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From: Jon D. <jd...@Li...> - 2003-04-23 16:49:18
|
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From: John H. <jo...@ma...> - 2003-04-23 15:04:16
|
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 |
From: John H. <jo...@ma...> - 2003-04-23 14:37:29
|
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 |
From: <OM...@th...> - 2003-04-23 11:03:06
|
The linux build is actually not broken. It looks like the build proces= s froze (I'm actually looking into switching to a different CI tool). Th= e other builds are old simply because nothing has been checked in for a w= eek or so. The build gets kicked off automatically 15 minutes after anythi= ng gets checked in (if nothing is checked in, there is no need for a build= ). I'm going to be checking some stuff in today or tommorow, and restart t= he linux build, so you should see all of them update pretty soon. --oren |---------+-----------------------------------------------> | | Joerg Thoennes | | | <Joe...@ma...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 04/23/2003 04:27 AM | | | Please respond to Joerg.Thoennes | | | | |---------+-----------------------------------------------> >--------------------------------------------------------------------= --------------------------| | = | | To: developers QuickFIX <qui...@li...ur= ceforge.net> | | cc: = | | Subject: [Quickfix-developers] Build status on QF developers= section | >--------------------------------------------------------------------= --------------------------| Hi Oren, looking on the build pages in the develepers section of the QF home pag= e, I see that the Linux build is still broken and the others are rather old. So I wonder whether the pages are updated daily or there are no daily builds currently. Cheers, J=F6rg -- 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 = |
From: Joerg T. <Joe...@ma...> - 2003-04-23 09:28:14
|
Hi Oren, looking on the build pages in the develepers section of the QF home page, I see that the Linux build is still broken and the others are rather old. So I wonder whether the pages are updated daily or there are no daily builds currently. 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 |
From: peter k. <kra...@ho...> - 2003-04-22 22:41:59
|
RE: [Quickfix-developers] SessionNotFound Exception sending messages in = JavaI think you need to specify whether it an initiator or an acceptor = in your cfg file... (Suggestion for improvement: have the cfg parser = through exceptions when info is missing.) Thanks, Peter ----- Original Message -----=20 From: Rattinger, John=20 To: 'Dav...@mo...' ; = qui...@li...=20 Sent: Tuesday, April 22, 2003 2:36 PM Subject: RE: [Quickfix-developers] SessionNotFound Exception sending = messages in Java Hello,=20 Help! I'm not even getting as far as Dave did below.=20 I've created a little C++ test app that will send test orders=20 out to a broker. I have more or less cloned the tradeclient=20 example. I can start up a session and connect=20 to the broker and all appears to be well - logon, hearbeat,...=20 my config file looks like this;=20 [SESSION]=20 BeginString=3DFIX.4.0=20 SenderCompID=3DCLIENTX=20 TargetCompID=3DBROKERX=20 When I try to send an order via "sendToTarget", I always get the=20 error "Session Not Found". I have tried all variations of the=20 sendToTarget method. If I retrieve the sessionId via=20 order.getSessionID(), I always get the same Id I get when the=20 session is created at startup (FIX.4.0:CLIENTX->BROKERX).=20 Any and all pointers will be much appreciated!=20 Thanks=20 John=20 -----Original Message-----=20 From: David Monheit [mailto:Dav...@mo...]=20 Sent: Friday, March 28, 2003 9:48 AM=20 To: qui...@li...=20 Subject: [Quickfix-developers] SessionNotFound Exception sending=20 messages in Java=20 Hi all,=20 Coming along in QF. I saw some old threads which experienced this = exact=20 problem, ie, QF for Java has some problem finding the right session.=20 Here is the scoop:=20 There are 3 overrides to Session.sendToTarget=20 a) sendToTarget(Message)=20 b) sendToTarget(Message, SessionID)=20 c) sendToTarget(Message, SenderCompID (string), SenderTargetID = (string))=20 It turns out that no matter what I tried with c, I ALWAYS got=20 SessionNotFound!!! I also noticed that if I set the following in the=20 cfg file:=20 SenderCompID=3DOrderEngine=20 TargetCompID=3Dmonheit=20 I got back a sessionID of "FIX.4.0:OrderEngine->monheit" on the C++=20 program, ie, executor. When I ran my order entry program in Java with = a=20 cfg of:=20 SenderCompID=3Dmonheit=20 TargetCompID=3DOrderEngine=20 the sessionID was "FIX.4.0: monheit->OrderEngine" !!! Note the space = in=20 there!!!!=20 The way I got it to work is by using override b, and sending the=20 SessionID which I got on the order...=20 I did not try method a yet.=20 Need to have a look at why this is.=20 Regards=20 David=20 -------------------------------------------------------=20 This SF.net email is sponsored by:=20 The Definitive IT and Networking Event. Be There!=20 NetWorld+Interop Las Vegas 2003 -- Register today!=20 http://ads.sourceforge.net/cgi-bin/redirect.pl?keyn0001en=20 _______________________________________________=20 Quickfix-developers mailing list=20 Qui...@li...=20 https://lists.sourceforge.net/lists/listinfo/quickfix-developers=20 DISCLAIMER: This e-mail message and any attachments are intended = solely for the use of the individual or entity to which it is addressed = and may contain information that is confidential or legally privileged. = If you are not the intended recipient, you are hereby notified that any = dissemination, distribution, copying or other use of this message or its = attachments is strictly prohibited. If you have received this message = in error, please notify the sender immediately and permanently delete = this message and any attachments.=20 |
From: Rattinger, J. <Joh...@sa...> - 2003-04-22 19:36:35
|
Hello, Help! I'm not even getting as far as Dave did below. I've created a little C++ test app that will send test orders out to a broker. I have more or less cloned the tradeclient example. I can start up a session and connect to the broker and all appears to be well - logon, hearbeat,... my config file looks like this; [SESSION] BeginString=FIX.4.0 SenderCompID=CLIENTX TargetCompID=BROKERX When I try to send an order via "sendToTarget", I always get the error "Session Not Found". I have tried all variations of the sendToTarget method. If I retrieve the sessionId via order.getSessionID(), I always get the same Id I get when the session is created at startup (FIX.4.0:CLIENTX->BROKERX). Any and all pointers will be much appreciated! Thanks John -----Original Message----- From: David Monheit [mailto:Dav...@mo...] Sent: Friday, March 28, 2003 9:48 AM To: qui...@li... Subject: [Quickfix-developers] SessionNotFound Exception sending messages in Java Hi all, Coming along in QF. I saw some old threads which experienced this exact problem, ie, QF for Java has some problem finding the right session. Here is the scoop: There are 3 overrides to Session.sendToTarget a) sendToTarget(Message) b) sendToTarget(Message, SessionID) c) sendToTarget(Message, SenderCompID (string), SenderTargetID (string)) It turns out that no matter what I tried with c, I ALWAYS got SessionNotFound!!! I also noticed that if I set the following in the cfg file: SenderCompID=OrderEngine TargetCompID=monheit I got back a sessionID of "FIX.4.0:OrderEngine->monheit" on the C++ program, ie, executor. When I ran my order entry program in Java with a cfg of: SenderCompID=monheit TargetCompID=OrderEngine the sessionID was "FIX.4.0: monheit->OrderEngine" !!! Note the space in there!!!! The way I got it to work is by using override b, and sending the SessionID which I got on the order... I did not try method a yet. Need to have a look at why this is. Regards David ------------------------------------------------------- This SF.net email is sponsored by: The Definitive IT and Networking Event. Be There! NetWorld+Interop Las Vegas 2003 -- Register today! http://ads.sourceforge.net/cgi-bin/redirect.pl?keyn0001en _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers DISCLAIMER: This e-mail message and any attachments are intended solely for the use of the individual or entity to which it is addressed and may contain information that is confidential or legally privileged. If you are not the intended recipient, you are hereby notified that any dissemination, distribution, copying or other use of this message or its attachments is strictly prohibited. If you have received this message in error, please notify the sender immediately and permanently delete this message and any attachments. |
From: CW J. <jav...@ce...> - 2003-04-21 19:23:41
|
I got it working, and I now know what I did wrong. Env Particulars: QF version is: 1.4.0 Downloaded and installed ver 1.4.1 Looked my my JBuilder Project config.. Even though I was building with QF 1.4.0, when I went to RUN the apps, java.library.path was pointing to QF ver 1.3 Now, all is kosher and running at 1.4.1, and the messages are going through. Next time I will check that first.. -cj =20 -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Oren Miller Sent: Monday, April 21, 2003 11:40 AM To: CW Johnson; 'quickfix-developers' Subject: Re: [Quickfix-developers] QF - Java initiator throws VM error when sending message QF version? You println would not have the Sender and Target comp id's because you are printing before the call to sendToTarget (which is when those fields get set on the message). You can also try explicitly setting the fields on the message to see if you get different results: message.getHeader().set( new SenderCompID("SenderCompID") ); message.getHeader().set( new TargetCompID("RXCompID") ); Session.sendToTarget( message ); Some older versions would crash when attempting to send to a session that doesn't exist, however this shouldn't be the case if you are getting it from onLogon. Try printing out the SessionID before sending, make sure it isn't null for some reason. CW Johnson <jav...@ce...> wrote: Ok- I've tried looking to see what exactly I'm doing wrong, and I just tried sending the "basics" from the documentation. Here's the code I used: org.quickfix.fix42.OrderCancelRequest message =3D new org.quickfix.fix42.OrderCancelRequest (new OrigClOrdID("111"), new ClOrdID("333"), new Symbol("TEST"), new Side(Side.BUY), new TransactTime()); message.setField(new OrderQty(111)); System.out.println("Sending message to FIX acceptor: " + message.toString()); Session.sendToTarget(message, this.currSessid); the variable currSessid is set when the app gets the onLogon method. I tried this method to no avail as well: Session.sendToTarget(message, "SenderCompID", "RXCompID"); It logs on, and the println statement prints this: Sending message to FIX bus: 8=3DFIX.4.2=019=3D60=0135=3DF=0111=3D333=0138=3D111=0141=3D111=0154=3D1=01= 55=3DTEST=0160=3D20030421-15:42: 44=0110=3D088=01=20 I notice I'm missing Sender and Recipient CompID's... But like I said, get the SAME results when I specify manually. Here's my dump: An unexpected exception has been detected in native code outside the VM. Unexpected Signal : unknown exception code occurred at PC=3D0x77E73887 Function=3DRaiseException+0x50 Library=3DC:\WINDOWS\system32\kernel32.dll Current Java thread: at org.quickfix.SocketInitiator.doStart(Native Method) at org.quickfix.SocketInitiator.start(Unknown Source) at com.espeed.fix.webgateway.WebGatewayApplication.main(WebGatewayApplicati on.java:30) Dynamic libraries: 0x00400000 - 0x00406000 C:\java\jdk140\bin\javaw.exe I'm sure it's something I'm doing wrong, but I am just not seeing it. Any help is appreciated. TIA, Cedrick ------------------------------------------------------- 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. |
From: Oren M. <ore...@ya...> - 2003-04-21 16:40:01
|
QF version? You println would not have the Sender and Target comp id's because you are printing before the call to sendToTarget (which is when those fields get set on the message). You can also try explicitly setting the fields on the message to see if you get different results: message.getHeader().set( new SenderCompID("SenderCompID") );message.getHeader().set( new TargetCompID("RXCompID") );Session.sendToTarget( message ); Some older versions would crash when attempting to send to a session that doesn't exist, however this shouldn't be the case if you are getting it from onLogon. Try printing out the SessionID before sending, make sure it isn't null for some reason. CW Johnson <jav...@ce...> wrote:Ok- I've tried looking to see what exactly I'm doing wrong, and I just tried sending the "basics" from the documentation. Here's the code I used: org.quickfix.fix42.OrderCancelRequest message = new org.quickfix.fix42.OrderCancelRequest (new OrigClOrdID("111"), new ClOrdID("333"), new Symbol("TEST"), new Side(Side.BUY), new TransactTime()); message.setField(new OrderQty(111)); System.out.println("Sending message to FIX acceptor: " + message.toString()); Session.sendToTarget(message, this.currSessid); the variable currSessid is set when the app gets the onLogon method. I tried this method to no avail as well: Session.sendToTarget(message, "SenderCompID", "RXCompID"); It logs on, and the println statement prints this: Sending message to FIX bus: 8=FIX.4.29=6035=F11=33338=11141=11154=155=TEST60=20030421-15:42: 4410=088 I notice I'm missing Sender and Recipient CompID's... But like I said, get the SAME results when I specify manually. Here's my dump: An unexpected exception has been detected in native code outside the VM. Unexpected Signal : unknown exception code occurred at PC=0x77E73887 Function=RaiseException+0x50 Library=C:\WINDOWS\system32\kernel32.dll Current Java thread: at org.quickfix.SocketInitiator.doStart(Native Method) at org.quickfix.SocketInitiator.start(Unknown Source) at com.espeed.fix.webgateway.WebGatewayApplication.main(WebGatewayApplicati on.java:30) Dynamic libraries: 0x00400000 - 0x00406000 C:\java\jdk140\bin\javaw.exe I'm sure it's something I'm doing wrong, but I am just not seeing it. Any help is appreciated. TIA, Cedrick ------------------------------------------------------- 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. |
From: CW J. <jav...@ce...> - 2003-04-21 15:57:25
|
Ok- I've tried looking to see what exactly I'm doing wrong, and I just tried sending the "basics" from the documentation. Here's the code I used: org.quickfix.fix42.OrderCancelRequest message =3D new org.quickfix.fix42.OrderCancelRequest (new OrigClOrdID("111"), new ClOrdID("333"), new Symbol("TEST"), new Side(Side.BUY), new TransactTime()); message.setField(new OrderQty(111)); System.out.println("Sending message to FIX acceptor: " + message.toString()); Session.sendToTarget(message, this.currSessid); the variable currSessid is set when the app gets the onLogon method. I tried this method to no avail as well: Session.sendToTarget(message, "SenderCompID", "RXCompID"); It logs on, and the println statement prints this: Sending message to FIX bus: 8=3DFIX.4.2=019=3D60=0135=3DF=0111=3D333=0138=3D111=0141=3D111=0154=3D1=01= 55=3DTEST=0160=3D20030421-15:42: 44=0110=3D088=01=20 I notice I'm missing Sender and Recipient CompID's... But like I said, get the SAME results when I specify manually. Here's my dump: An unexpected exception has been detected in native code outside the VM. Unexpected Signal : unknown exception code occurred at PC=3D0x77E73887 Function=3DRaiseException+0x50 Library=3DC:\WINDOWS\system32\kernel32.dll Current Java thread: at org.quickfix.SocketInitiator.doStart(Native Method) at org.quickfix.SocketInitiator.start(Unknown Source) at com.espeed.fix.webgateway.WebGatewayApplication.main(WebGatewayApplicati on.java:30) Dynamic libraries: 0x00400000 - 0x00406000 C:\java\jdk140\bin\javaw.exe <snip> I'm sure it's something I'm doing wrong, but I am just not seeing it. Any help is appreciated. TIA, Cedrick |
From: David M. <dav...@ds...> - 2003-04-15 22:30:00
|
Hi Gene et al Just downloaded the latest 1.4.1 quickfix. It now works great! No more=20 core/errors etc. Thanks a lot for the help. David On Friday 11 Apr 2003 2:22 am, Gene Gorokhovsky wrote: > Which version of QF are you using? I checked in a > patch recently that fixed shutdown thread leaks (onRun > and socket connection threads). I believe Oren > incorporated it into QF 1.4.1. > > Gene > > --- David Monheit <dav...@ds...> wrote: > > Hi All, > > > > I have got my java engine running very nicely. > > Basically I have a market data > > feed running on a thread and a scheduler running > > several threads. The data > > feed calls a onMarketDataEvent callback and the > > scheduler calls a onTimerEvent > > callback. These callbacks are implemented by my > > Application (along with all > > the QF callbacks). > > > > On the constructor of the Application object I > > instatiate and fire up both the > > market data source and the scheduler. > > > > The engine does its thing beautifully. > > > > After the specified time, the scheduler calls the > > onTimerEvenet callback which > > signals my engine (the Application) to stop. > > > > The callback sets quit =3D true which causes onRun to > > exit it's main loop. > > > > onRun nows closes the market data source (I see its > > threads disappear in the > > debugger) and it also closes the scheduler (threads > > also gone). > > > > I still see the Main thread, the onRun thread and > > another application thread > > which I don't know who created :-( Is this correct? > > Does QF create three > > threads? Does the SocketInitiator have a thread > > besides the onRun? There are > > several more System threads but these are owned by > > the JVM. > > > > Anyways, when onRun exits, I get a signal 11 > > (SIGSEV) and the jvm goes to lala > > land :-( > > > > The main thread (which created the Application and > > invoked the > > SocketInitiator.start() ) never exits (I have a > > println just before main() > > exits, which I never see). > > > > Has anyone seen this? Any ideas? > > > > Thanks David. > > > > PS Does QF support the creation of dynamic fix > > sessions? ie the way I see it > > today, all the sessions I use must be defined in > > both the Acceptor and the > > Initiator cfg files. What if I wanted to create a > > session to an Acceptor > > which "was not expecting" me (no entry for me as a > > TargetCompID in its cfg > > file). > > > > Cheers > > ------------------------------------------------------- > > > This SF.net email is sponsored by: Etnus, makers of > > TotalView, The debugger > > for complex code. Debugging C/C++ programs can leave > > you feeling lost and > > disoriented. TotalView can help you find your way. > > Available on major UNIX > > and Linux platforms. Try it free. www.etnus.com > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > __________________________________________________ > Do you Yahoo!? > Yahoo! Tax Center - File online, calculators, forms, and more > http://tax.yahoo.com > > > ------------------------------------------------------- > This SF.net email is sponsored by: Etnus, makers of TotalView, The debu= gger > for complex code. Debugging C/C++ programs can leave you feeling lost a= nd > disoriented. TotalView can help you find your way. Available on major U= NIX > and Linux platforms. Try it free. www.etnus.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers --=20 "Cuius testiculus habes, habeas cardium et cerebellum" - Terry Pratchett |
From: Oren M. <ore...@ya...> - 2003-04-15 15:32:05
|
I've checked in a fix for this. 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 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/test/DataDictionaryTestCase.cpp.diff?r1=1.7&r2=1.8 Chris Patmore <Chr...@BT...> wrote:Using version 1.4.0 I am having problems correctly reading an incoming message with repeating groups. The SecurityList message contains the group: 146 NoRelatedSym N Specifies the number of repeating symbols (instruments) specified à component block <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" of the requested Security ...it seems that when the spec is read in- <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N" /> <field name="Currency" required="N" /> ...the first field in the Instrument component <component name="Instrument"> <field name="Symbol" required="Y" /> <field name="SymbolSfx" required="N" /> Symbol, is not taken as being the delimiter, so Currency becomes the delimiter. Chris **************************************************************************** This message is confidential to the sender and addressee, and may contain proprietary or legally privileged information. If you are not the intended recipient, please delete it from your system, destroy any copies, and notify the sender immediately. Opinions stated herein are not necessarily those of BrokerTec. BrokerTec reserves the right to monitor messages that pass through it's networks. BrokerTec Europe Ltd is regulated by FSA. --------------------------------- Do you Yahoo!? The New Yahoo! Search - Faster. Easier. Bingo. |
From: Chris P. <Chr...@BT...> - 2003-04-15 11:41:33
|
Using version 1.4.0 I am having problems correctly reading an incoming message with repeating groups. The SecurityList message contains the group: 146<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /> NoRelatedSym N Specifies the number of repeating symbols (instruments) specified --> component block <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" of the requested Security ... it seems that when the spec is read in <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/*checkout*/quickfix/quickfix /spec/FIX43.xml?rev=1.7#> - <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N" /> <field name="Currency" required="N" /> ... the first field in the Instrument component <component name="Instrument"> <field name="Symbol" required="Y" /> <field name="SymbolSfx" required="N" /> Symbol, is not taken as being the delimiter, so Currency becomes the delimiter. Chris **************************************************************************** This message is confidential to the sender and addressee, and may contain proprietary or legally privileged information. If you are not the intended recipient, please delete it from your system, destroy any copies, and notify the sender immediately. Opinions stated herein are not necessarily those of BrokerTec. BrokerTec reserves the right to monitor messages that pass through it's networks. BrokerTec Europe Ltd is regulated by FSA. |
From: David M. <Dav...@mo...> - 2003-04-14 08:35:32
|
Oren, YES please! Will you do the honors or should I? Thanks David Oren Miller wrote: > David Monheit <dav...@ds...> wrote:>> PS Any ideas on > anonymous connections to a QF acceptor (see my >> last mail)? The guys > at Aegis Software (http://www.aegisoft.com/), told me they had > implemented this functionality for one of their products. We can ask > if they would be willing to donate this code. > > > ----------------------------------------------------------------------- > Do you Yahoo!? > Yahoo! Tax Center - File online, calculators, forms, and more -- NOTICE: If received in error, please destroy and notify sender. Sender does not waive confidentiality or privilege, and use is prohibited. |
From: Oren M. <ore...@ya...> - 2003-04-11 18:44:41
|
Well, there is no reason that tag 301 needs to be before 296. The spec is very clear that tags need be in no specific order except for certain header fields, or if they belong to a repeating group. 301 falls under neither of these categories. Normally you can create your own message sorter on a per message basis, but this is easier if you are using C++ and the Java API isn't really powerful enough. The easiest quickest fix would probably be to modify the getOrderedPosition method and add the line: case FIELD::QuoteResponseLevel: return 4; This will give that field a special priority, ensuring it will be ordered first. Rob Kulseth <ro...@ri...> wrote: regarding my last posting. I have changed my code to use the derived group classes rather than the base Group class. This fixed most of the order problems, however there is one tag out of order according to my counterparty. tag 301 needs to be before 296. does this recent patch fix this? I have attached the message generated to show what I am talking about. If there is no fix for this, or is this is how it is supposed to work, could you please direct me to the C++ code where I can make changes on the tag order. By the way, my fix counterparty is running a Javelin Technologies fix engine and receiving a message like this completely breaks it down. I have only heard bad things about this very expensive fix engine. Just thought you might like to know that. 8=FIX.4.29=36535=i117=ME 296=1 <---tag 301 should be before tag 296 302=1 311=RBK 304=0 295=3 299=0 55=RBK 167=OPT 200=200304 201=0 202=20 132=0 133=0.05 134=1 135=1 60=20030411-10:19:16 336=W_AM1 299=1 55=RBK 167=OPT 200=200304 201=1 202=20 132=2.45 133=2.55 134=1 135=1 60=20030411-10:19:16 336=W_AM1 299=2 55=RBK 167=OPT 200=200304 201=0 202=22.5 132=0 133=0.05 134=1 135=1 60=20030411-10:19:16 336=W_AM1 301=1 <---this tag has to be before tag 296 10=181-----Original Message----- From: Oren Miller [mailto:ore...@ya...] Sent: Thursday, April 10, 2003 6:12 PM To: developers QuickFIX Subject: [Quickfix-developers] fix for nested repeating groups Just checked in a patch that fixes a problem with parsing nested repeating groups. If you plan on using nested repeating groups, you should get this. http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/DataDictionary.cpp.diff?r1=1.13&r2=1.14 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/test/DataDictionaryTestCase.cpp.diff?r1=1.5&r2=1.6 --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more |
From: Rob K. <ro...@ri...> - 2003-04-11 17:33:23
|
regarding my last posting. I have changed my code to use the derived = group classes rather than the base Group class. This fixed most of the = order problems, however there is one tag out of order according to my = counterparty. tag 301 needs to be before 296. does this recent patch = fix this? I have attached the message generated to show what I am = talking about. If there is no fix for this, or is this is how it is = supposed to work, could you please direct me to the C++ code where I can = make changes on the tag order. By the way, my fix counterparty is = running a Javelin Technologies fix engine and receiving a message like = this completely breaks it down. I have only heard bad things about this = very expensive fix engine. Just thought you might like to know that. =20 8=3DFIX.4.2=019=3D365=0135=3Di=01 117=3DME=01 296=3D1=01 <---tag 301 should be before tag 296 302=3D1=01 311=3DRBK=01 304=3D0=01 295=3D3=01 299=3D0=01 55=3DRBK=01 167=3DOPT=01 200=3D200304=01 201=3D0=01 202=3D20=01 132=3D0=01 133=3D0.05=01 134=3D1=01 135=3D1=01 60=3D20030411-10:19:16=01 336=3DW_AM1=01 =20 299=3D1=01 55=3DRBK=01 167=3DOPT=01 200=3D200304=01 201=3D1=01 202=3D20=01 132=3D2.45=01 133=3D2.55=01 134=3D1=01 135=3D1=01 60=3D20030411-10:19:16=01 336=3DW_AM1=01 =20 299=3D2=01 55=3DRBK=01 167=3DOPT=01 200=3D200304=01 201=3D0=01 202=3D22.5=01 132=3D0=01 133=3D0.05=01 134=3D1=01 135=3D1=01 60=3D20030411-10:19:16=01 336=3DW_AM1=01 301=3D1=01 <---this tag has to be before tag 296 10=3D181=01 -----Original Message----- From: Oren Miller [mailto:ore...@ya...] Sent: Thursday, April 10, 2003 6:12 PM To: developers QuickFIX Subject: [Quickfix-developers] fix for nested repeating groups Just checked in a patch that fixes a problem with parsing nested = repeating groups. If you plan on using nested repeating groups, you = should get this. http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b= %2b/DataDictionary.cpp.diff?r1=3D1.13 = <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2= b%2b/DataDictionary.cpp.diff?r1=3D1.13&r2=3D1.14> &r2=3D1.14 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b= %2b/test/DataDictionaryTestCase.cpp.diff?r1=3D1.5 = <http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2= b%2b/test/DataDictionaryTestCase.cpp.diff?r1=3D1.5&r2=3D1.6> &r2=3D1.6 _____ =20 Do you Yahoo!? Yahoo! Tax = <http://us.rd.yahoo.com/finance/mailsig/*http://tax.yahoo.com> Center - = File online, calculators, forms, and more |
From: Joerg T. <Joe...@ma...> - 2003-04-11 16:06:50
|
> Yeah, any labeled build should be useable. If the compile fails or any > tests fails the build won't get a label. OK, then I will start to beta test... > This is probably what we will use. There are already some minimal junit > tests in the quickfix/src/java/test directory. These were originally > used as the proof of concept to get the JNI stuff working, but they > should be expanded to be more comprehensive and should be run with the > build. I will have a look at them. > This will also make a future port to pure java much much easier > if the need arises. Do you have concrete plans to do it? There is the util.concurrent package also used in JBoss which would make the threading even more flexible using Java. > Will probablly use NUnit for the .NET API. > > JavaDoc's would be good as well. We can also run Doxygen, which is > already being used for C++, against the java code (which supports > javadoc syntax). OK, this would be more consistent. Can Doxygen do the transition from Java over JNI to C++? That would be great. 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 |
From: Oren M. <ore...@ya...> - 2003-04-11 16:02:45
|
David Monheit <dav...@ds...> wrote:>> PS Any ideas on anonymous connections to a QF acceptor (see my >> last mail)? The guys at Aegis Software (http://www.aegisoft.com/), told me they had implemented this functionality for one of their products. We can ask if they would be willing to donate this code. --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more |
From: Oren M. <ore...@ya...> - 2003-04-11 16:01:12
|
>> I see from the repository that you have already done it. Can I check it >> out, >> e.g. using BUILD_...-50? Yeah, any labeled build should be useable. If the compile fails or any tests fails the build won't get a label. >> Agreed. How about to use JUnit for Java? We use it for more than 2 >> years now. >> In addition, I generated Java docs from the Java classes. OK, I had to >> increase >> the memory of my JVM and got a 50Mbytes HTML trees, but it's really nice to >> navigate. Should be part of the build script. This is probably what we will use. There are already some minimal junit tests in the quickfix/src/java/test directory. These were originally used as the proof of concept to get the JNI stuff working, but they should be expanded to be more comprehensive and should be run with the build. This will also make a future port to pure java much much easier if the need arises. Will probablly use NUnit for the .NET API. JavaDoc's would be good as well. We can also run Doxygen, which is already being used for C++, against the java code (which supports javadoc syntax). --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more |
From: Joerg T. <Joe...@ma...> - 2003-04-11 13:39:16
|
Hi all, now I am at the point that the below discussion gets interesting for me: > Thanks for your input on these. I'm sure that as we begin getting more > and more input like this on how QF is commonly used, we will begin to > see some patterns develop. It would be interesting to hear from more > people as to how QF is integrated into different applications and what > sort of integration challenges they have. We receive FIX messages, process them and forwards them vi JMS to our JBoss Application Server. (Some guy actually used FIX as a MBean deployed into JBoss -- that would be interesting for us.) Therefore I support Davids ideas fully: some sort of JMS-like API would be great, and listeners to get events and messages. > For the short term I think that we will focus on getting rid of onRun > and making the start call asynchronous. Then we should revisit any > other major architectural changes and see if we will want to work them > in to a 2.0 release. I see from the repository that you have already done it. Can I check it out, e.g. using BUILD_...-50? > The biggest challenge here is keeping all the API's (C++, java and .NET) > in synch. Before making to many significant changes to the architecture > I want to make sure that all of these are fully synchronized. I also > think it is long overdue to put together a testsuite for Java and .NET > like we have for C++. We are going to be adding more and more API's, so > we need to have an automated system to verify that they all work in the > same manner. Agreed. How about to use JUnit for Java? We use it for more than 2 years now. In addition, I generated Java docs from the Java classes. OK, I had to increase the memory of my JVM and got a 50Mbytes HTML trees, but it's really nice to navigate. Should be part of the build script. > > */David Monheit <Dav...@mo...>/* wrote: > > Hi guys, > > Continuing to learn the system. > > I agree with getting rid of onRun!!! I was wondering, Oren, if it > does not pay to think of quickfix in terms of something like JMS > (just an analogy). Basically you have some class which, when > started, generates callbacks on some known interface and to which > you can send messages ( quickfixObject.Sessions(SessionID).send(...) > ) when so desired. > > The main app would be responsible for instantiating the Manager and > starting (and perhaps pausing/stopping) it at will (as you mentioned > below). > > This would allow quickfix to have all kinds of goodies hidden from > the main app. For instance the threading model (ie single, thread > per Session or pool). In the current library, the basic app > derives from Application etc. If a manager is used, we can refactor > the code in Application into the said Manager and just have the main > app register listeners (which implement the basic onApp, toApp etc > interface). > > Another thing that would be nice is for the quickfix class to accept > multiple listeners for a given Session. It then becomes very easy > to write classes which do different things to the same set of > messsages. For instance main registers some basic trading class > (perhaps based on market data which it gets from somewhere), another > class performs limit monitoring and publishes it to the network on > its own thread, another class can send alerts to some trading desk > etc etc etc. Each listener may or may not have its own thread. The > Manager will call all registered listeners (for a given Session) > upon each callback... But you have to make sure that hanging or exception-throwing listeners do not stop the distribution of the message. Here are several threads or some sort of queue plus a thread pool needed. > > Anyways, my 5 pence worth. > > Thanks > David > > PS Turns out that I just need to send my encrypted password as an > MD5 digest during logon. I don't think that it will contains > NULL or 0x01... Thanks. > > > > > Oren Miller wrote: > >> Yeah. This behavior is probably going to change soon. QuickFIX >> was originally designed with a certain type of application in >> mind, and is very good for quickly building thos kinds of >> applications (event based servers). More and more people are >> using it for other things, so a better approach is needed. Here >> is how it currently works. >> >> When you call start(), the acceptor or initiator will use the >> current thread to drive the socket events, and then spawns a new >> thread to call onRun. In retrospect, doing it the other way >> around probably would have made more sense. >> >> The original intent was that the start() thread would drive the >> fix engine (or spawn off a series of threads to drive it), and the >> onRun thread would drive non-FIX related events. Unfortunately, >> in the context of a larger application (such as GUIs), this is >> rather constrictive and forces you to do some architectural >> workarounds. >> >> The way that I want it to work is to get rid of the entire onRun >> concept, and make start() and asynchronous call. Then we could >> also provide a symetrical stop() call. I was planning on putting >> this into the 1.5 release. I'm debating whether to change over, >> or have a version that supports the new and old systems, and >> marking the old onRun as deprecated. -- 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 |
From: David M. <dav...@ds...> - 2003-04-11 08:35:31
|
I am using a version just prior to release 1.4.1. I needed the code fixes for gcc 3.2 so I took a tip version out of CVS. Looking at the release notes for that, I thought that it was 1.4.1 so I did not bother to take the latest cut. Lazy. I will download the official 1.4.1 (hopefully with your patches) and try it out again. Thanks a lot David PS Any ideas on anonymous connections to a QF acceptor (see my last mail)? Quoting Gene Gorokhovsky <mus...@ya...>: > Which version of QF are you using? I checked in a > patch recently that fixed shutdown thread leaks (onRun > and socket connection threads). I believe Oren > incorporated it into QF 1.4.1. > > Gene > > --- David Monheit <dav...@ds...> wrote: > > > > Hi All, > > > > I have got my java engine running very nicely. > > Basically I have a market data > > feed running on a thread and a scheduler running > > several threads. The data > > feed calls a onMarketDataEvent callback and the > > scheduler calls a onTimerEvent > > callback. These callbacks are implemented by my > > Application (along with all > > the QF callbacks). > > > > On the constructor of the Application object I > > instatiate and fire up both the > > market data source and the scheduler. > > > > The engine does its thing beautifully. > > > > After the specified time, the scheduler calls the > > onTimerEvenet callback which > > signals my engine (the Application) to stop. > > > > The callback sets quit = true which causes onRun to > > exit it's main loop. > > > > onRun nows closes the market data source (I see its > > threads disappear in the > > debugger) and it also closes the scheduler (threads > > also gone). > > > > I still see the Main thread, the onRun thread and > > another application thread > > which I don't know who created :-( Is this correct? > > Does QF create three > > threads? Does the SocketInitiator have a thread > > besides the onRun? There are > > several more System threads but these are owned by > > the JVM. > > > > Anyways, when onRun exits, I get a signal 11 > > (SIGSEV) and the jvm goes to lala > > land :-( > > > > The main thread (which created the Application and > > invoked the > > SocketInitiator.start() ) never exits (I have a > > println just before main() > > exits, which I never see). > > > > Has anyone seen this? Any ideas? > > > > Thanks David. > > > > PS Does QF support the creation of dynamic fix > > sessions? ie the way I see it > > today, all the sessions I use must be defined in > > both the Acceptor and the > > Initiator cfg files. What if I wanted to create a > > session to an Acceptor > > which "was not expecting" me (no entry for me as a > > TargetCompID in its cfg > > file). > > > > Cheers > > > > > > > > > > > > > ------------------------------------------------------- > > This SF.net email is sponsored by: Etnus, makers of > > TotalView, The debugger > > for complex code. Debugging C/C++ programs can leave > > you feeling lost and > > disoriented. TotalView can help you find your way. > > Available on major UNIX > > and Linux platforms. Try it free. www.etnus.com > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > __________________________________________________ > Do you Yahoo!? > Yahoo! Tax Center - File online, calculators, forms, and more > http://tax.yahoo.com > > > ------------------------------------------------------- > This SF.net email is sponsored by: Etnus, makers of TotalView, The > debugger > for complex code. Debugging C/C++ programs can leave you feeling lost > and > disoriented. TotalView can help you find your way. Available on major > UNIX > and Linux platforms. Try it free. www.etnus.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > "Cuius testiculus habeas, habeas cardium et cerebellum" - Terry Pratchett |
From: Gene G. <mus...@ya...> - 2003-04-11 01:22:52
|
Which version of QF are you using? I checked in a patch recently that fixed shutdown thread leaks (onRun and socket connection threads). I believe Oren incorporated it into QF 1.4.1. Gene --- David Monheit <dav...@ds...> wrote: > > Hi All, > > I have got my java engine running very nicely. > Basically I have a market data > feed running on a thread and a scheduler running > several threads. The data > feed calls a onMarketDataEvent callback and the > scheduler calls a onTimerEvent > callback. These callbacks are implemented by my > Application (along with all > the QF callbacks). > > On the constructor of the Application object I > instatiate and fire up both the > market data source and the scheduler. > > The engine does its thing beautifully. > > After the specified time, the scheduler calls the > onTimerEvenet callback which > signals my engine (the Application) to stop. > > The callback sets quit = true which causes onRun to > exit it's main loop. > > onRun nows closes the market data source (I see its > threads disappear in the > debugger) and it also closes the scheduler (threads > also gone). > > I still see the Main thread, the onRun thread and > another application thread > which I don't know who created :-( Is this correct? > Does QF create three > threads? Does the SocketInitiator have a thread > besides the onRun? There are > several more System threads but these are owned by > the JVM. > > Anyways, when onRun exits, I get a signal 11 > (SIGSEV) and the jvm goes to lala > land :-( > > The main thread (which created the Application and > invoked the > SocketInitiator.start() ) never exits (I have a > println just before main() > exits, which I never see). > > Has anyone seen this? Any ideas? > > Thanks David. > > PS Does QF support the creation of dynamic fix > sessions? ie the way I see it > today, all the sessions I use must be defined in > both the Acceptor and the > Initiator cfg files. What if I wanted to create a > session to an Acceptor > which "was not expecting" me (no entry for me as a > TargetCompID in its cfg > file). > > Cheers > > > > > > ------------------------------------------------------- > This SF.net email is sponsored by: Etnus, makers of > TotalView, The debugger > for complex code. Debugging C/C++ programs can leave > you feeling lost and > disoriented. TotalView can help you find your way. > Available on major UNIX > and Linux platforms. Try it free. www.etnus.com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers __________________________________________________ Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more http://tax.yahoo.com |
From: Joerg T. <Joe...@ma...> - 2003-04-11 01:15:42
|
Hi Oren, from the CVS I see that you made some changes and bugfixes in the last few days. Since these changes could be of interest to me, I would like use some of the last builds from CVS. All builds are tagged as "BUILD_<label>", e.g. from the CruiseControl page on http://quickfix.thoughtworks.com I can see the lastest Solaris build labelled "solaris_gcc_2_95_3_stlport-58" Does it make sense to cvs upd -rBUILD_solaris_gcc_2_95_3_stlport-58 and use the resulting builds? I miss the build tags for Linux. 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 |
From: David M. <dav...@ds...> - 2003-04-10 23:20:41
|
Hi All, I have got my java engine running very nicely. Basically I have a market data feed running on a thread and a scheduler running several threads. The data feed calls a onMarketDataEvent callback and the scheduler calls a onTimerEvent callback. These callbacks are implemented by my Application (along with all the QF callbacks). On the constructor of the Application object I instatiate and fire up both the market data source and the scheduler. The engine does its thing beautifully. After the specified time, the scheduler calls the onTimerEvenet callback which signals my engine (the Application) to stop. The callback sets quit = true which causes onRun to exit it's main loop. onRun nows closes the market data source (I see its threads disappear in the debugger) and it also closes the scheduler (threads also gone). I still see the Main thread, the onRun thread and another application thread which I don't know who created :-( Is this correct? Does QF create three threads? Does the SocketInitiator have a thread besides the onRun? There are several more System threads but these are owned by the JVM. Anyways, when onRun exits, I get a signal 11 (SIGSEV) and the jvm goes to lala land :-( The main thread (which created the Application and invoked the SocketInitiator.start() ) never exits (I have a println just before main() exits, which I never see). Has anyone seen this? Any ideas? Thanks David. PS Does QF support the creation of dynamic fix sessions? ie the way I see it today, all the sessions I use must be defined in both the Acceptor and the Initiator cfg files. What if I wanted to create a session to an Acceptor which "was not expecting" me (no entry for me as a TargetCompID in its cfg file). Cheers |
From: Oren M. <ore...@ya...> - 2003-04-10 23:12:23
|
Just checked in a patch that fixes a problem with parsing nested repeating groups. If you plan on using nested repeating groups, you should get this. http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/DataDictionary.cpp.diff?r1=1.13&r2=1.14 http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/test/DataDictionaryTestCase.cpp.diff?r1=1.5&r2=1.6 --------------------------------- Do you Yahoo!? Yahoo! Tax Center - File online, calculators, forms, and more |