quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Problem in Grouping

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

Yeah, this comes up way too much. Likely you are not
specifying a DataDictionary.  This is the most
confusing (understandably so) issue for new users. 
The upcoming 1.6 release should do away with 99% of
this confusion.

--- Parag Tawde <PT...@tc...> wrote:
> Hi
> 
> I am sending an Allocation message to FIX Engine.
> using version: FIX 1.5.0 C++
> 
> Problem:
> 1.
> Allocation message is received on engine side to its
> onMessage Callback if
> the number of groups
> added is 1.
> 
> If I increase this grouping to 2 or more , no
> callback is invoked. In short
> FIX engine applications onMessage is not called.
> 
> 2.
>  Group not found error.
> 
> When I send single group. I do get callback. But
> while reteriving group it
> throws exception FieldNotFound.
> 
> Here is my Client Code & Server Code
> 
> 
> Client Code:
> 
> 
> void Application::queryAllocation()
> {
>      int ordersCombined;
> 
>      FIX::TransactTime  
> transTime(FIX::TransactTime());
> 
>      FIX::AllocID             aAllocID("123");
>      FIX::AllocTransType     
> aAllocTransType(FIX::AllocTransType_NEW);
>      FIX::Side           aSide(FIX::Side_BUY);
>      FIX::Symbol             
> aSymbol("AllocationTest");
>      FIX::Shares              aShares(100);
>      FIX::AvgPx               aAvgPx(111.11);
>      FIX::TradeDate          
> aTradeDate(transTime.getString().c_str());
> 
>      FIX42::Allocation allocation =
>           FIX42::Allocation( 
> aAllocID,aAllocTransType,
>                     aSide,aSymbol,
>                     aShares,aAvgPx,
>                     aTradeDate );
> 
>      string strSenderCompId = "CLIENT1";
>      string strTargetCompId = "TW";
> 
>     
>
allocation.getHeader().setField(FIX::SenderCompID(strSenderCompId));
>     
>
allocation.getHeader().setField(FIX::TargetCompID(strTargetCompId));
>     
> allocation.setField(FIX::NoOrders(ordersCombined));
> 
>      FIX42::Allocation::NoOrders noOrdersGroup;
> 
>      cout << endl << "Number of Orders:";
>      cin >> ordersCombined;
> 
>      for(int index=0; index <ordersCombined;
> index++)
>      {
>           string clorderId;
>           cout << "ClOrder ID: " ;
>           cin >> clorderId;
> 
>          
> noOrdersGroup.set(FIX::ClOrdID(clorderId));
>           allocation.addGroup(noOrdersGroup);
>      }
> 
>      if ( queryConfirm( "Send Allocation" ) )
>      {
>           FIX::Session::sendToTarget( allocation );
>      }
> }
> 
> 
> Server Side:
> void
> Application::onMessage( const FIX42::Allocation&
> message, const
> FIX::SessionID& sessionID)
> {
>                FIX::NoOrders  combinedOrdersCount;
> 
>                message.get(combinedOrdersCount);
> 
>                cout <<
> combinedOrdersCount.getString() << endl;
> 
>                FIX42::Allocation::NoOrders group;
> 
>                //HERE IT THROWS EXCEPTION
> FIELDNOTFOUND
>                message.getGroup(1,group);
> 
> }
> 
> I appreciate your helping me to resolve this issue
> 
> Thanks
> Parag
> 
> 
> 
>
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Re: [Quickfix-developers] Groups within groups

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

This should be supported although that's not to say
there isn't a problem.  If you could post your XML
message definition and the actual message coming
through, we can see if there is a problem with your
definition or the code.

--- Alok Lal <al...@ra...> wrote:
> All,
> 
> 
> 	Does quickfix support groups within groups?  It
> seems to me that
> it doesn't.  I had a message that was configured in
> my data dictionary to
> contain groups within groups but quickfix wasn't
> validating it.  I then
> converted all the groups into fields (because I knew
> that the NUMINGROUP
> for each of the messages coming in was going to be 1
> for all the inner
> groups) and it worked fine.
>  	Is there some kind of switch or programmatic
> changed that needs to
> be made?  Thanks very much.
> 
> 
> Alok
> 
> 
> 
> 
>
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[Quickfix-developers] Problem in Grouping

[Parag T. <PT...@tc...>]

Hi

I am sending an Allocation message to FIX Engine.
using version: FIX 1.5.0 C++

Problem:
1.
Allocation message is received on engine side to its onMessage Callback if
the number of groups
added is 1.

If I increase this grouping to 2 or more , no callback is invoked. In short
FIX engine applications onMessage is not called.

2.
 Group not found error.

When I send single group. I do get callback. But while reteriving group it
throws exception FieldNotFound.

Here is my Client Code & Server Code


Client Code:


void Application::queryAllocation()
{
     int ordersCombined;

     FIX::TransactTime   transTime(FIX::TransactTime());

     FIX::AllocID             aAllocID("123");
     FIX::AllocTransType      aAllocTransType(FIX::AllocTransType_NEW);
     FIX::Side           aSide(FIX::Side_BUY);
     FIX::Symbol              aSymbol("AllocationTest");
     FIX::Shares              aShares(100);
     FIX::AvgPx               aAvgPx(111.11);
     FIX::TradeDate           aTradeDate(transTime.getString().c_str());

     FIX42::Allocation allocation =
          FIX42::Allocation(  aAllocID,aAllocTransType,
                    aSide,aSymbol,
                    aShares,aAvgPx,
                    aTradeDate );

     string strSenderCompId = "CLIENT1";
     string strTargetCompId = "TW";

     allocation.getHeader().setField(FIX::SenderCompID(strSenderCompId));
     allocation.getHeader().setField(FIX::TargetCompID(strTargetCompId));
     allocation.setField(FIX::NoOrders(ordersCombined));

     FIX42::Allocation::NoOrders noOrdersGroup;

     cout << endl << "Number of Orders:";
     cin >> ordersCombined;

     for(int index=0; index <ordersCombined; index++)
     {
          string clorderId;
          cout << "ClOrder ID: " ;
          cin >> clorderId;

          noOrdersGroup.set(FIX::ClOrdID(clorderId));
          allocation.addGroup(noOrdersGroup);
     }

     if ( queryConfirm( "Send Allocation" ) )
     {
          FIX::Session::sendToTarget( allocation );
     }
}


Server Side:
void
Application::onMessage( const FIX42::Allocation& message, const
FIX::SessionID& sessionID)
{
               FIX::NoOrders  combinedOrdersCount;

               message.get(combinedOrdersCount);

               cout << combinedOrdersCount.getString() << endl;

               FIX42::Allocation::NoOrders group;

               //HERE IT THROWS EXCEPTION FIELDNOTFOUND
               message.getGroup(1,group);

}

I appreciate your helping me to resolve this issue

Thanks
Parag

Re: [Quickfix-developers] duplicate sequence - dlls

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

Looks like he is using 1.4 - I will confirm.

Just after this issue, we hit another problem with
resend/reset. His QuickFix engine was not sending the
reset answer with the seqnum I specified on the resend
request, thus making the applications loop ... argh

login
12:06:08.140
8=FIX.4.2|9=72|35=A|34=1176|49=XXX|52=20030717-16:06:08|56=XXX|98=0|108=30|10=031|
12:06:08.141
Ack login
8=FIX.4.2|9=72|35=A|49=XXX|56=XXX|34=1178|52=20030717-16:06:08|98=0|108=30|10=033|
12:06:09.154
Ask resend 1174
8=FIX.4.2|9=72|35=2|49=XXX|56=XXX|34=1179|52=20030717-16:06:09|7=1174|16=0|10=018|
12:06:09.210
Reset received with seqnum 1175 (!)
8=FIX.4.2|9=101|35=4|34=1175|43=Y|49=XXX|52=20030717-16:06:09|56=XXX|122=20030717-16:06:09|36=1177|123=Y|10=002|

at that point, we ask resend, they send reset so on so
forth...

[still wish i had the 1.5 dlls to try myself ;-) ]

Patrick




--- Oren Miller <ore...@ya...> wrote:
> This is an old bug.  You should tell your client to
> upgrade to version 1.4.1 or later.  My bet would be
> they are using 1.3.x
> 
> Patrick Reuter <pat...@ya...> wrote:I
> have not used quickfix , yet, but some of my clients
> do.
> 
> We received a duplicate sequence number from a
> client
> today : heartbeat -- new order (see below)
> 
> Does anybody noticed such a problem ? Looks like the
> Heartbeat thread and the application accessed the
> sequence number at the same time, thus sending the
> same value.
> 
> Sorry my lack of knowledge of the product.
> Could anybody send my the 1.5 dlls ? I plan to make
> some tests under java and I do not have a C++
> compiler
> to create the jni ...
> 
> Rgds,
> 
> Patrick
> 
> 
> 
> 12:05:18.985
>
8=FIX.4.2|9=60|35=0|34=1173|49=XXX|52=20030717-16:05:19|56=XXX|10=240|
> 
> 12:05:19.028 
>
8=FIX.4.2|9=222|35=D|34=1173|49=XXX|50=X|52=20030717-16:05:19|56=XXX|1=10485|11=1000816-1|15=USD|21=2|22=5|38=3|40=2|44=982|48=SPU3|54=1|55=SP|58=LOB|59=0|60=20030717-16:05:19|63=2|76=XXX|100=OUT|121=N|167=FUT|200=200309|10=024|
> 
> 
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[Quickfix-developers] Groups within groups

[Alok L. <al...@ra...>]

All,


	Does quickfix support groups within groups?  It seems to me that
it doesn't.  I had a message that was configured in my data dictionary to
contain groups within groups but quickfix wasn't validating it.  I then
converted all the groups into fields (because I knew that the NUMINGROUP
for each of the messages coming in was going to be 1 for all the inner
groups) and it worked fine.
 	Is there some kind of switch or programmatic changed that needs to
be made?  Thanks very much.


Alok

Re: [Quickfix-developers] duplicate sequence - dlls

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

This is an old bug.  You should tell your client to upgrade to version 1.4.1 or later.  My bet would be they are using 1.3.x

Patrick Reuter <pat...@ya...> wrote:I have not used quickfix , yet, but some of my clients
do.

We received a duplicate sequence number from a client
today : heartbeat -- new order (see below)

Does anybody noticed such a problem ? Looks like the
Heartbeat thread and the application accessed the
sequence number at the same time, thus sending the
same value.

Sorry my lack of knowledge of the product.
Could anybody send my the 1.5 dlls ? I plan to make
some tests under java and I do not have a C++ compiler
to create the jni ...

Rgds,

Patrick



12:05:18.985
8=FIX.4.2|9=60|35=0|34=1173|49=XXX|52=20030717-16:05:19|56=XXX|10=240|

12:05:19.028 
8=FIX.4.2|9=222|35=D|34=1173|49=XXX|50=X|52=20030717-16:05:19|56=XXX|1=10485|11=1000816-1|15=USD|21=2|22=5|38=3|40=2|44=982|48=SPU3|54=1|55=SP|58=LOB|59=0|60=20030717-16:05:19|63=2|76=XXX|100=OUT|121=N|167=FUT|200=200309|10=024|


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[Quickfix-developers] duplicate sequence - dlls

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

I have not used quickfix , yet, but some of my clients
do.

We received a duplicate sequence number from a client
today : heartbeat -- new order (see below)

Does anybody noticed such a problem ? Looks like the
Heartbeat thread and the application accessed the
sequence number at the same time, thus sending the
same value.

Sorry my lack of knowledge of the product.
Could anybody send my the 1.5 dlls ? I plan to make
some tests under java and I do not have a C++ compiler
to create the jni ...

Rgds,

Patrick



12:05:18.985
8=FIX.4.2|9=60|35=0|34=1173|49=XXX|52=20030717-16:05:19|56=XXX|10=240|

12:05:19.028 
8=FIX.4.2|9=222|35=D|34=1173|49=XXX|50=X|52=20030717-16:05:19|56=XXX|1=10485|11=1000816-1|15=USD|21=2|22=5|38=3|40=2|44=982|48=SPU3|54=1|55=SP|58=LOB|59=0|60=20030717-16:05:19|63=2|76=XXX|100=OUT|121=N|167=FUT|200=200309|10=024|


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Re: [Quickfix-developers] Questions

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

The message string is broken up into fields in Message::setString.
 
Generally, you will end up getting less fields if you have a repeating field in your message that is not specified as part of a repeating group in the XML for that message.

Alok Lal <al...@ra...> wrote:


Yes.


What's curious is that when I print the message in validate() of
Message.h, it's showing less/corrupted info from what is actually being
sent. I'm able to verify this because I have a debug application written
in java that also gets the message and shows me everything.

Where in the source code does the message (Fix 4.3) get broken up into
fields? Where does the parsing actually take place? Do fields that are
not specified or confused in the data dictionary just get ignored? If so,
is there a way to see that happening?

I'm guessing the parsing is initiated in the Fix43_Messages.h? Thanks.


Alok




On Thu, 17 Jul 2003, Oren Miller wrote:

> Are you actually assigning the DataDictionary to your
> session in the configuration file?
>
> --- Alok Lal wrote:
> > All,
> >
> > I've a got very customized SecurityList message
> > coming in and it
> > is not matching what quickfix is interpreting it to
> > be. There are a host of
> > fields that are missing and this is totally throwing
> > off the body
> > length count (resulting in the SecurityList message
> > being rejected). I'm
> > fairly sure that I made all the necessary changes to
> > the data dictionary (xml file) but I'm not sure if I
> > need to make changes
> > elsewhere. Does anyone have any insight on that?
> > I'm using FIX 4.3 and
> > I'm guessing that messages are broken into fields in
> > FIX4.3Messages.h.
> > Is this correct? I wanna be able to see where the
> > fields are getting lost
> > or ignored and why. Can anyone point me in the
> > right direction? Thanks
> > very much.
> >
> >
> > Alok
> >
> >
> >
> >
> >
> -------------------------------------------------------
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> > on a single machine.
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> > same time. Free trial click here:
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>
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Re: [Quickfix-developers] Questions

[Alok L. <al...@ra...>]

Yes.


What's curious is that when I print the message in validate() of
Message.h, it's showing less/corrupted info from what is actually being
sent.  I'm able to verify this because I have a debug application written
in java that also gets the message and shows me everything.

Where in the source code does the message (Fix 4.3) get broken up into
fields?  Where does the parsing actually take place?  Do fields that are
not specified or confused in the data dictionary just get ignored?  If so,
is there a way to see that happening?

I'm guessing the parsing is initiated in the Fix43_Messages.h?  Thanks.


Alok




On Thu, 17 Jul 2003, Oren Miller wrote:

> Are you actually assigning the DataDictionary to your
> session in the configuration file?
>
> --- Alok Lal <al...@ra...> wrote:
> > All,
> >
> > 	I've a got very customized SecurityList message
> > coming in and it
> > is not matching what quickfix is interpreting it to
> > be.  There are a host of
> > fields that are missing and this is totally throwing
> > off the body
> > length count (resulting in the SecurityList message
> > being rejected).  I'm
> > fairly sure that I made all the necessary changes to
> > the data dictionary (xml file) but I'm not sure if I
> > need to make changes
> > elsewhere.  Does anyone have any insight on that?
> > I'm using FIX 4.3 and
> > I'm guessing that messages are broken into fields in
> > FIX4.3Messages.h.
> > Is this correct?  I wanna be able to see where the
> > fields are getting lost
> > or ignored and why.  Can anyone point me in the
> > right direction?  Thanks
> > very much.
> >
> >
> > Alok
> >
> >
> >
> >
> >
> -------------------------------------------------------
> > This SF.net email is sponsored by: VM Ware
> > With VMware you can run multiple operating systems
> > on a single machine.
> > WITHOUT REBOOTING! Mix Linux / Windows / Novell
> > virtual machines at the
> > same time. Free trial click here:
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> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
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RE: [Quickfix-developers] Exception running QuickFix

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

This is because the debug version requires the presence of certain debug DLLs like MSVCRTD.dll (as opposed to the release equivalent MSVCRT.DLL).  These DLLs will only available on a machine that has had a development environment installed.
 
It's handy to have this utility when you encounter problems like this: http://www.dependencywalker.com/
 
It's free and it tells you all the dependencies of a DLL.

Jo Janssens <jo...@tr...> wrote:


Steve,

I get the same exception and it goes away when I use the release build of quickfix. I don’t know what dependencies it needs, but for some reason only the debug version has this problem…

 

Jo

 

-----Original Message-----
From: qui...@li... [mailto:qui...@li...] On Behalf Of Steve Smith
Sent: Wednesday, July 16, 2003 16:07
To: 'qui...@li...'
Subject: [Quickfix-developers] Exception running QuickFix

 

Hi, 

QuickFix builds in .Net and runs fine on our development machine, but when I run the executable on another machine I get the following error. Any ideas of what dependencies I am missing? I have installed the MS XML parser and the quickfix_net_debug.dll file is in the same directory as my executable.

Thanks, 

Steve 

 

Unhandled Exception: System.IO.FileNotFoundException: File or assembly name quickfix_net_debug, or one of its dependencies, was not found.

File name: "quickfix_net_debug"   at executor_csharp.Executor.Main(String[] args) 

Fusion log follows: 
=== Pre-bind state information === 
LOG: DisplayName = quickfix_net_debug, Version=1.0.1274.19648, Culture=neutral, PublicKeyToken=null 
 (Fully-specified) 
LOG: Appbase = D:\Program Files\4S\Rushmore\Debug\ 
LOG: Initial PrivatePath = NULL 
Calling assembly : 4S.DomainQuickFixExecutorConsoleApp, Version=1.0.1290.34954, 
Culture=neutral, PublicKeyToken=null. 
=== 

LOG: Application configuration file does not exist. 
LOG: Policy not being applied to reference at this time (private, custom, partial, or location-based assembly bind). 
LOG: Post-policy reference: quickfix_net_debug, Version=1.0.1274.19648, Culture=neutral, PublicKeyToken=null 
LOG: Attempting download of new URL file:///D:/Program Files/4S/Rushmore/Debug/quickfix_net_debug.DLL. 




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RE: [Quickfix-developers] Exception running QuickFix

[Steve S. <ss...@4t...>]

Thanks Jo,
 
We will try that.   BTW, .Net (runtime) is installed on the second machine
and .Net apps run fine on it.
 
Steve
-----Original Message-----
From: Jo Janssens [mailto:jo...@tr...] 
Sent: Thursday, July 17, 2003 5:48 AM
To: 'Steve Smith'; qui...@li...
Subject: RE: [Quickfix-developers] Exception running QuickFix


Steve,
I get the same exception and it goes away when I use the release build of
quickfix. I don't know what dependencies it needs, but for some reason only
the debug version has this problem...
 
Jo
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of Steve
Smith
Sent: Wednesday, July 16, 2003 16:07
To: 'qui...@li...'
Subject: [Quickfix-developers] Exception running QuickFix
 
Hi, 
QuickFix builds in .Net and runs fine on our development machine, but when I
run the executable on another machine I get the following error. Any ideas
of what dependencies I am missing? I have installed the MS XML parser and
the quickfix_net_debug.dll file is in the same directory as my executable.
Thanks, 
Steve 
 
Unhandled Exception: System.IO.FileNotFoundException: File or assembly name
quickfix_net_debug, or one of its dependencies, was not found.
File name: "quickfix_net_debug"   at executor_csharp.Executor.Main(String[]
args) 
Fusion log follows: 
=== Pre-bind state information === 
LOG: DisplayName = quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
 (Fully-specified) 
LOG: Appbase = D:\Program Files\4S\Rushmore\Debug\ 
LOG: Initial PrivatePath = NULL 
Calling assembly : 4S.DomainQuickFixExecutorConsoleApp,
Version=1.0.1290.34954, 
Culture=neutral, PublicKeyToken=null. 
=== 
LOG: Application configuration file does not exist. 
LOG: Policy not being applied to reference at this time (private, custom,
partial, or location-based assembly bind). 
LOG: Post-policy reference: quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
LOG: Attempting download of new URL  <file:///D:\Program> file:///D:/Program
Files/4S/Rushmore/Debug/quickfix_net_debug.DLL. 

RE: [Quickfix-developers] Exception running QuickFix

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

Steve,
I get the same exception and it goes away when I use the release build
of quickfix. I don't know what dependencies it needs, but for some
reason only the debug version has this problem.
 
Jo
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Smith
Sent: Wednesday, July 16, 2003 16:07
To: 'qui...@li...'
Subject: [Quickfix-developers] Exception running QuickFix
 
Hi, 
QuickFix builds in .Net and runs fine on our development machine, but
when I run the executable on another machine I get the following error.
Any ideas of what dependencies I am missing? I have installed the MS XML
parser and the quickfix_net_debug.dll file is in the same directory as
my executable.
Thanks, 
Steve 
 
Unhandled Exception: System.IO.FileNotFoundException: File or assembly
name quickfix_net_debug, or one of its dependencies, was not found.
File name: "quickfix_net_debug"   at
executor_csharp.Executor.Main(String[] args) 
Fusion log follows: 
=== Pre-bind state information === 
LOG: DisplayName = quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
 (Fully-specified) 
LOG: Appbase = D:\Program Files\4S\Rushmore\Debug\ 
LOG: Initial PrivatePath = NULL 
Calling assembly : 4S.DomainQuickFixExecutorConsoleApp,
Version=1.0.1290.34954, 
Culture=neutral, PublicKeyToken=null. 
=== 
LOG: Application configuration file does not exist. 
LOG: Policy not being applied to reference at this time (private,
custom, partial, or location-based assembly bind). 
LOG: Post-policy reference: quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
LOG: Attempting download of new URL  <file:///D:\Program>
file:///D:/Program Files/4S/Rushmore/Debug/quickfix_net_debug.DLL. 

Re: [Quickfix-developers] Questions

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

Are you actually assigning the DataDictionary to your
session in the configuration file?

--- Alok Lal <al...@ra...> wrote:
> All,
> 
> 	I've a got very customized SecurityList message
> coming in and it
> is not matching what quickfix is interpreting it to
> be.  There are a host of
> fields that are missing and this is totally throwing
> off the body
> length count (resulting in the SecurityList message
> being rejected).  I'm
> fairly sure that I made all the necessary changes to
> the data dictionary (xml file) but I'm not sure if I
> need to make changes
> elsewhere.  Does anyone have any insight on that? 
> I'm using FIX 4.3 and
> I'm guessing that messages are broken into fields in
> FIX4.3Messages.h.
> Is this correct?  I wanna be able to see where the
> fields are getting lost
> or ignored and why.  Can anyone point me in the
> right direction?  Thanks
> very much.
> 
> 
> Alok
> 
> 
> 
> 
>
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RE: [Quickfix-developers] Exception running QuickFix

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

Is the .Net framework installed on this machine?

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Steve Smith
Sent: quarta-feira, 16 de Julho de 2003 22:07
To: 'qui...@li...'
Subject: [Quickfix-developers] Exception running QuickFix



Hi, 

QuickFix builds in .Net and runs fine on our development machine, but
when I run the executable on another machine I get the following error.
Any ideas of what dependencies I am missing? I have installed the MS XML
parser and the quickfix_net_debug.dll file is in the same directory as
my executable.

Thanks, 

Steve 


Unhandled Exception: System.IO.FileNotFoundException: File or assembly
name quickfix_net_debug, or one of its dependencies, was not found.

File name: "quickfix_net_debug"   at
executor_csharp.Executor.Main(String[] args) 

Fusion log follows: 
=== Pre-bind state information === 
LOG: DisplayName = quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
 (Fully-specified) 
LOG: Appbase = D:\Program Files\4S\Rushmore\Debug\ 
LOG: Initial PrivatePath = NULL 
Calling assembly : 4S.DomainQuickFixExecutorConsoleApp,
Version=1.0.1290.34954, 
Culture=neutral, PublicKeyToken=null. 
=== 

LOG: Application configuration file does not exist. 
LOG: Policy not being applied to reference at this time (private,
custom, partial, or location-based assembly bind). 
LOG: Post-policy reference: quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null 
LOG: Attempting download of new URL  <file:///D:/Program>
file:///D:/Program Files/4S/Rushmore/Debug/quickfix_net_debug.DLL. 

[Quickfix-developers] Questions

[Alok L. <al...@ra...>]

All,

	I've a got very customized SecurityList message coming in and it
is not matching what quickfix is interpreting it to be.  There are a host of
fields that are missing and this is totally throwing off the body
length count (resulting in the SecurityList message being rejected).  I'm
fairly sure that I made all the necessary changes to
the data dictionary (xml file) but I'm not sure if I need to make changes
elsewhere.  Does anyone have any insight on that?  I'm using FIX 4.3 and
I'm guessing that messages are broken into fields in FIX4.3Messages.h.
Is this correct?  I wanna be able to see where the fields are getting lost
or ignored and why.  Can anyone point me in the right direction?  Thanks
very much.


Alok

[Quickfix-developers] Exception running QuickFix

[Steve S. <st...@th...>]

Hi,

QuickFix builds in .Net and runs fine on our development machine, but when I
run the executable on another machine I get the following error. Any ideas
of what dependencies I am missing? I have installed the MS XML parser and
the quickfix_net_debug.dll file is in the same directory as my executable.

Thanks,

Steve


Unhandled Exception: System.IO.FileNotFoundException: File or assembly name
quickfix_net_debug, or one of its dependencies, was not found.
File name: "quickfix_net_debug"   at executor_csharp.Executor.Main(String[]
args)

Fusion log follows:
=== Pre-bind state information ===
LOG: DisplayName = quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null
 (Fully-specified)
LOG: Appbase = D:\Program Files\4S\Rushmore\Debug\
LOG: Initial PrivatePath = NULL
Calling assembly : 4S.DomainQuickFixExecutorConsoleApp,
Version=1.0.1290.34954,
Culture=neutral, PublicKeyToken=null.
===

LOG: Application configuration file does not exist.
LOG: Policy not being applied to reference at this time (private, custom,
partial, or location-based assembly bind).
LOG: Post-policy reference: quickfix_net_debug, Version=1.0.1274.19648,
Culture=neutral, PublicKeyToken=null
LOG: Attempting download of new URL file:///D:/Program <file:///D:/Program>
Files/4S/Rushmore/Debug/quickfix_net_debug.DLL.

Re: [Quickfix-developers] Printing Mechanism

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

You should pass a log factory into your initiator or acceptor.  You can choose from either the FileLogFactory (dumps messages to a file), the ScreenLogFactory (dumps them to the screen), or the MySQLLogFactory ( dumps to a... well, you know ).  Or you can create your own.
 
These will show the contents of messages before they pass through validation, allowing you to inspect the actual contents of the message.
 
You can also always print to a stream like so, std::cout << message.toString() << std::endl;

Alok Lal <al...@ra...> wrote:

All,

I'm having a problem validating the expected body length of a
message and the actual body length (ie, what the message says is the body
length and what quickfix calculates to be the body length).

I want to see the guts of the message I've received and I want to
do this particularly in the validate method of Message.h. Does quickfix
have any built in printing mechanism that I can use for debugging to see
the inside of a message header or a field map or trailer? Do I have to
use printf? If so how do I find out the argument types?

Apologies is this is question is a little naive but I really need
to get this workin. Thanks for any help.


Alok




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[Quickfix-developers] Printing Mechanism

[Alok L. <al...@ra...>]

All,

	I'm having a problem validating the expected body length of a
message and the actual body length (ie, what the message says is the body
length and what quickfix calculates to be the body length).

	I want to see the guts of the message I've received and I want to
do this particularly in the validate method of Message.h.  Does quickfix
have any built in printing mechanism that I can use for debugging to see
the inside of a message header or a field map or trailer?  Do I have to
use printf?  If so how do I find out the argument types?

	Apologies is this is question is a little naive but I really need
to get this workin.  Thanks for any help.


Alok

Re: [Quickfix-developers] DataDictionary::isFieldValue doesn't cope with MultipleValueStrin g

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

Here is a new version of the method that takes this
into account:

bool isFieldValue( int field, const std::string& value
) const
  {
    FieldToValue::const_iterator i =
m_fieldValues.find( field );
    if ( i == m_fieldValues.end() )
      return false;
    if( !isMultipleValueStringField( field ) )
      return i->second.find( value ) !=
i->second.end();

    // MultipleValueString
    std::string::size_type startPos = 0;
    std::string::size_type endPos = 0;
    do
    {
      endPos = value.find_first_of(' ', startPos);
      std::string singleValue =
        value.substr( startPos, endPos - startPos );
      if( i->second.find( singleValue ) ==
i->second.end() )
        return false;
      startPos = endPos + 1;
    } while( endPos != std::string::npos );
    return true;
  }

You will also need to add this method:

bool isMultipleValueStringField( int field ) const
  {
    FieldTypes::const_iterator i = m_fieldTypes.find(
field );
    return i != m_fieldTypes.end() && i->second ==
TYPE::MultipleValueString;
  }

Also, here is the updated unit test.

bool DataDictionaryTestCase::checkValue::onSetup
( DataDictionary*& pObject )
{
  pObject = new DataDictionary;
  pObject->setVersion( BeginString_FIX40 );
  pObject->addField( FIELD::BeginString );
  pObject->addField( FIELD::BodyLength );
  pObject->addField( FIELD::MsgType );
  pObject->addField( FIELD::CheckSum );
  pObject->addField( FIELD::OrdType );
  pObject->addField( FIELD::OrderRestrictions );
  pObject->addMsgType( MsgType_NewOrderSingle );
  pObject->addMsgField( MsgType_NewOrderSingle,
FIELD::OrdType );
  pObject->addMsgField( MsgType_NewOrderSingle,
FIELD::OrderRestrictions );
  pObject->addFieldType( FIELD::OrdType, TYPE::Char );
  pObject->addFieldValue( FIELD::OrdType, "1" );
  pObject->addFieldType( FIELD::OrderRestrictions,
TYPE::MultipleValueString );
  pObject->addFieldValue( FIELD::OrderRestrictions,
"1" );
  pObject->addFieldValue( FIELD::OrderRestrictions,
"2" );
  pObject->addFieldValue( FIELD::OrderRestrictions,
"3" );
  return true;
}

void DataDictionaryTestCase::checkValue::onRun
( DataDictionary& object )
{
  FIX40::NewOrderSingle message;
  message.setField( OrdType( '1' ) );
  try{ object.validate( message ); }
  catch ( IncorrectTagValue& ) { assert( false ); }

  message.setField( OrdType( '2' ) );
  try{ object.validate( message ); assert( false ); }
  catch ( IncorrectTagValue& ) {}

  message.setField( OrdType( '1' ) );
  message.setField( OrderRestrictions("1 2 3") );
  try{ object.validate( message ); }
  catch ( IncorrectTagValue& e ) { assert(false); }

  message.setField( OrderRestrictions("1 4 3") );
  try{ object.validate( message ); assert(false); }
  catch ( IncorrectTagValue& e ) {}
}

--- Chris Patmore <Chr...@BT...> wrote:
> Field ExecInst can contain a space separated list of
> execution instructions.
> In quickfix it is defined
> 
>     <field number="18" name="ExecInst"
> type="MULTIPLEVALUESTRING">
> 
> When an incoming message contains multiple values,
> e.g. "G Q" the method 
> 
> 	  bool isFieldValue( int field, const std::string&
> value ) const
> 	  {
> 	    FieldToValue::const_iterator i =
> m_fieldValues.find( field );
> 	    if ( i == m_fieldValues.end() )
> 	      return false;
> 	    return i->second.find( value ) !=
> i->second.end();
> 	  }
> 
> will return false and the message will be rejected. 
> This method does not
> take into account the fact that this field type can
> contain multiple
> entries, each of which needs to be checked
> individually against the
> enumerated values.
> 
> 				Chris
> 
>
****************************************************************************
> This message is confidential to the sender and
> addressee, and may contain
> proprietary or legally privileged information. If
> you are not the intended
> recipient, please delete it from your system,
> destroy any copies, and notify
> the sender immediately. Opinions stated herein are
> not necessarily those of
> BrokerTec. BrokerTec reserves the right to monitor
> messages that pass
> through it's networks. BrokerTec Europe Ltd is
> regulated by FSA.
> 
> 
>
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> WITHOUT REBOOTING! Mix Linux / Windows / Novell
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[Quickfix-developers] Re: Sychronization in FIX application (Oren Miller)

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

So, the current options are to have on thread per Socket 
Acceptor/Initiator, or a thread per-session.  Have you thought about taking 
the Thread-Pool approach?  For instance, if your app is servicing 15 
sessions, a single thread may not be able to keep up while 15 threads would 
be overkill.  However a Thread-Pool of 3 threads would be adequate.

> Date: Fri, 11 Jul 2003 10:06:51 -0700 (PDT)
> From: Oren Miller <ore...@ya...>
> Subject: Re: [Quickfix-developers] Acceptor / Initiator without self- 
> spawning threads
> To: Howard Engelhart <ho...@ex...>,
> qui...@li...
>
> We've considered adding this some time ago, but the
> priority was never very high and never got around to
> it.  This could theoretically be added fairly easily
> to the SocketInitiator and SocketAcceptor.  Internally
> they both use the SocketMonitor class which has a
> block method.  This could be setup as a non-blocking
> call (by setting the timeout to 0 seconds).  A doWork
> method would then be able to delegate to it.
>
> --- Howard Engelhart <ho...@ex...> wrote:
>> Hello,
>>
>> From digging around in the code a bit I see that the
>> Initiators / Acceptors
>> spawn their own threads, and have their own internal
>> while loops.  Is it
>> possible to use QuickFIX without the necessity of
>> those internal threads?
>> Can I control the threading entirely from outside
>> the library, with looping
>> calls to a DoWork type function on the Initiators /
>> Acceptors?
>>
>> Thanks,
>>
>> Howard
>> ho...@ex...

Re: [Quickfix-developers] Problem receiving msgs with repeating groups!

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

> I am not using any DataDictionary.

I am not an expert for Repeated Groups, but if I recollect correctly,
this should the first thing to try: set the correct DataDictionary.

> PS : I learnt that quickfix ver 1.5.0 has a fix to this problem. Using 
> 1.5.0 is the only option or is there any other solution?

There have been a couple of important fixes since 1.3.2, so you should 
definitely upgrade. What does prevent from upgrading?

If you upgrade, watch out for the onRun() method: it has been dropped. 
The start() method now automatically calls a background thread instead 
of using onRun() for this purpose.

Cheers, Jörg

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

[Quickfix-developers] Problem receiving msgs with repeating groups!

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

Hello All,

The application that I am developing (built on quickfix 1.3.2) needs to =
store all the incoming fix messages and process them. For this, I am =
making use of the callback function "fromApp" by implementing the =
interface "Application". While receiving the incoming Allocation message =
with repeating groups (i.e., with NoAllocs=3D3), quickfix is receiving =
but not invoking the callback function "fromApp" where I intend to =
capture this message. Allocation message with NoAllocs=3D1 is working =
fine (i.e., callback function "fromApp" is invoked).

-------------------------------------------------------------------------=
------
Repeating group:

    <AllocGroupList>
         <NoAllocs>3</NoAllocs>
         <AllocGroup>
              <AllocAcct>account1</AllocAcct>
              <AllocShares>50000</AllocShares>
              <AllocNetMoney>0</AllocNetMoney>
              <AccruedInterestAmt>0</AccruedInterestAmt>
     </AllocGroup>
     <AllocGroup>
          <AllocAcct>account2</AllocAcct>
          <AllocShares>100000</AllocShares>
          <AllocNetMoney>0</AllocNetMoney>
          <AccruedInterestAmt>0</AccruedInterestAmt>
     </AllocGroup>
     <AllocGroup>
          <AllocAcct>account3</AllocAcct>
          <AllocShares>50000</AllocShares>
          <AllocNetMoney>0</AllocNetMoney>
          <AccruedInterestAmt>0</AccruedInterestAmt>
     </AllocGroup>
    </AllocGroupList>
-------------------------------------------------------------------------=
---------

I am not using any DataDictionary.

Can somebody help me sort out this problem ASAP? Thanks in advance.

PS : I learnt that quickfix ver 1.5.0 has a fix to this problem. Using =
1.5.0 is the only option or is there any other solution?

Regards,
Bhagirathi.

[Quickfix-developers] DataDictionary::isFieldValue doesn't cope with MultipleValueStrin g

[Chris P. <Chr...@BT...>]

Field ExecInst can contain a space separated list of execution instructions.
In quickfix it is defined

    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">

When an incoming message contains multiple values, e.g. "G Q" the method 

	  bool isFieldValue( int field, const std::string& value ) const
	  {
	    FieldToValue::const_iterator i = m_fieldValues.find( field );
	    if ( i == m_fieldValues.end() )
	      return false;
	    return i->second.find( value ) != i->second.end();
	  }

will return false and the message will be rejected.  This method does not
take into account the fact that this field type can contain multiple
entries, each of which needs to be checked individually against the
enumerated values.

				Chris

****************************************************************************
This message is confidential to the sender and addressee, and may contain
proprietary or legally privileged information. If you are not the intended
recipient, please delete it from your system, destroy any copies, and notify
the sender immediately. Opinions stated herein are not necessarily those of
BrokerTec. BrokerTec reserves the right to monitor messages that pass
through it's networks. BrokerTec Europe Ltd is regulated by FSA.

Re: [Quickfix-developers] Flows for a Stock Trader

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

> Can i any one  please tell me what  is the order of MessageFlow for a  Stock
> Trading  after Logon Message.

Basically I would suggest the following scenary (for a order-based 
stock-exchange as SWX or virt-X):

client:	NewOrderSingle		send a new order to the exchange
server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=NEW)
				the exchange acknowledges the new order,
				returns an ID to cancel the order etc.

or in case of failure:

server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Rejected)
				OrdRejReason contains the FIX encoded 	
				reason; we use the "Broker option" to
				to indicate extra error conditions with
				details in the Text field

...
Now for every match at the exchange:

server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Partially Filled/Filled)
				every trade/execution generated by
				matching this order is sent back as a
				ExecutionReport until the order is
				completely filled.

Cancel an order:

client: OrderCancelRequest(OrigClOrdID=<order id returned by exchange>)
				cancel this order using the returned
				order id
server: ExecutionReport(ExecTransType=NEW,
                         OrdStatus=ExecType=Cancelled)

or in case of failure:

server: OrderCancelReject       CxlRejReason contains the FIX encoded 	
				reason; we use the "Broker option" to
				to indicate extra error conditions with
				details in the Text field

Maybe this scenario is not complete or is in some respect non-standard,
so any comments are welcome.

Cheers, Jörg

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

Re: [Quickfix-developers] Session.sendToTarget problem

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

This is a bug. There is a patch but I need to know
what version you are running in order to get you the
appropriate one.

--- Andrew <and...@ho...> wrote:
> Does anyone know why this occurs? 
> 
> org.quickfix.SessionID temp_sessionID = new
> org.quickfix.SessionID("FIX.4.2", "OUT_MULTIFIX1",
> "EXECUTOR");
> 
> try{
>   // This works fine
>   Session.sendToTarget(msg, temp_sessionID);
>   
>   // This throws SessionNotFound
>   Session.sendToTarget(msg, "OUT_MULTIFIX1",
> "EXECUTOR");
> } catch (SessionNotFound e){System.out.println("no
> session");}
> 
>  According to session class I should be able to call
> sendToTarget using
> either a message with session object or a message
> with a pair of
> strings.
> 
> // Session.class Methods
> public static native boolean sendToTarget(Message
> message) throws
> SessionNotFound;
> public static native boolean sendToTarget(Message
> message, SessionID
> sessionID) throws SessionNotFound;
> public static native boolean sendToTarget(Message
> message, String
> string, String string2) throws SessionNotFound;
> 
> Thanks,
> Andrew Munn
> 
> 
> -----Original Message-----
> From:
> qui...@li...
>
[mailto:qui...@li...]
> On Behalf Of
> Ramakrishnan
> Sent: Monday, July 14, 2003 5:17 AM
> To: qui...@li...
> Subject: [Quickfix-developers] Flows for a Stock
> Trader
> 
> Hi,
> 
> Can i any one  please tell me what  is the order of
> MessageFlow for a
> Stock
> Trading  after Logon Message.
> 
> We developed a Small FIXClient  and a dummy FIX
> server which uses FIX
> Messages.
> 
> It could be very helpfull if you could suggest me
> with the message flow
> for
> a quote placing and order placing.
> 
> Thanks and Regards
> Ramakrishnan
> 
> 
> 
> 
> 
>
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