quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] .NET SessionSettings

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

> I could add the
> method, but will have to do it
> every time I get a new QuickFIX version...

Not if you donate it to the project!!!

__________________________________
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.
http://search.yahoo.com

[Quickfix-developers] QuickFix - Serious thread resources leak on Linux

[Gene G. <mus...@ya...>]

I have discovered that every TCP/IP connection to my
Linux ThreadedSocketAcceptor based server increases
memory footprint by 4-8K which is not recovered once
the connection closes. After some investigation I have
found that this happens because ThreadedSocketAcceptor
(and possibly other Threaded*) classes create joinable
threads which exit when the socket closes without
either pthread_join or pthread_detach called on them. 

On Linux POSIX Threads implementation it is
insufficent to return from joinable thread  because
this does not release thread resources back, hence the
leak. pthread_detach has to be used to explicitly
clean-up when joinability is no longer necessary.

On my build I have added  the following to Utility.cpp
void thread_detach(int thread)
{
#ifdef _MSC_VER
  ;
#else
pthread_detach( thread);
#endif
}

and called it here:

void ThreadedSocketAcceptor::removeThread( int s ) {
  m_mutex.lock();
  thread_detach(m_threads[s]);
  m_threads.erase( s );
  m_mutex.unlock();
}
This fixed the leak.

Gene

__________________________________
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.
http://search.yahoo.com

[Quickfix-developers] FIXML

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

Can QuickFIX FIXEngine be used to generate FIXML messages.( adhering to
DTDs published in www.fixprotocol.org

Thanks
Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Peter Wood
/Sent: Tuesday, April 29, 2003 3:11 AM
/To: 'qui...@li...'
/Subject: [Quickfix-developers] .NET SessionSettings
/
/Hi, All -
/
/I am interested in using QuickFIX and have just started putting
together a
/prototype - can anyone help with the following question?
/
/The sample C# code for initialising a QuickFIX connection is given
below,
/straight from the documentation.  However, the FileLogFactory
constructor
/only takes a string (Path), not a SessionSettings object, and the
/SessionSettings .NET wrapper does not expose a method to extract a
/particular setting value from the SessionSettings object.
/
/Is there a way for me to access a particular SessionSettings value via
the
/SessionSettings.unmanaged() method?  If so, I'd appreciate a code
snippet,
/if not how should I proceed?  I could add the method, but will have to
do
/it
/every time I get a new QuickFIX version...
/
/Regards,
/Peter
/
/
/using Fix;
/
/class MyClass
/{
/  static void Main(string[] args)
/  {
/    if(args.Length != 1) return;
/    String fileName = args[0];
/
/    try
/    {
/      SessionSettings settings = new SessionSettings(fileName);
/      Application application = new MyApplication();
/      FileStoreFactory storeFactory = new FileStoreFactory(settings);
/      FileLogFactory logFactory = new FileLogFactory(settings);
/      MessageFactory messageFactory = new DefaultMessageFactory();
/      SocketAcceptor acceptor = new SocketAcceptor
/        (application, factory, settings, logFactory /*optional*/,
/messageFactory);
/      acceptor.start();
/    }
/    catch(ConfigError e)
/    {
/      Console.WriteLine(e);
/    }
/  }
/}
/
/
/
/**********************************************************************
/This email and any files transmitted with it are confidential and
/intended solely for the use of the individual or entity to whom they
/are addressed. If you have received this email in error please notify
/the system manager.
/
/This footnote also confirms that this email message has been swept by
/MIMEsweeper for the presence of computer viruses.
/
/www.mimesweeper.com
/**********************************************************************
/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
/Quickfix-developers mailing list
/Qui...@li...
/https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] .NET SessionSettings

[Peter W. <Pe...@af...>]

Hi, All -

I am interested in using QuickFIX and have just started putting together a
prototype - can anyone help with the following question?

The sample C# code for initialising a QuickFIX connection is given below,
straight from the documentation.  However, the FileLogFactory constructor
only takes a string (Path), not a SessionSettings object, and the
SessionSettings .NET wrapper does not expose a method to extract a
particular setting value from the SessionSettings object.

Is there a way for me to access a particular SessionSettings value via the
SessionSettings.unmanaged() method?  If so, I'd appreciate a code snippet,
if not how should I proceed?  I could add the method, but will have to do it
every time I get a new QuickFIX version...

Regards,
Peter


using Fix;

class MyClass
{
  static void Main(string[] args)
  {
    if(args.Length != 1) return;
    String fileName = args[0];

    try
    {
      SessionSettings settings = new SessionSettings(fileName);
      Application application = new MyApplication();
      FileStoreFactory storeFactory = new FileStoreFactory(settings);
      FileLogFactory logFactory = new FileLogFactory(settings);
      MessageFactory messageFactory = new DefaultMessageFactory();
      SocketAcceptor acceptor = new SocketAcceptor
        (application, factory, settings, logFactory /*optional*/,
messageFactory);
      acceptor.start();
    }
    catch(ConfigError e)
    {
      Console.WriteLine(e);
    }
  }
}



**********************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. If you have received this email in error please notify
the system manager.

This footnote also confirms that this email message has been swept by
MIMEsweeper for the presence of computer viruses.

www.mimesweeper.com
**********************************************************************

Re: [Quickfix-developers] quickfix_api compile errors

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

I did some considerable work on this a month ago.  I was able to initiate a fix session and send message (mostly empty).  I basically wrapped just enough parts of just enough classes to make this simple prototype possible.  Much more work will need to be put in to make it useable in a real system.  The priority for this hasn't been very high as most of the demand has been for improving the java API more than anything else.

John Hollander <jo...@ma...> wrote:Thanks. Could you give me an idea of how far along the api is?

Thanks again,

John


----- Original Message -----
From: 
To: 
Cc: "Quickfix (Development)" ;

Sent: Wednesday, April 23, 2003 7:29 PM
Subject: Re: [Quickfix-developers] quickfix_api compile errors


>
> quickfix_api is not ready for use. It is the start of a C api for QF, but
> is not yet complete.
>
> --oren
>
>
>
> |---------+----------------------------------------------->
> | | "John Hollander" |
> | | |
> | | Sent by: |
> | | qui...@li...ur|
> | | ceforge.net |
> | | |
> | | |
> | | 04/23/2003 09:37 AM |
> | | |
> |---------+----------------------------------------------->
>
>---------------------------------------------------------------------------
-------------------|
> |
|
> | To: "Quickfix \(Development\)"
|
> | cc:
|
> | Subject: [Quickfix-developers] quickfix_api compile errors
|
>
>---------------------------------------------------------------------------
-------------------|
>
>
>
>
> When attempting to compile the quickfix_api project, I'm getting the
> following errors:
>
> -----------------------------------------------------------------
>
> Compiling...
> fix_filestore.cpp
> d:\share\quickfix\src\c\fix_filestore.cpp(58) : error C2660: 'set' :
> function does not take 1 parameters
> d:\share\quickfix\src\c\fix_filestore.cpp(65) : error C2664: 'bool
> __thiscall FIX::MessageStore::get(int,class std::basic_string> std::char_traits,class std::allocator > &) const' : cannot
> convert parameter 2 from 'class FIX::
> Message' to 'class std::basic_string> std::char_traits,class std::allocator > &'
> A reference that is not to 'const' cannot be bound to a non-lvalue
> d:\share\quickfix\src\c\fix_filestore.cpp(73) : error C2664: 'void
> __thiscall FIX::MessageStore::get(...) const' : cannot convert parameter 3
> ..
> A reference that is not to 'const' cannot be bound to a non-lvalue
> fix_memorystore.cpp
> ..
> quickfix_api.lib - 6 error(s), 0 warning(s)
>
> -----------------------------------------------------------------
>
> The other projects seem to be compiling fine, but this one seems to be
> trying to reference get and set functions using incorrect, or missing
> parameters. I can't seem to find any implementation in the MessageStore
> class for set(*pMessage). Any thoughts?
>
> Thanks,
>
> John
>
>
>
>
>




-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

---------------------------------
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.

Re: [Quickfix-developers] quickfix_api compile errors

[John H. <jo...@ma...>]

Thanks. Could you give me an idea of how far along the api is?

Thanks again,

John


----- Original Message -----
From: <OM...@th...>
To: <jo...@ma...>
Cc: "Quickfix (Development)" <qui...@li...>;
<qui...@li...>
Sent: Wednesday, April 23, 2003 7:29 PM
Subject: Re: [Quickfix-developers] quickfix_api compile errors


>
> quickfix_api is not ready for use.  It is the start of a C api for QF, but
> is not yet complete.
>
> --oren
>
>
>
> |---------+----------------------------------------------->
> |         |           "John Hollander"                    |
> |         |           <jo...@ma...>           |
> |         |           Sent by:                            |
> |         |           qui...@li...ur|
> |         |           ceforge.net                         |
> |         |                                               |
> |         |                                               |
> |         |           04/23/2003 09:37 AM                 |
> |         |                                               |
> |---------+----------------------------------------------->
>
>---------------------------------------------------------------------------
-------------------|
>   |
|
>   |       To:       "Quickfix \(Development\)"
<qui...@li...>       |
>   |       cc:
|
>   |       Subject:  [Quickfix-developers] quickfix_api compile errors
|
>
>---------------------------------------------------------------------------
-------------------|
>
>
>
>
> When attempting to compile the quickfix_api project, I'm getting the
> following errors:
>
> -----------------------------------------------------------------
>
> Compiling...
> fix_filestore.cpp
> d:\share\quickfix\src\c\fix_filestore.cpp(58) : error C2660: 'set' :
> function does not take 1 parameters
> d:\share\quickfix\src\c\fix_filestore.cpp(65) : error C2664: 'bool
> __thiscall FIX::MessageStore::get(int,class std::basic_string<char,struct
> std::char_traits<char>,class std::allocator<char> > &) const' : cannot
> convert parameter 2 from 'class FIX::
> Message' to 'class std::basic_string<char,struct
> std::char_traits<char>,class std::allocator<char> > &'
>         A reference that is not to 'const' cannot be bound to a non-lvalue
> d:\share\quickfix\src\c\fix_filestore.cpp(73) : error C2664: 'void
> __thiscall FIX::MessageStore::get(...) const' : cannot convert parameter 3
> ..
>         A reference that is not to 'const' cannot be bound to a non-lvalue
> fix_memorystore.cpp
> ..
> quickfix_api.lib - 6 error(s), 0 warning(s)
>
> -----------------------------------------------------------------
>
> The other projects seem to be compiling fine, but this one seems to be
> trying to reference get and set functions using incorrect, or missing
> parameters. I can't seem to find any implementation in the MessageStore
> class for set(*pMessage). Any thoughts?
>
> Thanks,
>
> John
>
>
>
>
>

Re: [Quickfix-developers] Problem building .NET version with MySQL

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

Under VS.NET you need to add the MySQL include and lib directories to the environment.  You do this by going to the Project->VC++ Directories menu and adding the mysql include and library paths (there is an include and a library section for adding paths).
Choudhury Arindam <Ari...@ca...> wrote:
Hi, 

I am trying to build version 1.4.0 of QuickFix using Visual Studio.NET. I have changed config_windows.h to reflect availability of MySQL. I have updated the environment variable INCLUDE to include MySQL paths.

Initially I got C1083 compilation errors saying that the file mysql.h could not be opened. As a temporary workaround, I added the full paths for mysql.h in the includes. The next problem that I get is a linkage error LNK1104 saying that it cannot open file libMySQL.lib.

Not sure what needs to be done. Being a newbie to Visual Studio .NET, I am at my wits end. Any help you can provide will be really appreciated.

Thanks, 
Arindam 
************************************************************************
The information in this email is confidential and is intended solely
for the addressee(s).
Access to this email by anyone else is unauthorised. If you are not
an intended recipient, please notify the sender of this email 
immediately. You should not copy, use or disseminate the 
information contained in the email.
Any views expressed in this message are those of the individual
sender, except where the sender specifically states them to be
the views of Capco.

http://www.capco.com
***********************************************************************



---------------------------------
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.

[Quickfix-developers] Problem building .NET version with MySQL

[Choudhury A. <Ari...@ca...>]

************************************************************************
The information in this email is confidential and is intended solely
for the addressee(s).
Access to this email by anyone else is unauthorised. If you are not
an intended recipient, please notify the sender of this email 
immediately. You should not copy, use or disseminate the 
information contained in the email.
Any views expressed in this message are those of the individual
sender, except where the sender specifically states them to be
the views of Capco.

http://www.capco.com
***********************************************************************

RE: [Quickfix-developers] NoRelatedSym Class

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

Did you link the patched version to the receiving application as well?

Mike Hepburn <mi...@an...> wrote:Hi All,

i also seem to have problems using the group NoRelatedSym in a
MarketDataRequest message. i have followed the previous threads on this
but to no avail.

Basically i always get a 'Tag not defined for this message type' for
Symbol (55).

my setup (Fix4.3, java1.4, QF 1.4.1, linux build gcc3.2)

i've applied the following DataDictionary patches from Oren's previous
mail (and i have the latest DataDictionary from cvs):

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/DataDictionary.h.diff?r1=1.10&r2=1.11
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/DataDictionary.cpp.diff?r1=1.14&r2=1.15


here's my message creation code:


org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes marketDataEntryGroup
= new org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes();

MDEntryType mdType = new MDEntryType();
mdType.setValue(MDEntryType.BID);

marketDataEntryGroup.set(mdType);

org.quickfix.fix43.MarketDataRequest.NoRelatedSym symbolGroup =
new org.quickfix.fix43.MarketDataRequest.NoRelatedSym();

symbolGroup.set(new Symbol(md.getSymbol()));

SubscriptionRequestType subType = new SubscriptionRequestType();
subType.setValue(SubscriptionRequestType.SNAPSHOT);

org.quickfix.fix43.MarketDataRequest message =
new org.quickfix.fix43.MarketDataRequest();

message.set(new MDReqID( md.getID()));
message.set(subType);
message.set(new MarketDepth(((Integer)md.getMarketDepth()).intValue()));
message.addGroup(marketDataEntryGroup);
message.addGroup(symbolGroup);

send(message, md.getSessionID());


And this is what it looks like prior to being sent:
























Any ideas what could be wrong, Am i doing something stupid ??

Cheers,
Mike


> ATTACHMENT part 2 application/pgp-signature name=signature.asc 

---------------------------------
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.

RE: [Quickfix-developers] NoRelatedSym Class

[Mike H. <mi...@an...>]

Hi All,

i also seem to have problems using the group NoRelatedSym in a
MarketDataRequest message. i have followed the previous threads on this
but to no avail.

Basically i always get a 'Tag not defined for this message type' for
Symbol (55).

my setup (Fix4.3, java1.4, QF 1.4.1, linux build gcc3.2)

i've applied the following DataDictionary patches from Oren's previous
mail (and i have the latest DataDictionary from cvs):
=20
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2=
b/DataDictionary.h.diff?r1=3D1.10&r2=3D1.11
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2=
b/DataDictionary.cpp.diff?r1=3D1.14&r2=3D1.15


here's my message creation code:


org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes marketDataEntryGroup
=3D new org.quickfix.fix43.MarketDataRequest.NoMDEntryTypes();

MDEntryType mdType =3D new MDEntryType();
mdType.setValue(MDEntryType.BID);

marketDataEntryGroup.set(mdType);

org.quickfix.fix43.MarketDataRequest.NoRelatedSym symbolGroup =3D
new org.quickfix.fix43.MarketDataRequest.NoRelatedSym();
       =20
symbolGroup.set(new Symbol(md.getSymbol()));
       =20
SubscriptionRequestType subType =3D new SubscriptionRequestType();
subType.setValue(SubscriptionRequestType.SNAPSHOT);

org.quickfix.fix43.MarketDataRequest message =3D
new org.quickfix.fix43.MarketDataRequest();

message.set(new MDReqID( md.getID()));
message.set(subType);
message.set(new MarketDepth(((Integer)md.getMarketDepth()).intValue()));
message.addGroup(marketDataEntryGroup);
message.addGroup(symbolGroup);

send(message, md.getSessionID());


And this is what it looks like prior to being sent:

<message>
  <header>
    <field number=3D"8" value=3D"FIX.4.3"/>
    <field number=3D"35" value=3D"V"/>
  </header>
  <body>
    <field number=3D"146" value=3D"1"/>
    <field number=3D"262" value=3D"1"/>
    <field number=3D"263" value=3D"0"/>
    <field number=3D"264" value=3D"0"/>
    <field number=3D"267" value=3D"1"/>
    <group>
      <field number=3D"55" value=3D"tsco.l"/>
    </group>
    <group>
      <field number=3D"269" value=3D"0"/>
    </group>
  </body>
  <trailer>
  </trailer>
</message>


Any ideas what could be wrong, Am i doing something stupid ??

Cheers,
Mike

Re: [Quickfix-developers] Java methods setString() etc. should catch null values

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

Agreed.  Both with the idea and method of execution.
Joerg Thoennes <Joe...@ma...> wrote:Hi Oren,

if I set a String field with a Java null value, this is handed through to the C++
code as a NULL pointer. Here it leads to core dumps...

152 JNIEXPORT void JNICALL Java_org_quickfix_Message_setString0
153 ( JNIEnv *pEnv, jobject obj, jint field, jstring value )
154 { QF_STACK_TRY
155
156 JVM::set( pEnv );
157 FIX::Message* pMessage = getCPPMessage( obj );
158 setString( *pMessage, field, value );
^^^^^ = NULL for Java null
159
160 QF_STACK_CATCH
161 }
162

IMHO, all such places where Java nulls could occur should be appropriately handling,
eg by throwing a runtime exception java.lang.NullPointerException. This is what Java
programmers expect.

Most easily the checks could be added into org/quickfix/Message.java:

if ( null == value ) {
throw new NullPointerException( "...detail message..." );
}

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



-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


---------------------------------
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.

RE: [Quickfix-developers] NoRelatedSym Class

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

You need to set those fields into the group, not the
main message body.  Your method should look more like
this.

FIX43::QuoteRequest Application::queryQuoteRequest43()
{
  FIX43::QuoteRequest quoteRequest(FIX::QuoteReqID( 
  genQuoteRequestID()));
  FIX43::QuoteRequest::NoRelatedSym relatedSym;

  relatedSym.set( queryStrikePrice() );
  relatedSym.set( queryMaturityMonthYear() );
  relatedSym.set( querySide() );
  relatedSym.set( queryQuoteType() );
  relatedSym.set( queryCFICode() );
  quoteRequest.addGroup( relatedSym );	
  queryHeader(quoteRequest.getHeader());

  return quoteRequest;
}

I don't believe that TimeInForce is a member of that
message, but if you need to you can use setField to
force it into the group.  You don't need to explicitly
set the NoRelatedSym as this will be done for you with
the correct value.

--- Jon Dahl <jd...@Li...> wrote:
> Here is the QuoteRequest Function
> FIX43::QuoteRequest
> Application::queryQuoteRequest43()
> {
> 	FIX43::QuoteRequest quoteRequest(FIX::QuoteReqID(
> genQuoteRequestID()));
> 
> 	quoteRequest.set( queryStrikePrice() );
> 	quoteRequest.set( queryTimeInForce() );
> 	quoteRequest.set( queryMaturityMonthYear() );
> 	quoteRequest.set( querySide() );
> 	quoteRequest.set( queryQuoteType() );
> 	quoteRequest.set( queryNoRelatedSym() );
> 	quoteRequest.set( queryCFICode() );
> 	
> 	queryHeader(quoteRequest.getHeader());
> 
> 	return quoteRequest;
> 
> }
> 
> And here is the compile error(s) abbreviated for
> other fields because results are the same
> Compiling...
> Application.cpp
>
E:\quickfix\examples\tradeclient\Application.cpp(207)
> : error C2664: 'void __thiscall
> FIX43::QuoteRequest::set(const class FIX::QuoteReqID
> &)' : cannot convert parameter 1 from 'class
> FIX::StrikePrice' to 'const class FIX::QuoteReqID &'
>         Reason: cannot convert from 'class
> FIX::StrikePrice' to 'const class FIX::QuoteReqID'
>         No constructor could take the source type,
> or constructor overload resolution was ambiguous
> 
> ...
> 
> Obviously I am doing something wrong by not fully
> understanding the lib -- "Tarter Sauce"
> 
> -----Original Message-----
> From: OM...@th...
> [mailto:OM...@th...]
> Sent: Friday, April 25, 2003 10:14 AM
> To: Jon Dahl
> Cc: qui...@li...;
> qui...@li...
> Subject: Re: [Quickfix-developers] NoRelatedSym
> Class
> 
> 
> 
> What is the nature of your problem?  Are you getting
> compilation errors?
> Runtime errors?  Any errors?  Which API are you
> using?  Adding fields to a
> group should be just like adding them to a message,
> using the set or
> setField methods.
> 
> --oren
> 
> 
> 
>
|---------+----------------------------------------------->
> |         |           "Jon Dahl"                    
>      |
> |         |           <jd...@Li...>   
>      |
> |         |           Sent by:                      
>      |
> |         |          
> qui...@li...ur|
> |         |           ceforge.net                   
>      |
> |         |                                         
>      |
> |         |                                         
>      |
> |         |           04/25/2003 09:58 AM           
>      |
> |         |                                         
>      |
>
|---------+----------------------------------------------->
>  
>
>----------------------------------------------------------------------------------------------|
>   |                                                 
>                                             |
>   |       To:      
> <qui...@li...>         
>                         |
>   |       cc:                                       
>                                             |
>   |       Subject:  [Quickfix-developers]
> NoRelatedSym Class                                  
>   |
>  
>
>----------------------------------------------------------------------------------------------|
> 
> 
> 
> 
> Hello All,
> 
>     I have been try to code a QuoteRequest message
> and have run into a snag
> with the NoRelatedSym class. What is the best way to
> set the fields in this
> class?
> 
>     For example I want to set the Symbol,
> StrikePrice and some other fields
> in that class. Anyone give me a pointer on how to
> set those fields?
> 
> Thanks,
> 
> JD
> 
> 
> 
> 
> 
> 
>
-------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


__________________________________________________
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo
http://search.yahoo.com

[Quickfix-developers] Java methods setString() etc. should catch null values

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

Hi Oren,

if I set a String field with a Java null value, this is handed through to the C++
code as a NULL pointer. Here it leads to core dumps...

     152 JNIEXPORT void JNICALL Java_org_quickfix_Message_setString0
     153 ( JNIEnv *pEnv, jobject obj, jint field, jstring value )
     154 { QF_STACK_TRY
     155
     156   JVM::set( pEnv );
     157   FIX::Message* pMessage = getCPPMessage( obj );
     158   setString( *pMessage, field, value );
				       ^^^^^ = NULL for Java null
     159
     160   QF_STACK_CATCH
     161 }
     162

IMHO, all such places where Java nulls could occur should be appropriately handling,
eg by throwing a runtime exception java.lang.NullPointerException. This is what Java
programmers expect.

Most easily the checks could be added into org/quickfix/Message.java:

     if ( null == value ) {
         throw new NullPointerException( "...detail message..." );
     }

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] NoRelatedSym Class

[Bishop, B. <Bar...@gs...>]

Hi,

This is the way I've done this in my java application. Put the values in the
group and then add the group to the message.


	org.quickfix.fix42.QuoteRequest message = new
org.quickfix.fix42.QuoteRequest();

	message.set( new org.quickfix.field.QuoteReqID( requestId ) );
	message.set( new org.quickfix.field.NoRelatedSym( 1 ) );

	org.quickfix.fix42.QuoteRequest.NoRelatedSym groupNoRelatedSym = new
org.quickfix.fix42.QuoteRequest.NoRelatedSym();

	groupNoRelatedSym.set( new org.quickfix.field.IDSource(
request.idSource ) );
	groupNoRelatedSym.set( new org.quickfix.field.SecurityType(
request.securityType ) );
	groupNoRelatedSym.set( new org.quickfix.field.SecurityExchange(
request.exchange ) );
	groupNoRelatedSym.set( new org.quickfix.field.Currency(
request.currency ) );
	groupNoRelatedSym.set( new org.quickfix.field.Symbol( request.symbol
) );
	groupNoRelatedSym.set( new org.quickfix.field.SecurityID(
request.securityId ) );
	groupNoRelatedSym.set( new org.quickfix.field.Side(
chSide.charValue() ) );
	groupNoRelatedSym.set( new org.quickfix.field.OrderQty(
request.orderQuantity.doubleValue() ) );
	groupNoRelatedSym.set( new org.quickfix.field.FutSettDate(
request.futureSettlementDate ) );
	groupNoRelatedSym.set( new org.quickfix.field.TransactTime(
request.transactTime ) );

	message.addGroup( groupNoRelatedSym );

All the best,
barry

-----Original Message-----
From: Jon Dahl [mailto:jd...@Li...]
Sent: 25 April 2003 15:58
To: qui...@li...
Subject: [Quickfix-developers] NoRelatedSym Class


Hello All,

    I have been try to code a QuoteRequest message and have run into a snag
with the NoRelatedSym class. What is the best way to set the fields in this
class?

    For example I want to set the Symbol, StrikePrice and some other fields
in that class. Anyone give me a pointer on how to set those fields?

Thanks,

JD

RE: [Quickfix-developers] NoRelatedSym Class

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

Here is the QuoteRequest Function
FIX43::QuoteRequest Application::queryQuoteRequest43()
{
	FIX43::QuoteRequest quoteRequest(FIX::QuoteReqID( =
genQuoteRequestID()));

	quoteRequest.set( queryStrikePrice() );
	quoteRequest.set( queryTimeInForce() );
	quoteRequest.set( queryMaturityMonthYear() );
	quoteRequest.set( querySide() );
	quoteRequest.set( queryQuoteType() );
	quoteRequest.set( queryNoRelatedSym() );
	quoteRequest.set( queryCFICode() );
=09
	queryHeader(quoteRequest.getHeader());

	return quoteRequest;

}

And here is the compile error(s) abbreviated for other fields because =
results are the same
Compiling...
Application.cpp
E:\quickfix\examples\tradeclient\Application.cpp(207) : error C2664: =
'void __thiscall FIX43::QuoteRequest::set(const class FIX::QuoteReqID =
&)' : cannot convert parameter 1 from 'class FIX::StrikePrice' to 'const =
class FIX::QuoteReqID &'
        Reason: cannot convert from 'class FIX::StrikePrice' to 'const =
class FIX::QuoteReqID'
        No constructor could take the source type, or constructor =
overload resolution was ambiguous

...

Obviously I am doing something wrong by not fully understanding the lib =
-- "Tarter Sauce"

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, April 25, 2003 10:14 AM
To: Jon Dahl
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] NoRelatedSym Class



What is the nature of your problem?  Are you getting compilation errors?
Runtime errors?  Any errors?  Which API are you using?  Adding fields to =
a
group should be just like adding them to a message, using the set or
setField methods.

--oren



|---------+----------------------------------------------->
|         |           "Jon Dahl"                          |
|         |           <jd...@Li...>         |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           04/25/2003 09:58 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  =
>------------------------------------------------------------------------=
----------------------|
  |                                                                      =
                        |
  |       To:       <qui...@li...>          =
                        |
  |       cc:                                                            =
                        |
  |       Subject:  [Quickfix-developers] NoRelatedSym Class             =
                        |
  =
>------------------------------------------------------------------------=
----------------------|




Hello All,

    I have been try to code a QuoteRequest message and have run into a =
snag
with the NoRelatedSym class. What is the best way to set the fields in =
this
class?

    For example I want to set the Symbol, StrikePrice and some other =
fields
in that class. Anyone give me a pointer on how to set those fields?

Thanks,

JD

Re: [Quickfix-developers] NoRelatedSym Class

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

What is the nature of your problem?  Are you getting compilation errors?
Runtime errors?  Any errors?  Which API are you using?  Adding fields to a
group should be just like adding them to a message, using the set or
setField methods.

--oren



|---------+----------------------------------------------->
|         |           "Jon Dahl"                          |
|         |           <jd...@Li...>         |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           04/25/2003 09:58 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       <qui...@li...>                                  |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] NoRelatedSym Class                                     |
  >----------------------------------------------------------------------------------------------|




Hello All,

    I have been try to code a QuoteRequest message and have run into a snag
with the NoRelatedSym class. What is the best way to set the fields in this
class?

    For example I want to set the Symbol, StrikePrice and some other fields
in that class. Anyone give me a pointer on how to set those fields?

Thanks,

JD

[Quickfix-developers] NoRelatedSym Class

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

Hello All,
=20
    I have been try to code a QuoteRequest message and have run into a =
snag with the NoRelatedSym class. What is the best way to set the fields =
in this class?
=20
    For example I want to set the Symbol, StrikePrice and some other =
fields in that class. Anyone give me a pointer on how to set those =
fields?
=20
Thanks,
=20
JD

[Quickfix-developers] Re: [Quickfix-users] FIX Engine Usage

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

Yogesh, QF has been deployed in many production scenarios.  We also generally don't give names unless they volunteer (feel free to scour the mailing list for who is posting).  Software vendors probably don't mind so much since I'm sure they would like the advertisement.  A couple vendors off the top of my head that use QF are patsystems and Aegis Software.  I don't know how many deployments Aegis has, but patssystems has several hundred deployments of various sizes. We do not provide benchmarks as performance depends so much on the environment and usage of the engine.  I would suggest that you create a small prototype of what you want to do using QF and see if the numbers are satisfactory.  You can also contact some of the commercial venders who are often willing to supply demos so you can conduct side by side benchmarking.  Do you have a specific performance requirement? You can also feel free to post your numbers and prototype on the developers list.  Very likely you will get some input on improving your numbers and could also result in patches that optimize the engine. I believe that you will find the performance to be good.  It is being used by exchanges and high frequency trading shops with good results.

Yogesh Shetty <yog...@ft...> wrote:Hi,

We are planning to use the quickfix engine with little bit of some tweaking.
Before proceeding we would like to know whether quickfix has been deployed
in a production scenario, if so how well it performs ? any benchmark. We are
software development firm specializing in financial industry and crafting
mission critical applications. We are planning to hook this engine with our
OMS.

If this engine has been deployed in production scenario could u pls share us
the clientele who have used this engine.

Looking forward to hear from you.

Regards,

Yogesh Shetty
Financial Technologies (India) Ltd.
US Office:
505 Thornall Street, Suite 203
Edison, NJ 08837
Tel : 732-906-1928
Fax : 732-906-0183
Email : yog...@ft...
Web : http:///www.ftindia.com

----------------------------------------------------------------------------
----------------------------------------------------------------------------
The information in this E-mail (which includes any files transmitted with
it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely for
the addressee and access to this email by anyone else is unauthorized. If
you have received it in error, please destroy any copies of this message,
including any attachments, and delete it from your system notifying the
sender immediately. Any disclosure, copying, distribution, dissemination,
forwarding, printing or any action taken or omitted to be taken in reliance
on it or utilising the same for any purpose other than what it is intended
for, is prohibited and may be unlawful.
----------------------------------------------------------------------------
----------------------------------------------------------------------------




-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
Quickfix-users mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-users


---------------------------------
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo.

Re: [Quickfix-developers] FIX Engine Usage

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

We are not at liberty to discuss who our client list is, but our FIX engine
has been in production since February of this year.

Our system currently does not have a high volume requirements, so I can't
really offer much in terms of benchmarks, but it has been pretty steady
since we've released it.  We are also using the Java libraries (and JNI).

Thanks,

Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com


                                                                                                                                          
                      "Yogesh Shetty"                                                                                                     
                      <yog...@ft...>                  To:      <qui...@li...>,                       
                      Sent by:                                     <qui...@li...>,                           
                      qui...@li...ur         <qui...@li...>                              
                      ceforge.net                                  cc:                                                                    
                                                                   Subject: [Quickfix-developers] FIX Engine Usage                        
                                                                                                                                          
                      04/24/03 10:13 AM                                                                                                   
                      Please respond to yogesh.shetty                                                                                     
                                                                                                                                          
                                                                                                                                          



Hi,

We are planning to use the quickfix engine with little bit of some
tweaking.
Before proceeding we would like to know whether quickfix has been deployed
in a production scenario, if so how well it performs ? any benchmark. We
are
software development firm specializing in financial industry and crafting
mission critical applications. We are planning to hook this engine with our
OMS.

If this engine has been deployed in production scenario could u pls share
us
the clientele who have used this engine.

Looking forward to hear from you.

Regards,

Yogesh Shetty
Financial Technologies (India) Ltd.
US Office:
505 Thornall Street, Suite 203
Edison, NJ 08837
Tel  : 732-906-1928
Fax : 732-906-0183
Email : yog...@ft...
Web : http:///www.ftindia.com

----------------------------------------------------------------------------

----------------------------------------------------------------------------

The information in this E-mail (which includes any files transmitted with
it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely
for
the addressee and access to this email by anyone else is unauthorized. If
you have received it in error, please destroy any copies of this message,
including any attachments, and delete it from your system notifying the
sender immediately. Any disclosure, copying, distribution, dissemination,
forwarding, printing or any action taken or omitted to be taken in reliance
on it or utilising the same for any purpose other than what it is intended
for, is prohibited and may be unlawful.
----------------------------------------------------------------------------

----------------------------------------------------------------------------





-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] FIX Engine Usage

[Yogesh S. <yog...@ft...>]

Hi,

We are planning to use the quickfix engine with little bit of some tweaking.
Before proceeding we would like to know whether quickfix has been deployed
in a production scenario, if so how well it performs ? any benchmark. We are
software development firm specializing in financial industry and crafting
mission critical applications. We are planning to hook this engine with our
OMS.

If this engine has been deployed in production scenario could u pls share us
the clientele who have used this engine.

Looking forward to hear from you.

Regards,

Yogesh Shetty
Financial Technologies (India) Ltd.
US Office:
505 Thornall Street, Suite 203
Edison, NJ 08837
Tel  : 732-906-1928
Fax : 732-906-0183
Email : yog...@ft...
Web : http:///www.ftindia.com

----------------------------------------------------------------------------
----------------------------------------------------------------------------
The information in this E-mail (which includes any files transmitted with
it) is CONFIDENTIAL and may be legally PRIVILEGED. It is intended solely for
the addressee and access to this email by anyone else is unauthorized. If
you have received it in error, please destroy any copies of this message,
including any attachments, and delete it from your system notifying the
sender immediately. Any disclosure, copying, distribution, dissemination,
forwarding, printing or any action taken or omitted to be taken in reliance
on it or utilising the same for any purpose other than what it is intended
for, is prohibited and may be unlawful.
----------------------------------------------------------------------------
----------------------------------------------------------------------------

RE: [Quickfix-developers] New To the Library

[Mike H. <mi...@an...>]

Cheers Barry,

there are others - a good one is from Javelin Technologies - so as long
as you don't mind using the opposition's tools :)

http://www.javtech.com/rc/fixionary.htm

Cheers
Mike



On Thu, 2003-04-24 at 10:06, Bishop, Barry wrote:
> Hi,
>=20
> A FIX data dictionary tool that I've found very useful is found here:
>=20
> http://www.ttconnect.net/ttportal/datadict/browser.jsp
>=20
> It gives good descriptions of messages, tags and sometimes little bit of
> logic as to what goes with what.
>=20
> Best of luck,
> barry bishop
>=20
>=20
> -----Original Message-----
> From: Jon Dahl [mailto:jd...@Li...]
> Sent: 23 April 2003 17:49
> To: qui...@li...
> Subject: [Quickfix-developers] New To the Library
>=20
>=20
> Hey all,
> =20
> I've been working with the 1.4.1 library for a few days now and have hit
> some snags and climbed some hills so to speak with it.
> =20
> My main purpose for the library initially is to customize it for Quote
> Requests, Quote Request Reject, and Indicatives. I was wondering if anyon=
e
> has implemented the library for these types of requests?
> =20
> I have started to code the QuoteRequest in the executor project but I wan=
t
> to make sure I am coding the right thing.
> =20
> Here is something I have started:
> void Application::onMessage( const FIX43::QuoteRequest& message,
>        const FIX::SessionID& sessionID)
> {
>  FIX::NoRelatedSym noRelatedSym;
>  FIX::QuoteType quoteType;
>  FIX::MaturityMonthYear maturityMonthYear;
>  FIX::Symbol symbol;
>  FIX::Side side;
>  FIX::QuoteReqID quoteReqID;
>  FIX::OrderQty orderQty;
>  FIX::Price price;
>  FIX::ClOrdID clOrdID;
>  FIX::CFICode cfiCode;
>  FIX::StrikePrice strikePrice;
>  message.get( quoteReqID );
>  if( message.MsgType()!=3D FIX::MsgType_QuoteRequest )
>   throw FIX::IncorrectTagValue(quoteReqID.getField() );
>  FIX43::ExecutionReport executionReport;
>  =20
>  try
>  {
>   FIX::Session::sendToTarget(executionReport, sessionID);
>  }
>  catch ( FIX::SessionNotFound& ){}
> }
> =20
> Now is ExecutionReport only for single orders or is it for all requests? =
It
> seems like it is more for Orders only.
> =20
> Anyone have any ideas on what I should use for a QuoteRequest Response
> Message?
> =20
> Thanks,
> =20
> JD
> N=18=01=E9=9A=8AX'u<)=19Y\g-=07=17	=7Fb=1EH=1EzG(=1FBu=DE=96^=C9=9AXX
> rG=02=D7=AFzZ)z%l2q=07=07zm6?X=E0=AC=B6(=1E~zw-X=0Fb=1D?*u=DE=96^
>=20
>=20
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
--=20

RE: [Quickfix-developers] New To the Library

[Bishop, B. <Bar...@gs...>]

Hi,

A FIX data dictionary tool that I've found very useful is found here:

http://www.ttconnect.net/ttportal/datadict/browser.jsp

It gives good descriptions of messages, tags and sometimes little bit =
of
logic as to what goes with what.

Best of luck,
barry bishop


-----Original Message-----
From: Jon Dahl [mailto:jd...@Li...]
Sent: 23 April 2003 17:49
To: qui...@li...
Subject: [Quickfix-developers] New To the Library


Hey all,
=20
I've been working with the 1.4.1 library for a few days now and have =
hit
some snags and climbed some hills so to speak with it.
=20
My main purpose for the library initially is to customize it for Quote
Requests, Quote Request Reject, and Indicatives. I was wondering if =
anyone
has implemented the library for these types of requests?
=20
I have started to code the QuoteRequest in the executor project but I =
want
to make sure I am coding the right thing.
=20
Here is something I have started:
void Application::onMessage( const FIX43::QuoteRequest& message,
       const FIX::SessionID& sessionID)
{
 FIX::NoRelatedSym noRelatedSym;
 FIX::QuoteType quoteType;
 FIX::MaturityMonthYear maturityMonthYear;
 FIX::Symbol symbol;
 FIX::Side side;
 FIX::QuoteReqID quoteReqID;
 FIX::OrderQty orderQty;
 FIX::Price price;
 FIX::ClOrdID clOrdID;
 FIX::CFICode cfiCode;
 FIX::StrikePrice strikePrice;
 message.get( quoteReqID );
 if( message.MsgType()!=3D FIX::MsgType_QuoteRequest )
  throw FIX::IncorrectTagValue(quoteReqID.getField() );
 FIX43::ExecutionReport executionReport;
 =20
 try
 {
  FIX::Session::sendToTarget(executionReport, sessionID);
 }
 catch ( FIX::SessionNotFound& ){}
}
=20
Now is ExecutionReport only for single orders or is it for all =
requests? It
seems like it is more for Orders only.
=20
Anyone have any ideas on what I should use for a QuoteRequest Response
Message?
=20
Thanks,
=20
JD
N=18=01=E9=9A=8AX'u<)=19Y\g-=07=17	=7Fb=1EH=1EzG(=1FBu=DE=96^=C9=9AXX
rG=02=D7=AFzZ)z%l2q=07=07zm6?X=E0=AC=B6(=1E~zw-X=0Fb=1D?*u=DE=96^

Re: [Quickfix-developers] quickfix_api compile errors

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

quickfix_api is not ready for use.  It is the start of a C api for QF, but
is not yet complete.

--oren



|---------+----------------------------------------------->
|         |           "John Hollander"                    |
|         |           <jo...@ma...>           |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           04/23/2003 09:37 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       "Quickfix \(Development\)" <qui...@li...>       |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] quickfix_api compile errors                            |
  >----------------------------------------------------------------------------------------------|




When attempting to compile the quickfix_api project, I'm getting the
following errors:

-----------------------------------------------------------------

Compiling...
fix_filestore.cpp
d:\share\quickfix\src\c\fix_filestore.cpp(58) : error C2660: 'set' :
function does not take 1 parameters
d:\share\quickfix\src\c\fix_filestore.cpp(65) : error C2664: 'bool
__thiscall FIX::MessageStore::get(int,class std::basic_string<char,struct
std::char_traits<char>,class std::allocator<char> > &) const' : cannot
convert parameter 2 from 'class FIX::
Message' to 'class std::basic_string<char,struct
std::char_traits<char>,class std::allocator<char> > &'
        A reference that is not to 'const' cannot be bound to a non-lvalue
d:\share\quickfix\src\c\fix_filestore.cpp(73) : error C2664: 'void
__thiscall FIX::MessageStore::get(...) const' : cannot convert parameter 3
...
        A reference that is not to 'const' cannot be bound to a non-lvalue
fix_memorystore.cpp
...
quickfix_api.lib - 6 error(s), 0 warning(s)

-----------------------------------------------------------------

The other projects seem to be compiling fine, but this one seems to be
trying to reference get and set functions using incorrect, or missing
parameters. I can't seem to find any implementation in the MessageStore
class for set(*pMessage). Any thoughts?

Thanks,

John

RE: [Quickfix-developers] New To the Library

[Jon D. <jd...@Li...>]
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Re: [Quickfix-developers] New To the Library

[Gene G. <mus...@ya...>]

The correct response to QuoteRequest is Quote (and
optionally Quote Acknowledgement).
You should familiarize yourself with the semantics of
FIX protocol (see for example fix*.html in the
quickfix/spec )

Gene Gorokhovsky
--- Jon Dahl <jd...@Li...> wrote:
> Hey all,
>  
> I've been working with the 1.4.1 library for a few
> days now and have hit some snags and climbed some
> hills so to speak with it.
>  
> My main purpose for the library initially is to
> customize it for Quote Requests, Quote Request
> Reject, and Indicatives. I was wondering if anyone
> has implemented the library for these types of
> requests?
>  
> I have started to code the QuoteRequest in the
> executor project but I want to make sure I am coding
> the right thing.
>  
> Here is something I have started:
> void Application::onMessage( const
> FIX43::QuoteRequest& message,
>        const FIX::SessionID& sessionID)
> {
>  FIX::NoRelatedSym noRelatedSym;
>  FIX::QuoteType quoteType;
>  FIX::MaturityMonthYear maturityMonthYear;
>  FIX::Symbol symbol;
>  FIX::Side side;
>  FIX::QuoteReqID quoteReqID;
>  FIX::OrderQty orderQty;
>  FIX::Price price;
>  FIX::ClOrdID clOrdID;
>  FIX::CFICode cfiCode;
>  FIX::StrikePrice strikePrice;
>  message.get( quoteReqID );
>  if( message.MsgType()!= FIX::MsgType_QuoteRequest )
>   throw FIX::IncorrectTagValue(quoteReqID.getField()
> );
>  FIX43::ExecutionReport executionReport;
>   
>  try
>  {
>   FIX::Session::sendToTarget(executionReport,
> sessionID);
>  }
>  catch ( FIX::SessionNotFound& ){}
> }
>  
> Now is ExecutionReport only for single orders or is
> it for all requests? It seems like it is more for
> Orders only.
>  
> Anyone have any ideas on what I should use for a
> QuoteRequest Response Message?
>  
> Thanks,
>  
> JD
>
N¬±ù޵隊X¬²š'²ŠÞu¼“†)äç¤Yé\¢g­¢ž’š½éá¶ÚþØbžHzG(›ûB蜑ø±uëޖŠ^®ÉšŠX§‚X¬µ¢rGâÅׯzZ)z»%ŠËl²‹«qç讧zØm¶›?þX¬¶Ë(º·~Šàzw­þX¬¶ÏåŠËbú?ªèœ‘ø±uëޖŠ^®


__________________________________________________
Do you Yahoo!?
The New Yahoo! Search - Faster. Easier. Bingo
http://search.yahoo.com