quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Sequence Reset?

[Hei C. <str...@ya...>]

Hi,

Thanks for your reply.
I do have a "week long" setting:
  StartTime=00:00:00
  EndTime=00:00:00

StartDay and EndDay are not set.

So any other suggestion?

Thanks in advance.


Cheers,
Hei



----- Original Message ----
From: Djalma Rosa dos Santos Filho <drs...@gm...>
To: qui...@li...
Sent: Sun, May 29, 2011 8:32:51 AM
Subject: Re: [Quickfix-developers] Sequence Reset?

QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Hei,

If you're not using week long sessions, the sequence is reset every
day, according to StartTime and EndTime configuration.
Quickfix always verifies the session's Creation Time at startup in the
*.session file to know whether it should start another session or not.

On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> wrote:
> QuickFIX Documentation: 
>http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> For some reasons, when I restarted my application, QuickFIX started sending a
> logon message with sequence #=1.
> However, according to FIX's log, I see that before I restarted, the last
> outgoing sequence # was 1000+.
> And my settings are:
>  ResetOnLogon=N
>  ResetOnLogout=N
>  ResetOnDisconnect=N
>
> I don't understand why QuickFIX would reset the sequence.
>
> I am using FileLogStore to keep the sequence #.  My QuickFIX/C++ version is
> 1.12.4.
>
> Any idea?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
> ------------------------------------------------------------------------------
> vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery,
> you get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

------------------------------------------------------------------------------
vRanger cuts backup time in half-while increasing security.
With the market-leading solution for virtual backup and recovery, 
you get blazing-fast, flexible, and affordable data protection.
Download your free trial now. 
http://p.sf.net/sfu/quest-d2dcopy1
_______________________________________________
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Re: [Quickfix-developers] Sequence Reset?

[Djalma R. d. S. F. <drs...@gm...>]

Hi Hei,

If you're not using week long sessions, the sequence is reset every
day, according to StartTime and EndTime configuration.
Quickfix always verifies the session's Creation Time at startup in the
*.session file to know whether it should start another session or not.

On Fri, May 27, 2011 at 4:42 AM, Hei Chan <str...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> For some reasons, when I restarted my application, QuickFIX started sending a
> logon message with sequence #=1.
> However, according to FIX's log, I see that before I restarted, the last
> outgoing sequence # was 1000+.
> And my settings are:
>  ResetOnLogon=N
>  ResetOnLogout=N
>  ResetOnDisconnect=N
>
> I don't understand why QuickFIX would reset the sequence.
>
> I am using FileLogStore to keep the sequence #.  My QuickFIX/C++ version is
> 1.12.4.
>
> Any idea?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
> ------------------------------------------------------------------------------
> vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery,
> you get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Little intro Help with Quick Fix Engine :(

[Hayyan R. <hay...@ho...>]

So I downloaded the Quick Fix Source "quickfix-1.13.3" , I have sucessfuly built the visual studio 2010
I actually just started looking up at the fix protocol and initially what i want is 
a sender (A client) which could trigger and send an order in a Fix Format to a Receiver(Server) 
which could acknowledge the order informing the client whether the order was succesful or not.
I was told that the fix engine is what i wanted. 

However while going over the "Testing QuickFix". I came across the following lines
"Two executable files are built that allow you to run tests. They are ut(.exe) and at_server(.exe). Running the ut 
executable will run all the defined unit tests against the quickfix library. The at_server executable is an 
implementation of a FIX server application that simply echoes NewOrderSingle messages back to the client. It also 
ensures a ClOrdID is not reused. It has just enough functionality to test the application-level behavior of our 
implementation.The output of the unit test runner is represented by a period if the test passes or a letter 'F' if 
it fails. Failed tests will also display information regarding the failure. This will usually be a test name, file 
name, and line number." 

The only exe files i got after building the project were
 D:\quickfix-1.13.3\quickfix\bin\debug\executor_cpp\executor_cpp.exe
 D:\quickfix-1.13.3\quickfix\bin\debug\executor_csharp\executor_csharp.exe
 D:\quickfix-1.13.3\quickfix\bin\debug\executor_vbne\executor_vbnet.exe
 D:\quickfix-1.13.3\quickfix\bin\debug\ordermatch\ordermatch.exe
 D:\quickfix-1.13.3\quickfix\bin\debug\tradeclient\tradeclient.exe
 D:\quickfix-1.13.3\quickfix\examples\executor\csharp\obj\Debug\executor_csharp.exe
 D:\quickfix-1.13.3\quickfix\examples\executor\vbnet\obj\Debug\executor_vbnet.exe
 D:\quickfix-1.13.3\quickfix\src\obj\Debug\at_net.exe   
 D:\quickfix-1.13.3\quickfix\src\obj\Debug\pt_net.exe
 D:\quickfix-1.13.3\quickfix\test\debug\at\at.exe          
 D:\quickfix-1.13.3\quickfix\test\debug\at\atrun.exe  
 D:\quickfix-1.13.3\quickfix\test\debug\at\at_net.exe 
 D:\quickfix-1.13.3\quickfix\test\debug\pt\pt.exe      
 D:\quickfix-1.13.3\quickfix\test\debug\pt\ pt_net.exe 

could anyonle kindly help e out and let me know how i can test the Engine ?? Which File is suppose to be the server?
and which is suppose to be the client ?? How can i test it any help/advice/pointers would truly be appreciated.. 		 	   		  

Re: [Quickfix-developers] QuickFix VS2010 project for 64 bits

[Virgilio A. F. <vir...@gm...>]

Hi

I did this in last year, and sent a message to list to know how to
contribute back it. 
Its cleaning compiling on VS 2010 SP1, x86 and AMD64, but got no answers...
: -(

I have the modified source code here, if you want it...

-----Original Message-----
From: Wilhelm Thomas [mailto:th...@cu...] 
Sent: sexta-feira, 27 de maio de 2011 13:42
To: Daniel Geppert; qui...@li...
Subject: Re: [Quickfix-developers] QuickFix VS2010 project for 64 bits

QuickFIX Documentation:
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Hi Daniel,
Can you please inform us of what you find to make it work, I will need to do
the same thing in few months.
Is it possible to commit what ever need to be done to svn so everybody can
benefit from it?

thanks a lot

Wil


On Fri, May 27, 2011 at 2:46 AM, Daniel Geppert <da...@gm...> wrote:
> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> When I compile the VS2010 solution of the quickfix in 64 bits the 
> compiler gives tons of warning.
>
> Is there a 64 bits version of the quickfix for VS2010?
>
> Thanks
>        Daniel
>
>
> ----------------------------------------------------------------------
> -------- vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery, you 
> get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

----------------------------------------------------------------------------
--
vRanger cuts backup time in half-while increasing security.
With the market-leading solution for virtual backup and recovery, you get
blazing-fast, flexible, and affordable data protection.
Download your free trial now. 
http://p.sf.net/sfu/quest-d2dcopy1
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] QuickFix VS2010 project for 64 bits

[Wilhelm T. <th...@cu...>]

Hi Daniel,
Can you please inform us of what you find to make it work, I will need
to do the same thing in few months.
Is it possible to commit what ever need to be done to svn so everybody
can benefit from it?

thanks a lot

Wil


On Fri, May 27, 2011 at 2:46 AM, Daniel Geppert <da...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> When I compile the VS2010 solution of the quickfix in 64 bits the compiler
> gives tons of warning.
>
> Is there a 64 bits version of the quickfix for VS2010?
>
> Thanks
>        Daniel
>
>
> ------------------------------------------------------------------------------
> vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery,
> you get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] QuickFix VS2010 project for 64 bits

[Clebson D. <cde...@gm...>]

some guy did it once, search on the list archive.

On Fri, May 27, 2011 at 6:46 AM, Daniel Geppert <da...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> When I compile the VS2010 solution of the quickfix in 64 bits the compiler
> gives tons of warning.
>
> Is there a 64 bits version of the quickfix for VS2010?
>
> Thanks
>        Daniel
>
>
>
> ------------------------------------------------------------------------------
> vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery,
> you get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFix VS2010 project for 64 bits

[Daniel G. <da...@gm...>]

Hi,

When I compile the VS2010 solution of the quickfix in 64 bits the compiler
gives tons of warning.

Is there a 64 bits version of the quickfix for VS2010?

Thanks
	Daniel

[Quickfix-developers] Sequence Reset?

[Hei C. <str...@ya...>]

Hi,

For some reasons, when I restarted my application, QuickFIX started sending a 
logon message with sequence #=1.
However, according to FIX's log, I see that before I restarted, the last 
outgoing sequence # was 1000+.
And my settings are:
  ResetOnLogon=N
  ResetOnLogout=N
  ResetOnDisconnect=N

I don't understand why QuickFIX would reset the sequence.

I am using FileLogStore to keep the sequence #.  My QuickFIX/C++ version is 
1.12.4.

Any idea?

Thanks in advance.


Cheers,
Hei

[Quickfix-developers] computing messages with non-fix-format-strings attached

[<Joh...@di...>]

Dear quickfix-developers,

is anybody out there who can provide me with a good piece of C++ 
code-example or an advice on how to compute messages with 
non-fix-format-strings attached. The attached string should be preserved 
and should not release an error message like "....Invalid message: Header 
fields out of order..."

The message is e.g. :
IN (Sender_CmpID->Target_CmpID): 
"constant_non_fix_format_header_string"8=FIX.4.29=24035=D49=Sender_CmpID56=Target_CmpID34=22552=20110523-11:52:1750=211=85772721=124125700121=255=DE000519000348=DE000519000322=454=160=20110523-11:52:1838=668240=115=EUR377=N59=0126=20110523-21:59:00120=EUR526=8577272100=F10=018

Message Not Sent: Invalid message: Header fields out of order

The message should be computed as if it was without the heading string and 
should be answered again with a heading string.......

Any help will be highly appreciated.

Bye,
Hannes

Johannes Grimm
--------------------------------------------------------------------------------------
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Im Klosterbauhof 3
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Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
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Registergericht: Amtsgericht München, HRB 101848
--------------------------------------------------------------------------------------

Re: [Quickfix-developers] FIX server error messages

[Grant B. <gbi...@co...>]

For case 1, offhand I'd hypothesize that your counterparty's server
simply doesn't support messages of type 'h'.

FIX is just a transmission protocol; FIX compliance doesn't require
supporting all (or even more than a few) message types.  You should
definitely check your counterparty's interface documentation to see if
'h' is a supported message type.

It actually works the same for you:  If you crack a message type XXX
and you don't have a OnMessage(XXX) handler, QuickFIX interprets that
as an unsupported type and will send a similar 'h' message to the
other guy.

For case 2, I could be mistaken, but I don't think admin messages
(types '0'-'5') are crackable.  (Though now that I think about it, I
guess I've never explicitly tried it).  The message you pasted, Reject
('3'), is an admin message, so if I'm correct, it won't crack.  You
can put some handling code in your fromAdmin method though if you'd
like; putting a switch construct around field 35 is not an uncommon
thing to do there.

Other messages, such as ExecutionReport or BusinessMessageReject,
should be properly routed to the appropriate OnMessage(type) call.  I
don't see anything wrong with your fromApp() method (though I might
recommend putting the cout _before_ the crack() call instead of
after).

-Grant



On Wed, May 25, 2011 at 9:27 PM, Sarkar, Arup <sar...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi:
> I am getting the following messages from my FIX server. My question is why I am getting this?
> Case 1:
> ==============
> 13:00:28.679 : 8=FIX.4.4
> 9=81
> 35=h
> 49=xxx
> 56=xxxxxxxxxxx
> 34=2
> 52=20110525-13:00:29.951
> 43=N
> 340=2
> 336=STANDARD
> 10=103
> 13:00:28.693 : 8=FIX.4.4
> 9=102
> 35=j
> 34=2
> 49=xxxxxxxxxxxxx
> 52=20110525-13:00:28.681
> 56=xxx
> 45=2
> 58=Unsupported Message Type
> 372=h
> 380=3
> 10=143
> Both the above messages are generated from server. For MsgType=j, tag 45=2 which means that the previous trading session status message had a problem?
> Case 2:
> ===============
> Please see the attached corresponding Application.h and Application.cpp, I have cracked message from fromAdmin, fromApp and have the corresponding methods.
> void Application::onMessage(const FIX44::Reject& message, const FIX::SessionID&)
> void Application::onMessage(const FIX44::BusinessMessageReject& message, const FIX::SessionID&)
> My understanding is that code will automatically invoke the corresponding method in Application.cpp since fromAdmin, fromApp is cracked. Do I have to call in my main program like application.onMessage(ExecutionReportMessage, session) ? I would like to store the messages from server in database, how can I achieve it?
> 20110525-19:17:33.273 :
> 8=FIX.4.4
> 9=129
> 35=3
> 34=3029
> 49=xxxxxxxx
> 52=20110525-19:17:33.238
> 56=xxx
> 45=2176
> 58=Tag not defined for this message type
> 371=100
> 372=8
> 373=2
> 10=048
> ****************************************
> Regards,
> Arup
>
> ------------------------------------------------------------------------------
> vRanger cuts backup time in half-while increasing security.
> With the market-leading solution for virtual backup and recovery,
> you get blazing-fast, flexible, and affordable data protection.
> Download your free trial now.
> http://p.sf.net/sfu/quest-d2dcopy1
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] FIX server error messages

[Sarkar, A. <sar...@gm...>]

Hi:

I am getting the following messages from my FIX server. My question is why I
am getting this?

Case 1:
==============
13:00:28.679 : 8=FIX.4.4
9=81
35=h
49=xxx
56=xxxxxxxxxxx
34=2
52=20110525-13:00:29.951
43=N
340=2
336=STANDARD
10=103

13:00:28.693 : 8=FIX.4.4
9=102
35=j
34=2
49=xxxxxxxxxxxxx
52=20110525-13:00:28.681
56=xxx
45=2
58=Unsupported Message Type
372=h
380=3
10=143

Both the above messages are generated from server. For MsgType=j, tag 45=2
which means that the previous trading session status message had a problem?

Case 2:
===============
Please see the attached corresponding Application.h and Application.cpp, I
have cracked message from fromAdmin, fromApp and have the corresponding
methods.

void Application::onMessage(const FIX44::Reject& message, const
FIX::SessionID&)
void Application::onMessage(const FIX44::BusinessMessageReject& message,
const FIX::SessionID&)

My understanding is that code will automatically invoke the corresponding
method in Application.cpp since fromAdmin, fromApp is cracked. Do I have to
call in my main program like application.onMessage(ExecutionReportMessage,
session) ? I would like to store the messages from server in database, how
can I achieve it?

20110525-19:17:33.273 :
8=FIX.4.4
9=129
35=3
34=3029
49=xxxxxxxx
52=20110525-19:17:33.238
56=xxx
45=2176
58=Tag not defined for this message type
371=100
372=8
373=2
10=048

****************************************
Regards,
Arup

[Quickfix-developers] Compiling to 64 bits

[Daniel G. <da...@gm...>]

Hi,

Is there a way to compile in VS2010 the quickfix_net and
quickfix_net_messages in 64 bits?

Thanks in advance,

          Daniel

Re: [Quickfix-developers] application messages

[Doug a. M. G. <dou...@gm...>]

I found a few more references:

http://old.nabble.com/Adding-Custom-Message-to-Fix42.xml-and-handling-in-application-td22242307.html
http://old.nabble.com/Custom-Messages-Classes-Tutorial-td13495584.html

I haven't worked through it yet, but this looks like a good start.  If
I read it right, then it sounds like I need to add these messages to
quickfix instead of to my application and rebuild quickfix.  Does that
sound right?

Doug

On Thu, May 19, 2011 at 10:05 PM, Doug and Marcia Green
<dou...@gm...> wrote:
> I'm still trying to learn FIX and quickfix.  If my broker has custom
> application messages, do I subclass the Message class.  I found this
> previous message
>  * http://permalink.gmane.org/gmane.comp.finance.quickfix.devel/4467
>
> I'm developing in C++ and what I have so far is throwing a validation
> error in Message::extractField looking for an = sign in the message.
> I'm trying to send this message, not receive it, and I was expecting
> the class to build the formatted message for me.  I'm not sure what
> I'm missing.
>
> I've written this class:
>
> namespace FIXCQG
> {
>        class AccountDataRequest : public FIX::Message
>        {
>        public:
>                AccountDataRequest() : Message(MsgType()) {}
>                AccountDataRequest(const FIX::Message& m) : Message(m) {}
>                ~AccountDataRequest() {}
>                static FIX::MsgType MsgType() { return FIX::MsgType("UAR"); }
>
>                FIELD_SET(*this, FIX::Account);
>                FIELD_SET(*this, FIX::SubscriptionRequestType);
>                FIELD_SET(*this, FIX::AcctReqID);
>        };
> }
>
> I've changed the XML file as follows (psuedo diff syntax, I added the
> lines with +)
>
> <messages>
> +  <message name='AccountDataRequest' msgcat='app' msgtype='uar'>
> +   <field name='Account' required='N' />
> +   <field name='SubscriptionRequestType' required='N' />
> +   <field name='AcctReqID' required='Y' />
> +  </message>
> </messages>
> <fields>
> +  <field number='20003' name='AcctReqID' type='STRING' />
> </fields>
>
> Thanks, Doug
>

[Quickfix-developers] application messages

[Doug a. M. G. <dou...@gm...>]

I'm still trying to learn FIX and quickfix.  If my broker has custom
application messages, do I subclass the Message class.  I found this
previous message
 * http://permalink.gmane.org/gmane.comp.finance.quickfix.devel/4467

I'm developing in C++ and what I have so far is throwing a validation
error in Message::extractField looking for an = sign in the message.
I'm trying to send this message, not receive it, and I was expecting
the class to build the formatted message for me.  I'm not sure what
I'm missing.

I've written this class:

namespace FIXCQG
{
	class AccountDataRequest : public FIX::Message
	{
	public:
		AccountDataRequest() : Message(MsgType()) {}
		AccountDataRequest(const FIX::Message& m) : Message(m) {}
		~AccountDataRequest() {}
		static FIX::MsgType MsgType() { return FIX::MsgType("UAR"); }

		FIELD_SET(*this, FIX::Account);
		FIELD_SET(*this, FIX::SubscriptionRequestType);
		FIELD_SET(*this, FIX::AcctReqID);
	};
}

I've changed the XML file as follows (psuedo diff syntax, I added the
lines with +)

<messages>
+  <message name='AccountDataRequest' msgcat='app' msgtype='uar'>
+   <field name='Account' required='N' />
+   <field name='SubscriptionRequestType' required='N' />
+   <field name='AcctReqID' required='Y' />
+  </message>
</messages>
<fields>
+  <field number='20003' name='AcctReqID' type='STRING' />
</fields>

Thanks, Doug

Re: [Quickfix-developers] Tag 553 for NewOrderSingle Message

[Kenny S. <ks...@co...>]

"set" is the type safe way.

"Username" is not normally in a new order single message, so the setter that
ships with quickfix doesn't have it.

"setField" is one way to set any field.

newOrderSingle.setField(FIX::FIELD::Username, "Bob");

or, you could modify the data dictionary in quickfix source, regenerate the
source, and build a custom version, where "set" would now be defined for
username.

http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

--
Kenny Stone
Connamara Systems, LLC


On Wed, May 18, 2011 at 5:40 PM, Sarkar, Arup <sar...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi:
>
> I am using QuickFix for C++. I am wondering how do I set the tag 553
> (Username) for NewOrderSingle message. I am using the following to submit
> NewOrderSingle
>
>
>  void Application::sendOrder(Order & request)
> {
> try{
> string sClOrdId = request.clOrdId();
>  FIX::OrdType ordType;
> if(request.type() == Order::MARKET)
> {
>  ordType = FIX::OrdType_MARKET;
> }
> else if(request.type() == Order::LIMIT)
>  {
> ordType = FIX::OrdType_LIMIT;
> }
>  FIX::Side side;
> if(request.isBuy())
> {
>  side = FIX::Side_BUY;
> }
> else
>  {
> side = FIX::Side_SELL;
> }
>  FIX44::NewOrderSingle newOrderSingle(
> FIX::ClOrdID(sClOrdId),
> side,
>  FIX::TransactTime(),
> ordType
> );
>
> newOrderSingle.set(FIX::Account("35002656"));
> newOrderSingle.set(FIX::HandlInst('1'));
>  newOrderSingle.set(FIX::Symbol(request.symbol())); //
> newOrderSingle.set(FIX::ExDestination("MBTX"));
>  newOrderSingle.set(FIX::OrderQty(request.quantity()));
> newOrderSingle.set(FIX::Text("Testing New Order Single Message"));
>
>
> if(request.type() == Order::LIMIT)
> {
> newOrderSingle.set(FIX::Price(request.price()));
>  }
> if(request.lifetime() == Order::DAY)
> {
>  newOrderSingle.set(FIX::TimeInForce(FIX::TimeInForce_DAY));
> }
> else if(request.lifetime() == Order::GTC)
>  {
> newOrderSingle.set(FIX::TimeInForce(FIX::TimeInForce_GOODTILLCANCEL));
>  }
> FIX::Session::sendToTarget( newOrderSingle, sessionID_ );
> }catch(FIX::Exception e)
>  {
> std::cerr << "New Single order error: " << e.what() << std::endl;
>  }
> }
>
>
> I would really appreciate any help.
>
> Regards,
> Arup
>
>
> ------------------------------------------------------------------------------
> What Every C/C++ and Fortran developer Should Know!
> Read this article and learn how Intel has extended the reach of its
> next-generation tools to help Windows* and Linux* C/C++ and Fortran
> developers boost performance applications - including clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Tag 553 for NewOrderSingle Message

[Sarkar, A. <sar...@gm...>]

Hi:

I am using QuickFix for C++. I am wondering how do I set the tag 553
(Username) for NewOrderSingle message. I am using the following to submit
NewOrderSingle


void Application::sendOrder(Order & request)
{
try{
string sClOrdId = request.clOrdId();
 FIX::OrdType ordType;
if(request.type() == Order::MARKET)
{
 ordType = FIX::OrdType_MARKET;
}
else if(request.type() == Order::LIMIT)
 {
ordType = FIX::OrdType_LIMIT;
}
 FIX::Side side;
if(request.isBuy())
{
 side = FIX::Side_BUY;
}
else
 {
side = FIX::Side_SELL;
}
 FIX44::NewOrderSingle newOrderSingle(
FIX::ClOrdID(sClOrdId),
side,
 FIX::TransactTime(),
ordType
);

newOrderSingle.set(FIX::Account("35002656"));
newOrderSingle.set(FIX::HandlInst('1'));
 newOrderSingle.set(FIX::Symbol(request.symbol())); //
newOrderSingle.set(FIX::ExDestination("MBTX"));
 newOrderSingle.set(FIX::OrderQty(request.quantity()));
newOrderSingle.set(FIX::Text("Testing New Order Single Message"));


if(request.type() == Order::LIMIT)
{
newOrderSingle.set(FIX::Price(request.price()));
 }
if(request.lifetime() == Order::DAY)
{
 newOrderSingle.set(FIX::TimeInForce(FIX::TimeInForce_DAY));
}
else if(request.lifetime() == Order::GTC)
 {
newOrderSingle.set(FIX::TimeInForce(FIX::TimeInForce_GOODTILLCANCEL));
 }
FIX::Session::sendToTarget( newOrderSingle, sessionID_ );
}catch(FIX::Exception e)
 {
std::cerr << "New Single order error: " << e.what() << std::endl;
 }
}


I would really appreciate any help.

Regards,
Arup

Re: [Quickfix-developers] Develop the auto trade system

[Dominik B. <dom...@gm...>]

It's released under a liberal open source license named 'The QuickFIX Software License'.
Visit the following site for detailed licensing information

http://quickfixengine.org/LICENSE
On Wednesday, May 18, 2011 at 7:15 AM, resiprocate wrote: 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> Hi all, I'm new to FIX, now our company have a project about auto trade system, we want to use QuikFIX,
> what's is the quickfix license ? GPL or BSD?
> 
> Thansk
> 
> -- 
>  havesoftware, Inc.
> http://www.havesoftware.com
> 
> 
> Jakson Kalsson
> Senior Programmer
> jak...@ha...
> 
> 
> ------------------------------------------------------------------------------
> What Every C/C++ and Fortran developer Should Know!
> Read this article and learn how Intel has extended the reach of its 
> next-generation tools to help Windows* and Linux* C/C++ and Fortran 
> developers boost performance applications - including clusters. 
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

[Quickfix-developers] Develop the auto trade system

[resiprocate <res...@gm...>]

Hi all, I'm new to FIX, now our company have a project about auto trade
system, we want to use QuikFIX,
what's is the quickfix license ? GPL or BSD?

Thansk

-- 
havesoftware, Inc.
http://www.havesoftware.com


Jakson Kalsson
Senior Programmer
jak...@ha...

[Quickfix-developers] Performance Benchmark Report

[Nilesh G. <gaj...@gm...>]

Hi
I am looking for some data on Performance comparision of FIX engine
quickfix, onix, cameron etc.
Any pointers would be helpful.
Thanks
Nilesh

On 2/25/11, Hei Chan <str...@ya...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I am using the latest QF C++.
>
> It is kind of odd that the connection thread in QF is stuck at connect()
> (which
> is Utility.cpp:165)
>
> [Switching to thread 2 (Thread 0x4833e940 (LWP 10595))]#0
> 0x00000035bd20dbbb in
> connect () from /lib64/libpthread.so.0
> (gdb) bt
> #0  0x00000035bd20dbbb in connect () from /lib64/libpthread.so.0
> #1  0x00002b263308567b in FIX::socket_connect (socket=111, address=<value
> optimized out>, port=<value optimized out>) at Utility.cpp:165
> #2  0x00002b263302ab4f in FIX::SocketConnector::connect (this=0x1ecd8c0,
> address=..., port=8091, noDelay=false, sendBufSize=0, rcvBufSize=0) at
> SocketConnector.cpp:115
> #3  0x00002b263303829a in FIX::SocketInitiator::doConnect (this=0x1ecd610,
> s=..., d=<value optimized out>) at SocketInitiator.cpp:154
> #4  0x00002b263302ebca in FIX::Initiator::connect (this=0x1ecd610) at
> Initiator.cpp:156
> #5  0x00002b2633035872 in FIX::SocketInitiator::onStart (this=0x6f) at
> SocketInitiator.cpp:93
> #6  0x00002b263302e4ba in FIX::Initiator::startThread (p=0x6f) at
> Initiator.cpp:336
> #7  0x00000035bd20673d in start_thread () from /lib64/libpthread.so.0
> #8  0x00000035bc6d3f6d in clone () from /lib64/libc.so.6
>
> I thought that it wouldn't block.
>
> Any hint?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
>
>
>
> ------------------------------------------------------------------------------
> Free Software Download: Index, Search & Analyze Logs and other IT data in
> Real-Time with Splunk. Collect, index and harness all the fast moving IT
> data
> generated by your applications, servers and devices whether physical,
> virtual
> or in the cloud. Deliver compliance at lower cost and gain new business
> insights. http://p.sf.net/sfu/splunk-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

-- 
Sent from my mobile device

Re: [Quickfix-developers] Quickfix API for Python

[Clebson D. <cde...@gm...>]

hey,

first consideration, all sessions inherits configurations from [DEFAULT]
session, so you dont need to add twice.
second you probably is giving wrong parameters on Session::sendToTarget
method, assure that message header fields match with your configuration.

regards,
Clebson

On Tue, May 10, 2011 at 10:51 PM, Ethan Liu <lx...@16...> wrote:

> Clebson,
>
>
>
> thank you. it’s pretty cool. So you also use quickfix, right? I write a
> config file as follows:
>
>
>
> [DEFAULT]
>
> ConnectionType=initiator
>
> ReconnectInterval=60
>
> SenderCompID=TW
>
> BeginString=FIX.4.0
>
> TargetCompID=ISLD
>
> StartTime=12:00:00
>
> EndTime=23:00:00
>
> SocketConnectPort=8324
>
> SocketConnectHost=127.0.0.1
>
> FileLogPath=/home/client/
>
>
>
> [SESSION]
>
> ConnectionType=initiator
>
> BeginString=FIX.4.0
>
> TargetCompID=ISLD
>
> StartTime=12:00:00
>
> EndTime=23:00:00
>
> HeartBtInt=30
>
> SocketConnectPort=8324
>
> SocketConnectHost=127.0.0.1
>
> DataDictionary=/usr/src/quickfix/spec/FIX40.xml
>
> FileStorePath=/home/client/
>
> FileLogPath=/home/client/
>
>
>
> It’s always return No session found when sent a message and the ordermatch
> console nothing to show.
>
>
>
> Best regards
>
> * *
>
> *Ethan Liu***
>
>
>
> *发件人:* Clebson Derivan [mailto:cde...@gm...]
> *发送时间:* 2011年5月10日 22:37
> *收件人:* Jônatas Davi Paganini
> *抄送:* Ethan Liu; qui...@li...
> *主题:* Re: [Quickfix-developers] Quickfix API for Python
>
>
>
> if you like python like me this shall be interesting:
> http://pypi.python.org/pypi/fixlib
>
> I am using here internally with a FIX 4.4 source ;)
>
> On Tue, May 10, 2011 at 11:15 AM, Clebson Derivan <cde...@gm...>
> wrote:
>
> executor.py is inside quickfix package take a look:
> quickfix/examples/executor/python
>
> On Tue, May 10, 2011 at 9:53 AM, Jônatas Davi Paganini <
> jon...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> It's just ported to script languages. There's no documentation.
>
> You need to look the original document. Each document/tutorial brings the
> sample in other languages.
>
> Look at this:
> http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
>
> On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Dear All,
>
>
>
> Can someone give me an example of Python for Quickfix client? I cannot
> found it on source file and documents.
>
>
>
> Thank you.
>
>
>
> Best regards
>
> * *
>
> *Ethan Liu*
>
>
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
> --
> atenciosamente,
>
> Jônatas Davi Paganini.
>
>
>
> --
> http://ideia.me
> 46 9911 7879
>
>
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>

Re: [Quickfix-developers] Quickfix API for Python

[Ethan L. <lx...@16...>]

Clebson, 

 

thank you. it’s pretty cool. So you also use quickfix, right? I write a config file as follows:

 

[DEFAULT]

ConnectionType=initiator

ReconnectInterval=60

SenderCompID=TW

BeginString=FIX.4.0

TargetCompID=ISLD

StartTime=12:00:00

EndTime=23:00:00

SocketConnectPort=8324

SocketConnectHost=127.0.0.1

FileLogPath=/home/client/

 

[SESSION]

ConnectionType=initiator

BeginString=FIX.4.0

TargetCompID=ISLD

StartTime=12:00:00

EndTime=23:00:00

HeartBtInt=30

SocketConnectPort=8324

SocketConnectHost=127.0.0.1

DataDictionary=/usr/src/quickfix/spec/FIX40.xml

FileStorePath=/home/client/

FileLogPath=/home/client/

 

It’s always return No session found when sent a message and the ordermatch console nothing to show.

 

Best regards

 

Ethan Liu

 

发件人: Clebson Derivan [mailto:cde...@gm...] 
发送时间: 2011年5月10日 22:37
收件人: Jônatas Davi Paganini
抄送: Ethan Liu; qui...@li...
主题: Re: [Quickfix-developers] Quickfix API for Python

 

if you like python like me this shall be interesting: http://pypi.python.org/pypi/fixlib

I am using here internally with a FIX 4.4 source ;)

On Tue, May 10, 2011 at 11:15 AM, Clebson Derivan <cde...@gm...> wrote:

executor.py is inside quickfix package take a look: quickfix/examples/executor/python

On Tue, May 10, 2011 at 9:53 AM, Jônatas Davi Paganini <jon...@gm...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

 

It's just ported to script languages. There's no documentation.

You need to look the original document. Each document/tutorial brings the sample in other languages.

Look at this: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Dear All,

 

Can someone give me an example of Python for Quickfix client? I cannot found it on source file and documents.

 

Thank you.

 

Best regards

 

Ethan Liu

 


------------------------------------------------------------------------------
Achieve unprecedented app performance and reliability
What every C/C++ and Fortran developer should know.
Learn how Intel has extended the reach of its next-generation tools
to help boost performance applications - inlcuding clusters.
http://p.sf.net/sfu/intel-dev2devmay
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers




-- 
atenciosamente,

Jônatas Davi Paganini.

 

--
http://ideia.me
46 9911 7879

 


------------------------------------------------------------------------------
Achieve unprecedented app performance and reliability
What every C/C++ and Fortran developer should know.
Learn how Intel has extended the reach of its next-generation tools
to help boost performance applications - inlcuding clusters.
http://p.sf.net/sfu/intel-dev2devmay
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

 

 

Re: [Quickfix-developers] Quickfix API for Python

[Clebson D. <cde...@gm...>]

if you like python like me this shall be interesting:
http://pypi.python.org/pypi/fixlib
<http://pypi.python.org/pypi/fixlib>I am using here internally with a FIX
4.4 source ;)

On Tue, May 10, 2011 at 11:15 AM, Clebson Derivan <cde...@gm...>wrote:

> executor.py is inside quickfix package take a look:
> quickfix/examples/executor/python
>
> On Tue, May 10, 2011 at 9:53 AM, Jônatas Davi Paganini <
> jon...@gm...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> It's just ported to script languages. There's no documentation.
>> You need to look the original document. Each document/tutorial brings the
>> sample in other languages.
>> Look at this:
>> http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
>>
>> On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Dear All,
>>>
>>>
>>>
>>> Can someone give me an example of Python for Quickfix client? I cannot
>>> found it on source file and documents.
>>>
>>>
>>>
>>> Thank you.
>>>
>>>
>>>
>>> Best regards
>>>
>>> * *
>>>
>>> *Ethan Liu*
>>>
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Achieve unprecedented app performance and reliability
>>> What every C/C++ and Fortran developer should know.
>>> Learn how Intel has extended the reach of its next-generation tools
>>> to help boost performance applications - inlcuding clusters.
>>> http://p.sf.net/sfu/intel-dev2devmay
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> --
>> atenciosamente,
>>
>> Jônatas Davi Paganini.
>>
>> --
>> http://ideia.me
>> 46 9911 7879
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Achieve unprecedented app performance and reliability
>> What every C/C++ and Fortran developer should know.
>> Learn how Intel has extended the reach of its next-generation tools
>> to help boost performance applications - inlcuding clusters.
>> http://p.sf.net/sfu/intel-dev2devmay
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

[Quickfix-developers] 答复: Quickfix API for Python

[Ethan L. <lx...@16...>]

Yep, I saw that before. Can you give me an example of initiator in Python like tradeclient?

 

How to send a message with  SocketInitiator? I only found an acceptor simple in Python.

 

Thank you.

 

Best regards

 

Ethan Liu

 

 

 

发件人: Jônatas Davi Paganini [mailto:jon...@gm...] 
发送时间: 2011年5月10日 20:53
收件人: Ethan Liu
抄送: qui...@li...
主题: Re: [Quickfix-developers] Quickfix API for Python

 

It's just ported to script languages. There's no documentation.

You need to look the original document. Each document/tutorial brings the sample in other languages.

Look at this: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html



Dear All,

 

Can someone give me an example of Python for Quickfix client? I cannot found it on source file and documents.

 

Thank you.

 

Best regards

 

Ethan Liu

 


------------------------------------------------------------------------------
Achieve unprecedented app performance and reliability
What every C/C++ and Fortran developer should know.
Learn how Intel has extended the reach of its next-generation tools
to help boost performance applications - inlcuding clusters.
http://p.sf.net/sfu/intel-dev2devmay
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers




-- 
atenciosamente,

Jônatas Davi Paganini.

 

--
http://ideia.me
46 9911 7879

 

Re: [Quickfix-developers] Quickfix API for Python

[Clebson D. <cde...@gm...>]

executor.py is inside quickfix package take a look:
quickfix/examples/executor/python

On Tue, May 10, 2011 at 9:53 AM, Jônatas Davi Paganini
<jon...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> It's just ported to script languages. There's no documentation.
> You need to look the original document. Each document/tutorial brings the
> sample in other languages.
> Look at this:
> http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
>
> On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Dear All,
>>
>>
>>
>> Can someone give me an example of Python for Quickfix client? I cannot
>> found it on source file and documents.
>>
>>
>>
>> Thank you.
>>
>>
>>
>> Best regards
>>
>> * *
>>
>> *Ethan Liu*
>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Achieve unprecedented app performance and reliability
>> What every C/C++ and Fortran developer should know.
>> Learn how Intel has extended the reach of its next-generation tools
>> to help boost performance applications - inlcuding clusters.
>> http://p.sf.net/sfu/intel-dev2devmay
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> --
> atenciosamente,
>
> Jônatas Davi Paganini.
>
> --
> http://ideia.me
> 46 9911 7879
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Quickfix API for Python

[Jônatas D. P. <jon...@gm...>]

It's just ported to script languages. There's no documentation.
You need to look the original document. Each document/tutorial brings the
sample in other languages.
Look at this:
http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html

On Tue, May 10, 2011 at 9:25 AM, Ethan Liu <lx...@16...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Dear All,
>
>
>
> Can someone give me an example of Python for Quickfix client? I cannot
> found it on source file and documents.
>
>
>
> Thank you.
>
>
>
> Best regards
>
> * *
>
> *Ethan Liu*
>
>
>
>
> ------------------------------------------------------------------------------
> Achieve unprecedented app performance and reliability
> What every C/C++ and Fortran developer should know.
> Learn how Intel has extended the reach of its next-generation tools
> to help boost performance applications - inlcuding clusters.
> http://p.sf.net/sfu/intel-dev2devmay
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
atenciosamente,

Jônatas Davi Paganini.

--
http://ideia.me
46 9911 7879