quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Quickfix API for Python

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

Dear All,

 

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

 

Thank you.

 

Best regards

 

Ethan Liu

 

[Quickfix-developers] backup of logs

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

Dear quickfix-developers,

is anybody out there who can provide me with a good piece of C++ 
code-example on how to use the backup method for logs.

I would like every day a new 
<version>-<sender_cmpid>-<target_cmpid>.messages.current.log and a 
<version>-<sender_cmpid>-<target_cmpid>.event.current.log to be written 
and before that the yesterday's log should be backuped to the 
"FileLogBackupPath" as defined in the configuration-file.

Any help will be highly appreciated.

Bye,
Hannes

Johannes Grimm
--------------------------------------------------------------------------------------
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Im Klosterbauhof 3
85560 Ebersberg

Deutschland
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Registergericht: Amtsgericht München, HRB 101848
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Re: [Quickfix-developers] accounts and balances

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

You are misunderstanding QuickFIX's role -- FIX is merely a
communication protocol, and QuickFIX is an engine for managing
communication over FIX.

QuickFIX will allow you to communicate with FIX-compliant
counterparties, but it doesn't automatically manage your accounts and
balances for you.  It will enable you to construct and send request
messages and receive the responses, but once you receive that info
your app is responsible for storing and processing it.

Your next step should be to find some documentation about your
counterparty's FIX connection.  That should tell you how they expect
to receive requests and how they will deliver the information back to
you.  Furthermore, it will tell you which message types and fields are
supported, and if there are any custom DataDictionary changes that you
need to make (for instance, it's not uncommon for an exchange to add
custom or non-standard fields to some messages).

Good luck!

-Grant


On Sun, Apr 24, 2011 at 8:28 PM, Doug and Marcia Green
<dou...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I have a FIX application acceptor working in C++ DLL.  My application
> onLogon method gets called.  Before I start sending orders, I'd like
> to know what accounts are accessible and what their balances are.  I
> can't figure out how to get this.  Do I need to initiate a request for
> these somehow?  Sorry for the newbie question, I've searched for hours
> and seem to be just not understanding how accounts and balances are
> stored.
>
> Thanks
> Doug
>
> ------------------------------------------------------------------------------
> Fulfilling the Lean Software Promise
> Lean software platforms are now widely adopted and the benefits have been
> demonstrated beyond question. Learn why your peers are replacing JEE
> containers with lightweight application servers - and what you can gain
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>

[Quickfix-developers] accounts and balances

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

I have a FIX application acceptor working in C++ DLL.  My application
onLogon method gets called.  Before I start sending orders, I'd like
to know what accounts are accessible and what their balances are.  I
can't figure out how to get this.  Do I need to initiate a request for
these somehow?  Sorry for the newbie question, I've searched for hours
and seem to be just not understanding how accounts and balances are
stored.

Thanks
Doug

[Quickfix-developers] Dynamically adding sessions

[Li, Wei-J. [Tech] <Wei...@gs...>]

Hello,

Is there a way to dynamically add or remove a session to a SocketAcceptor? Without reconnecting the other sessions?
I checked DynamicAcceptorSessionProvider (using "FIX.x.x", "*", "*"), but it seems too general.

Thank you,
Wei-Jen

Re: [Quickfix-developers] cqg configuration

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

Try to remove SocketAcceptPort in the DEFAULT section.
SocketAcceptPort is only used in conjunction with a SocketAcceptor.
Since you are the initiator, you don't need that.

Dominik
On Tuesday, April 12, 2011 at 3:29 PM, Doug and Marcia Green wrote: 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Does anyone have a working configuration file for connecting to CQG
> that you can share with me.
> 
> I'm new to FIX, but I am an experienced C++ and open source developer.
> 
> My current configuration file is below. I get the error
> "Configuration failed: No sessions defined for acceptor" I have also
> tried defining the [SESSION] with ConnectionType=acceptor. When I do
> that, the toAdmin() virtual function does not get called. I just made
> up the SocketAcceptPort number, I'm not sure if that is the right
> thing to do. The SocketConnectPort and SocketConnectHost was given to
> me by CQG. I'm not sure about the StartTime and EndTime; I trade the
> Euro currency 23 hours a day, so start and end times don't make much
> sense unless FIX understands starting at 6pm and stopping at 5pm.
> 
> [DEFAULT]
> ConnectionType=initiator
> ReconnectInterval=60
> FileStorePath=C:\GTG\FIX
> FileLogPath=C:\GTG\FIX\FIX.log
> SocketAcceptPort=53211
> 
> [SESSION]
> BeginString=FIX.4.2
> DataDictionary=C:\GTG\FIX\FIX42.xml
> HeartBtInt=20
> SocketConnectPort=6912
> SocketConnectHost=demo.cqgtrader.com
> TargetCompID=CQG_Gateway
> SenderCompID=[my cqg user]
> SenderSubID=Test FIX
> StartTime=00:00:00
> EndTime=23:59:59
> 
> Since the toAdmin() function isn't getting called, the content of that
> function is moot at this point. But this is what I have:
> 
> void CFIX::toAdmin(FIX::Message& message, const FIX::SessionID& id)
> {
>  m_pAPI->Log("toAdmin");
>  if (FIX::MsgType_Logon == FIELD_GET_REF(message.getHeader(), MsgType))
>  {
>  FIX::RawData field_rawData("mycqgpass");
>  FIX::RawData field_userName("myfixuser");
>  FIX::RawData field_password("myfixpass");
>  message.setField(field_rawData);
>  message.setField(field_userName);
>  message.setField(field_password);
>  }
> }
> 
> Any help is much appreciated. Thanks!
> 
> Doug Green
> douggreenconsulting.com
> dou...@do...
> dou...@gm...
> 
> ------------------------------------------------------------------------------
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> 

[Quickfix-developers] cqg configuration

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

Does anyone have a working configuration file for connecting to CQG
that you can share with me.

I'm new to FIX, but I am an experienced C++ and open source developer.

My current configuration file is below.  I get the error
"Configuration failed: No sessions defined for acceptor"  I have also
tried defining the [SESSION] with ConnectionType=acceptor.  When I do
that, the toAdmin() virtual function does not get called.  I just made
up the SocketAcceptPort number, I'm not sure if that is the right
thing to do.  The SocketConnectPort and SocketConnectHost was given to
me by CQG.  I'm not sure about the StartTime and EndTime; I trade the
Euro currency 23 hours a day, so start and end times don't make much
sense unless FIX understands starting at 6pm and stopping at 5pm.

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
FileStorePath=C:\GTG\FIX
FileLogPath=C:\GTG\FIX\FIX.log
SocketAcceptPort=53211

[SESSION]
BeginString=FIX.4.2
DataDictionary=C:\GTG\FIX\FIX42.xml
HeartBtInt=20
SocketConnectPort=6912
SocketConnectHost=demo.cqgtrader.com
TargetCompID=CQG_Gateway
SenderCompID=[my cqg user]
SenderSubID=Test FIX
StartTime=00:00:00
EndTime=23:59:59

Since the toAdmin() function isn't getting called, the content of that
function is moot at this point.  But this is what I have:

void CFIX::toAdmin(FIX::Message& message, const FIX::SessionID& id)
{
	m_pAPI->Log("toAdmin");
	if (FIX::MsgType_Logon == FIELD_GET_REF(message.getHeader(), MsgType))
	{
		FIX::RawData field_rawData("mycqgpass");
		FIX::RawData field_userName("myfixuser");
		FIX::RawData field_password("myfixpass");
		message.setField(field_rawData);
		message.setField(field_userName);
		message.setField(field_password);
	}
}

Any help is much appreciated.  Thanks!

Doug Green
douggreenconsulting.com
dou...@do...
dou...@gm...

[Quickfix-developers] quickfix (python) sessionsettings initialize with fix.sessionid and fix.dictionary

[Tripathi, B. <bib...@jp...>]

Hi folks,

I am having issues with initializing my quickfix sessionsettings with a sessionid and a dictionary. The quickfix version is in python.

global sessionSettings
    sessionSettings = quickfix.SessionSettings()

    try:
        sessionSettings.set(sessionID, dict)
        sessionDict = sessionSettings.get(sessionID)
        logger.info('sessionDict  %s ' % sessionDict.getString('FileLogPath'))
    except quickfix.ConfigError, e:
        logger.info('quickfix.ConfigError :%s ' % e)

However, I keep getting the error:

ERROR Configuration failed: FileLogPath not defined

I cannot use a config file to initialise my SessionSettings. I must use a dictionary, which I then use to populate my quickfix.Dictionary and use that in initializing my SessionSettings.

I learned that there was some issue with FileLogPath being place in Non Default area in the config file. But how can the same error appear when I am not using a file, but a dictionary for config?

Thanks,
BT




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Re: [Quickfix-developers] Incorrect data format for value?

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

Nevermind.
Figured.
Sorry for the noise.



----- Original Message ----
From: Hei Chan <str...@ya...>
To: qui...@li...; 
qui...@li...
Sent: Sun, March 27, 2011 10:44:49 PM
Subject: [Quickfix-developers] Incorrect data format for value?

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

Hi,

For some unknown reasons, one of the incoming FIX messages got rejected by 
QuickFIX/C++ (latest build):

20110328-05:11:24.553 : 
8=FIX.4.4^A9=127^A35=3^A34=3^A49=[senderCompID]^A52=20110328-05:11:24.553^A56=[targetCompID]^A45=2^A58=Incorrect

data format for value^A371=926^A372=BF^A373=6^A10=251^A

QuickFIX complained that the tag value of tag 926 (UserStatus) had a bad format:
20110328-03:56:11.085 : 
8=FIX.4.4^A9=210^A35=BF^A34=2^A49=[senderCompID]^A50=[subID]^A52=20110328-03:56:10.525^A56=[targetCompID]^A553=[username]^A923=[requestID]^A926=1^A927=0


U10D1_2Ak6uglHABL6VYjbjq9GSHA1mwRf1JqC6aXcVK7khigjmhuBtu728MC1Lp;20;342361;^A10=083^A



I have checked my dictionary file, but I don't see anything wrong tho:
  <message name='UserResponse' msgcat='app' msgtype='BF'>
   <field name='UserRequestID' required='Y' />
   <field name='Username' required='Y' />
   <field name='UserStatus' required='N' />
   <field name='UserStatusText' required='N' />
  </message>
.
.
.
  <field number='926' name='UserStatus' type='INT'>
   <value enum='1' description='LOGGEDIN' />
   <value enum='2' description='NOTLOGGEDIN' />
   <value enum='3' description='USERNOTRECOGNISED' />
   <value enum='4' description='PASSWORDINCORRECT' />
   <value enum='5' description='PASSWORDCHANGED' />
   <value enum='6' description='OTHER' />
  </field>

Any idea?

Thanks in advance.


Cheers,
Hei



      

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[Quickfix-developers] Incorrect data format for value?

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

Hi,

For some unknown reasons, one of the incoming FIX messages got rejected by 
QuickFIX/C++ (latest build):

20110328-05:11:24.553 : 
8=FIX.4.4^A9=127^A35=3^A34=3^A49=[senderCompID]^A52=20110328-05:11:24.553^A56=[targetCompID]^A45=2^A58=Incorrect
 data format for value^A371=926^A372=BF^A373=6^A10=251^A

QuickFIX complained that the tag value of tag 926 (UserStatus) had a bad format:
20110328-03:56:11.085 : 
8=FIX.4.4^A9=210^A35=BF^A34=2^A49=[senderCompID]^A50=[subID]^A52=20110328-03:56:10.525^A56=[targetCompID]^A553=[username]^A923=[requestID]^A926=1^A927=0

U10D1_2Ak6uglHABL6VYjbjq9GSHA1mwRf1JqC6aXcVK7khigjmhuBtu728MC1Lp;20;342361;^A10=083^A


I have checked my dictionary file, but I don't see anything wrong tho:
  <message name='UserResponse' msgcat='app' msgtype='BF'>
   <field name='UserRequestID' required='Y' />
   <field name='Username' required='Y' />
   <field name='UserStatus' required='N' />
   <field name='UserStatusText' required='N' />
  </message>
.
.
.
  <field number='926' name='UserStatus' type='INT'>
   <value enum='1' description='LOGGEDIN' />
   <value enum='2' description='NOTLOGGEDIN' />
   <value enum='3' description='USERNOTRECOGNISED' />
   <value enum='4' description='PASSWORDINCORRECT' />
   <value enum='5' description='PASSWORDCHANGED' />
   <value enum='6' description='OTHER' />
  </field>

Any idea?

Thanks in advance.


Cheers,
Hei



      

[Quickfix-developers] ThreadedSocketInitiator vs SocketInitiator

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

Hi,

I am trying to make sure that I understand the differences between those 2 (may 
I assume that 1.13.x and 1.12.x behavor the same for those 2 classes?).

I have searched online, and read this post: 
http://permalink.gmane.org/gmane.comp.finance.quickfix.devel/3536

It seems like they behave IF I put multiple session settings in one file and 
pass it to ThreadedSocketInitiator, or I put each session setting into 
individual file (hence, individual SessionConfig object) and pass it to a 
different SocketInitiator.

Is there any other difference?

Thanks in advance.


Cheers,
Hei



      

[Quickfix-developers] select() does not return < 0 when working on closed sockets

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

Guys,

I am using quickfix on FreeBSD 8.1 and saw an issue where the select() 
system call on a socket that has
been closed with close() before does not return with a value < 0. This 
happens, whenever a thread context
switch happens between the close() and select().

This is probably a bug in FreeBSD and I will address that in the 
appropriate mailing list.

Nevertheless I have written and attached a small patch for quickfix that 
fixes this behaviour as I am not
sure if one can rely on the return value of select() for all OS'es.


Cheers,
Heri


--- ThreadedSocketConnection.cpp.orig   2011-03-16 15:06:42.000000000 +0100
+++ ThreadedSocketConnection.cpp        2011-03-16 15:08:01.000000000 +0100
@@ -85,6 +85,11 @@

    try
    {
+    // workaround if we find that select on closed sockets does
+    // not return < 0. happens e.g. on FreeBSD 8.1-RELEASE
+    if( m_disconnect )
+      return false;
+
      // Wait for input (1 second timeout)
      int result = select( 1 + m_socket, &readset, 0, 0, &timeout );

[Quickfix-developers] Blocking in connect()?

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

Hi,

I am using the latest QF C++.

It is kind of odd that the connection thread in QF is stuck at connect() (which 
is Utility.cpp:165)

[Switching to thread 2 (Thread 0x4833e940 (LWP 10595))]#0  0x00000035bd20dbbb in 
connect () from /lib64/libpthread.so.0
(gdb) bt
#0  0x00000035bd20dbbb in connect () from /lib64/libpthread.so.0
#1  0x00002b263308567b in FIX::socket_connect (socket=111, address=<value 
optimized out>, port=<value optimized out>) at Utility.cpp:165
#2  0x00002b263302ab4f in FIX::SocketConnector::connect (this=0x1ecd8c0, 
address=..., port=8091, noDelay=false, sendBufSize=0, rcvBufSize=0) at 
SocketConnector.cpp:115
#3  0x00002b263303829a in FIX::SocketInitiator::doConnect (this=0x1ecd610, 
s=..., d=<value optimized out>) at SocketInitiator.cpp:154
#4  0x00002b263302ebca in FIX::Initiator::connect (this=0x1ecd610) at 
Initiator.cpp:156
#5  0x00002b2633035872 in FIX::SocketInitiator::onStart (this=0x6f) at 
SocketInitiator.cpp:93
#6  0x00002b263302e4ba in FIX::Initiator::startThread (p=0x6f) at 
Initiator.cpp:336
#7  0x00000035bd20673d in start_thread () from /lib64/libpthread.so.0
#8  0x00000035bc6d3f6d in clone () from /lib64/libc.so.6

I thought that it wouldn't block.

Any hint?

Thanks in advance.


Cheers,
Hei



      

[Quickfix-developers] Modifying messages with MessageCracker

[Mark W. <scr...@go...>]

I'm implementing toAdmin in the Application interface to modify the
Logon message to add username and password. I noticed that in the
message cracker it provides non-const overloads for modifying
messages. However in the void crack( Message& message,const SessionID&
sessionID,const BeginString& beginString ) implementation when
downcasting the message it casts it to the const version. e.g. at line
122 in version 1.33.3 it says
((FIX44::MessageCracker&)(*this)).crack((const FIX44::Message&)
message, sessionID);. So it calls the const overload in the per fix
version MessageCracker. Is it possible to change this to a non-const
downcast? Is there an alternative method I should be using instead?

Thanks,

Mark

P.S. Apologies if this ends up posted twice. Had my from address set
incorrectly (gmail vs googlemail) on the first attempt and think it
was dropped.

[Quickfix-developers] bug?

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

Hi,

It seems like SessionID::m_isFIXT isn't reset after someone calls 
SessionID::fromString():

  void fromString( const std::string& str )
  {
    std::string::size_type first =
      str.find_first_of(':');
    std::string::size_type second =
      str.find("->");
    std::string::size_type third =
      str.find_last_of(':');
    if( first == std::string::npos )
      return;
    if( second == std::string::npos )
      return;
    m_beginString = str.substr(0, first);
    m_senderCompID = str.substr(first+1, second - first - 1);
    if( first == third )
    {
      m_targetCompID = str.substr(second+2);
      m_sessionQualifier = "";
    }
    else
    {
      m_targetCompID = str.substr(second+2, third - second - 2);
      m_sessionQualifier = str.substr(third+1);
    }
    toString(m_frozenString);
  }

Am I missing something?  I am using the latest release -- 1.13.3

Thanks in advance.


Cheers,
Hei


      

[Quickfix-developers] checksum error and msg seqno going out of synch

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

Hi
I am using fix 4.4, in FX options application. Issue is when I send 2 leg quote, client reports checksum error 'espected checksum doesn't match with received checksum'. After this msg seq no goesh out of synch and hench its get into iterative loop of resend request and keep reporting msg seq no is not same as expected.
I think what is happening is qf client is not updating msg seq no when checksum error is reported and hence seq no of next msg from server is not as expected by client.
Please not checksum computed by client is always 1 less than it is in msg tag 10.
Any pointers/help would be highly appreciated.
Thanks
Nilesh

 


-----------------------------
From:	Joh...@di...
Subject:	[Quickfix-developers] Log backup in C++
Date:		16th February 2011 3:25 pm

Hi everybody,

can You maybe provide me with a C++ - code-example on how to do a 
log-switch with the FileLog::backup() method?
I have implemented an initiator with FileLogFactory and FileLogBackupPath 
properly set in the configuration file, but so far it does not work.....


Any helpful hints would be highly appreciated!

Cheers,
Hannes




Johannes Grimm
--------------------------------------------------------------------------------------
DIE SOFTWARE Peter Fitzon GmbH
Im Klosterbauhof 3
85560 Ebersberg

Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
Fax: +49 (0) 80 92 / 86 17  - 373

Schweiz
Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
Fax: +41 (0) 43 / 48 83 - 373

mailto:joh...@di...
Internet: http://www.die-software.com

 Geschäftsführer:  Peter Fitzon, Klaus J. Friese
Registergericht: Amtsgericht  München,  HRB 101848
--------------------------------------------------------------------------------------

[Quickfix-developers] Log backup in C++

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

Hi everybody,

can You maybe provide me with a C++ - code-example on how to do a 
log-switch with the FileLog::backup() method?
I have implemented an initiator with FileLogFactory and FileLogBackupPath 
properly set in the configuration file, but so far it does not work.....


Any helpful hints would be highly appreciated!

Cheers,
Hannes




Johannes Grimm
--------------------------------------------------------------------------------------
DIE SOFTWARE Peter Fitzon GmbH
Im Klosterbauhof 3
85560 Ebersberg

Deutschland
Tel.-Zentrale:    +49 (0) 80 92 / 86 17 - 0
Tel.-Durchwahl: +49 (0) 80 92 / 86 17 - 173
Fax: +49 (0) 80 92 / 86 17  - 373

Schweiz
Tel.-Zentrale: +41 (0) 43 / 48 83 - 000
Tel.-Durchwahl: +41 (0) 43 / 48 83 - 173
Fax: +41 (0) 43 / 48 83 - 373

mailto:joh...@di...
Internet: http://www.die-software.com

Geschäftsführer: Peter Fitzon, Klaus J. Friese
Registergericht: Amtsgericht München, HRB 101848
--------------------------------------------------------------------------------------

[Quickfix-developers] How can I know how filled is the QF message buffer?

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

Hello

I'm using c# with the latest QF. I would like to know if there is a way from
c# to know the current size or how fill is the message buffer?

(I have a bunch of actions that I do between 2 messages and sometime I have
too many actions to do and can't be fast enough so the buffer fill up and
everything start to fall apart. I can disable dynamically some actions
depending of the volume of fix message coming, how can I know how filled is
the message buffer?...I would like my app to be as fast as possible so I
need to know if the buffer is empty, 1 or 2 message need to be processed or
if it is like 10 or more and keep growing so I can disable some actions)

thanks for your help

W

[Quickfix-developers] Antwort: Re: why error?

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

Yes exactly! My programms initialize and work with two DDs (session DD and 
application DD) with 
FIX::DataDictionary my_sdd("path_to_QF/spec/FIXT11.xml") 
and 
FIX::DataDictionary my_add("path_to_QF/spec/FIX50SP2.xml").

-Hannes






Von:
Grant Birchmeier <gbi...@co...>
An:
Joh...@di...
Kopie:
qui...@li...
Datum:
03.02.2011 15:29
Betreff:
Re: [Quickfix-developers] why error?



I don't think you should need 447 and 452, as they are both optional.

One thing I can think of: 453 starts a repeating group.  Are you 
explicitly configuring a DataDictionary for whatever QF component is 
performing your validation?  Without a DD, QF can't read messages that 
have repeating groups.

-Grant


On Thu, Feb 3, 2011 at 6:57 AM, <Joh...@di...> wrote:
QuickFIX Documentation: 
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html


Hi everybody, 

i have written a little routine for validation of a FIX-message(-body) 
against one of the QuickFIX definition files, that come with QuickFIX. I 
am doing the validation with the standard FIX::DataDictionary::validate() 
member function. 
This routine gives me an error for the above message and I can not 
understand why. Even when I am adding tag 447 and tag 452 to the message I 
receive errors. 

Can anybody help me understand this? 

~/tmp> ./checker ./mq_message.txt 50 

IN: 35=D49=OBSM56=BHBTST128=BAADER52=20101222-09:00:2011=WWND 
00142441=000809400122=8461=O55=ODAX541=20110121202=6600.000000000968=0005206=0201=1207=XEUR21=1100=XEUR54=238=5.000453=1448=900000440=115=EUR59=6432=2010123060=20101222-09:00:209595=00012629 


set BeginString = FIXT.1.1 
set BodyLength = 277 
set CheckSum = 143 

Message erroneous: Tag not defined for this message type: 448 



Thanks in advance, 
Hannes 

        
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Re: [Quickfix-developers] why error?

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

I don't think you should need 447 and 452, as they are both optional.

One thing I can think of: 453 starts a repeating group.  Are you explicitly
configuring a DataDictionary for whatever QF component is performing your
validation?  Without a DD, QF can't read messages that have repeating
groups.

-Grant


On Thu, Feb 3, 2011 at 6:57 AM, <Joh...@di...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi everybody,
>
> i have written a little routine for validation of a FIX-message(-body)
> against one of the QuickFIX definition files, that come with QuickFIX. I am
> doing the validation with the standard FIX::DataDictionary::validate()
> member function.
> This routine gives me an error for the above message and I can not
> understand why. Even when I am adding tag 447 and tag 452 to the message I
> receive errors.
>
> Can anybody help me understand this?
>
> ~/tmp> ./checker ./mq_message.txt 50
>
> IN: 35=D49=OBSM56=BHBTST128=BAADER52=20101222-09:00:2011=WWND
> 00142441=000809400122=8461=O55=ODAX541=20110121202=6600.000000000968=0005206=0201=1207=XEUR21=1100=XEUR54=238=5.000453=1448=900000440=115=EUR59=6432=2010123060=20101222-09:00:209595=00012629
>
> set BeginString = FIXT.1.1
> set BodyLength = 277
> set CheckSum = 143
>
> Message erroneous: Tag not defined for this message type: 448
>
>
>
> Thanks in advance,
> Hannes
>
>
>
> ------------------------------------------------------------------------------
> Special Offer-- Download ArcSight Logger for FREE (a $49 USD value)!
> Finally, a world-class log management solution at an even better
> price-free!
> Download using promo code Free_Logger_4_Dev2Dev. Offer expires
> February 28th, so secure your free ArcSight Logger TODAY!
> http://p.sf.net/sfu/arcsight-sfd2d
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] why error?

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

35=D
49=OBSM
56=BHBTST
128=BAADER
52=20101222-09:00:20
11=WWND 00014244
1=0008094001
22=8
461=O
55=ODAX
541=20110121
202=6600.000000000
968=0005
206=0
201=1
207=XEUR
21=1
100=XEUR
54=2
38=5.000
453=1
448=9000004
40=1
15=EUR
59=6
432=20101230
60=20101222-09:00:20
9595=00012629

[Quickfix-developers] QuickFix with MinGW

[BFunk <ben...@gm...>]

Hi,

has anyone managed to use QuickFix with MinGW under Windows? Is it possible
to change the source code of QuickFix that it does?

Thanks

Benedikt
-- 
View this message in context: http://old.nabble.com/QuickFix-with-MinGW-tp30808590p30808590.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] DLL differences

[Jônatas D. P. <jon...@gm...>]

Hi, I'm MetaTrader Developer try to use that with QuickFix with MQL5. Some
one already put it working?

There is any kind of special QuickFix DLL for MQL?

thanks in advance.

-- 
atenciosamente,

Jônatas Davi Paganini.

--
site: http://ideia.me
cel: (46) 9911-7879
skype: jonatas.paganini

Re: [Quickfix-developers] ValidateFieldsHaveValues=N

[George T. <GT...@rb...>]

An ugly work around for this is to comment out the message validation in Session.cpp.  There is probably a cleaner way. I did this because I just deal with exec reports and did not want any rejects.

Sent via DROID on Verizon Wireless


-----Original message-----
From: Scott Kathrein <sc...@la...>
To: Quickfix Developers List <qui...@li...>
Sent: Tue, Jan 18, 2011 22:48:28 GMT+00:00
Subject: [Quickfix-developers] ValidateFieldsHaveValues=N

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

[Quickfix-developers] ValidateFieldsHaveValues=N

[Scott K. <sc...@la...>]

I find that this setting doesn't work when UseDataDictionary=N

Tracing through the code, I see that the three Validate settings (*
ValidateFieldsOutOfOrder, **ValidateFieldsHaveValues, **
ValidateUserDefinedFields)* are not even checked at all when
UseDataDictionary is false.  In the code, I see that a default constructed
"DataDictionary emptyDataDictionary;" is used from DataDictionaryProvider,
which has

bool m_checkFieldsOutOfOrder;
bool m_checkFieldsHaveValues;
bool m_checkUserDefinedFields;

all set to true, and this empty data dictionary is used to do validation on
the message. Of course, I do not want any validation to be done on the
message(!), beyond the basics. Is this a known bug?

I love quickfix and I think it's beautifully constructed. I've already
commandeered its HTTP server for my own front end to my application, and I
plan to do other things with the logging as well! Be nice if some of these
things were better tested.. maybe I can do my part here..

Scott