : MsgSeqNum too high RECEIVED: 137 EXPECTED: 136
20030725-14:29:03 : Sent ResendRequest FROM: 136 TO: 136
20030725-14:29:03 : Received ResendRequest FROM: 16 TO: 79
20030725-14:29:03 : Received SequenceReset FROM: 136 TO: 137
20030725-14:29:03 : Processing QUEUED message: 137
20030725-14:29:33 : MsgSeqNum too high RECEIVED: 139 EXPECTED: 138
20030725-14:29:33 : Sent ResendRequest FROM: 138 TO: 138
20030725-14:29:33 : Received ResendRequest FROM: 16 TO: 79
20030725-14:29:33 : Received ResendRequest FROM: 16 TO: 79
20030725-14:29:34 : Received SequenceReset FROM: 138 TO: 139
20030725-14:29:34 : Processing QUEUED message: 139
20030725-14:30:03 : Received ResendRequest FROM: 16 TO: 79
20030725-14:30:33 : Received ResendRequest FROM: 16 TO: 79
20030725-14:31:03 : MsgSeqNum too high RECEIVED: 144 EXPECTED: 140
20030725-14:31:03 : Sent ResendRequest FROM: 140 TO: 143
20030725-14:31:03 : Received ResendRequest FROM: 16 TO: 79
20030725-14:31:04 : Received ResendRequest FROM: 16 TO: 79
20030725-14:31:04 : Received SequenceReset FROM: 140 TO: 144
20030725-14:31:04 : Processing QUEUED message: 144
20030725-14:31:33 : Received ResendRequest FROM: 16 TO: 79
20030725-14:32:03 : MsgSeqNum too high RECEIVED: 148 EXPECTED: 145
20030725-14:32:03 : Sent ResendRequest FROM: 145 TO: 147
20030725-14:32:03 : Received ResendRequest FROM: 16 TO: 79
20030725-14:32:04 : Received ResendRequest FROM: 16 TO: 79
20030725-14:32:04 : Received SequenceReset FROM: 145 TO: 148
20030725-14:32:04 : Processing QUEUED message: 148
20030725-14:32:33 : Received ResendRequest FROM: 16 TO: 79

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Andrew Munn
Sent: Wednesday, July 23, 2003 18:09
To: qui...@li...
Subject: RE: [Quickfix-developers] ResendRequest disapperaing? <--I'm
having similar problems.

I am having similar problems. Either I will get the repeated
disconnects like those listed, or I will get a situation where I get a
ResendRequest loop. Here are parts of the logs from initiator and
acceptor:


<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, incoming>

(8=FIX.4.1?9=57?35=0?34=2075?49=IN_MULTIFIX1?52=20030723-22:00:16?56=TW1
?10=021?)
<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, event>
(MsgSeqNum too high RECEIVED: 2075 EXPECTED: 1967)
<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, outgoing>

(8=FIX.4.1?9=72?35=2?34=2480?49=TW1?52=20030723-22:00:16?56=IN_MULTIFIX1
?7=1967?16=2074?10=210?)
<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Sent ResendRequest FROM: 1967 TO: 2074)
<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, outgoing>

(8=FIX.4.1?9=66?35=1?34=2481?49=TW1?52=20030723-22:00:22?56=IN_MULTIFIX1
?112=TEST?10=038?)
<20030723-22:00:16, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Sent test request TEST)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, incoming>

(8=FIX.4.1?9=72?35=2?34=2076?49=IN_MULTIFIX1?52=20030723-22:00:22?56=TW1
?7=2479?16=2480?10=208?)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Received ResendRequest FROM: 2479 TO: 2480)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, outgoing>

(8=FIX.4.1?9=98?35=4?34=2479?43=Y?49=TW1?52=20030723-22:00:22?56=IN_MULT
IFIX1?122=20030723-22:00:22?36=2481?123=Y?10=241?)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Sent SequenceReset TO: 2481)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, incoming>

(8=FIX.4.1?9=66?35=0?34=2077?49=IN_MULTIFIX1?52=20030723-22:00:22?56=TW1
?112=TEST?10=038?)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, event>
(MsgSeqNum too high RECEIVED: 2077 EXPECTED: 1968)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, outgoing>

(8=FIX.4.1?9=72?35=2?34=2482?49=TW1?52=20030723-22:00:22?56=IN_MULTIFIX1
?7=1968?16=2076?10=212?)
<20030723-22:00:22, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Sent ResendRequest FROM: 1968 TO: 2076)
<20030723-22:00:52, FIX.4.1:TW1->IN_MULTIFIX1, incoming>

(8=FIX.4.1?9=57?35=0?34=2078?49=IN_MULTIFIX1?52=20030723-22:00:52?56=TW1
?10=024?)
<20030723-22:00:52, FIX.4.1:TW1->IN_MULTIFIX1, event>
(MsgSeqNum too high RECEIVED: 2078 EXPECTED: 1968)
<20030723-22:00:52, FIX.4.1:TW1->IN_MULTIFIX1, outgoing>

(8=FIX.4.1?9=72?35=2?34=2483?49=TW1?52=20030723-22:00:52?56=IN_MULTIFIX1
?7=1968?16=2077?10=217?)
<20030723-22:00:52, FIX.4.1:TW1->IN_MULTIFIX1, event>
(Sent ResendRequest FROM: 1968 TO: 2077)
===========================================================
<20030723-21:59:46, FIX.4.1:IN_MULTIFIX1->TW1, outgoing>

(8=FIX.4.1?9=57?35=0?34=2075?49=IN_MULTIFIX1?52=20030723-22:00:16?56=TW1
?10=021?)
<20030723-22:00:16, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=72?35=2?34=2480?49=TW1?52=20030723-22:00:16?56=IN_MULTIFIX1
?7=1967?16=2074?10=210?)
<20030723-22:00:16, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Received ResendRequest FROM: 1967 TO: 2074)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=66?35=1?34=2481?49=TW1?52=20030723-22:00:22?56=IN_MULTIFIX1
?112=TEST?10=038?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, event>
(MsgSeqNum too high RECEIVED: 2481 EXPECTED: 2479)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, outgoing>

(8=FIX.4.1?9=72?35=2?34=2076?49=IN_MULTIFIX1?52=20030723-22:00:22?56=TW1
?7=2479?16=2480?10=208?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Sent ResendRequest FROM: 2479 TO: 2480)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=98?35=4?34=2479?43=Y?49=TW1?52=20030723-22:00:22?56=IN_MULT
IFIX1?122=20030723-22:00:22?36=2481?123=Y?10=241?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Received SequenceReset FROM: 2479 TO: 2481)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Processing QUEUED message: 2481)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=66?35=1?34=2481?49=TW1?52=20030723-22:00:22?56=IN_MULTIFIX1
?112=TEST?10=038?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, outgoing>

(8=FIX.4.1?9=66?35=0?34=2077?49=IN_MULTIFIX1?52=20030723-22:00:22?56=TW1
?112=TEST?10=038?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=72?35=2?34=2482?49=TW1?52=20030723-22:00:22?56=IN_MULTIFIX1
?7=1968?16=2076?10=212?)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Received ResendRequest FROM: 1968 TO: 2076)
<20030723-22:00:22, FIX.4.1:IN_MULTIFIX1->TW1, outgoing>

(8=FIX.4.1?9=57?35=0?34=2078?49=IN_MULTIFIX1?52=20030723-22:00:52?56=TW1
?10=024?)
<20030723-22:00:52, FIX.4.1:IN_MULTIFIX1->TW1, incoming>

(8=FIX.4.1?9=72?35=2?34=2483?49=TW1?52=20030723-22:00:52?56=IN_MULTIFIX1
?7=1968?16=2077?10=217?)
<20030723-22:00:52, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Received ResendRequest FROM: 1968 TO: 2077)
<20030723-22:00:52, FIX.4.1:IN_MULTIFIX1->TW1, event>
(Disconnecting)


Thanks,
Andrew



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Howard Engelhart
Sent: Wednesday, July 23, 2003 3:56 PM
To: qui...@li...
Subject: [Quickfix-developers] ResendRequest disapperaing?

I have written a FIX server (an acceptor) and a FIX Client (initiator)
both 
using QuickFIX. When my client attempts to connect to the server using
a 
MsgSeqNum that is higher than expected, the server sends back the 
LogonRequest followed by a ResendRequest to the client (log excerpt
below), 
however I never see this second (ResendRequest) message on my client. I
do 
not see it in the message store, logs, nor can I catch it in the 
fromAdmin/fromApp handlers. Is there something I need to be doing here?

Thanks,

Howard

8=FIX.4.29=6035=A34=149=SBI052=20030723-20:50:0156=SLGM098=0108=3010=150
8=FIX.4.29=5835=234=249=SBI052=20030723-20:50:0156=SLGM07=116=7610=046

20030723-20:50:01 : Received logon request
20030723-20:50:01 : Responding to logon request
20030723-20:50:01 : MsgSeqNum too high RECEIVED: 77 EXPECTED: 1
20030723-20:50:01 : Sent ResendRequest FROM: 1 TO: 76
20030723-20:50:01 : Disconnecting



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Re: [Quickfix-developers] Heap compiler error

[Patrick R. <pat...@ya...>]

I have the same error on VC6++ - the solution I had so
far : incremantal build. Seems fancy ? Just start the
build process over and over again - the compiler goes
ffurther every time (normal), end the project gets
greated - really a pain the first time around, after
that it's fine...

--- Oren Miller <ore...@ya...> wrote:
> I had wanted to release this last weekend, however I
> want to include patches for some issues that had
> been
> reported since, so this weekend is most likely.
> 
> --- Matt Proud <mat...@ca...>
> wrote:
> > I am receiving a compiler error message similar to
> > one that Dmitriy inquired
> > about recently. The error message is as follows:
> > 
> > fatal error C1076: compiler limit : internal heap
> > limit reached; use /Zm to
> > specify a higher limit
> > 
> > I am using VC++ 6.0 (Windows 2000, 512k RAM). I
> > tried the /Zm flag
> > (/Zm2000), but this did not solve the problem. I
> > then commented out any
> > FIX43 references (FIX43_*.h), and this worked.
> > However, I need messages that
> > were introduced in the FIX43.
> > 
> > Oren, when do you anticipate V1.6.0 will be
> > released?
> > 
> > Matt P.
> > Catus Tech LLC
> > 
> > 
> > 
> >
>
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Re: [Quickfix-developers] Heap compiler error

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

I had wanted to release this last weekend, however I
want to include patches for some issues that had been
reported since, so this weekend is most likely.

--- Matt Proud <mat...@ca...>
wrote:
> I am receiving a compiler error message similar to
> one that Dmitriy inquired
> about recently. The error message is as follows:
> 
> fatal error C1076: compiler limit : internal heap
> limit reached; use /Zm to
> specify a higher limit
> 
> I am using VC++ 6.0 (Windows 2000, 512k RAM). I
> tried the /Zm flag
> (/Zm2000), but this did not solve the problem. I
> then commented out any
> FIX43 references (FIX43_*.h), and this worked.
> However, I need messages that
> were introduced in the FIX43.
> 
> Oren, when do you anticipate V1.6.0 will be
> released?
> 
> Matt P.
> Catus Tech LLC
> 
> 
> 
>
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Re: [Quickfix-developers] MySQLLogFactory hangs when hammered with messages

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

Havn't heard of this one before but we can investigate
it.

--- Andrew Munn <an...@nm...> wrote:
> If I send a rapid series of messages to an initiator
> or acceptor that
> was instantiated with a MySQLLogFactory the
> application will hang.
> MySQLStoreFactory seems to work great though.
> 
> Anyone know a fix for this ?
> 
> -Andrew Munn
> 
> 
> 
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[Quickfix-developers] Fix Session Start times

[Paul B. <pau...@ai...>]

Hi All,
=20
I am using quick fix 5.
=20
I have a windows service that, due to providing access to customers from
the early hours, starts at about 7 oclock.  At this time my service
creates the fix sessions and calls start on them. =20
In the config files, the time for starting is set to be 45 minutes
later, because the FIX server that I connect to is not available.  I
have noticed however that once the fix start time has been reached, the
sessions do not burst into life, i.e. connect and login.
=20
Has anyone seen this behaviour before, is it a problem or by design or
am I missing an important bit of information?
=20
Many thanks once again,
=20
Paul.
=20
Paul Beechey
Technical Architect
Aitken Campbell & Company Ltd.
Telephone: 0121 697 7011
Fax: 0121 698 8624
Mobile: 07764 445867
Email: pau...@ai...=20
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 & Company Limited is a subsidiary of TD Waterhouse
Investor Services (UK) Ltd. =20
Aitken Campbell & Company Limited is a member of the London Stock
Exchange Regulated by FSA
Registered Office: Abbey House, 2nd Floor, 10 Bothwell Street, Glasgow,
G2 6NT Reg. No. SC97757 Registered in Scotland.
=20

[Quickfix-developers] Heap compiler error

[Matt P. <mat...@ca...>]

I am receiving a compiler error message similar to one that Dmitriy inquired
about recently. The error message is as follows:

fatal error C1076: compiler limit : internal heap limit reached; use /Zm to
specify a higher limit

I am using VC++ 6.0 (Windows 2000, 512k RAM). I tried the /Zm flag
(/Zm2000), but this did not solve the problem. I then commented out any
FIX43 references (FIX43_*.h), and this worked. However, I need messages that
were introduced in the FIX43.

Oren, when do you anticipate V1.6.0 will be released?

Matt P.
Catus Tech LLC

Re: [Quickfix-developers] Found checksum problem

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

Yes, this was actually fixed in the repository a
couple of weeks ago.  Here is the patch:

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C++/Field.h.diff?r1=1.6&r2=1.7

--- Jo Janssens <jo...@tr...> wrote:
> I found the cause of my checksum problem: the
> setString() function on
> the field class does not reset the m_total member
> before adding to it:
>  
> void setString( const std::string& string )
>   { 
>     m_string = string;
>     m_data = IntConvertor::convert(m_field) + "=" +
> string + "\001";
>     m_length = m_data.length();
>     const char* iter = m_data.c_str();
>     const char* end = iter + m_data.length();
>     while( iter != end )
>       m_total += *iter++;
>   }
>  
> My suggestion is that a line be added as such:
>  
> void setString( const std::string& string )
>   { 
>     m_string = string;
>     m_data = IntConvertor::convert(m_field) + "=" +
> string + "\001";
>     m_length = m_data.length();
>     const char* iter = m_data.c_str();
>     const char* end = iter + m_data.length();
>     m_total = 0;
>     while( iter != end )
>       m_total += *iter++;
>   }
>  
> Jo Janssens
> Telluride Asset Management
>  
> 

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[Quickfix-developers] Found checksum problem

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

I found the cause of my checksum problem: the setString() function on
the field class does not reset the m_total member before adding to it:
 
void setString( const std::string& string )
  { 
    m_string = string;
    m_data = IntConvertor::convert(m_field) + "=" + string + "\001";
    m_length = m_data.length();
    const char* iter = m_data.c_str();
    const char* end = iter + m_data.length();
    while( iter != end )
      m_total += *iter++;
  }
 
My suggestion is that a line be added as such:
 
void setString( const std::string& string )
  { 
    m_string = string;
    m_data = IntConvertor::convert(m_field) + "=" + string + "\001";
    m_length = m_data.length();
    const char* iter = m_data.c_str();
    const char* end = iter + m_data.length();
    m_total = 0;
    while( iter != end )
      m_total += *iter++;
  }
 
Jo Janssens
Telluride Asset Management
 

[Quickfix-developers] Checksums

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

I tracked down the checksum issue, I think. 
Calculating the checksum for char fields doesn't seem to work properly.
For example, I had a field '40=2' that gave an m_total of 374 in quick
fix where the actual sum is 212 (including the field terminator or
'\001')
 
I haven't tried to fix the issue yet, so I can't be completely sure.
 
Jo Janssens

[Quickfix-developers] Checksums

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

Hello,
I just upgraded to quickfix 1.5.0 (C++) from 1.4.1 (.NET) and I am
getting checksum rejects with one of my vendors. Here is an example
message from the outgoing log:
 
8=FIX.4.29=19435=F34=29849=TELL50=TFX52=20030728-15:27:4756=SRVMM21=2898
211=13564C121=138=2540=241=1356444=1854=155=CA59=077=O100=W114=N167=OPT2
00=200311201=1202=7.5203=1204=0439=35210=073
 
I wrote a little test program to generate a checksum and got 52 for this
message (using the whole message to compute the check sum except the
checksum itself). I used to following string to generate my test
checksum.
 
8=FIX.4.29=19435=F34=29849=TELL50=TFX52=20030728-15:27:4756=SRVMM21=2898
211=13564C121=138=2540=241=1356444=1854=155=CA59=077=O100=W114=N167=OPT2
00=200311201=1202=7.5203=1204=0439=352
 
So, the checksum sent by quickfix is 21 bigger then the one the vendor
expects. Any guesses why? I looked in the quickfix source code and can't
see any obvious problems.
 
Btw, the checksums on the heartbeats are correct by my calculation.
 
Thanks,
Jo
 
 
 

Re: [Quickfix-developers] executor.java crashing

[James W. <wa...@jl...>]

Yep. That did it. I upgraded my compiler to 3.2 and the executor works now. 
Thanks for your help.

-- Les Walker

At 06:27 PM 7/21/2003 -0700, Oren Miller wrote:
>The problem is the compiler.  2.96 is a buggy unnoficial release: 
><http://gcc.gnu.org/gcc-2.96.html>http://gcc.gnu.org/gcc-2.96.html
>
>One of the problems is if exception is thrown inside a shared object, 
>event if it is caught, applications will crash.  This is why this is a 
>problem with the JNI shared object.  You should either move to gcc 2.95.3, 
>or upgrade to 3.2
>
>James Walker <wa...@jl...> wrote:
>I'm trying to run tradeclient against the java version of executor and
>executor crashes everytime I connect to it. The C++ version of executor
>works fine. I'm using gcc version 2.96 under RedHat Linux. I'm running java
>1.3.1 08. The only information that I get from the jvm is that I executed
>code at pc 0x0. I've tried quickfix 1.4, 1.5, and the latest CVS version.
>
>I'm wondering what success people have had with JNI on Linux. Any advice
>would be welcome.
>
>-- Les Walker
>
>
>
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[Quickfix-developers] RE: ClOrdID protocol??

[Steve B. <sb...@in...>]

> Date: Fri, 25 Jul 2003 20:30:01 -0700 (PDT)
> From: Patrick Reuter <pat...@ya...>
> Subject: RE: [Quickfix-developers] ClOrdID protocol??
> To: qui...@li...
> 
> F&O markets are difficult, few use FIX (CME for
> example), most have specific APIs. F&O brokers begin
> to develop FIX interface/gateways to their systems
> though.

We use FIX for CME. Although CBOT, Eurex and LIFFE 
don't support FIX we have developed adapters that 
allow our program trading customers to use FIX to
execute orders on those exchanges.

We map all our internal order identifiers to whatever
the external exchange requires. Although most have
simple requirements (e.g., max number of characters)
some require additional information, such as the date
or a branch code or they require the client order ID
to be all digits, to be sequential, etc.

Steve Bate

[Quickfix-developers] Sent messages are not writen to store when counterparty is not logged on?

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

http://quickfix.thoughtworks.com/quickfix/doc/html/application.html
says:

"onCreate gets called when quickfix creates a new session. A session
comes into and remains in existence for the life of the application.
Sessions exist despite whether a counter party is connected to it. As
soon as a session is created, you can begin sending messages to it. If
no one is logged on, the messages will be sent at the time a connection
is established with the counterparty."

...but this doesn't seem to be the case.  If I send messages to a
counterparty who is not yet connected, MsgSeqNum will reflect those
messages having been sent, but they will not be saved in the store.  So
when that counterparty does connect, looks at the MsgSeqNum and sends a
ResendRequest, the messages aren't available to send.

Any suggestions on this?

-Andrew Munn

[Quickfix-developers] MySQLLogFactory hangs when hammered with messages

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

If I send a rapid series of messages to an initiator or acceptor that
was instantiated with a MySQLLogFactory the application will hang.
MySQLStoreFactory seems to work great though.

Anyone know a fix for this ?

-Andrew Munn