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From: Diego F. <die...@gm...> - 2011-06-01 20:05:19
|
Use a const_cast and add the fields you need. Diego Frata die...@gm... On Wed, Jun 1, 2011 at 2:31 PM, Max Dmitrichenko <dmi...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi! > > This is my first post and first experience with QuickFIX. First of all > I'd like to thank you for doing a great job. > > I'm using C++ to write initiator side application. To successfully log > on to the exchange I need to provide Username and Password, but > QuickFIX doesn't do it, so I intercept this message in the > Applocation::toAdmin(). But when I call MessageCracker the > const-version of appropriate onMessage(...) is called, and AFAIK there > is no way to make C++ to call non-const version. Did I miss something? > How then it is supposed to modify messages? > > -- > Max > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with > vRanger. > Installation's a snap, and flexible recovery options mean your data is > safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Max D. <dmi...@gm...> - 2011-06-01 17:32:06
|
Hi! This is my first post and first experience with QuickFIX. First of all I'd like to thank you for doing a great job. I'm using C++ to write initiator side application. To successfully log on to the exchange I need to provide Username and Password, but QuickFIX doesn't do it, so I intercept this message in the Applocation::toAdmin(). But when I call MessageCracker the const-version of appropriate onMessage(...) is called, and AFAIK there is no way to make C++ to call non-const version. Did I miss something? How then it is supposed to modify messages? -- Max |
|
From: Dominik B. <dom...@gm...> - 2011-06-01 16:50:51
|
If you are looking for a simple tool to simulate a sell-side/broker, take a look at FIXimulator. It's an OpenSource Project, so you can also go and take a look at the implementation. Executions are generated either by an automated executor or manually from within the application. Check it out. http://fiximulator.org On Wednesday, June 1, 2011 at 12:53 PM, Hayyan Rafiq wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > Hi , I recently started using quick fix and I would like to ask the experts out there a couple of questions. Please bare with me > I recently created an acceptor application (Receives an order and sends an execution report back to the client), I was using the > tradeclient example in the quick fix source as the initiator. Anyways.... > > I just found out that the trade client example only allows us to place limit orders and does not support other order types > (I really do wonder why ?? since other order options are also present ) what i want to know is suppose that I upgrade and extend the tradeclient so it can also place orders like MARKET,STOP and STOP LIMIT is there any way by which i can test these new ORDER TYPES ? I mean are there any websites out there for testing purposes to see if my newly created client can place orders of types (MARKET,STOP and STOP LIMIT) and the website validates the orders informing me if the orders which i created are correct or incorrect t?? > > My second question is exactly the opposite of above , I want to find out if there is an initiator(some thing like tradeclient) out there that could place all kind of orders. Since i am also developing an acceptor such a client would also come in handy. > > Your suggestions and comments would highly be appreciated.. > > > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with vRanger. > Installation's a snap, and flexible recovery options mean your data is safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... (mailto:Qui...@li...) > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Grant B. <gbi...@co...> - 2011-06-01 14:54:30
|
You are thinking about FIX in the wrong way. FIX is a protocol for transmitting messages. That's it. It doesn't tell you how to send orders, or process orders, or receive market data, though it does provide message types that can be used to do so. There is no one correct way to submit or accept an order. Every counterparty may require certain fields that others don't, or for fields to used in certain ways, or for custom fields to be added to messages. The default FIX messages are a good baseline, but in practice, all counterparties have made certain customizations that you need to find out (from them) in order to trade on their systems. Thus, the trade client example should be looked at only as an example of how to send and process messages. The order messages it sends out probably won't work on most real-world counterparties. If you have a specific counterparty in mind, you should check out their FIX interface's documentation. -Grant On Wed, Jun 1, 2011 at 5:53 AM, Hayyan Rafiq <hay...@ho...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi , I recently started using quick fix and I would like to ask the experts out there a couple of questions. Please bare with me > I recently created an acceptor application (Receives an order and sends an execution report back to the client), I was using the > tradeclient example in the quick fix source as the initiator. Anyways.... > > I just found out that the trade client example only allows us to place limit orders and does not support other order types > (I really do wonder why ?? since other order options are also present ) what i want to know is suppose that I upgrade and extend the tradeclient so it can also place orders like MARKET,STOP and STOP LIMIT is there any way by which i can test these new ORDER TYPES ? I mean are there any websites out there for testing purposes to see if my newly created client can place orders of types (MARKET,STOP and STOP LIMIT) and the website validates the orders informing me if the orders which i created are correct or incorrect t?? > > My second question is exactly the opposite of above , I want to find out if there is an initiator(some thing like tradeclient) out there that could place all kind of orders. Since i am also developing an acceptor such a client would also come in handy. > > Your suggestions and comments would highly be appreciated.. > > > > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with vRanger. > Installation's a snap, and flexible recovery options mean your data is safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Pierre El-k. <pi...@al...> - 2011-06-01 13:48:55
|
Hello Well thanks for replying but as I understand the generating process the generate.bat (c++,net ,java,ruby) generate the required clases in different languages and generate.sh(generate the MessageCraker for all FIX dialects), where both process counts on the DataDictionary file FIX.#.#.xml (FIX.4.4.xml) file exist. What I real need is how to generate the DataDictionary (FIX4.4.xml)file out of the repository (Enums.xml, Fields.xml, MessageContents.xml, Components.xml, ..). Any way I have found out that it is true what I wrote in my first message but there where some syntex error (the “ ’ ” is not accepted)in the file which I have corrected (I have commented it out)and now it worked, so thanks for the response. Med venlig hilsen / Best regards Pierre El-khoury Software Developer pi...@al... / email +45 6313 6503 / direct tel. ALOC ■ WE SIMPLY PROVIDE BETTER OVERVIEW! ‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾ ALOC A/S ■ EDISONSVEJ 1 ■ DK-5000 ODENSE C +45 6313 6100 / TEL. ■ WWW.ALOC.DK<http://www.aloc.dk> Fra: Kenny Stone [mailto:ks...@co...] Sendt: 1. juni 2011 15:18 Til: Pierre El-khoury Cc: qui...@li... Emne: Re: [Quickfix-developers] Generating the Data Dictionary There is a generate.sh and generate.bat It should work. -- Kenny Stone Connamara Systems, LLC On Wed, Jun 1, 2011 at 6:17 AM, Pierre El-khoury <pi...@al...<mailto:pi...@al...>> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi Any one who knows how to generate the dataDictionary out of repository in QF1.13, I have found a ruby tool under the spec directory " generate_spec.rb" but it is not working. !! Best regards Pierre ------------------------------------------------------------------------------ Simplify data backup and recovery for your virtual environment with vRanger. Installation's a snap, and flexible recovery options mean your data is safe, secure and there when you need it. Data protection magic? Nope - It's vRanger. Get your free trial download today. http://p.sf.net/sfu/quest-sfdev2dev _______________________________________________ Quickfix-developers mailing list Qui...@li...<mailto:Qui...@li...> https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Dominik B. <dom...@gm...> - 2011-06-01 13:36:42
|
Here's an example in C# if you work with multiple sessions
ArrayList sessions = initiator.getSessions();
{
foreach (var session in sessions)
{
SessionID sessionId = (SessionID)session;
Log logFile = Session.lookupSession(sessionId).getLog();
logFile.backup();
}
}
On Wednesday, June 1, 2011 at 9:17 AM, George wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> George <papasavva2@...> writes:
>
> >
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> > Could anyone tell me how to backup the log files in .net
> >
> > ------------------------------------------------------------------------------
> > Simplify data backup and recovery for your virtual environment with vRanger.
> > Installation's a snap, and flexible recovery options mean your data is safe,
> > secure and there when you need it. Data protection magic?
> > Nope - It's vRanger. Get your free trial download today.
> > http://p.sf.net/sfu/quest-sfdev2dev
>
> Any news on this issue? Please let me know if there is a configuration mechanism
> for doing this
>
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with vRanger.
> Installation's a snap, and flexible recovery options mean your data is safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today.
> http://p.sf.net/sfu/quest-sfdev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li... (mailto:Qui...@li...)
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
|
|
From: Kenny S. <ks...@co...> - 2011-06-01 13:18:36
|
There is a generate.sh and generate.bat It should work. -- Kenny Stone Connamara Systems, LLC On Wed, Jun 1, 2011 at 6:17 AM, Pierre El-khoury <pi...@al...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi > Any one who knows how to generate the dataDictionary out of repository in > QF1.13, I have found a ruby tool under the spec directory " > generate_spec.rb" but it is not working. !! > > Best regards > Pierre > > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with > vRanger. > Installation's a snap, and flexible recovery options mean your data is > safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: sevzas <se...@gm...> - 2011-06-01 12:34:49
|
You can call backup() on the QuickFix.Log object. Here's a VB.NET snippet
for getting the Session from the Initiator and getting the Log from the
Session.
Dim S As QuickFix.Session = myInitiator.getSessions(0)
Dim L As QuickFix.Log = S.getLog()
L.backup()
George-187 wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> George <papasavva2@...> writes:
>
>>
>> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Could anyone tell me how to backup the log files in .net
>>
>> ------------------------------------------------------------------------------
>> Simplify data backup and recovery for your virtual environment with
>> vRanger.
>> Installation's a snap, and flexible recovery options mean your data is
>> safe,
>> secure and there when you need it. Data protection magic?
>> Nope - It's vRanger. Get your free trial download today.
>> http://p.sf.net/sfu/quest-sfdev2dev
>>
>
> Any news on this issue? Please let me know if there is a configuration
> mechanism
> for doing this
>
>
>
> ------------------------------------------------------------------------------
> Simplify data backup and recovery for your virtual environment with
> vRanger.
> Installation's a snap, and flexible recovery options mean your data is
> safe,
> secure and there when you need it. Data protection magic?
> Nope - It's vRanger. Get your free trial download today.
> http://p.sf.net/sfu/quest-sfdev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
--
View this message in context: http://old.nabble.com/Backup-log-files-in-.net-tp31741471p31748714.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
|
|
From: Pierre El-k. <pi...@al...> - 2011-06-01 11:38:43
|
Hi Any one who knows how to generate the dataDictionary out of repository in QF1.13, I have found a ruby tool under the spec directory " generate_spec.rb" but it is not working. !! Best regards Pierre |
|
From: Hayyan R. <hay...@ho...> - 2011-06-01 10:53:31
|
Hi , I recently started using quick fix and I would like to ask the experts out there a couple of questions. Please bare with me I recently created an acceptor application (Receives an order and sends an execution report back to the client), I was using the tradeclient example in the quick fix source as the initiator. Anyways.... I just found out that the trade client example only allows us to place limit orders and does not support other order types (I really do wonder why ?? since other order options are also present ) what i want to know is suppose that I upgrade and extend the tradeclient so it can also place orders like MARKET,STOP and STOP LIMIT is there any way by which i can test these new ORDER TYPES ? I mean are there any websites out there for testing purposes to see if my newly created client can place orders of types (MARKET,STOP and STOP LIMIT) and the website validates the orders informing me if the orders which i created are correct or incorrect t?? My second question is exactly the opposite of above , I want to find out if there is an initiator(some thing like tradeclient) out there that could place all kind of orders. Since i am also developing an acceptor such a client would also come in handy. Your suggestions and comments would highly be appreciated.. |
|
From: George <pap...@gm...> - 2011-06-01 07:17:51
|
George <papasavva2@...> writes: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Could anyone tell me how to backup the log files in .net > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with vRanger. > Installation's a snap, and flexible recovery options mean your data is safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > Any news on this issue? Please let me know if there is a configuration mechanism for doing this |
|
From: sevzas <se...@gm...> - 2011-05-31 20:51:07
|
I found that quickfix_net_messages creates temporary message internally objects and does not Dispose of them. This is a problem because during the creation of a managed Message object in quickfix_net Message.h, GC::AddMemoryPressure is called. Without an explicit call to Dispose, the corresponding RemoveMemoryPressure is not called. I've observed that this "MemoryPressure leak" causes a flurry of long-running induced garbage collections especially when using the .NET 4.0 CLR. I found this using the PerfMonitor.exe tool that is distrbuted by Microsoft. One stack trace that documents the internal creation of temporary Message objects is: quickfixquickfix_net_messages!QuickFix42.MessageFactory.create( string,string ) quickfix_net_messages!QuickFix.DefaultMessageFactory.create( string,string ) quickfix_net!<Module>.Application.create( Application*,Message* ) quickfix_net!<Module>.Application.toApp( Application*,Message*,SessionID* ) [Native to managed transition] [Managed to native transition] quickfix_net!<Module>.FIX.Session.sendToTarget( Message*,SessionID* ) quickfix_net!QuickFix.Session.sendToTarget( Message,SessionID ) This stacktrace is reported by the Scitech .NET Memory Profiler 4.0 beta. I want to underscore the fact that this object is being created by quickfix during the processing of sendToTarget and I have no way of getting a handle to this object to Dispose it on my own. I tried commenting out calls to GC:AddMemoryPressure and GC::RemoveMemoryPressure and the induced GC's disappear completely. Performance improves drastically. Commenting out GC:AddMemoryPressure and GC::RemoveMemoryPressure is probably not the right fix. Can you fix this in a proper way? Here is a related post: http://old.nabble.com/Memory-Leak---Please-help.-ts16177017.html#a16597001 -- View this message in context: http://old.nabble.com/Managed-Message-objects-created-by-quickfix_net-are-not-explicitly-Dispose%28d%29-tp31744531p31744531.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: George <pap...@gm...> - 2011-05-31 15:50:07
|
George <papasavva2@...> writes: > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Could anyone tell me how to backup the log files in .net > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with vRanger. > Installation's a snap, and flexible recovery options mean your data is safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > I am using the .net wrapper Basically the log files get larger and larger. I would like the log files to get backup when i look out. There is a backupPath property but i did not find any way to call the backup() function in .net Could anyone tell me if this is possible Below is part of the code for initialization... this.settings = new SessionSettings(marketSettingsFile); this.SubscriberQFApplication = new QFApplication(); this.storeFactory = new FileStoreFactory(this.settings); this.logFactory = new FileLogFactory(logPath + "/" + DateTime.Now.Year + "_" + DateTime.Now.Month + "_" + DateTime.Now.Day); this.messageFactory = new DefaultMessageFactory(); this.socketInitiator = new SocketInitiator(this.SubscriberQFApplication, storeFactory, this.settings, this.logFactory, this.messageFactory); this.socketInitiator.start(); |
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From: Grant B. <gbi...@co...> - 2011-05-31 15:30:05
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Build log? Quickfix log? Please be more specific. On Tue, May 31, 2011 at 9:34 AM, George <pap...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Could anyone tell me how to backup the log files in .net > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with vRanger. > Installation's a snap, and flexible recovery options mean your data is safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: George <pap...@gm...> - 2011-05-31 14:40:18
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Could anyone tell me how to backup the log files in .net |
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From: Grant B. <gbi...@co...> - 2011-05-31 14:26:45
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If you've created your own acceptor and initiator, then your acceptor should be able to accept any messages that you coded it to handle. If your market order message complies with the data dictionary, and your acceptor is coded to handle it, then it should not be rejected. FIX protocol is only a transport medium. It does not mandate any specific way to send orders, amend orders, request market data, etc etc. It provides many message types to do this, but you don't have to use them as suggested (and many counterparties use fields in unexpected or "odd" ways). -Grant On Tue, May 31, 2011 at 3:04 AM, Hayyan Rafiq <hay...@ho...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > hi Johannes .. thanks for the info.. So i tried placing a limit order and > it works.. thanks again for the help :) > However is there any way by which i can test market orders as well ?? since > you mentioned that Quick fix tradeclient application works only on Limit > Orders .. is there any 3rd party application available which allows you to > place different types of orders onto your acceptor using Fix protocol ?? > > ------------------------------ > To: hay...@ho... > Subject: Antwort: [Quickfix-developers] Unsupported Message Type - tag 58 ? > Possibility ?? > From: Joh...@di... > Date: Tue, 31 May 2011 09:44:10 +0200 > > Hi Hayyan, > > tag 58 in general is the tag to contain freeform text. In Your case the > error-description is sent as a value of this tag. > Probably You get the error, because Your NOS (new order single) is not a > limit order. If I remember well the tradeclient-application in combination > with the executor works only on limit-orders, maybe this is the right track > to the mistake? > > Cheers, > Hannes > > > > > Johannes Grimm > > -------------------------------------------------------------------------------------- > DIE SOFTWARE Peter Fitzon GmbH > Im Klosterbauhof 3 > 85560 Ebersberg > > Deutschland > Tel.-Zentrale: +49 (0) 80 92 / 86 17 - 0 > Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173 > Fax: +49 (0) 80 92 / 86 17 - 373 > > Schweiz > Tel.-Zentrale: +41 (0) 43 / 48 83 - 000 > Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173 > Fax: +41 (0) 43 / 48 83 - 373 > > mailto:joh...@di... <joh...@di...> > Internet: http://www.die-software.com > > Geschäftsführer: Peter Fitzon, Klaus J. Friese > Registergericht: Amtsgericht München, HRB 101848 > > -------------------------------------------------------------------------------------- > > > > > Von: Hayyan Rafiq <hay...@ho...> An: < > qui...@li...> Kopie: asi...@ho... > Datum: 31.05.2011 09:26 Betreff: [Quickfix-developers] Unsupported Message > Type - tag 58 ? Possibility ?? > ------------------------------ > > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi I just started using Quick Fix and I created my own initiator and > acceptor. Which worked well. However when i tried placing an order using > tradeclient ( which is included in Quick Fix Source Code ) against my > acceptor. I get an unsupported message type in tag 58. This tag is not > included during order placement . So where am i going wrong.. Here is what > the tradeclient states > > tradeclient(initiator) > Symbol: ABL > ClOrdID: ABCDEFG > OrderQty: 245 > 1) Day > 2) IOC > 3) OPG > 4) GTC > 5) GTX > TimeInForce: 1 > SenderCompID: CLIENT1 > TargetCompID: EXECUTOR > Use a TargetSubID?: N > Send order?: Y > > OUT: > 8=FIX.4.2☺9=125☺35=D☺34=78☺49=CLIENT1☺52=20110531-07:01:36.031☺56=EXECUTOR☺ > 11=ABCDEFG☺21=1☺38=245☺40=1☺54=2☺55=ABL☺59=0☺60=20110531-07:01:05☺10=053☺ > > ================================================================== > Now the acceptor sends the above message back to the initiator(tradeclient) > and i get the following > 1) Enter Order > 2) Cancel Order > 3) Replace Order > 4) Market data test > 5) Quit > Action: > OUT: > 8=FIX.4.2☺9=105☺35=j☺34=80☺49=CLIENT1☺52=20110531-07:02:30.125☺56=EXECUTOR☺ > 45=66☺58=Unsupported Message Type☺372=D☺380=3☺10=249☺ > > Why am i getting a Unsupported message with tage 58 although this tag is > not even included while placing the order. > Any help would be appreciated thanks... > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with > vRanger. > Installation's a snap, and flexible recovery options mean your data is > safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Simplify data backup and recovery for your virtual environment with > vRanger. > Installation's a snap, and flexible recovery options mean your data is > safe, > secure and there when you need it. Data protection magic? > Nope - It's vRanger. Get your free trial download today. > http://p.sf.net/sfu/quest-sfdev2dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Hayyan R. <hay...@ho...> - 2011-05-31 08:05:01
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hi Johannes .. thanks for the info.. So i tried placing a limit order and it works.. thanks again for the help :) However is there any way by which i can test market orders as well ?? since you mentioned that Quick fix tradeclient application works only on Limit Orders .. is there any 3rd party application available which allows you to place different types of orders onto your acceptor using Fix protocol ?? To: hay...@ho... Subject: Antwort: [Quickfix-developers] Unsupported Message Type - tag 58 ? Possibility ?? From: Joh...@di... Date: Tue, 31 May 2011 09:44:10 +0200 Hi Hayyan, tag 58 in general is the tag to contain freeform text. In Your case the error-description is sent as a value of this tag. Probably You get the error, because Your NOS (new order single) is not a limit order. If I remember well the tradeclient-application in combination with the executor works only on limit-orders, maybe this is the right track to the mistake? Cheers, Hannes Johannes Grimm -------------------------------------------------------------------------------------- DIE SOFTWARE Peter Fitzon GmbH Im Klosterbauhof 3 85560 Ebersberg Deutschland Tel.-Zentrale: +49 (0) 80 92 / 86 17 - 0 Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173 Fax: +49 (0) 80 92 / 86 17 - 373 Schweiz Tel.-Zentrale: +41 (0) 43 / 48 83 - 000 Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173 Fax: +41 (0) 43 / 48 83 - 373 mailto:joh...@di... Internet: http://www.die-software.com Geschäftsführer: Peter Fitzon, Klaus J. Friese Registergericht: Amtsgericht München, HRB 101848 -------------------------------------------------------------------------------------- Von: Hayyan Rafiq <hay...@ho...> An: <qui...@li...> Kopie: asi...@ho... Datum: 31.05.2011 09:26 Betreff: [Quickfix-developers] Unsupported Message Type - tag 58 ? Possibility ?? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi I just started using Quick Fix and I created my own initiator and acceptor. Which worked well. However when i tried placing an order using tradeclient ( which is included in Quick Fix Source Code ) against my acceptor. I get an unsupported message type in tag 58. This tag is not included during order placement . So where am i going wrong.. Here is what the tradeclient states tradeclient(initiator) Symbol: ABL ClOrdID: ABCDEFG OrderQty: 245 1) Day 2) IOC 3) OPG 4) GTC 5) GTX TimeInForce: 1 SenderCompID: CLIENT1 TargetCompID: EXECUTOR Use a TargetSubID?: N Send order?: Y OUT: 8=FIX.4.2☺9=125☺35=D☺34=78☺49=CLIENT1☺52=20110531-07:01:36.031☺56=EXECUTOR☺ 11=ABCDEFG☺21=1☺38=245☺40=1☺54=2☺55=ABL☺59=0☺60=20110531-07:01:05☺10=053☺ ================================================================== Now the acceptor sends the above message back to the initiator(tradeclient) and i get the following 1) Enter Order 2) Cancel Order 3) Replace Order 4) Market data test 5) Quit Action: OUT: 8=FIX.4.2☺9=105☺35=j☺34=80☺49=CLIENT1☺52=20110531-07:02:30.125☺56=EXECUTOR☺ 45=66☺58=Unsupported Message Type☺372=D☺380=3☺10=249☺ Why am i getting a Unsupported message with tage 58 although this tag is not even included while placing the order. Any help would be appreciated thanks... ------------------------------------------------------------------------------ Simplify data backup and recovery for your virtual environment with vRanger. Installation's a snap, and flexible recovery options mean your data is safe, secure and there when you need it. Data protection magic? Nope - It's vRanger. Get your free trial download today. http://p.sf.net/sfu/quest-sfdev2dev_______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Hayyan R. <hay...@ho...> - 2011-05-31 07:20:29
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Hi I just started using Quick Fix and I created my own initiator and acceptor. Which worked well. However when i tried placing an order using tradeclient ( which is included in Quick Fix Source Code ) against my acceptor. I get an unsupported message type in tag 58. This tag is not included during order placement . So where am i going wrong.. Here is what the tradeclient states tradeclient(initiator) Symbol: ABL ClOrdID: ABCDEFG OrderQty: 245 1) Day 2) IOC 3) OPG 4) GTC 5) GTX TimeInForce: 1 SenderCompID: CLIENT1 TargetCompID: EXECUTOR Use a TargetSubID?: N Send order?: Y OUT: 8=FIX.4.2☺9=125☺35=D☺34=78☺49=CLIENT1☺52=20110531-07:01:36.031☺56=EXECUTOR☺ 11=ABCDEFG☺21=1☺38=245☺40=1☺54=2☺55=ABL☺59=0☺60=20110531-07:01:05☺10=053☺ ================================================================== Now the acceptor sends the above message back to the initiator(tradeclient) and i get the following 1) Enter Order 2) Cancel Order 3) Replace Order 4) Market data test 5) Quit Action: OUT: 8=FIX.4.2☺9=105☺35=j☺34=80☺49=CLIENT1☺52=20110531-07:02:30.125☺56=EXECUTOR☺ 45=66☺58=Unsupported Message Type☺372=D☺380=3☺10=249☺ Why am i getting a Unsupported message with tage 58 although this tag is not even included while placing the order. Any help would be appreciated thanks... |
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From: Hei C. <str...@ya...> - 2011-05-30 21:59:23
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I thought that QF would ignore ResetOnLogon if I set it for an initiator, and QF would preserve the sequence # in the file system as long as I use FIX::FileStoreFactory and set ResetOnLogout and ResetOnDisconnect to N. Anyway, I am going to try out your and Clebson's suggestion. Thanks :) ----- Original Message ---- From: "Natala, Benjamin J" <ben...@jp...> To: Clebson Derivan <cde...@gm...>; Hei Chan <str...@ya...> Cc: "qui...@li..." <qui...@li...> Sent: Mon, May 30, 2011 1:29:51 PM Subject: RE: [Quickfix-developers] Sequence Reset? I believe these lines are the issue. They only apply to Acceptors (servers) and you are creating an Initiator (client). You should use RefreshOnLogon = Y and the engine will preserve seqNums. ResetOnLogon=N ResetOnLogout=N ResetOnDisconnect=N See the documentation on configuration, http://www.quickfixengine.org/quickfix/doc/html/configuration.html. Regards. -----Original Message----- From: Clebson Derivan [mailto:cde...@gm...] Sent: Monday, May 30, 2011 3:05 PM To: Hei Chan Cc: qui...@li... Subject: Re: [Quickfix-developers] Sequence Reset? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at http://www.jpmorgan.com/pages/disclosures/email. |
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From: Natala, B. J <ben...@jp...> - 2011-05-30 20:56:22
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I believe these lines are the issue. They only apply to Acceptors (servers) and you are creating an Initiator (client). You should use RefreshOnLogon = Y and the engine will preserve seqNums. ResetOnLogon=N ResetOnLogout=N ResetOnDisconnect=N See the documentation on configuration, http://www.quickfixengine.org/quickfix/doc/html/configuration.html. Regards. -----Original Message----- From: Clebson Derivan [mailto:cde...@gm...] Sent: Monday, May 30, 2011 3:05 PM To: Hei Chan Cc: qui...@li... Subject: Re: [Quickfix-developers] Sequence Reset? QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at http://www.jpmorgan.com/pages/disclosures/email. |
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From: Clebson D. <cde...@gm...> - 2011-05-30 19:05:30
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great, just add starday and endday configuration. cheers, Clebson On Mon, May 30, 2011 at 4:03 PM, Hei Chan <str...@ya...> wrote: > Here you go :) > [DEFAULT] > ConnectionType=initiator > ReconnectInterval=3 > SenderCompID=[senderComp] > FileLogPath=/var/log/ > FileStorePath=/var/log/ > PersistMessages=N > SocketNodelay=Y > MillisecondsInTimeStamp=Y > > [SESSION] > BeginString=FIX.4.2 > TargetCompID=[targetComp] > > StartTime=00:00:00 > EndTime=00:00:00 > ResetOnLogon=N > ResetOnLogout=N > ResetOnDisconnect=N > HeartBtInt=30 > SocketConnectPort=[port] > SocketConnectHost=[ip] > DataDictionary=[dictionary] > CheckLatency=N > > > > ------------------------------ > *From:* Clebson Derivan <cde...@gm...> > *To:* Hei Chan <str...@ya...> > *Cc:* qui...@li... > *Sent:* Mon, May 30, 2011 11:22:02 AM > > *Subject:* Re: [Quickfix-developers] Sequence Reset? > > your session time is expiring as Djalma told. please show us the [default] > and your [senderComp] session configurations. > > On Mon, May 30, 2011 at 3:03 PM, Hei Chan <str...@ya...>wrote: > >> Hi, >> >> Thanks for your reply. >> >> As you can see, the first 2 were the heartbeat before I restarted the >> application. After I restarted the application, QuickFIX decided to restart >> the sequence. >> >> >> 8=FIX.4.2^A9=86^A35=0^A34=11697^A49=[senderComp]^A50=1^A52=20110526-22:51:36.959^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A10=159^A >> >> 8=FIX.4.2^A9=96^A35=0^A34=22522^A369=11697^A52=20110526-22:51:37.215^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A10=112^A >> >> 8=FIX.4.2^A9=158^A35=A^A34=1^A49=[senderComp]^A50=1^A52=20110527-07:24:05.770^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A95=3^A96=5E8^A98=0^A108=30^A1603=myAppSysName^A1604=1.168128^A1605=myAppSysVendor^A10=134^A >> 8=FIX.4.2^A9=199^A35=5^A34=22523^A369=11697^A52=20110527-07:24:07.293^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A58=Sequence >> number received lower than expected. Expected [11698] Received 1. Logout >> forced.^A789=11698^A10=156^A >> >> >> ------------------------------ >> *From:* Clebson Derivan <cde...@gm...> >> *To:* Hei Chan <str...@ya...> >> *Cc:* Djalma Rosa dos Santos Filho <drs...@gm...>; >> qui...@li... >> *Sent:* Mon, May 30, 2011 10:41:35 AM >> >> *Subject:* Re: [Quickfix-developers] Sequence Reset? >> >> post the logon messages please. both the resquest and the response (: >> >> On Mon, May 30, 2011 at 2:35 PM, Hei Chan <str...@ya...>wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi, >>> >>> Thanks for your reply. >>> I do have a "week long" setting: >>> StartTime=00:00:00 >>> EndTime=00:00:00 >>> >>> StartDay and EndDay are not set. >>> >>> So any other suggestion? >>> >>> Thanks in advance. >>> >>> >>> Cheers, >>> Hei >>> >>> >>> >>> ----- Original Message ---- >>> From: Djalma Rosa dos Santos Filho <drs...@gm...> >>> To: qui...@li... >>> Sent: Sun, May 29, 2011 8:32:51 AM >>> Subject: Re: [Quickfix-developers] Sequence Reset? >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi Hei, >>> >>> If you're not using week long sessions, the sequence is reset every >>> day, according to StartTime and EndTime configuration. >>> Quickfix always verifies the session's Creation Time at startup in the >>> *.session file to know whether it should start another session or not. >>> >>> On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> >>> wrote: >>> > QuickFIX Documentation: >>> >http://www.quickfixengine.org/quickfix/doc/html/index.html >>> > QuickFIX Support: http://www.quickfixengine.org/services.html >>> > >>> > Hi, >>> > >>> > For some reasons, when I restarted my application, QuickFIX started >>> sending a >>> > logon message with sequence #=1. >>> > However, according to FIX's log, I see that before I restarted, the >>> last >>> > outgoing sequence # was 1000+. >>> > And my settings are: >>> > ResetOnLogon=N >>> > ResetOnLogout=N >>> > ResetOnDisconnect=N >>> > >>> > I don't understand why QuickFIX would reset the sequence. >>> > >>> > I am using FileLogStore to keep the sequence #. My QuickFIX/C++ >>> version is >>> > 1.12.4. >>> > >>> > Any idea? >>> > >>> > Thanks in advance. >>> > >>> > >>> > Cheers, >>> > Hei >>> > >>> > >>> ------------------------------------------------------------------------------ >>> > vRanger cuts backup time in half-while increasing security. >>> > With the market-leading solution for virtual backup and recovery, >>> > you get blazing-fast, flexible, and affordable data protection. >>> > Download your free trial now. >>> > http://p.sf.net/sfu/quest-d2dcopy1 >>> > _______________________________________________ >>> > Quickfix-developers mailing list >>> > Qui...@li... >>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> > >>> >>> >>> ------------------------------------------------------------------------------ >>> vRanger cuts backup time in half-while increasing security. >>> With the market-leading solution for virtual backup and recovery, >>> you get blazing-fast, flexible, and affordable data protection. >>> Download your free trial now. >>> http://p.sf.net/sfu/quest-d2dcopy1 >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> vRanger cuts backup time in half-while increasing security. >>> With the market-leading solution for virtual backup and recovery, >>> you get blazing-fast, flexible, and affordable data protection. >>> Download your free trial now. >>> http://p.sf.net/sfu/quest-d2dcopy1 >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> > |
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From: Hei C. <str...@ya...> - 2011-05-30 19:03:41
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Here you go :) [DEFAULT] ConnectionType=initiator ReconnectInterval=3 SenderCompID=[senderComp] FileLogPath=/var/log/ FileStorePath=/var/log/ PersistMessages=N SocketNodelay=Y MillisecondsInTimeStamp=Y [SESSION] BeginString=FIX.4.2 TargetCompID=[targetComp] StartTime=00:00:00 EndTime=00:00:00 ResetOnLogon=N ResetOnLogout=N ResetOnDisconnect=N HeartBtInt=30 SocketConnectPort=[port] SocketConnectHost=[ip] DataDictionary=[dictionary] CheckLatency=N ________________________________ From: Clebson Derivan <cde...@gm...> To: Hei Chan <str...@ya...> Cc: qui...@li... Sent: Mon, May 30, 2011 11:22:02 AM Subject: Re: [Quickfix-developers] Sequence Reset? your session time is expiring as Djalma told. please show us the [default] and your [senderComp] session configurations. On Mon, May 30, 2011 at 3:03 PM, Hei Chan <str...@ya...> wrote: Hi, > >Thanks for your reply. > >As you can see, the first 2 were the heartbeat before I restarted the >application. After I restarted the application, QuickFIX decided to restart the >sequence. > >8=FIX.4.2^A9=86^A35=0^A34=11697^A49=[senderComp]^A50=1^A52=20110526-22:51:36.959^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A10=159^A > >8=FIX.4.2^A9=96^A35=0^A34=22522^A369=11697^A52=20110526-22:51:37.215^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A10=112^A > >8=FIX.4.2^A9=158^A35=A^A34=1^A49=[senderComp]^A50=1^A52=20110527-07:24:05.770^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A95=3^A96=5E8^A98=0^A108=30^A1603=myAppSysName^A1604=1.168128^A1605=myAppSysVendor^A10=134^A > >8=FIX.4.2^A9=199^A35=5^A34=22523^A369=11697^A52=20110527-07:24:07.293^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A58=Sequence > number received lower than expected. Expected [11698] Received 1. Logout >forced.^A789=11698^A10=156^A > > > > > > ________________________________ From: Clebson Derivan <cde...@gm...> >To: Hei Chan <str...@ya...> >Cc: Djalma Rosa dos Santos Filho <drs...@gm...>; >qui...@li... >Sent: Mon, May 30, 2011 10:41:35 AM > >Subject: Re: [Quickfix-developers] Sequence Reset? > > >post the logon messages please. both the resquest and the response (: > > >On Mon, May 30, 2011 at 2:35 PM, Hei Chan <str...@ya...> wrote: > >QuickFIX Documentation: >http://www.quickfixengine.org/quickfix/doc/html/index.html >>QuickFIX Support: http://www.quickfixengine.org/services.html >> >>Hi, >> >>Thanks for your reply. >>I do have a "week long" setting: >> StartTime=00:00:00 >> EndTime=00:00:00 >> >>StartDay and EndDay are not set. >> >>So any other suggestion? >> >> >>Thanks in advance. >> >> >>Cheers, >>Hei >> >> >> >> >>----- Original Message ---- >>From: Djalma Rosa dos Santos Filho <drs...@gm...> >>To: qui...@li... >>Sent: Sun, May 29, 2011 8:32:51 AM >>Subject: Re: [Quickfix-developers] Sequence Reset? >> >>QuickFIX Documentation: >>http://www.quickfixengine.org/quickfix/doc/html/index.html >>QuickFIX Support: http://www.quickfixengine.org/services.html >> >>Hi Hei, >> >>If you're not using week long sessions, the sequence is reset every >>day, according to StartTime and EndTime configuration. >>Quickfix always verifies the session's Creation Time at startup in the >>*.session file to know whether it should start another session or not. >> >>On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> wrote: >>> QuickFIX Documentation: >>>http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi, >>> >>> For some reasons, when I restarted my application, QuickFIX started sending a >>> logon message with sequence #=1. >>> However, according to FIX's log, I see that before I restarted, the last >>> outgoing sequence # was 1000+. >>> And my settings are: >>> ResetOnLogon=N >>> ResetOnLogout=N >>> ResetOnDisconnect=N >>> >>> I don't understand why QuickFIX would reset the sequence. >>> >>> I am using FileLogStore to keep the sequence #. My QuickFIX/C++ version is >>> 1.12.4. >>> >>> Any idea? >>> >>> Thanks in advance. >>> >>> >>> Cheers, >>> Hei >>> >>> >------------------------------------------------------------------------------ >>> vRanger cuts backup time in half-while increasing security. >>> With the market-leading solution for virtual backup and recovery, >>> you get blazing-fast, flexible, and affordable data protection. >>> Download your free trial now. >>> http://p.sf.net/sfu/quest-d2dcopy1 >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >>------------------------------------------------------------------------------ >>vRanger cuts backup time in half-while increasing security. >>With the market-leading solution for virtual backup and recovery, >>you get blazing-fast, flexible, and affordable data protection. >>Download your free trial now. >>http://p.sf.net/sfu/quest-d2dcopy1 >>_______________________________________________ >>Quickfix-developers mailing list >>Qui...@li... >>https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> >>------------------------------------------------------------------------------ >>vRanger cuts backup time in half-while increasing security. >>With the market-leading solution for virtual backup and recovery, >>you get blazing-fast, flexible, and affordable data protection. >>Download your free trial now. >>http://p.sf.net/sfu/quest-d2dcopy1 >>_______________________________________________ >>Quickfix-developers mailing list >>Qui...@li... >>https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > |
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From: Clebson D. <cde...@gm...> - 2011-05-30 18:22:10
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your session time is expiring as Djalma told. please show us the [default] and your [senderComp] session configurations. On Mon, May 30, 2011 at 3:03 PM, Hei Chan <str...@ya...> wrote: > Hi, > > Thanks for your reply. > > As you can see, the first 2 were the heartbeat before I restarted the > application. After I restarted the application, QuickFIX decided to restart > the sequence. > > > 8=FIX.4.2^A9=86^A35=0^A34=11697^A49=[senderComp]^A50=1^A52=20110526-22:51:36.959^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A10=159^A > > 8=FIX.4.2^A9=96^A35=0^A34=22522^A369=11697^A52=20110526-22:51:37.215^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A10=112^A > > 8=FIX.4.2^A9=158^A35=A^A34=1^A49=[senderComp]^A50=1^A52=20110527-07:24:05.770^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A95=3^A96=5E8^A98=0^A108=30^A1603=myAppSysName^A1604=1.168128^A1605=myAppSysVendor^A10=134^A > 8=FIX.4.2^A9=199^A35=5^A34=22523^A369=11697^A52=20110527-07:24:07.293^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A58=Sequence > number received lower than expected. Expected [11698] Received 1. Logout > forced.^A789=11698^A10=156^A > > > ------------------------------ > *From:* Clebson Derivan <cde...@gm...> > *To:* Hei Chan <str...@ya...> > *Cc:* Djalma Rosa dos Santos Filho <drs...@gm...>; > qui...@li... > *Sent:* Mon, May 30, 2011 10:41:35 AM > > *Subject:* Re: [Quickfix-developers] Sequence Reset? > > post the logon messages please. both the resquest and the response (: > > On Mon, May 30, 2011 at 2:35 PM, Hei Chan <str...@ya...>wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi, >> >> Thanks for your reply. >> I do have a "week long" setting: >> StartTime=00:00:00 >> EndTime=00:00:00 >> >> StartDay and EndDay are not set. >> >> So any other suggestion? >> >> Thanks in advance. >> >> >> Cheers, >> Hei >> >> >> >> ----- Original Message ---- >> From: Djalma Rosa dos Santos Filho <drs...@gm...> >> To: qui...@li... >> Sent: Sun, May 29, 2011 8:32:51 AM >> Subject: Re: [Quickfix-developers] Sequence Reset? >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi Hei, >> >> If you're not using week long sessions, the sequence is reset every >> day, according to StartTime and EndTime configuration. >> Quickfix always verifies the session's Creation Time at startup in the >> *.session file to know whether it should start another session or not. >> >> On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> >> wrote: >> > QuickFIX Documentation: >> >http://www.quickfixengine.org/quickfix/doc/html/index.html >> > QuickFIX Support: http://www.quickfixengine.org/services.html >> > >> > Hi, >> > >> > For some reasons, when I restarted my application, QuickFIX started >> sending a >> > logon message with sequence #=1. >> > However, according to FIX's log, I see that before I restarted, the last >> > outgoing sequence # was 1000+. >> > And my settings are: >> > ResetOnLogon=N >> > ResetOnLogout=N >> > ResetOnDisconnect=N >> > >> > I don't understand why QuickFIX would reset the sequence. >> > >> > I am using FileLogStore to keep the sequence #. My QuickFIX/C++ version >> is >> > 1.12.4. >> > >> > Any idea? >> > >> > Thanks in advance. >> > >> > >> > Cheers, >> > Hei >> > >> > >> ------------------------------------------------------------------------------ >> > vRanger cuts backup time in half-while increasing security. >> > With the market-leading solution for virtual backup and recovery, >> > you get blazing-fast, flexible, and affordable data protection. >> > Download your free trial now. >> > http://p.sf.net/sfu/quest-d2dcopy1 >> > _______________________________________________ >> > Quickfix-developers mailing list >> > Qui...@li... >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > >> >> >> ------------------------------------------------------------------------------ >> vRanger cuts backup time in half-while increasing security. >> With the market-leading solution for virtual backup and recovery, >> you get blazing-fast, flexible, and affordable data protection. >> Download your free trial now. >> http://p.sf.net/sfu/quest-d2dcopy1 >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> >> >> ------------------------------------------------------------------------------ >> vRanger cuts backup time in half-while increasing security. >> With the market-leading solution for virtual backup and recovery, >> you get blazing-fast, flexible, and affordable data protection. >> Download your free trial now. >> http://p.sf.net/sfu/quest-d2dcopy1 >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > |
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From: Hei C. <str...@ya...> - 2011-05-30 18:03:31
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Hi, Thanks for your reply. As you can see, the first 2 were the heartbeat before I restarted the application. After I restarted the application, QuickFIX decided to restart the sequence. 8=FIX.4.2^A9=86^A35=0^A34=11697^A49=[senderComp]^A50=1^A52=20110526-22:51:36.959^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A10=159^A 8=FIX.4.2^A9=96^A35=0^A34=22522^A369=11697^A52=20110526-22:51:37.215^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A10=112^A 8=FIX.4.2^A9=158^A35=A^A34=1^A49=[senderComp]^A50=1^A52=20110527-07:24:05.770^A56=[targetComp]^A57=G^A142=US,IL,Illinois^A95=3^A96=5E8^A98=0^A108=30^A1603=myAppSysName^A1604=1.168128^A1605=myAppSysVendor^A10=134^A 8=FIX.4.2^A9=199^A35=5^A34=22523^A369=11697^A52=20110527-07:24:07.293^A49=[targetComp]^A50=G^A56=5E8284N^A57=1^A143=US,IL,Illinois^A58=Sequence number received lower than expected. Expected [11698] Received 1. Logout forced.^A789=11698^A10=156^A ________________________________ From: Clebson Derivan <cde...@gm...> To: Hei Chan <str...@ya...> Cc: Djalma Rosa dos Santos Filho <drs...@gm...>; qui...@li... Sent: Mon, May 30, 2011 10:41:35 AM Subject: Re: [Quickfix-developers] Sequence Reset? post the logon messages please. both the resquest and the response (: On Mon, May 30, 2011 at 2:35 PM, Hei Chan <str...@ya...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > >Hi, > >Thanks for your reply. >I do have a "week long" setting: > StartTime=00:00:00 > EndTime=00:00:00 > >StartDay and EndDay are not set. > >So any other suggestion? > > >Thanks in advance. > > >Cheers, >Hei > > > > >----- Original Message ---- >From: Djalma Rosa dos Santos Filho <drs...@gm...> >To: qui...@li... >Sent: Sun, May 29, 2011 8:32:51 AM >Subject: Re: [Quickfix-developers] Sequence Reset? > >QuickFIX Documentation: >http://www.quickfixengine.org/quickfix/doc/html/index.html >QuickFIX Support: http://www.quickfixengine.org/services.html > >Hi Hei, > >If you're not using week long sessions, the sequence is reset every >day, according to StartTime and EndTime configuration. >Quickfix always verifies the session's Creation Time at startup in the >*.session file to know whether it should start another session or not. > >On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> wrote: >> QuickFIX Documentation: >>http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi, >> >> For some reasons, when I restarted my application, QuickFIX started sending a >> logon message with sequence #=1. >> However, according to FIX's log, I see that before I restarted, the last >> outgoing sequence # was 1000+. >> And my settings are: >> ResetOnLogon=N >> ResetOnLogout=N >> ResetOnDisconnect=N >> >> I don't understand why QuickFIX would reset the sequence. >> >> I am using FileLogStore to keep the sequence #. My QuickFIX/C++ version is >> 1.12.4. >> >> Any idea? >> >> Thanks in advance. >> >> >> Cheers, >> Hei >> >> ------------------------------------------------------------------------------ >> vRanger cuts backup time in half-while increasing security. >> With the market-leading solution for virtual backup and recovery, >> you get blazing-fast, flexible, and affordable data protection. >> Download your free trial now. >> http://p.sf.net/sfu/quest-d2dcopy1 >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > >------------------------------------------------------------------------------ >vRanger cuts backup time in half-while increasing security. >With the market-leading solution for virtual backup and recovery, >you get blazing-fast, flexible, and affordable data protection. >Download your free trial now. >http://p.sf.net/sfu/quest-d2dcopy1 >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > >------------------------------------------------------------------------------ >vRanger cuts backup time in half-while increasing security. >With the market-leading solution for virtual backup and recovery, >you get blazing-fast, flexible, and affordable data protection. >Download your free trial now. >http://p.sf.net/sfu/quest-d2dcopy1 >_______________________________________________ >Quickfix-developers mailing list >Qui...@li... >https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Clebson D. <cde...@gm...> - 2011-05-30 17:41:44
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post the logon messages please. both the resquest and the response (: On Mon, May 30, 2011 at 2:35 PM, Hei Chan <str...@ya...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > Thanks for your reply. > I do have a "week long" setting: > StartTime=00:00:00 > EndTime=00:00:00 > > StartDay and EndDay are not set. > > So any other suggestion? > > Thanks in advance. > > > Cheers, > Hei > > > > ----- Original Message ---- > From: Djalma Rosa dos Santos Filho <drs...@gm...> > To: qui...@li... > Sent: Sun, May 29, 2011 8:32:51 AM > Subject: Re: [Quickfix-developers] Sequence Reset? > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi Hei, > > If you're not using week long sessions, the sequence is reset every > day, according to StartTime and EndTime configuration. > Quickfix always verifies the session's Creation Time at startup in the > *.session file to know whether it should start another session or not. > > On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> > wrote: > > QuickFIX Documentation: > >http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi, > > > > For some reasons, when I restarted my application, QuickFIX started > sending a > > logon message with sequence #=1. > > However, according to FIX's log, I see that before I restarted, the last > > outgoing sequence # was 1000+. > > And my settings are: > > ResetOnLogon=N > > ResetOnLogout=N > > ResetOnDisconnect=N > > > > I don't understand why QuickFIX would reset the sequence. > > > > I am using FileLogStore to keep the sequence #. My QuickFIX/C++ version > is > > 1.12.4. > > > > Any idea? > > > > Thanks in advance. > > > > > > Cheers, > > Hei > > > > > ------------------------------------------------------------------------------ > > vRanger cuts backup time in half-while increasing security. > > With the market-leading solution for virtual backup and recovery, > > you get blazing-fast, flexible, and affordable data protection. > > Download your free trial now. > > http://p.sf.net/sfu/quest-d2dcopy1 > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > ------------------------------------------------------------------------------ > vRanger cuts backup time in half-while increasing security. > With the market-leading solution for virtual backup and recovery, > you get blazing-fast, flexible, and affordable data protection. > Download your free trial now. > http://p.sf.net/sfu/quest-d2dcopy1 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > vRanger cuts backup time in half-while increasing security. > With the market-leading solution for virtual backup and recovery, > you get blazing-fast, flexible, and affordable data protection. > Download your free trial now. > http://p.sf.net/sfu/quest-d2dcopy1 > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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