quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Build error

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

 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

Re: [Quickfix-developers] Looking for a QF Log Reader

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

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/contrib/
 
If anyone has anything related to quickfix/fix/trading that they want to add here, let me know and I will give you commit access to this directory.  Hopefully we'll see a lot of cool utilities pop up that everyone can share.  The contrib module is for the community to use so anyone who wants access can get it if they ask.
 
This module will be a general soapbox for experiments and usefull tools.  We'll just be hosting the repository, so anyone commiting here should feel free to use whatever license you want as long as it is open source and free for use.

Joerg Thoennes <Joe...@ma...> wrote:
OM...@th... wrote:
> 
> Here is a perl script based on a submission by Justin Pauly. I modified 
> it so It reads fix strings from the standard input and writes to 
> standard out. If you want to translate a file you could do so like this:
> 
> perl fix.pl < logfile > outputfile
> 
> fixlist.dat contains the number<->field translations.

It would be nice to have this utility as a part of the QF distribution, e.g.
in a contrib/ directory?

Joerg

-- 
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



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Re: [Quickfix-developers] Market Data Messages

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

You can't query QF for a list of sessions right now, but what you can do is in the onCreate method, add each sessionID into a collection class.  This will give you a complete list of all the available sessions.

Jon Dahl <jd...@Li...> wrote:Hello Group,

I was wondering if anyone has implemented the Market Data messages in the engine. I need to send a given message to more than just one client. How do I get ahold of all the sessions and then send the message to them?

Thanks,

JD
{^®šâ±ââžìE¢»¦
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[Quickfix-developers] Market Data Messages

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

SGVsbG8gR3JvdXAsDQogDQpJIHdhcyB3b25kZXJpbmcgaWYgYW55b25lIGhhcyBpbXBsZW1lbnRl
ZCB0aGUgTWFya2V0IERhdGEgbWVzc2FnZXMgaW4gdGhlIGVuZ2luZS4gSSBuZWVkIHRvIHNlbmQg
YSBnaXZlbiBtZXNzYWdlIHRvIG1vcmUgdGhhbiBqdXN0IG9uZSBjbGllbnQuIEhvdyBkbyBJIGdl
dCBhaG9sZCBvZiBhbGwgdGhlIHNlc3Npb25zIGFuZCB0aGVuIHNlbmQgdGhlIG1lc3NhZ2UgdG8g
dGhlbT8NCiANClRoYW5rcywNCiANCkpEDQo=

Re: [Quickfix-developers] Adding quickfix_jni

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

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




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Re: [Quickfix-developers] Looking for a QF Log Reader

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

OM...@th... wrote:
> 
> Here is a perl script based on a submission by Justin Pauly.  I modified 
> it so It reads fix strings from the standard input and writes to 
> standard out.  If you want to translate a file you could do so like this:
> 
> perl fix.pl < logfile > outputfile
> 
> fixlist.dat contains the number<->field translations.

It would be nice to have this utility as a part of the QF distribution, e.g.
in a contrib/ directory?

Joerg

-- 
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] FileLog.cpp question (sorta)

[<OM...@th...>]

>> I was looking through FileStore.cpp and it seems that there's a problem =

where the constructor is checking to see if the outgoing and event streams =

have been successfully opened.  The code actually checks to >> see if the=20
m=5Fincoming stream was successfully opened instead of the outgoing or even=
t=20
log streams.=20
Yup.  Checked in a fix, here it is:=20
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2=
b/FileLog.cpp.diff?r1=3D1.2&r2=3D1.3
>> A very minor issue, but the reason I was looking at the code was=20
because I use tail with the ?f option on Solaris to see what's going on=20
while debugging or for certification with other parties and the output=20
seems >> to be delayed longer than the 10 seconds or so I think tail=20
pauses between read attempts.  Maybe I'm confused, but I thought std::endl =

was supposed to flush output in addition to adding end of line char(s) to=20
the >> output.  Is that only on tty output maybe?
I added a std::flush at the end of the stream.  See if this helps:=20
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2=
b/FileLog.h.diff?r1=3D1.2&r2=3D1.3

[Quickfix-developers] FileLog.cpp question previous post oops

[Bud G. <bud...@ya...>]

Sorry the problem with the open stream check from my previous post is in
FileLog.cpp not FileStore.cpp, guess it's getting late.
 
Bud

[Quickfix-developers] FileLog.cpp question (sorta)

[Bud G. <bud...@ya...>]

Hi Oren and All,
 
I was looking through FileStore.cpp and it seems that there's a problem
where the constructor is checking to see if the outgoing and event
streams have been successfully opened.  The code actually checks to see
if the m_incoming stream was successfully opened instead of the outgoing
or event log streams.  A very minor issue, but the reason I was looking
at the code was because I use tail with the -f option on Solaris to see
what's going on while debugging or for certification with other parties
and the output seems to be delayed longer than the 10 seconds or so I
think tail pauses between read attempts.  Maybe I'm confused, but I
thought std::endl was supposed to flush output in addition to adding end
of line char(s) to the output.  Is that only on tty output maybe?
 
I use G++ 3.2.2 iostreams right now, does anyone know if stlport
iostreams will fix the problem or has used the stlport version of the
iostreams library with quickfix?  It doesn't look like specifying
-with-stlport in ./configure causes the stlport iostreams library to be
linked against any of  the test or example apps, so I was wondering if
there might be problems with using the stlport version in quickfix or in
general?
 
<SoapBox>
QuickFix is a great API and has saved me a lot of time and effort when
writing apps that require FIX protocol in both Unix and Windows
environments. The Text tag strings on Reject messages make it a breeze
to figure out what's going on when having to diagnose problems with
other vendors that don't always comply with the FIX spec for whatever
reason.  I recommend the API every chance I get.
</SoapBox>
 
Much thanks to Oren and everyone that's contributed to the project.
 
Bud

[Quickfix-developers] Logging Incoming Messages

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

I'm using the FileStore to store  messages in a text file.  However, I am=
 only getting a log of my outgoing messages.  (ConnectionType=3Dacceptor)=
=2E  How do I also log incoming messages?
=20
Thanks.
=20
    - Bernard  =20
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Re: [Quickfix-developers] Setting up the dll

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

What is on your semi-production machine?  The debug DLL is going to depend on various dll's that may not be on that machine.  Use a dependency tracker to make sure everything is in place.  You may want to use quickfix_net.dll instead.
 
You can also enforce the location of an assembly by registering it with GAC (http://www.wimdows.net/articles/article.aspx?aid=12).  This will make sure all applications will be able to find the DLL.  You can also try putting it somewhere in your path and see if that works.

Peter Krause <kra...@ho...> wrote:
Hi!

I'm having some (simple) difficulty setting up a c# application as an 
executable to run on a semi-production machine. Namely, it is not finding 
the quickfix_net_debug.dll file, though the file is in the same directory as 
the executable. Any ideas?

Thanks,

Peter

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[Quickfix-developers] Setting up the dll

[Peter K. <kra...@ho...>]

Hi!

I'm having some (simple) difficulty setting up a c# application as an 
executable to run on a semi-production machine.  Namely, it is not finding 
the quickfix_net_debug.dll file, though the file is in the same directory as 
the executable.  Any ideas?

Thanks,

Peter

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Re: [Quickfix-developers] JVM Access voilation.

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

Hi,

Thanks=20for=20the=20reply.=20=20Couldn't=20see=20in=20the=20documentation=20how=20it=20handled.

If=20the=20connection=20is=20lost=20I=20receive=20the=20"onLogout"=20callback,=20=20if=20I=20leave=20my=20onRun()=20loop=20running,=20and=20continue=20as=20normal=20will=20the=20engine=20reconnect=20by=20itself=20and=20send=20me=20another=20"OnLogon"=20when=20connected=20successfully=3F

What=20sort=20of=20timeout,=20reconnect=20periods=20does=20it=20use=3F

Also=20I=20was=20wondering=20when=20are=20the=20"FileLogPath"=20files=20cleaned=20up=3F=20or=20do=20they=20continue=20to=20grow.=20=20I=20tried=20omitting=20the=20parameter=20to=20turn=20them=20off,=20but=20got=20another=20ACCESS_VOILATION.

Cheers

Phil.

>=20Well,=20this=20sounds=20like=20a=20problem,=20but=20I=20would=20also=20ask=20you=20why=20you=20are=20going=20through=20this=20process.=20=20QuickFIX=20handles=20reconnects=20for=20you,=20why=20are=20you=20trying=20to=20manually=20duplicate=20this=20behavior=3F
>
>pc....@ta...=20wrote:Hi,
>
>I=20using=20the=20quickfix=20engine=20via=20the=20quickfixjar=20->=20JNI=20route.=20During=20testing=20I=20have=20been=20receiving=20access=20voilations=20when=20trying=20to=20perform=20reconnect=20to=20a=20fix=20engine=20server,=20when=20the=20connection=20is=20lost.
>
>The=20basic=20procedure=20is=20when=20the=20connection=20is=20lost,=20I=20destroy=20my=20Initiator=20fix=20class=20(only=20fix=20class=20referenced),=20sleep=2030=20seconds=20then=20attempt=20a=20reconnect.=20During=20testing=20I=20receive=20an=20"Access=20Voialtion"=20after=20the=20"third"=20reconnect=20attempt,=20this=20seems=20fairly=20consistent.
>
>As=20stated=20I=20believe=20I=20am=20clearing=20down=20my=20"initiator=20class"=20when=20the=20connection=20is=20lost,=20and=20recreating=20new=20the=20next=20time=20around.
>
>Below=20is=20the=20access=20voilatoin=20stack,=20same=20all=20the=20time.
>
>An=20unexpected=20exception=20has=20been=20detected=20in=20native=20code=20outside=20the=20VM.
>Unexpected=20Signal=20:=20EXCEPTION_ACCESS_VIOLATION=20occurred=20at=20PC=3D0x1001cb2d
>Function=20name=3D(N/A)
>Library=3DXXXXXXXXXX\Lib\quickfix\quickfix_jni.dll
>
>NOTE:=20We=20are=20unable=20to=20locate=20the=20function=20name=20symbol=20for=20the=20error
>just=20occurred.=20Please=20refer=20to=20release=20documentation=20for=20possible
>reason=20and=20solutions.
>
>
>
>Current=20Java=20thread:
>at=20org.quickfix.SocketInitiator.destroy(Native=20Method)
>at=20org.quickfix.SocketInitiator.finalize(Unknown=20Source)
>at=20java.lang.ref.Finalizer.invokeFinalizeMethod(Native=20Method)
>at=20java.lang.ref.Finalizer.runFinalizer(Finalizer.java:86)
>at=20java.lang.ref.Finalizer.access$100(Finalizer.java:17)
>at=20java.lang.ref.Finalizer$FinalizerThread.run(Finalizer.java:163)
>
>
>
>
>
>Thanks=20in=20advance.
>
>Phil.
>
>
_________________________________
>Email:=20p...@ta...
>
>
>--------------------
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>
>
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>
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Re: [Quickfix-developers] JVM Access voilation.

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

It's automatic.  There is a configuration setting called RecconectInterval that you can set per session.  It think the default is 20 or 30 seconds.  When it reconnects and succesfully logs on you will get another onLogon.
 
File logs don't go away until you delete them.  I imagine many people may use cron to do a daily backup and cleanup of that path.  If you don't want logs just don't pass a Logger into the Initiator constructor.  It isn't required, but you will likely want it for troubleshooting.

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

Thanks for the reply. Couldn't see in the documentation how it handled.

If the connection is lost I receive the "onLogout" callback, if I leave my onRun() loop running, and continue as normal will the engine reconnect by itself and send me another "OnLogon" when connected successfully?

What sort of timeout, reconnect periods does it use?

Also I was wondering when are the "FileLogPath" files cleaned up? or do they continue to grow. I tried omitting the parameter to turn them off, but got another ACCESS_VOILATION.

Cheers

Phil.

> Well, this sounds like a problem, but I would also ask you why you are going through this process. QuickFIX handles reconnects for you, why are you trying to manually duplicate this behavior?
>
>pc....@ta... wrote:Hi,
>
>I using the quickfix engine via the quickfixjar -> JNI route. During testing I have been receiving access voilations when trying to perform reconnect to a fix engine server, when the connection is lost.
>
>The basic procedure is when the connection is lost, I destroy my Initiator fix class (only fix class referenced), sleep 30 seconds then attempt a reconnect. During testing I receive an "Access Voialtion" after the "third" reconnect attempt, this seems fairly consistent.
>
>As stated I believe I am clearing down my "initiator class" when the connection is lost, and recreating new the next time around.
>
>Below is the access voilatoin stack, same all the time.
>
>An unexpected exception has been detected in native code outside the VM.
>Unexpected Signal : EXCEPTION_ACCESS_VIOLATION occurred at PC=0x1001cb2d
>Function name=(N/A)
>Library=XXXXXXXXXX\Lib\quickfix\quickfix_jni.dll
>
>NOTE: We are unable to locate the function name symbol for the error
>just occurred. Please refer to release documentation for possible
>reason and solutions.
>
>
>
>Current Java thread:
>at org.quickfix.SocketInitiator.destroy(Native Method)
>at org.quickfix.SocketInitiator.finalize(Unknown Source)
>at java.lang.ref.Finalizer.invokeFinalizeMethod(Native Method)
>at java.lang.ref.Finalizer.runFinalizer(Finalizer.java:86)
>at java.lang.ref.Finalizer.access$100(Finalizer.java:17)
>at java.lang.ref.Finalizer$FinalizerThread.run(Finalizer.java:163)
>
>
>
>
>
>Thanks in advance.
>
>Phil.
>
>
_________________________________
>Email: pc....@ta...
>
>
>--------------------
>talk21 your FREE portable and private address on the net at http://www.talk21.com
>
>
>
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>The only event dedicated to issues related to Linux enterprise solutions
>www.enterpriselinuxforum.com
>
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Re: [Quickfix-developers] JVM Access voilation.

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

Well, this sounds like a problem, but I would also ask you why you are going through this process.  QuickFIX handles reconnects for you, why are you trying to manually duplicate this behavior?

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

I using the quickfix engine via the quickfixjar -> JNI route. During testing I have been receiving access voilations when trying to perform reconnect to a fix engine server, when the connection is lost.

The basic procedure is when the connection is lost, I destroy my Initiator fix class (only fix class referenced), sleep 30 seconds then attempt a reconnect. During testing I receive an "Access Voialtion" after the "third" reconnect attempt, this seems fairly consistent.

As stated I believe I am clearing down my "initiator class" when the connection is lost, and recreating new the next time around.

Below is the access voilatoin stack, same all the time.

An unexpected exception has been detected in native code outside the VM.
Unexpected Signal : EXCEPTION_ACCESS_VIOLATION occurred at PC=0x1001cb2d
Function name=(N/A)
Library=XXXXXXXXXX\Lib\quickfix\quickfix_jni.dll

NOTE: We are unable to locate the function name symbol for the error
just occurred. Please refer to release documentation for possible
reason and solutions.



Current Java thread:
at org.quickfix.SocketInitiator.destroy(Native Method)
at org.quickfix.SocketInitiator.finalize(Unknown Source)
at java.lang.ref.Finalizer.invokeFinalizeMethod(Native Method)
at java.lang.ref.Finalizer.runFinalizer(Finalizer.java:86)
at java.lang.ref.Finalizer.access$100(Finalizer.java:17)
at java.lang.ref.Finalizer$FinalizerThread.run(Finalizer.java:163)





Thanks in advance.

Phil.


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Re: [Quickfix-developers] Adding quickfix_jni

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

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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Re: [Quickfix-developers] QF java interface: conversion from double fields to BigDecimal give imprecise results

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

A method like this already exists in the C++ API, it just needs to be wrapped in Java so you can access it.  In the meantime can't you do something like this:
 
BigDecimal number = new BigDecimal( Double.toString(doubleField.getValue()) );

Or do you still get a rounding error that way?

Joerg Thoennes <Joe...@ma...> wrote:
Hi all,

we got a problem with the conversion of double fields to Java BigDecimal. We actually use
the BigDecimal class to represent values with fractional parts to avoid nasty rounding problems
with floating point values.

But to convert a QF java DoubleField into a BigDecimal I have to do the following:

BigDecimal number = new BigDecimal( doubleField.getValue() );

Using this procedure, we get for e.g.

100.22 the BigDecimal value 100.219999999999998863131622783839702606201171875

which leads to errors at the exchange (invalid PRICE_STEP). A workaround would be to use
rounding.

I would prefer to have a way to get the underlying String representation of the DoubleField to
hand it over to BigDecimal:

BigDecimal number = new BigDecimal( doubleField.getStringValue() );

This method should be in the Field base class and be available for all data types.
I think the same would be also make sense for the C++ and the other APIs.

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



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[Quickfix-developers] Adding quickfix_jni

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

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

[Quickfix-developers] QF java interface: conversion from double fields to BigDecimal give imprecise results

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

Hi all,

we got a problem with the conversion of double fields to Java BigDecimal. We actually use
the BigDecimal class to represent values with fractional parts to avoid nasty rounding problems
with floating point values.

But to convert a QF java DoubleField into a BigDecimal I have to do the following:

	BigDecimal number = new BigDecimal( doubleField.getValue() );

Using this procedure, we get for e.g.

	100.22	the BigDecimal value 100.219999999999998863131622783839702606201171875

which leads to errors at the exchange (invalid PRICE_STEP). A workaround would be to use
rounding.

I would prefer to have a way to get the underlying String representation of the DoubleField to
hand it over to BigDecimal:

	BigDecimal number = new BigDecimal( doubleField.getStringValue() );

This method should be in the Field base class and be available for all data types.
I think the same would be also make sense for the C++ and the other APIs.

Cheers, Jörg

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

[Quickfix-developers] Looking for a QF Log Reader

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

Can anyone suggest a utility that will display a QuickFix log file in a h=
uman-readable format by expanding the tag names?  Is anyone aware of such=
 a utility?
=20
Thanks.
=20
    - Bernard
=20
------------------------------------------
Bernard Spanger
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
bsp...@gx...
201-200-3607
=20
=0D
=0D
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cipient, any copying, disclosure, distribution or other use of the Materi=
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Re: [Quickfix-developers] Socket Compile Problem

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

Well LC_COLLATE is defined in LOCALE.H.  Might want to look at why this is.  Maybe pulling in Winsock2.h causes some problems.  Try including Winsock2.h from Utility.cpp instead of Utility.h and see if that helps.

Jay Oker <ja...@gb...> wrote:I am attempting to link in the FIX lib into an exististing app that we are currently using in a production environment (VC++ 6.0). I am getting a variety of compilation errors...
 
c:\program files\microsoft visual studio\vc98\include\xlocinfo(55) : error C2143: syntax error : missing ';' before '*'
c:\program files\microsoft visual studio\vc98\include\xlocinfo(56) : error C2501: '_Getlconv' : missing storage-class or type specifiers
c:\program files\microsoft visual studio\vc98\include\xlocinfo(56) : warning C4183: '_Getlconv': member function definition looks like a ctor, but name does not match enclosing class
c:\program files\microsoft visual studio\vc98\include\xlocale(22) : error C2065: 'LC_COLLATE' : undeclared identifier
c:\program files\microsoft visual studio\vc98\include\xlocale(22) : error C2057: expected constant expression
c:\program files\microsoft visual studio\vc98\include\xlocale(22) : error C2065: 'LC_CTYPE' : undeclared identifier
c:\program files\microsoft visual studio\vc98\include\xlocale(22) : error C2057: expected constant expression
c:\program files\microsoft visual studio\vc98\include\xlocale(23) : error C2065: 'LC_MONETARY' : undeclared identifier
c:\program files\microsoft visual studio\vc98\include\xlocale(23) : error C2057: expected constant expression
c:\program files\microsoft visual studio\vc98\include\xlocale(23) : error C2065: 'LC_NUMERIC' : undeclared identifier
c:\program files\microsoft visual studio\vc98\include\xlocale(23) : error C2057: expected constant expression
c:\program files\microsoft visual studio\vc98\include\xlocale(24) : error C2065: 'LC_TIME' : undeclared identifier
c:\program files\microsoft visual studio\vc98\include\xlocale(24) : error C2057: expected constant expression
Generating Code...
Error executing cl.exe.
 
I've created a sample app and have been successful in linking it in, but only when I don't add MFC socket support (WOSA). When the MFC socket support is added (via the new app wizard) and I try to implement some of the 'Application' functions, I get the compilation errors.
 
I don't know a ton about all of the different types of sockets that can be implemented through VC++ and how they differ, but I'm assuming that there is a conflict between different implementations of socket code. 
 
Can I get around this and if so how?
 
Any help would be very appreciated,
 
Jay



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Re: [Quickfix-developers] Mixing Quickfix and other events

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

On Tue, 2003-05-13 at 16:54, Verma, Sanjay wrote:
> This question might already have been answered so please bear with me; I am
> new to this platform.
> 
> I have an app which receives messages from the network and needs to deliver
> these messages to a
> client using FIX. How do I have a single thread that waits on arrival of
> messages from my network as
> well as FIX messages from the client connection? Basically, how do I mix
> Quickfix and non-Quickfix 
> events?
> 
> Thanks.


Hi Sanjay,

At the moment I think you will need two threads.

I can't see a way to add another file descriptor to the QuickFIX
SocketManager and have your own callback called when it has activity.

I could do with this functionality as well...

Cheers,
Alex.

[Quickfix-developers] Mixing Quickfix and other events

[Verma, S. <SV...@MH...>]

This question might already have been answered so please bear with me; I am
new to this platform.

I have an app which receives messages from the network and needs to deliver
these messages to a
client using FIX. How do I have a single thread that waits on arrival of
messages from my network as
well as FIX messages from the client connection? Basically, how do I mix
Quickfix and non-Quickfix 
events?

Thanks.

[Quickfix-developers] Market Maker Indicative Quotes

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

Hello All,

Part of my company's business is allowing Market Makers to publish their =
prices to our clients.=20

We have been asked to provide this data to some third party vendors and =
I thought the FIX protocol would
be a good fit for this.

Having worked with the quickfix library and the Quote Request / Quote / =
Quote Request Reject messages,=20
I am assuming all a client would have to do is make a Market Data =
Request and we would send back the Indicative
Quotes as they changed.

Am I right in assuming this?

Does the fall under the normal FIX Protocol guidelines?

Thanks,

JD

[Quickfix-developers] JVM Access voilation.

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

Hi,

I=20using=20the=20quickfix=20engine=20via=20the=20quickfixjar=20->=20JNI=20route.=20=20During=20testing=20I=20have=20been=20receiving=20access=20voilations=20when=20trying=20to=20perform=20reconnect=20to=20a=20fix=20engine=20server,=20when=20the=20connection=20is=20lost.

The=20basic=20procedure=20is=20when=20the=20connection=20is=20lost,=20I=20destroy=20my=20Initiator=20fix=20class=20(only=20fix=20class=20referenced),=20sleep=2030=20seconds=20then=20attempt=20a=20reconnect.=20=20During=20testing=20I=20receive=20an=20"Access=20Voialtion"=20after=20the=20"third"=20reconnect=20attempt,=20this=20seems=20fairly=20consistent.

As=20stated=20I=20believe=20I=20am=20clearing=20down=20my=20"initiator=20class"=20when=20the=20connection=20is=20lost,=20and=20recreating=20new=20the=20next=20time=20around.

Below=20is=20the=20access=20voilatoin=20stack,=20same=20all=20the=20time.

An=20unexpected=20exception=20has=20been=20detected=20in=20native=20code=20outside=20the=20VM.
Unexpected=20Signal=20:=20EXCEPTION_ACCESS_VIOLATION=20occurred=20at=20PC=3D0x1001cb2d
Function=20name=3D(N/A)
Library=3DXXXXXXXXXX\Lib\quickfix\quickfix_jni.dll

NOTE:=20We=20are=20unable=20to=20locate=20the=20function=20name=20symbol=20for=20the=20error
=20=20=20=20=20=20just=20occurred.=20Please=20refer=20to=20release=20documentation=20for=20possible
=20=20=20=20=20=20reason=20and=20solutions.



Current=20Java=20thread:
	at=20org.quickfix.SocketInitiator.destroy(Native=20Method)
	at=20org.quickfix.SocketInitiator.finalize(Unknown=20Source)
	at=20java.lang.ref.Finalizer.invokeFinalizeMethod(Native=20Method)
	at=20java.lang.ref.Finalizer.runFinalizer(Finalizer.java:86)
	at=20java.lang.ref.Finalizer.access$100(Finalizer.java:17)
	at=20java.lang.ref.Finalizer$FinalizerThread.run(Finalizer.java:163)





Thanks=20in=20advance.

Phil.


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