quickfix-developers — QuickFIX developers forum

RE: [Quickfix-developers] ResendRequest

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

Yes, this is correct, except it should be toApp.  The relevant code in TradeClient is this:
 
FIX::PossDupFlag possDupFlag;
message.getHeader().getField( possDupFlag );
if ( possDupFlag ) throw FIX::DoNotSend();

Which is saying that any application messages that is marked with possdup (which is a message being sent in response to a resend request), will not be resent.  This is why the gap-fill skips over the order.  If you comment out these lines, then tradeclient will resend the message normally.

Bernard Spanger <bsp...@gx...> wrote:
Brian,

I had the same problem a while back, and it was answered somewhere in the forum. Around Feb 26, Oren wrote:

"QuickFIX will resend all requested application messages unless you opt out. The way you can opt out is by throwing a DoNotSend exception in the toAdmin callback. If you throw this exception, the message will then be replaced with a sequence reset, otherwise it should be resent. "

Hope this is the reason.

- Bernard



-----Original Message-----
From: Brian Egge [mailto:Br...@ma...] 
Sent: Friday, May 23, 2003 11:34 AM
To: 'qui...@li...'
Subject: [Quickfix-developers] ResendRequest


Hi, I'm a QuickFix newbie, and I'm trying to understand the ResendRequest. I'm using QF 1.4.1/C++.

I'm running the executor example and tradeclient example. When both are running, I can send orders and get them immediately executed. Next I shutdown the executor, and send a trade from the tradeclient. My thought is it that this trade is now queued. I start up the executor, and the tradeclient will reconnect. After reconnect the executor displays: 
MsgSeqNum too high RECEIVED: 211 EXPECTED: 210
Sent ResendRequest FROM: 210 TO: 210...

At this point I expect the client to resend the trade I sent while disconnected, instead the tradeclient sends a message sequence reset (35=4) message, and my trade is never executed.

I'm sure I'm missing something obvious here. Can someone point me in the right direction?

Brian Egge


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Conflicts. We, or persons involved in the preparation of issuance of the Material, may from time to time effect transactions, or have positions in the securities mentioned in the Material (or options or futures contracts with respect thereto).

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[Quickfix-developers] Has anyone seen this before?

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

                                                                                                                         
 UtcTimeStampTestCase.cpp                                                                                                
 C:\Program Files\Microsoft Visual Studio .NET\Vc7\include\yvals.h(88) : fatal error C1001: INTERNAL COMPILER ERROR      
         (compiler file 'msc1.cpp', line 2844)                                                                           
          Please choose the Technical Support command on the Visual C++                                                  
          Help menu, or open the Technical Support help file for more information                                        
 UtcTimeOnlyTestCase.cpp                                                                                                 
 C:\Program Files\Microsoft Visual Studio .NET\Vc7\include\yvals.h(88) : fatal error C1001: INTERNAL COMPILER ERROR      
         (compiler file 'msc1.cpp', line 2844)                                                                           
          Please choose the Technical Support command on the Visual C++                                                  
          Help menu, or open the Technical Support help file for more information                                        
 SocketConnectorTestCase.cpp                                                                                             
 C:\Program Files\Microsoft Visual Studio .NET\Vc7\include\yvals.h(88) : fatal error C1001: INTERNAL COMPILER ERROR      
         (compiler file 'msc1.cpp', line 2844)                                                                           
          Please choose the Technical Support command on the Visual C++                                                  
          Help menu, or open the Technical Support help file for more information                                        
 SessionIDTestCase.cpp                                                                                                   
 C:\Program Files\Microsoft Visual Studio .NET\Vc7\include\yvals.h(88) : fatal error C1001: INTERNAL COMPILER ERROR      
         (compiler file 'msc1.cpp', line 2844)                                                                           
          Please choose the Technical Support command on the Visual C++                                                  
          Help menu, or open the Technical Support help file for more information                                        
 MySQLStoreTestCase.cpp                                                                                                  
 src\C++\test\MySQLStoreTestCase.cpp(107) : fatal error C1001: INTERNAL COMPILER ERROR                                   
         (compiler file 'msc1.cpp', line 2844)                                                                           
          Please choose the Technical Support command on the Visual C++                                                  
          Help menu, or open the Technical Support help file for more information                                        
                                                                                                                         
                                                                                                                         




Any suggestions?


Thanks

Dwight Browne

RE: [Quickfix-developers] ResendRequest

[Bernard S. <bsp...@gx...>]

Brian,

=09I had the same problem a while back, and it was answered somewhere in =
the forum. Around Feb 26, Oren wrote:

"QuickFIX will resend all requested application messages unless you opt o=
ut.  The way you can opt out is by throwing a DoNotSend exception in the =
toAdmin callback.  If you throw this exception, the message will then be =
replaced with a sequence reset, otherwise it should be resent. "

Hope this is the reason.

=09- Bernard



-----Original Message-----
From: Brian Egge [mailto:Br...@ma...]=20
Sent: Friday, May 23, 2003 11:34 AM
To: 'qui...@li...'
Subject: [Quickfix-developers] ResendRequest


Hi, I'm a QuickFix newbie, and I'm trying to understand the ResendRequest=
=2E I'm using QF 1.4.1/C++.

I'm running the executor example and tradeclient example.  When both are =
running, I can send orders and get them immediately executed.  Next I shu=
tdown the executor, and send a trade from the tradeclient.  My thought is=
 it that this trade is now queued.  I start up the executor, and the trad=
eclient will reconnect.  After reconnect the executor displays:=20
MsgSeqNum too high RECEIVED: 211 EXPECTED: 210
Sent ResendRequest FROM: 210 TO: 210...

At this point I expect the client to resend the trade I sent while discon=
nected, instead the tradeclient sends a message sequence reset (35=3D4) m=
essage, and my trade is never executed.

I'm sure I'm missing something obvious here.  Can someone point me in the=
 right direction?

Brian Egge


-------------------------------------------------------
This SF.net email is sponsored by: ObjectStore.
If flattening out C++ or Java code to make your application fit in a rela=
tional database is painful, don't do it! Check out ObjectStore. Now part =
of Progress Software. http://www.objectstore.net/sourceforge
_______________________________________________
Quickfix-developers mailing list Qui...@li...=
t
https://lists.sourceforge.net/lists/listinfo/quickfix-developers




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=0D
 Confidentiality.  This message (including any attachments) (collectively=
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ly for a specific individual and purpose.  If you are not the intended re=
cipient, any copying, disclosure, distribution or other use of the Materi=
al, or the taking of any action in reliance on the information contained =
therein, is strictly prohibited.  If you have received the Material in er=
ror, please immediately notify us by telephone and delete the Material an=
d all copies thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability.  The Material h=
as been prepared for informational purposes only without regard to any pa=
rticular user's investment objectives, financial situation or means and d=
oes not constitute an offer, solicitation or recommendation to take any a=
ction.  We are not providing investment advice, nor do we represent that =
any securities or services described in the Material are suitable for a p=
articular client.  Before acting on the Material, each client should make=
 its own determination whether information contained therein is suitable =
for its particular circumstances, and if necessary consult with a senior =
officer.

Conflicts.  We, or persons involved in the preparation of issuance of the=
 Material, may from time to time effect transactions, or have positions i=
n the securities mentioned in the Material (or options or futures contrac=
ts with respect thereto).

Disclaimer.  Although the Material is based upon information that we cons=
ider reliable, we do not warrant that the Material is reliable, accurate =
or complete and it should not be relied upon as such. Neither we, nor any=
 of our affiliates or agents shall have any responsibility whatsoever for=
 any direct, indirect, consequential, special or other damages or lost pr=
ofits or savings or other economic harm your may suffer as a result of yo=
ur reliance on the Material or the reliability, accuracy, or completeness=
 thereof.  We expressly disclaim all express and implied warranties, incl=
uding, without limitation, warranties of merchantability and fitness for =
a particular purpose.

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[Quickfix-developers] ResendRequest

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

Hi, I'm a QuickFix newbie, and I'm trying to understand the ResendRequest.
I'm using QF 1.4.1/C++.

I'm running the executor example and tradeclient example.  When both are
running, I can send orders and get them immediately executed.  Next I
shutdown the executor, and send a trade from the tradeclient.  My thought is
it that this trade is now queued.  I start up the executor, and the
tradeclient will reconnect.  After reconnect the executor displays: 
MsgSeqNum too high RECEIVED: 211 EXPECTED: 210
Sent ResendRequest FROM: 210 TO: 210...

At this point I expect the client to resend the trade I sent while
disconnected, instead the tradeclient sends a message sequence reset (35=4)
message, and my trade is never executed.

I'm sure I'm missing something obvious here.  Can someone point me in the
right direction?

Brian Egge

RE: [Quickfix-developers] Another Logon Question

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

Oren,
=20
    So you are saying in the engine I am developing ( executor example =
), the Logon Message will be signaled in the fromAdmin() handler?

-----Original Message-----
From: Oren Miller [mailto:ore...@ya...]
Sent: Thursday, May 22, 2003 4:30 PM
To: Jon Dahl; qui...@li...
Subject: Re: [Quickfix-developers] Another Logon Question


Jon,
=20
You can do this in either the toAdmin method or the onMessage(), if you =
are using a MessageCracker in toAdmin.  When someone sends you a logon, =
this will go to your toAdmin call.  You will notice that one of the =
throw specifiers on onAdmin is RejectLogon.  So when you get a logon =
message, you need to validate the password they send with the one =
associated with their sessionid (or just the TargetCompID, depending on =
how you do it).  If the passwords don't match, throw a RejectLogon and =
they will be disconnected.
=20
onLogon will only get called after a succesful logon, so you don't have =
to worry about false poisitives there.  You can do whatever logon =
processing is required. =20
=20
The onCreate method only gets called once for each session.  This just =
lets you know that the session class has been created and you can begin =
sending messages to it (you don't need to wait for someone to logon =
before sending them stuff).  If they arn't logged on, they will get it =
during a resend request whenever they do logon.
=20
Jon Dahl <jd...@Li...> wrote:

Hello All,

I have somewhat of a long winded set of questions here, so bear with me =
please.

I have been working with the quickfix library for a few weeks now and =
have to say I love it.
The folks at thoughtworks have done a great job.

I have most of the functionality I need in a service but one thing - =
Logon's. It escapes me where I need
to authenticate a user against a db, flat file, etc. I have searched the =
mail lists for logons
(sourceforge really needs to improve their searches -- can you say =
google) and haven't really found anything
definitive.

So let's say I have a service started that is waiting for connection X =
to connect, what actually happens when
the client X connects to the service?

Where should the logon be handled and verified against a security =
identifier?
1. OnCreate
2. OnLogon
3. onMessage( FIX43::Logon&, FIX::SessionID&)
4. toAmdin

Thanks,

JD



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If flattening out C++ or Java code to make your application fit in a
relational database is painful, don't do it! Check out ObjectStore.
Now part of Progress Software. http://www.objectstore.net/sourceforge
_______________________________________________
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<http://us.rd.yahoo.com/search/mailsig/*http://search.yahoo.com> Yahoo! =
Search - Faster. Easier. Bingo.

Re: [Quickfix-developers] Another Logon Question

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

Whoops. Made a mistake.  Everywhere that I refer to toAdmin, I meant to type fromAdmin.

Oren Miller <ore...@ya...> wrote:Jon,
 
You can do this in either the toAdmin method or the onMessage(), if you are using a MessageCracker in toAdmin.  When someone sends you a logon, this will go to your toAdmin call.  You will notice that one of the throw specifiers on onAdmin is RejectLogon.  So when you get a logon message, you need to validate the password they send with the one associated with their sessionid (or just the TargetCompID, depending on how you do it).  If the passwords don't match, throw a RejectLogon and they will be disconnected.
 
onLogon will only get called after a succesful logon, so you don't have to worry about false poisitives there.  You can do whatever logon processing is required.  
 
The onCreate method only gets called once for each session.  This just lets you know that the session class has been created and you can begin sending messages to it (you don't need to wait for someone to logon before sending them stuff).  If they arn't logged on, they will get it during a resend request whenever they do logon.
 
Jon Dahl <jd...@Li...> wrote:
Hello All,

I have somewhat of a long winded set of questions here, so bear with me please.

I have been working with the quickfix library for a few weeks now and have to say I love it.
The folks at thoughtworks have done a great job.

I have most of the functionality I need in a service but one thing - Logon's. It escapes me where I need
to authenticate a user against a db, flat file, etc. I have searched the mail lists for logons
(sourceforge really needs to improve their searches -- can you say google) and haven't really found anything
definitive.

So let's say I have a service started that is waiting for connection X to connect, what actually happens when
the client X connects to the service?

Where should the logon be handled and verified against a security identifier?
1. OnCreate
2. OnLogon
3. onMessage( FIX43::Logon&, FIX::SessionID&)
4. toAmdin

Thanks,

JD



-------------------------------------------------------
This SF.net email is sponsored by: ObjectStore.
If flattening out C++ or Java code to make your application fit in a
relational database is painful, don't do it! Check out ObjectStore.
Now part of Progress Software. http://www.objectstore.net/sourceforge
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

---------------------------------
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---------------------------------
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Re: [Quickfix-developers] Another Logon Question

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

Jon,
 
You can do this in either the toAdmin method or the onMessage(), if you are using a MessageCracker in toAdmin.  When someone sends you a logon, this will go to your toAdmin call.  You will notice that one of the throw specifiers on onAdmin is RejectLogon.  So when you get a logon message, you need to validate the password they send with the one associated with their sessionid (or just the TargetCompID, depending on how you do it).  If the passwords don't match, throw a RejectLogon and they will be disconnected.
 
onLogon will only get called after a succesful logon, so you don't have to worry about false poisitives there.  You can do whatever logon processing is required.  
 
The onCreate method only gets called once for each session.  This just lets you know that the session class has been created and you can begin sending messages to it (you don't need to wait for someone to logon before sending them stuff).  If they arn't logged on, they will get it during a resend request whenever they do logon.
 
Jon Dahl <jd...@Li...> wrote:
Hello All,

I have somewhat of a long winded set of questions here, so bear with me please.

I have been working with the quickfix library for a few weeks now and have to say I love it.
The folks at thoughtworks have done a great job.

I have most of the functionality I need in a service but one thing - Logon's. It escapes me where I need
to authenticate a user against a db, flat file, etc. I have searched the mail lists for logons
(sourceforge really needs to improve their searches -- can you say google) and haven't really found anything
definitive.

So let's say I have a service started that is waiting for connection X to connect, what actually happens when
the client X connects to the service?

Where should the logon be handled and verified against a security identifier?
1. OnCreate
2. OnLogon
3. onMessage( FIX43::Logon&, FIX::SessionID&)
4. toAmdin

Thanks,

JD



-------------------------------------------------------
This SF.net email is sponsored by: ObjectStore.
If flattening out C++ or Java code to make your application fit in a
relational database is painful, don't do it! Check out ObjectStore.
Now part of Progress Software. http://www.objectstore.net/sourceforge
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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[Quickfix-developers] Another Logon Question

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

Hello All,

I have somewhat of a long winded set of questions here, so bear with me =
please.

I have been working with the quickfix library for a few weeks now and =
have to say I love it.
The folks at thoughtworks have done a great job.

I have most of the functionality I need in a service but one thing - =
Logon's. It escapes me where I need
to authenticate a user against a db, flat file, etc. I have searched the =
mail lists for logons
(sourceforge really needs to improve their searches -- can you say =
google) and haven't really found anything
definitive.

So let's say I have a service started that is waiting for connection X =
to connect, what actually happens when
the client X connects to the service?

Where should the logon be handled and verified against a security =
identifier?
1. OnCreate
2. OnLogon
3. onMessage( FIX43::Logon&, FIX::SessionID&)
4. toAmdin

Thanks,

JD

Re: [Quickfix-developers] Out of Heap space with VC 7.0

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

Use the compilers /Zm switch to increase the available
heap space.  /Zm200 should be sufficient.

--- dwi...@jp... wrote:
> I'm getting the following errors when trying to
> build quickfix_lib
> (quickfix version 1.4.1):
> 
> 
> C:\quickfix\src\C++\Acceptor.h
> 1 File(s) copied
> Compiling...
> MySQLStore.cpp
> MySQLLog.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> MessageStore.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> Log.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> FileStore.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> FileLog.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> ThreadedSocketInitiator.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> ThreadedSocketConnection.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> ThreadedSocketAcceptor.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketServer.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketMonitor.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketInitiator.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketConnector.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketConnection.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> SocketAcceptor.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> MessageSorters.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> Message.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> Group.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> DataDictionary.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> FieldMap.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> FieldTypes.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> Utility.cpp
> c1xx : fatal error C1060: compiler is out of heap
> space
> strptime.c
> src\C++\strptime.c(61) : fatal error C1083: Cannot
> open precompiled header
> file: '.\Debug/quickfix_lib.pch': Permission denied
> stdafx.cpp
> src\C++\stdafx.cpp(5) : fatal error C1083: Cannot
> open precompiled header
> file: '.\Debug/quickfix_lib.pch': Permission denied
> Settings.cpp
> 
> 
> Any ideas/ suggestions?
> 
> 
> Thanks
> 
> Dwight Browne
> 
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: ObjectStore.
> If flattening out C++ or Java code to make your
> application fit in a
> relational database is painful, don't do it! Check
> out ObjectStore.
> Now part of Progress Software.
> http://www.objectstore.net/sourceforge
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


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[Quickfix-developers] Out of Heap space with VC 7.0

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

I'm getting the following errors when trying to build quickfix_lib
(quickfix version 1.4.1):


C:\quickfix\src\C++\Acceptor.h
1 File(s) copied
Compiling...
MySQLStore.cpp
MySQLLog.cpp
c1xx : fatal error C1060: compiler is out of heap space
MessageStore.cpp
c1xx : fatal error C1060: compiler is out of heap space
Log.cpp
c1xx : fatal error C1060: compiler is out of heap space
FileStore.cpp
c1xx : fatal error C1060: compiler is out of heap space
FileLog.cpp
c1xx : fatal error C1060: compiler is out of heap space
ThreadedSocketInitiator.cpp
c1xx : fatal error C1060: compiler is out of heap space
ThreadedSocketConnection.cpp
c1xx : fatal error C1060: compiler is out of heap space
ThreadedSocketAcceptor.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketServer.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketMonitor.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketInitiator.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketConnector.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketConnection.cpp
c1xx : fatal error C1060: compiler is out of heap space
SocketAcceptor.cpp
c1xx : fatal error C1060: compiler is out of heap space
MessageSorters.cpp
c1xx : fatal error C1060: compiler is out of heap space
Message.cpp
c1xx : fatal error C1060: compiler is out of heap space
Group.cpp
c1xx : fatal error C1060: compiler is out of heap space
DataDictionary.cpp
c1xx : fatal error C1060: compiler is out of heap space
FieldMap.cpp
c1xx : fatal error C1060: compiler is out of heap space
FieldTypes.cpp
c1xx : fatal error C1060: compiler is out of heap space
Utility.cpp
c1xx : fatal error C1060: compiler is out of heap space
strptime.c
src\C++\strptime.c(61) : fatal error C1083: Cannot open precompiled header
file: '.\Debug/quickfix_lib.pch': Permission denied
stdafx.cpp
src\C++\stdafx.cpp(5) : fatal error C1083: Cannot open precompiled header
file: '.\Debug/quickfix_lib.pch': Permission denied
Settings.cpp


Any ideas/ suggestions?


Thanks

Dwight Browne

[Quickfix-developers] fix 4.4

[<gar...@su...>]

Hi,

Now that Fix 4.4 has been announced, are there any plans or rough estimates
as to if or when quickfix will support this new version?
We are a Fixed Income shop and are interested in using a more standardized
messaging protocol for our type of transactions.  We are currently using
4.2 with some additional custom tags.

Thanks,
Gary Mui

Re: [Quickfix-developers] Login Problem

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

QF doesn't really support exactly what you are doing, but it does sound like a good feature.  In any case, there are several ways to do what you want depending on what you want to accomplish.  One thing you can try is calling the reset method on Session in your onCreate method, and also in your onLogoff method.  This should guarantee that all your logon messages will have a sequence number of 1.  You can then attach the MsgResetSeqNum in the toAdmin method as before.
 
The sending time is set when the message is being sent, but it goes like this:
 
--> set header fields on method, including sending time
--> call to Admin or to App
--> send message
 
So if you are doing any significantly long procesing in your toAdmin when a logon message is sent, I suppose the sendingTime could be behind.  Otherwise I don't see any reason for it.  You can take a look at the Session::sendRaw method.  It makes a call to fill which sets the header fields.

pc....@ta... wrote:
Hi,

I using quick fic 1.4.1 via java. I am experiencing two problems associated with the login.

1) In the login I wish to do a Message Number Reset, so it the "toAdmin" function I set this flag to true for the logon message, I have also set the "MsgSeqNum" to 1 as well. However the MsgSeqNum appears to be ignored, this is causing problems as my server FixEngine requires the message reset and the message seqnumber to both be set to appropriate values. I also have the values ResetOnLogout=Y and ResetOnDisconnect=Y in [DEFAULT], this does not seems to solve my problem either. Is there any way I can enforce the MsgSeqNum to be set to 1 when the MsgResetSeqNum flag is set?

2. I have a problem with the "sendTime" in the logon message. My fix engine server logs are reporting that my first sendTime on the first logon can be upto 30-40 seconds out, even thoughs clocks in sync. Unfortunatley the server I connect to uses the first sendTime to work out the clock skew of client server and doesn't refresh this skew! When is the sendTime set? is it before the connection is estabiled? can I possible change it so it is reset just before the message is sent?

Any one else experienced similar problems? 

Many Thanks

Phil Cave




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[Quickfix-developers] Login Problem

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

Hi,

I=20using=20quick=20fic=201.4.1=20via=20java.=20=20I=20am=20experiencing=20two=20problems=20associated=20with=20the=20login.

1)=20In=20the=20login=20I=20wish=20to=20do=20a=20Message=20Number=20Reset,=20so=20it=20the=20"toAdmin"=20function=20I=20set=20this=20flag=20to=20true=20for=20the=20logon=20message,=20I=20have=20also=20set=20the=20"MsgSeqNum"=20to=201=20as=20well.=20=20However=20the=20MsgSeqNum=20appears=20to=20be=20ignored,=20this=20is=20causing=20problems=20as=20my=20server=20FixEngine=20requires=20the=20message=20reset=20and=20the=20message=20seqnumber=20to=20both=20be=20set=20to=20appropriate=20values.=20I=20also=20have=20the=20values=20ResetOnLogout=3DY=20and=20ResetOnDisconnect=3DY=20in=20[DEFAULT],=20this=20does=20not=20seems=20to=20solve=20my=20problem=20either.=20=20=20Is=20there=20any=20way=20I=20can=20enforce=20the=20MsgSeqNum=20to=20be=20set=20to=201=20when=20the=20MsgResetSeqNum=20flag=20is=20set=3F

2.=20I=20have=20a=20problem=20with=20the=20"sendTime"=20in=20the=20logon=20message.=20=20My=20fix=20engine=20server=20logs=20are=20reporting=20that=20my=20first=20sendTime=20on=20the=20first=20logon=20can=20be=20upto=2030-40=20seconds=20out,=20even=20thoughs=20clocks=20in=20sync.=20=20Unfortunatley=20the=20server=20I=20connect=20to=20uses=20the=20first=20sendTime=20to=20work=20out=20the=20clock=20skew=20of=20client=20server=20and=20doesn't=20refresh=20this=20skew!=20=20When=20is=20the=20sendTime=20set=3F=20is=20it=20before=20the=20connection=20is=20estabiled=3F=20can=20I=20possible=20change=20it=20so=20it=20is=20reset=20just=20before=20the=20message=20is=20sent=3F

Any=20one=20else=20experienced=20similar=20problems=3F=20

Many=20Thanks

Phil=20Cave




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Re: [Quickfix-developers] Build error

[James W. <wi...@tr...>]

   I've gone in and created a dirlist file under /usr/share/aclocal to
add the path where I've installed libxml2 (/opt/support/share/aclocal)
but it doesn't seem to have made any difference whatsoever.  The .m4
file is there, but aclocal/automake doesn't seem to be looking for it. 
Is the dirlist file not supported/used by aclocal-1.4?  If not, at what
version did that functionality get added?

best,
Jim Wiggs

On Mon, 2003-05-19 at 00:48, Oren Miller wrote:
> Well, that macro should be contained in a file called
> libxml.m4 in the shared directory for aclocal.  This
> is usually /usr/shared/aclocal, or some such thing. 
> You should find out where this file is, and if you do
> have it, why aclocal isn't able to find it.
> 
> --- James Wiggs <wi...@tr...> wrote:
> > 
> >  Oren,
> > 
> >    Always fun being the pioneer.  I guess I didn't
> > make it completely
> > clear, but I've installed libxml2 2.5.4 built from
> > source in a separate
> > directory and pointed the QuickFIX build process at
> > that directory when
> > running configure.  I'm not sure how I could *not*
> > have the necessary
> > stuff when I've built and installed everything
> > directly from source.  Is
> > the configure script not actually setting up to
> > search the directory
> > that I specified with --with-xml-prefix?
> > 
> > thanks,
> > Jim
> > 
> > On Thu, 2003-05-15 at 22:52, Oren Miller wrote:
> > > I'm pretty sure this has shown up in the mailing
> > list before. The
> > > majority of the linux users seem to be of the
> > redhat variety, so a
> > > debian woody build could be a first.  In any case,
> > in order to compile
> > > applications that use libxml, you will need the
> > libxml2-devel package
> > > in addition to the libxml2 package.  That macro is
> > distributed with
> > > libxml2-devel.
> > > 
> > > James Wiggs <wi...@tr...> wrote:
> > >         Folks,
> > >         
> > >         I'm trying to build a copy of
> > quickfix-1.4.1 on a Debian woody
> > >         box. 
> > >         I have installed libxml 2.5.4 in a
> > separate directory, and run
> > >         configure
> > >         with the
> > --with-xml-prefix="/prefix/to/xml2" option, but when
> > >         I actually
> > >         try to run make, I get:
> > >         
> > >         cd . && aclocal-1.4
> > >         aclocal: configure.in: 101: macro
> > `AM_PATH_XML' not found in
> > >         library
> > >         make: *** [aclocal.m4] Error 1
> > >         
> > >         Where in the world is this error coming
> > from? I can't even
> > >         find the
> > >         actual string AM_PATH_XML in any file
> > inside the quickfix
> > >         distribution. 
> > >         configure.in line 101 has the following:
> > >         
> > >         AM_PATH_XML2(2.0.0, , AC_MSG_ERROR(libxml2
> > must be
> > >         installed.))
> > >         
> > >         I've searched the mailing list archives
> > and there isn't a
> > >         single
> > >         mention of this anywhere in the archive.
> > Am I the only person
> > >         who's
> > >         ever tried to compile this on a basic
> > woody install?
> > >         
> > >         thanks,
> > >         Jim Wiggs
> > >         
> > >         
> > >         
> > >        
> >
> -------------------------------------------------------
> > >         Enterprise Linux Forum Conference & Expo,
> > June 4-6, 2003,
> > >         Santa Clara
> > >         The only event dedicated to issues related
> > to Linux enterprise
> > >         solutions
> > >         www.enterpriselinuxforum.com
> > >         
> > >        
> > _______________________________________________
> > >         Quickfix-developers mailing list
> > >         Qui...@li...
> > >        
> >
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > > 
> > >
> >
> ______________________________________________________________________
> > > Do you Yahoo!?
> > > The New Yahoo! Search - Faster. Easier. Bingo.
> > 
> > 
> > 
> >
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> > code to make your application fit in a relational
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> 
> 
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[Quickfix-developers] SessionSettings question

[Alvin W. <xw...@qt...>]

Hi, I have a SessionSettings object. How can I know that I am using
MySQLLogFactory or FileLogFactory; MySQLStoreFactory or FileStoreFactory in
the code? Thanks a lot!

Alvin

Re: [Quickfix-developers] Build error

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

>    I'm trying to build a copy of quickfix-1.4.1 on a Debian woody box. 
 > [...]
 > Am I the only person who's ever tried to compile this on a basic woody install?

Hello James,

definitively not. We are running QF on Debian woody for month. But obviously you did not
use the Debian packages. Following packages are installed for this to work

ii  gcc-3.0                   3.0.4-7                   The GNU C compiler.
ii  gcc-3.0-base              3.0.4-7                   The GNU Compiler Collection (base package).
ii  gcc-3.0-doc               3.0.4-7                   Documentation for the GNU compilers (gcc, gobjc, g++).
ii  ruby                      1.6.7-3                   An interpreter of object-oriented scripting language Ruby
ii  rubyunit                  0.5.2-2                   Simple testing framework for Ruby
ii  libxml2-dev               2.4.19-4                  Development files for the GNOME XML library

Using these packages (and all dependencies) it should be possible to compile QF. Before running
./configure, select the GCC 3.0:

     export CC=gcc-3.0
     export CXX=g++-3.0

GCC 2.95 seems to have problems with exceptions in shared libraries.

Cheers, Jörg

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

Re: [Quickfix-developers] Adding quickfix_jni

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

The extension will depend on the operating system
you've built the JNI library on.  If you are building
on windows, you should end up with a file called
quickfix_jni.dll, on *unix, it should be
quickfix_jni.so.  The java.library.path should be set
to a directory where on of these files resides.  You
must build them however, there is currently no binary
distributions of QuickFIX.

--- Ramakrishnan <ram...@ba...>
wrote:
> Hi ,
> 
> quickfix_jni has lot of extensions. For Java which
> extension file name i have to take whether it is
> vcproj extn and sln extension . 
> 
> I  tried using all the file extension and give the
> command which was given below , but for file
> extension it gave the following error
> 
> Exception in thread "main"
> java.lang.UnsatisfiedLinkError: no quickfix_jni in
> java.library.path. Whether it need to make any dll
> for us . And whether java will work without loading
> this library file . 
> 
> Kindly please conform the same .
> 
> Regds
> Ramakrishnan
> 
> 
> 
> 
> 
> ----- Original Message ----- 
>   From: Oren Miller 
>   To: Ramakrishnan ;
> qui...@li... 
>   Sent: Wednesday, May 14, 2003 8:25 PM
>   Subject: Re: [Quickfix-developers] Adding
> quickfix_jni
> 
> 
>   quickfix_jni needs to be in your library path. 
> How that works depends on your operating system.  On
> linux, for instance, it needs to be in your
> LD_LIBRARY_PATH, in windows this would be your PATH.
>  You can also specify a directory on the command
> line when starting java by using:
>   -djava.library.path="some/directory"
> 
>   Ramakrishnan <ram...@ba...>
> wrote:
>     Hi,
> 
>     Whether it is necessary to add the quickfix_jni
> to the register , if so how
>     to add the same or Simplfy copying the
> quickfix_jni file to the classpath
>     directory will work .
> 
>     Regds
>     Ramakrishnan
> 
> 
> 
> 
>    
>
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>     Enterprise Linux Forum Conference & Expo, June
> 4-6, 2003, Santa Clara
>     The only event dedicated to issues related to
> Linux enterprise solutions
>     www.enterpriselinuxforum.com
> 
>     _______________________________________________
>     Quickfix-developers mailing list
>     Qui...@li...
>    
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
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Re: [Quickfix-developers] Build error

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

Well, that macro should be contained in a file called
libxml.m4 in the shared directory for aclocal.  This
is usually /usr/shared/aclocal, or some such thing. 
You should find out where this file is, and if you do
have it, why aclocal isn't able to find it.

--- James Wiggs <wi...@tr...> wrote:
> 
>  Oren,
> 
>    Always fun being the pioneer.  I guess I didn't
> make it completely
> clear, but I've installed libxml2 2.5.4 built from
> source in a separate
> directory and pointed the QuickFIX build process at
> that directory when
> running configure.  I'm not sure how I could *not*
> have the necessary
> stuff when I've built and installed everything
> directly from source.  Is
> the configure script not actually setting up to
> search the directory
> that I specified with --with-xml-prefix?
> 
> thanks,
> Jim
> 
> On Thu, 2003-05-15 at 22:52, Oren Miller wrote:
> > I'm pretty sure this has shown up in the mailing
> list before. The
> > majority of the linux users seem to be of the
> redhat variety, so a
> > debian woody build could be a first.  In any case,
> in order to compile
> > applications that use libxml, you will need the
> libxml2-devel package
> > in addition to the libxml2 package.  That macro is
> distributed with
> > libxml2-devel.
> > 
> > James Wiggs <wi...@tr...> wrote:
> >         Folks,
> >         
> >         I'm trying to build a copy of
> quickfix-1.4.1 on a Debian woody
> >         box. 
> >         I have installed libxml 2.5.4 in a
> separate directory, and run
> >         configure
> >         with the
> --with-xml-prefix="/prefix/to/xml2" option, but when
> >         I actually
> >         try to run make, I get:
> >         
> >         cd . && aclocal-1.4
> >         aclocal: configure.in: 101: macro
> `AM_PATH_XML' not found in
> >         library
> >         make: *** [aclocal.m4] Error 1
> >         
> >         Where in the world is this error coming
> from? I can't even
> >         find the
> >         actual string AM_PATH_XML in any file
> inside the quickfix
> >         distribution. 
> >         configure.in line 101 has the following:
> >         
> >         AM_PATH_XML2(2.0.0, , AC_MSG_ERROR(libxml2
> must be
> >         installed.))
> >         
> >         I've searched the mailing list archives
> and there isn't a
> >         single
> >         mention of this anywhere in the archive.
> Am I the only person
> >         who's
> >         ever tried to compile this on a basic
> woody install?
> >         
> >         thanks,
> >         Jim Wiggs
> >         
> >         
> >         
> >        
>
-------------------------------------------------------
> >         Enterprise Linux Forum Conference & Expo,
> June 4-6, 2003,
> >         Santa Clara
> >         The only event dedicated to issues related
> to Linux enterprise
> >         solutions
> >         www.enterpriselinuxforum.com
> >         
> >        
> _______________________________________________
> >         Quickfix-developers mailing list
> >         Qui...@li...
> >        
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> > 
> >
>
______________________________________________________________________
> > Do you Yahoo!?
> > The New Yahoo! Search - Faster. Easier. Bingo.
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: If flattening out
> C++ or Java
> code to make your application fit in a relational
> database is painful, 
> don't do it! Check out ObjectStore. Now part of
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Re: [Quickfix-developers] A Generic Question

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

Yeah, this can be done.  The upcoming release will
make this easier, but you can do it with 1.4.1 also. 
Your options are to start the fix engine and accept
connections in the onRun call, or do it in a separate
thread.  When 1.5 comes out (or if you are willing to
use the experimental CVS version), you won't have to
do either of these.

--- KURT RUSSEL <fi...@ya...> wrote:
> Oren:
> 
> First of all, as a newbie, I would say thanks very
> much for offering such a great example for the FIX
> developers.
> 
> Second of all, I got a generic question regarding a
> client where the order input would be ideally from
> another socket connection with this client as a
> server
> (listen, bind and accept), and of course while
> maintaining a connection with a FIX engine (as a
> client, connect).
> 
> My question is that is this implementable using your
> APIs
> 
> Thanks,
> 
> 
> 
> __________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.
> http://search.yahoo.com
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> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: If flattening out
> C++ or Java
> code to make your application fit in a relational
> database is painful, 
> don't do it! Check out ObjectStore. Now part of
> Progress Software.
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
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Re: [Quickfix-developers] FIX4.0 xml file error ?

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

Yeah.  This is right.  This is one of the problems
with trying to parse a spec that isn't published in
machine friendly format.  You have a couple options
here.  Either manually add in the values that you need
to support, or just remove all of the enums, thus
allowing any value to be passed in.

--- "H. Steuer" <st...@un...> wrote:
> Hello guys,
> 
> specs say that field 100 (ExDestination)  should
> contain the execution destination which are
> described in detail in appendix C of
> the specs. additionally the field can contain 0
> (=none) or 4 (=POSIT). 
> the FIX40.xml file coming with quickfix seems to
> allow only these two values 0 and 4. 
> can someone please verify this or is it just me
> being blind ?
> 
> regards,
> heri
> 
> 
> --
> This e-mail may contain confidential and/or
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> If you are not the intended recipient (or have
> received this e-mail in error)
> please notify the sender immediately and destroy
> this e-mail. Any unauthorized
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Fw: [Quickfix-developers] Adding quickfix_jni

[Ramakrishnan <ram...@ba...>]

Hi all,

Waiting for your reply regarding the same .=20

Thanks in advance.

Regds
----- Original Message -----=20
From: Ramakrishnan=20
To: Oren Miller=20
Cc: qui...@li...=20
Sent: Thursday, May 15, 2003 5:23 PM
Subject: Re: [Quickfix-developers] Adding quickfix_jni


Hi ,

quickfix_jni has lot of extensions. For Java which extension file name i =
have to take whether it is vcproj extn and sln extension .=20

I  tried using all the file extension and give the command which was =
given below , but for file extension it gave the following error

Exception in thread "main" java.lang.UnsatisfiedLinkError: no =
quickfix_jni in java.library.path. Whether it need to make any dll for =
us . And whether java will work without loading this library file .=20

Kindly please conform the same .

Regds
Ramakrishnan





----- Original Message -----=20
  From: Oren Miller=20
  To: Ramakrishnan ; qui...@li...=20
  Sent: Wednesday, May 14, 2003 8:25 PM
  Subject: Re: [Quickfix-developers] Adding quickfix_jni


  quickfix_jni needs to be in your library path.  How that works depends =
on your operating system.  On linux, for instance, it needs to be in =
your LD_LIBRARY_PATH, in windows this would be your PATH.  You can also =
specify a directory on the command line when starting java by using:
  -djava.library.path=3D"some/directory"

  Ramakrishnan <ram...@ba...> wrote:
    Hi,

    Whether it is necessary to add the quickfix_jni to the register , if =
so how
    to add the same or Simplfy copying the quickfix_jni file to the =
classpath
    directory will work .

    Regds
    Ramakrishnan




    -------------------------------------------------------
    Enterprise Linux Forum Conference & Expo, June 4-6, 2003, Santa =
Clara
    The only event dedicated to issues related to Linux enterprise =
solutions
    www.enterpriselinuxforum.com

    _______________________________________________
    Quickfix-developers mailing list
    Qui...@li...
    https://lists.sourceforge.net/lists/listinfo/quickfix-developers


-------------------------------------------------------------------------=
-----
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Re: [Quickfix-developers] Build error

[James W. <wi...@tr...>]

 Oren,

   Always fun being the pioneer.  I guess I didn't make it completely
clear, but I've installed libxml2 2.5.4 built from source in a separate
directory and pointed the QuickFIX build process at that directory when
running configure.  I'm not sure how I could *not* have the necessary
stuff when I've built and installed everything directly from source.  Is
the configure script not actually setting up to search the directory
that I specified with --with-xml-prefix?

thanks,
Jim

On Thu, 2003-05-15 at 22:52, Oren Miller wrote:
> I'm pretty sure this has shown up in the mailing list before. The
> majority of the linux users seem to be of the redhat variety, so a
> debian woody build could be a first.  In any case, in order to compile
> applications that use libxml, you will need the libxml2-devel package
> in addition to the libxml2 package.  That macro is distributed with
> libxml2-devel.
> 
> James Wiggs <wi...@tr...> wrote:
>         Folks,
>         
>         I'm trying to build a copy of quickfix-1.4.1 on a Debian woody
>         box. 
>         I have installed libxml 2.5.4 in a separate directory, and run
>         configure
>         with the --with-xml-prefix="/prefix/to/xml2" option, but when
>         I actually
>         try to run make, I get:
>         
>         cd . && aclocal-1.4
>         aclocal: configure.in: 101: macro `AM_PATH_XML' not found in
>         library
>         make: *** [aclocal.m4] Error 1
>         
>         Where in the world is this error coming from? I can't even
>         find the
>         actual string AM_PATH_XML in any file inside the quickfix
>         distribution. 
>         configure.in line 101 has the following:
>         
>         AM_PATH_XML2(2.0.0, , AC_MSG_ERROR(libxml2 must be
>         installed.))
>         
>         I've searched the mailing list archives and there isn't a
>         single
>         mention of this anywhere in the archive. Am I the only person
>         who's
>         ever tried to compile this on a basic woody install?
>         
>         thanks,
>         Jim Wiggs
>         
>         
>         
>         -------------------------------------------------------
>         Enterprise Linux Forum Conference & Expo, June 4-6, 2003,
>         Santa Clara
>         The only event dedicated to issues related to Linux enterprise
>         solutions
>         www.enterpriselinuxforum.com
>         
>         _______________________________________________
>         Quickfix-developers mailing list
>         Qui...@li...
>         https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> ______________________________________________________________________
> Do you Yahoo!?
> The New Yahoo! Search - Faster. Easier. Bingo.

[Quickfix-developers] A Generic Question

[KURT R. <fi...@ya...>]

Oren:

First of all, as a newbie, I would say thanks very
much for offering such a great example for the FIX
developers.

Second of all, I got a generic question regarding a
client where the order input would be ideally from
another socket connection with this client as a server
(listen, bind and accept), and of course while
maintaining a connection with a FIX engine (as a
client, connect).

My question is that is this implementable using your
APIs

Thanks,



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[Quickfix-developers] FIX4.0 xml file error ?

[H. S. <st...@un...>]

Hello guys,

specs say that field 100 (ExDestination)  should contain the execution destination which are described in detail in appendix C of
the specs. additionally the field can contain 0 (=none) or 4 (=POSIT). 
the FIX40.xml file coming with quickfix seems to allow only these two values 0 and 4. 
can someone please verify this or is it just me being blind ?

regards,
heri


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Re: [Quickfix-developers] Build error

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

I'm pretty sure this has shown up in the mailing list before. The majority of the linux users seem to be of the redhat variety, so a debian woody build could be a first.  In any case, in order to compile applications that use libxml, you will need the libxml2-devel package in addition to the libxml2 package.  That macro is distributed with libxml2-devel.

James Wiggs <wi...@tr...> wrote:

Folks,

I'm trying to build a copy of quickfix-1.4.1 on a Debian woody box. 
I have installed libxml 2.5.4 in a separate directory, and run configure
with the --with-xml-prefix="/prefix/to/xml2" option, but when I actually
try to run make, I get:

cd . && aclocal-1.4
aclocal: configure.in: 101: macro `AM_PATH_XML' not found in library
make: *** [aclocal.m4] Error 1

Where in the world is this error coming from? I can't even find the
actual string AM_PATH_XML in any file inside the quickfix distribution. 
configure.in line 101 has the following:

AM_PATH_XML2(2.0.0, , AC_MSG_ERROR(libxml2 must be installed.))

I've searched the mailing list archives and there isn't a single
mention of this anywhere in the archive. Am I the only person who's
ever tried to compile this on a basic woody install?

thanks,
Jim Wiggs



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