quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] "Pure Virtual Function call" error

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

There may be an unmanaged exception that the managed C++ layer isn't
trapping.  The easiest way to track down where this may be happening is
to add the ENABLE_CALLSTACK macro in config_windows.h.  This will give
you a call stack into the C++ library.
=20
--oren
=20
-----Original Message-----
From: Jo Janssens [mailto:jo...@tr...]=20
Sent: Thursday, June 05, 2003 10:49 AM
To: qui...@li...
Subject: [Quickfix-developers] "Pure Virtual Function call" error
=20
Hello all,
I have a FIX connection built with quickfix .NET (version 1.0), and it
works fine in every respect except that it regularly crashes with a
"Pure virtual function call" error (R6025). It doesn't seem to be caused
by anything specific. It happens if I just open a connection and wait a
while.
Has anybody seen this before?
=20
Thanks!
Jo Janssens
Telluride Asset Management



-----------------------------------------
This email and any attachments are confidential and may be legally pri=
vileged.  No confidentiality or privilege is waived or lost by any transm=
ission in error.  If you are not the intended recipient you are hereby notif=
ied that any use, printing, copying or disclosure is strictly prohibited.  P=
lease delete this email and any attachments, without printing, copying, forw=
arding or saving them and notify the sender immediately by reply e-mail.  Th=
e company reserves the right to monitor all e-mail communications through it=
s networks.  Unless otherwise stated, any financial results or price data co=
ntained in this email are indicative only and are subject to change without =
notice.

[Quickfix-developers] Help - multiple client connections

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

Hi List,
=20
I have developed a client application based upon
threadedsocketinitiator. (Quickfix C++)
=20
I am running the basic executor program to process messages from this
client.
=20
In the client I want to have 2 connections to the executor as we route
order flow within our system along 2 separate paths.
=20
When I now start my client the fist connection is created successfully
and a login message is sent out.  The second connection however just
sits there doing nothing, i.e. not logging on to the executor.  Please
note that I do not want each of these connections to have a separate
SenderCompID!
Is there away to accomplish this architecture?
=20
Many thanks in advance, any help would be greatly appreciated.
=20
Paul Beechey
=20

RE: [Quickfix-developers] "Pure Virtual Function call" error

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

It is 1.5.0

Thanks,
Jo

-----Original Message-----
From: Oren Miller [mailto:ore...@ya...] 
Sent: Thursday, June 05, 2003 12:04
To: Jo Janssens; qui...@li...
Subject: Re: [Quickfix-developers] "Pure Virtual Function call" error

Can you specify the version of QuickFIX you are
running?

--- Jo Janssens <jo...@tr...> wrote:
> Hello all,
> I have a FIX connection built with quickfix .NET
> (version 1.0), and it
> works fine in every respect except that it regularly
> crashes with a
> "Pure virtual function call" error (R6025). It
> doesn't seem to be caused
> by anything specific. It happens if I just open a
> connection and wait a
> while.
> Has anybody seen this before?
>  
> Thanks!
> Jo Janssens
> Telluride Asset Management
> 

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Re: [Quickfix-developers] Mysql Questions

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

You need need to create a quickfix database by running
the batch or shell script in the sql directory.  Then
you just need to use a MySQLMessageStore store in
place of the FileMessageStore.  Otherwise the
configuration file allows you to provide any
connection/account info.  Does this answer your
question or did you already know this much?

--- dwi...@jp... wrote:
> Is there any info/examples on configuring quickfix
> with Mysql?
> 
> The basic config parameters are available with the
> documentation but there
> is no more info pertaining to setting configuring
> Mysql accordingly.
> 
> does any one have some information?
> 
> 
> Thanks
> 
> Dwight Browne
> 
> 
> 
> 
>
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Re: [Quickfix-developers] "Pure Virtual Function call" error

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

Can you specify the version of QuickFIX you are
running?

--- Jo Janssens <jo...@tr...> wrote:
> Hello all,
> I have a FIX connection built with quickfix .NET
> (version 1.0), and it
> works fine in every respect except that it regularly
> crashes with a
> "Pure virtual function call" error (R6025). It
> doesn't seem to be caused
> by anything specific. It happens if I just open a
> connection and wait a
> while.
> Has anybody seen this before?
>  
> Thanks!
> Jo Janssens
> Telluride Asset Management
> 

__________________________________
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Yahoo! Calendar - Free online calendar with sync to Outlook(TM).
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[Quickfix-developers] "Pure Virtual Function call" error

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

Hello all,
I have a FIX connection built with quickfix .NET (version 1.0), and it
works fine in every respect except that it regularly crashes with a
"Pure virtual function call" error (R6025). It doesn't seem to be caused
by anything specific. It happens if I just open a connection and wait a
while.
Has anybody seen this before?
 
Thanks!
Jo Janssens
Telluride Asset Management

RE: [Quickfix-developers] MarketData from NASDAQ by using quickfix

[CW J. <jav...@ce...>]

You need to talk to the NASDAQ people directly. They're the ones who
provide
the data, they have the specs/requirements, and they give u the IP
addy's..

http://www.nasdaqtrader.com

http://www.nasdaqtrader.com/trader/mds/mdsoverview/mdsoverview.stm
Contact Info at the bottom of the page.


-cj

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
atul kothari
Sent: Thursday, June 05, 2003 4:02 AM
To: qui...@li...
Subject: [Quickfix-developers] MarketData from NASDAQ by using quickfix


How can I get Live MarketData (prices etc.)from NASDAQ
by using quickfix

what are server ip,port and guest/test logins for the
NASDAQ,

How to do it?

Also is there any dummy login provided by exchange to
test client application by placing requests NewOrder/cancellation etc. 

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thread debugger on the planet. Designed with thread debugging features
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Re: [Quickfix-developers] Tag 18 problem

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

1) Yeah. That's an interesting case.  QF won't
correctly validate and enumeration if there are
multiple values in it.  You can just all the
enumeration values from the XML data dictionary, which
will stop QF from trying to validate the values.  They
will then be passed back to you as a string you can
parse.  Otherwise the validation code in the data
dictionary will have to be updated for multiple value
strings with enumerations.

2) -g -O2 are now the default compile flags (they were
blank previously) which is generally standard in the
OSS world.  The problem here is that optimizations +
templates + gcc 2.95 is not so good, and it will
generally take up all your memory no matter how much
you have.  You should set your CXXFLAGS environment
variable before you run configure.  For instance, if
you do a

Switching to gcc 3.2 will allow you to compile with
optimizations.  If you want to build with
optimizations on 2.95, you will have to exclude the
test directory which is the memory hog in this case. 
Everything else should build ok.

export CXXFLAGS=
./configure

it should compile without -g and with no
optimizations.  This should allow you to build and you
should in fact notice that it builds considerably
faster than 1.4.1

--- Loic Guezennec <loi...@sw...>
wrote:
> 
> Hi,
> 
> I have encountered 2 little problems with quickfix:
> 
> 1) we were using 1.3.0 but this has a problem where
> it generate 2 messages 
> with the same seqnum.
> so I tried out the version 1.4.1 but there is
> another problem there: the 
> tag 18 (Execinst)
> does not behave correctly in 1.4.1  ie the tag is a
> multipleValueString 
> and if there is an
> entry such as "5 B" where there are 2 values it
> fails with the following
> 		Value is incorrect (out of range) for this tag
> I am not sure exactly where to find the offending
> bit of code, I'll try to 
> look further.
> 
> 2) I then tried to compile the latest version 1.5.0
> to see if the problem 
> disappears,
> however compiling on Solaris with gcc 2.95.3,
> STLport, no mysql, I found 
> the following:
> 	1) it compiles with the -g option, even if I
> re-generated the 
> configure
> 	scripts, it kept there and I had to take the "-g"
> off directly 
> from the configure
> 	2) the compilation is massive: I blew the swap
> first time ( 1G ram 
> and 1G swap
> 	the machine has other applications on it ..), I
> have configured an 
> extra swap
> 	file of 800M and I am now trying. I am not sure
> that I will get 
> through though...
> Is there anything to help this compilation process
> and is there any reason 
> why
> it's exploded so much. Should I switch to a more
> recent version of gcc eg. 
> 3.2
> 
> 
> 
> -- 
> -------------------------------------------
> Loic Guezennec
> Swissquote Info
> Route des Avouillons 16       CH-1196 Gland
> 
> Mailto:loi...@sw...
> 
> www.swissquote.ch
> 
> Tel:        +41 (0)22 999 98 98
> Tel Direct: +41 (0)22 999 98 55
> Fax:        +41 (0)22 999 98 99
> ____________________________________________
> 
> The information in this Internet e-mail is
> confidential and may be legally
> privileged. It is intended solely for the addressee.
> Access by any other
> person to this Internet e-mail is not authorized. If
> you are not the
> intended recipient, please delete this Internet
> e-mail. Any disclosure of
> this Internet e-mail or of the parties to it, any
> copying, distribution or
> any action taken or omitted to be taken in reliance
> on it is prohibited,
> and
> may be unlawful.
> ____________________________________________
> 
> 
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by:  Etnus, makers of
> TotalView, The best
> thread debugger on the planet. Designed with thread
> debugging features
> you've never dreamed of, try TotalView 6 free at
> www.etnus.com.
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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[Quickfix-developers] Tag 18 problem

[Loic G. <loi...@sw...>]

Hi,

I have encountered 2 little problems with quickfix:

1) we were using 1.3.0 but this has a problem where it generate 2 messages 
with the same seqnum.
so I tried out the version 1.4.1 but there is another problem there: the 
tag 18 (Execinst)
does not behave correctly in 1.4.1  ie the tag is a multipleValueString 
and if there is an
entry such as "5 B" where there are 2 values it fails with the following
		Value is incorrect (out of range) for this tag
I am not sure exactly where to find the offending bit of code, I'll try to 
look further.

2) I then tried to compile the latest version 1.5.0 to see if the problem 
disappears,
however compiling on Solaris with gcc 2.95.3, STLport, no mysql, I found 
the following:
	1) it compiles with the -g option, even if I re-generated the 
configure
	scripts, it kept there and I had to take the "-g" off directly 
from the configure
	2) the compilation is massive: I blew the swap first time ( 1G ram 
and 1G swap
	the machine has other applications on it ..), I have configured an 
extra swap
	file of 800M and I am now trying. I am not sure that I will get 
through though...
Is there anything to help this compilation process and is there any reason 
why
it's exploded so much. Should I switch to a more recent version of gcc eg. 
3.2



-- 
-------------------------------------------
Loic Guezennec
Swissquote Info
Route des Avouillons 16       CH-1196 Gland

Mailto:loi...@sw...

www.swissquote.ch

Tel:        +41 (0)22 999 98 98
Tel Direct: +41 (0)22 999 98 55
Fax:        +41 (0)22 999 98 99
____________________________________________

The information in this Internet e-mail is confidential and may be legally
privileged. It is intended solely for the addressee. Access by any other
person to this Internet e-mail is not authorized. If you are not the
intended recipient, please delete this Internet e-mail. Any disclosure of
this Internet e-mail or of the parties to it, any copying, distribution or
any action taken or omitted to be taken in reliance on it is prohibited,
and
may be unlawful.
____________________________________________

[Quickfix-developers] Mysql Questions

[<dwi...@jp...>]

Is there any info/examples on configuring quickfix with Mysql?

The basic config parameters are available with the documentation but there
is no more info pertaining to setting configuring Mysql accordingly.

does any one have some information?


Thanks

Dwight Browne

[Quickfix-developers] MarketData from NASDAQ by using quickfix

[atul k. <atu...@ya...>]

How can I get Live MarketData (prices etc.)from NASDAQ
by using quickfix

what are server ip,port and guest/test logins for the
NASDAQ,

How to do it?

Also is there any dummy login provided by exchange to
test client application by placing requests
NewOrder/cancellation etc. 

__________________________________
Do you Yahoo!?
Yahoo! Calendar - Free online calendar with sync to Outlook(TM).
http://calendar.yahoo.com

Re: [Quickfix-developers] Linker warning: LNK4243

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

I think this has something to do with linking unmanaged into managed c=
ode.  What does MSDN have to say about it?

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


-----Original Message-----
From: Vitor Castro <vc...@hi...>
To: qui...@li... <qui...@li...>
Sent: Wed Jun 04 05:07:05 2003
Subject: [Quickfix-developers] Linker warning: LNK4243

Has anyone compiled QF 1.5.0 with Visual Studio .Net 2003 and .NET Framework 1.1? When I try it =
I get:
=20
LINK : warning LNK4243: DLL containing objects compiled with /clr is n=
ot linked with /NOENTRY; image may not run correctly
=20
Although there is no linker warning when this is compiled with 2002 version of Visual Studio.
=20
Regards to all,
Vitor Castro
=20


-----------------------------------------
This email and any attachments are confidential and may be legally privi=
leged.  No confidentiality or privilege is waived or lost by any transmissio=
n in error.  If you are not the intended recipient you are hereby notified t=
hat any use, printing, copying or disclosure is strictly prohibited.  Please=
 delete this email and any attachments, without printing, copying, forwardin=
g or saving them and notify the sender immediately by reply e-mail.  The com=
pany reserves the right to monitor all e-mail communications through its net=
works.  Unless otherwise stated, any financial results or price data contain=
ed in this email are indicative only and are subject to change without notic=
e.

[Quickfix-developers] 1.5.0 ?

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

- Pardon if this is a duplicate... mail server or myself had low levels =
of caffeine at the time
=20
As per the 1.5.0 Link: =
http://sourceforge.net/project/shownotes.php?group_id=3D37535 =
<http://sourceforge.net/project/shownotes.php?group_id=3D37535&release_id=
=3D161270> &release_id=3D161270
=20
=20
"All libraries are now build as shared libraries. This also doubles the =
speed of the build under gcc because object files only need to be =
compiled once instead of twice as before."
=20
Does this mean it will be a dll instead of a statically linked library =
for quickfix_debug and quickfix (release) on Win32?
=20
Thanks,
=20
JD
=20

[Quickfix-developers] 1.5.0 ?

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

As per the 1.5.0 Link: =
http://sourceforge.net/project/shownotes.php?group_id=3D37535 =
<http://sourceforge.net/project/shownotes.php?group_id=3D37535&release_id=
=3D161270> &release_id=3D161270
=20
=20
"All libraries are now build as shared libraries. This also doubles the =
speed of the build under gcc because object files only need to be =
compiled once instead of twice as before."
=20
Does this mean it will be a dll instead of a statically linked library =
for quickfix_debug and quickfix (release) on Win32?
=20
Thanks,
=20
JD
=20

[Quickfix-developers] Linker warning: LNK4243

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

Has anyone compiled QF 1.5.0 with Visual Studio .Net 2003 and .NET
Framework 1.1? When I try it I get:
 
LINK : warning LNK4243: DLL containing objects compiled with /clr is not
linked with /NOENTRY; image may not run correctly
 
Although there is no linker warning when this is compiled with 2002
version of Visual Studio.
 
Regards to all,
Vitor Castro
 

Re: [Quickfix-developers] Help for Test & Use quickfix

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

Ues the run_executor shell script or batch file instead of running the executable directly.  These load in the correct configuration files.

atul kothari <atu...@ya...> wrote:Hi,

I am new to quickfix.I have downloaded quickfix-1.5.0
in that i got examples folder.i want to run executor
example but it expectes input file.so can i get that
file.

I have tried with FIX43.xml which is provied in spec
folder but it giving exception for access violation.

can you help me

Atul

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[Quickfix-developers] Access violation in Dictionary::setString

[atul k. <atu...@ya...>]

I am trying to run example executor with FIX43.xml
I am getting access violation at m_data[ key ] =
value;
in Dictionary::setString method

How to solve this problem?

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[Quickfix-developers] Help for Test & Use quickfix

[atul k. <atu...@ya...>]

Hi,

I am new to quickfix.I have downloaded quickfix-1.5.0
in that i got examples folder.i want to run executor
example but it expectes input file.so can i get that
file.

I have tried with FIX43.xml which is provied in spec
folder but it giving exception for access violation.

can you help me

Atul

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Re: [Quickfix-developers] Re: Compilation Error C1060

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

I guess you can check and see if your virtual memory
is set real low for some reason.  This doesn't seem
terribly likely, but worth a look.

If you don't need to use FIX 4.3 right away.  There
are a couple of things you can do.  You can either
download an ealier release before 4.3 was supported
(1.3.2 is the newest version like this).

Then, of course, you don't benefit from a good deal of
fixes and features that have been added since.

Alternatively you can just remove any includes of
FIX43_*.h in the source (should only be a few places),
and delete any code refering to those classes.  This
should only take a few minutes and will allow you to
take advantage of the latest good version.

Both of these solutions are temporary until 1.6.0
release, for which we are on a pretty aggressive
schedule.  This release will primarily be adding 4.4
support, but the ancillary benefit will be that you
will only include message that you actually use,
instead of pulling all messages for all versions as is
required now.

--- dmi...@jp... wrote:
> 
> Oren,
> 
> Thanks.  I've installed the lastest service packs
> (SP5) and turned off
> precompiled headers - didn't solve the problem.
> Could it be that I'm not having enough memory free? 
> Also, is there a
> scaled-down version of quickFIX that only has
> support for 4.0, 4.1 or 4.2
> FIX versions?
> 
> Thanks again for help.
> 
> D.
> 
> JP Morgan Cash Equities Client Connectivity Team
> 277 Park Ave, New York
> OFFICE: 212-622-4171
> 
> 
>                                                     
>                                                     
>                       
>                       Dmitriy V                     
>                                                     
>                       
>                       Shchelokov               To:  
>     qui...@li...       
>                       
>                                                cc:  
>                                                     
>                       
>                       05/30/2003 05:29        
> Subject:  Compilation Error C1060                   
>                             
>                       PM                            
>                                                     
>                       
>                                                     
>                                                     
>                       
>                                                     
>                                                     
>                       
> 
> 
> 
> Dear all,
> 
> I get "fatal error C1060: compiler is out of heap
> space,"  despite the fact
> that I've set the heap size to the maximum limit:
> 2000Mb
> (see option /Zm2000 below).  I'm using VC++ 6.0 on
> Windows XP with 700Mb
> Free memory and 2.1G free space.  Even compiling
> just one package produces
> that error.  (Tried size 200 and 1000 too)
> 
> --------------------Configuration: quickfix - Win32
> Release--------------------
> Compiling...
> CallStack.cpp
> fatal error C1060: compiler is out of heap space
> 
> These are what I believe compiler settings that I
> set through Project ->
> Project Settings -> C/C++ Tab -> Project Options:
> 
> /nologo /MDd /W3 /Gm /GX /Zi /Od /I ".." /I "./src"
> /I "./src/c++" /D
> "WIN32" /D "_DEBUG" /D "_CONSOLE" /D "_MBCS"
> /Fp"Debug/at.pch"
> /YX"stdafx.h" /Fo"Debug/" /Fd"Debug/" /FD /Zm2000
> /GZ /c
> 
> Another thing that poked my curiosity is that when i
> opened source files in
> the editor, VC warned me that the carriage return
> wasn't used, ie as if the
> files were for Unix not Windows.  Yet, i'm sure i
> followed the right link
> from the site.
> 
> Thanks,
> D.
> 
> JP Morgan Cash Equities Client Connectivity Team
> 277 Park Ave, New York
> OFFICE: 212-622-4171
> 
> 
> 
> 
> This communication is for informational purposes
> only.  It is not intended as
> an offer or solicitation for the purchase or sale of
> any financial instrument
> or as an official confirmation of any transaction.
> All market prices, data
> and other information are not warranted as to
> completeness or accuracy and
> are subject to change without notice. Any comments
> or statements made herein
> do not necessarily reflect those of J.P. Morgan
> Chase & Co., its
> subsidiaries and affiliates.
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: eBay
> Get office equipment for less on eBay!
> http://adfarm.mediaplex.com/ad/ck/711-11697-6916-5
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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[Quickfix-developers] Re: Compilation Error C1060

[<dmi...@jp...>]

Oren,

Thanks.  I've installed the lastest service packs (SP5) and turned off
precompiled headers - didn't solve the problem.
Could it be that I'm not having enough memory free?  Also, is there a
scaled-down version of quickFIX that only has support for 4.0, 4.1 or 4.2
FIX versions?

Thanks again for help.

D.

JP Morgan Cash Equities Client Connectivity Team
277 Park Ave, New York
OFFICE: 212-622-4171


                                                                                                                                
                      Dmitriy V                                                                                                 
                      Shchelokov               To:       qui...@li...                              
                                               cc:                                                                              
                      05/30/2003 05:29         Subject:  Compilation Error C1060                                                
                      PM                                                                                                        
                                                                                                                                
                                                                                                                                



Dear all,

I get "fatal error C1060: compiler is out of heap space,"  despite the fact
that I've set the heap size to the maximum limit: 2000Mb
(see option /Zm2000 below).  I'm using VC++ 6.0 on Windows XP with 700Mb
Free memory and 2.1G free space.  Even compiling just one package produces
that error.  (Tried size 200 and 1000 too)

--------------------Configuration: quickfix - Win32
Release--------------------
Compiling...
CallStack.cpp
fatal error C1060: compiler is out of heap space

These are what I believe compiler settings that I set through Project ->
Project Settings -> C/C++ Tab -> Project Options:

/nologo /MDd /W3 /Gm /GX /Zi /Od /I ".." /I "./src" /I "./src/c++" /D
"WIN32" /D "_DEBUG" /D "_CONSOLE" /D "_MBCS" /Fp"Debug/at.pch"
/YX"stdafx.h" /Fo"Debug/" /Fd"Debug/" /FD /Zm2000 /GZ /c

Another thing that poked my curiosity is that when i opened source files in
the editor, VC warned me that the carriage return wasn't used, ie as if the
files were for Unix not Windows.  Yet, i'm sure i followed the right link
from the site.

Thanks,
D.

JP Morgan Cash Equities Client Connectivity Team
277 Park Ave, New York
OFFICE: 212-622-4171




This communication is for informational purposes only.  It is not intended as
an offer or solicitation for the purchase or sale of any financial instrument
or as an official confirmation of any transaction. All market prices, data
and other information are not warranted as to completeness or accuracy and
are subject to change without notice. Any comments or statements made herein
do not necessarily reflect those of J.P. Morgan Chase & Co., its
subsidiaries and affiliates.

Re: RE.. [Quickfix-developers] Logon Message ?

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

Well, sharing anything between callbacks shouldn't be
a problem.  All the callbacks exist in your derived
class, so if you want to share a resource just make it
a member of your class.  If you want to share
resources between your application and your message
cracker, inheriting it as a mixin works well.

Also, remember to synchronize your resources.  onRun
runs in a separate thread.  If you are using the
Threaded model, each session will also have it's own
thread meaning callbacks can be called by multiple
threads as well.

As I told john, for now you can manually add methods
to the cracker for any missing messages like Logon. 
The problem doesn't reside in the data dictionary, but
in the generation scripts.

The code generator is being rewritten because we are
already pushing xslt to the boundries of what it can
do.

--- Vamsi Krishna <Vam...@ib...> wrote:
> Hi
> I have a situation , where ( can be sequel to John
> Dahl's requirement),
> I need to connect to a database when my login is
> successful.
> 
> 	Thereafter I need to share this connection handle
> across the
> other 	functions (onRun and onMessage). I have the
> following questions
> regarding the above situation. Otherwise I would end
> up having a number
> of connection handles for each of the functions(
> callbacks)
> 
> 	a) Can I use onRun to periodically generate
> MarketDataRequest
> from the list in the table ( database),( ofcourse it
> will have where
> clause saying if the certain flag is "send" or some
> thing like that.
> 
> 
> There were questions earlier of collection classes,
> Here is the classic
> example,
> 
> I need to send a marketdatarequest with certain
> symbols ( "chose 'CS'
> type for simplicity). I would like to use onRun to
> look into database,
> get the symbols and compose the message and send it
> across.
> 
> Now I get a message back ( marketDataSnapshot) with
> Symbol "A" having
> bidprice "12.2".
> 
> Before sending I put the symbol in collection class
> and after I receive
> the response ( onMessage),would try to match the
> symbol and fill up the
> prices corresponding to the symbol. Thereafter I
> will have to update the
> information to the database.
> 
> My question is How do  we share the collection
> classes.. across
> callbacks and how do we share the
> connectionhandles..?
> 
> It would be nice if the onMessage for admin messages
> are incorporated.
> 
> 
> I guess do we need to update the dictionary for
> that..?
> 
> Vamsi
> 
> 
> /-----Original Message-----
> /From:
> qui...@li...
> [mailto:quickfix-
> /dev...@li...] On Behalf
> Of Oren Miller
> /Sent: Monday, June 02, 2003 2:50 AM
> /To: Jon Dahl;
> qui...@li...
> /Subject: Re: [Quickfix-developers] Logon Message ?
> /
> /Yeah, virtual functions for administrative messages
> /haven't been generated.  This is an oversight that
> /will be fixed shortly.
> /
> /If you just add the virtual method for Logon into
> the
> /MessageCracker header file, that should be all you
> /need to do.
> /
> /What you can do is overload the onMessage( const D
> /--- Jon Dahl <jd...@Li...> wrote:
> /> There is something I don't understand with the
> logon
> /> sequence.
> />
> /> If I want to use the Message Cracker function in
> the
> /> fromAdmin function, there is no virtual function
> /> defined in the message cracker header file.
> However,
> /> the crack function checks for message type "A"
> and
> /> calls
> /> onMessage((Logon&)message, sessionID). The result
> is
> /> UnsupportedMessageType being thrown.
> />
> /> Is this a bug in the library or was it done this
> way
> /> buy design? What do I have to do to get the
> /> onMessage to work?
> />
> /> Thanks,
> />
> /> JD
> />
> />
> />
>
/-------------------------------------------------------
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> 
> 
>
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RE.. [Quickfix-developers] Logon Message ?

[Vamsi K. <Vam...@ib...>]

Hi
I have a situation , where ( can be sequel to John Dahl's requirement),
I need to connect to a database when my login is successful.

	Thereafter I need to share this connection handle across the
other 	functions (onRun and onMessage). I have the following questions
regarding the above situation. Otherwise I would end up having a number
of connection handles for each of the functions( callbacks)

	a) Can I use onRun to periodically generate MarketDataRequest
from the list in the table ( database),( ofcourse it will have where
clause saying if the certain flag is "send" or some thing like that.


There were questions earlier of collection classes, Here is the classic
example,

I need to send a marketdatarequest with certain symbols ( "chose 'CS'
type for simplicity). I would like to use onRun to look into database,
get the symbols and compose the message and send it across.

Now I get a message back ( marketDataSnapshot) with Symbol "A" having
bidprice "12.2".

Before sending I put the symbol in collection class and after I receive
the response ( onMessage),would try to match the symbol and fill up the
prices corresponding to the symbol. Thereafter I will have to update the
information to the database.

My question is How do  we share the collection classes.. across
callbacks and how do we share the connectionhandles..?

It would be nice if the onMessage for admin messages are incorporated.


I guess do we need to update the dictionary for that..?

Vamsi


/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Oren Miller
/Sent: Monday, June 02, 2003 2:50 AM
/To: Jon Dahl; qui...@li...
/Subject: Re: [Quickfix-developers] Logon Message ?
/
/Yeah, virtual functions for administrative messages
/haven't been generated.  This is an oversight that
/will be fixed shortly.
/
/If you just add the virtual method for Logon into the
/MessageCracker header file, that should be all you
/need to do.
/
/What you can do is overload the onMessage( const D
/--- Jon Dahl <jd...@Li...> wrote:
/> There is something I don't understand with the logon
/> sequence.
/>
/> If I want to use the Message Cracker function in the
/> fromAdmin function, there is no virtual function
/> defined in the message cracker header file. However,
/> the crack function checks for message type "A" and
/> calls
/> onMessage((Logon&)message, sessionID). The result is
/> UnsupportedMessageType being thrown.
/>
/> Is this a bug in the library or was it done this way
/> buy design? What do I have to do to get the
/> onMessage to work?
/>
/> Thanks,
/>
/> JD
/>
/>
/>
/-------------------------------------------------------
/> This SF.net email is sponsored by: eBay
/> Get office equipment for less on eBay!
/> http://adfarm.mediaplex.com/ad/ck/711-11697-6916-5
/> _______________________________________________
/> Quickfix-developers mailing list
/> Qui...@li...
/> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
/
/__________________________________
/Do you Yahoo!?
/Yahoo! Calendar - Free online calendar with sync to Outlook(TM).
/http://calendar.yahoo.com
/
/
/-------------------------------------------------------
/This SF.net email is sponsored by: eBay
/Get office equipment for less on eBay!
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RE: [Quickfix-developers] tradeclient

[Vamsi K. <Vam...@ib...>]

Hi
There was no problem at all now. The problem solves by itself
automatically when I invoked/reinvoked the Tradeclient after stopping
and starting again and again.

Puzzling. I wonder where I went wrong in my earlier attempts.

May be due to Message sequence number mismatch  or something like that.
( Inadvertantly I have increase the heartbeat interval to 45... from 30
seconds).
Can somebody confirm this...


Tradeclient has received the response from executor ( FIXServer)..

Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Vamsi Krishna
/Sent: Sunday, June 01, 2003 8:37 PM
/To: 'Oren Miller'; qui...@li...
/Subject: [Quickfix-developers] tradeclient
/
/Hi Oren /all
/
/I am sending MarketDataRequest from Tradeclient to executor . The
latter
/handles the MarketDataRequest message and composes a
/MarketDataSnapShotFullRefresh message ( as it should be ) and sends
back
/the message.
/
/As soon as I receive the response from executor , tradeclient sends a
/"resendrequest" message and executor sends the
/MarketDataSnapshotFullRefresh message again.
/
/
/Am I missing something here  ( in Tradeclient).
/
/Any help is appreciated..
/
/Thanks
/Vamsi
/
/
/
/-------------------------------------------------------
/This SF.net email is sponsored by: eBay
/Get office equipment for less on eBay!
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Re: [Quickfix-developers] Logon Message ?

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

Yeah, virtual functions for administrative messages
haven't been generated.  This is an oversight that
will be fixed shortly.

If you just add the virtual method for Logon into the
MessageCracker header file, that should be all you
need to do.

What you can do is overload the onMessage( const D
--- Jon Dahl <jd...@Li...> wrote:
> There is something I don't understand with the logon
> sequence.
> 
> If I want to use the Message Cracker function in the
> fromAdmin function, there is no virtual function
> defined in the message cracker header file. However,
> the crack function checks for message type "A" and
> calls 
> onMessage((Logon&)message, sessionID). The result is
> UnsupportedMessageType being thrown.
> 
> Is this a bug in the library or was it done this way
> buy design? What do I have to do to get the
> onMessage to work?
> 
> Thanks,
> 
> JD
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: eBay
> Get office equipment for less on eBay!
> http://adfarm.mediaplex.com/ad/ck/711-11697-6916-5
> _______________________________________________
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Re: [Quickfix-developers] Compilation Error C1060

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

Do you have all the service packs installed for VC? 
Also try turning off precompiled headers.

This week I'm going to be checking in a version that
puts each FIX message in its own file instead of
having them all in a monster file.  This is becoming a
necessity since we are adding support for FIX 4.4,
which is huge and the problem would only get worse. 
Once I get this checked in, the problem should go away
completely.

--- dmi...@jp... wrote:
> Dear all,
> 
> I get "fatal error C1060: compiler is out of heap
> space,"  despite the fact
> that I've set the heap size to the maximum limit:
> 2000Mb
> (see option /Zm2000 below).  I'm using VC++ 6.0 on
> Windows XP with 700Mb
> Free memory and 2.1G free space.  Even compiling
> just one package produces
> that error.  (Tried size 200 and 1000 too)
> 
> --------------------Configuration: quickfix - Win32
> Release--------------------
> Compiling...
> CallStack.cpp
> fatal error C1060: compiler is out of heap space
> 
> These are what I believe compiler settings that I
> set through Project ->
> Project Settings -> C/C++ Tab -> Project Options:
> 
> /nologo /MDd /W3 /Gm /GX /Zi /Od /I ".." /I "./src"
> /I "./src/c++" /D
> "WIN32" /D "_DEBUG" /D "_CONSOLE" /D "_MBCS"
> /Fp"Debug/at.pch"
> /YX"stdafx.h" /Fo"Debug/" /Fd"Debug/" /FD /Zm2000
> /GZ /c
> 
> Another thing that poked my curiosity is that when i
> opened source files in
> the editor, VC warned me that the carriage return
> wasn't used, ie as if the
> files were for Unix not Windows.  Yet, i'm sure i
> followed the right link
> from the site.
> 
> Thanks,
> D.
> 
> JP Morgan Cash Equities Client Connectivity Team
> 277 Park Ave, New York
> OFFICE: 212-622-4171
> 
> 
> This communication is for informational purposes
> only.  It is not intended as
> an offer or solicitation for the purchase or sale of
> any financial instrument
> or as an official confirmation of any transaction.
> All market prices, data
> and other information are not warranted as to
> completeness or accuracy and
> are subject to change without notice. Any comments
> or statements made herein
> do not necessarily reflect those of J.P. Morgan
> Chase & Co., its
> subsidiaries and affiliates.
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: eBay
> Get office equipment for less on eBay!
> http://adfarm.mediaplex.com/ad/ck/711-11697-6916-5
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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