quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Field missing in latest SecurityType.java

[Min T. <mi...@op...>]

I know the new changes are for FIX4.3 spec, but I am not sure putting those
fields of previous versions in deprecated directory is a proper way. Many
institutions are still using old version such as FIX4.0. For those users
this Java QuickFix simply does compile. I think one way to make them all
work is creating a new package calle "fix40to42" and move all classes under
deprecated to this new directory. Same idea can also apply to enumerations.
If you do want to deprecate those enumerations such as OPTION and FUTURE in
SecurityType.java, I believe commenting them out is better than deleting
them. At lease I can easily tell you did this intentionally and they were
all deprecated.


----- Original Message -----
From: <OM...@th...>
To: <mi...@op...>
Cc: <qui...@li...>;
<qui...@li...>
Sent: Friday, February 28, 2003 8:24 PM
Subject: Re: [Quickfix-developers] Field missing in latest SecurityType.java


>
> Yes and yes.
>
> Deprecated fields are ones whose names have changed.  For instance
> LastShares became LastQty.  Although LastShares is in the deprecated
> subdirectory, it is in the same package of LastQty, so you don't need to
do
> anything special to pull them in.  Its just a way to show that its use has
> been dropped in newer versions of the spec.
>
> Having these allows you to use LastShares when dealing with older versions
> of the spec, and use LastQty when dealing with newer versions (in fact you
> must do it this way or the compiler will complain).
>
> Concerning FUT and OPT, this is in accordance with FIX 4.3:
>
> It is recommended that CFICode be used instead of SecurityType for
> non-Fixed Income instruments.
>
> Futures  and  Options  should  be  specified  using  the CFICode[461]
field
> instead  of  SecurityType[167]  (Refer  to  Volume  7 ? Recommendations
and
> Guidelines for Futures and Options Markets.")
>
> I   haven't   yet   determined   how  to  handle  deprecated
enumerations.
> Suggestions  would  be  welcome  from  anybody. For now, If you need to
use
> them, you can manually add them or just pass in "OPT" and "FUT".
>
>
> --oren
>
>
> |---------+----------------------------------------------->
> |         |           Min Tang <mi...@op...>    |
> |         |           Sent by:                            |
> |         |           qui...@li...ur|
> |         |           ceforge.net                         |
> |         |                                               |
> |         |                                               |
> |         |           02/28/2003 07:00 PM                 |
> |         |                                               |
> |---------+----------------------------------------------->
>
>---------------------------------------------------------------------------
-------------------|
>   |
|
>   |       To:       qui...@li...
|
>   |       cc:
|
>   |       Subject:  [Quickfix-developers] Field missing in latest
SecurityType.java              |
>
>---------------------------------------------------------------------------
-------------------|
>
>
>
>
> I cannot find Option and Future in latest SecurityType.java. Some classes
> under deprecated directory are still using by classes in other directory.
> Are these intentional updates?
>
>
>
>
>
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
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Re: [Quickfix-developers] Field missing in latest SecurityType.java

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

Yes and yes.

Deprecated fields are ones whose names have changed.  For instance
LastShares became LastQty.  Although LastShares is in the deprecated
subdirectory, it is in the same package of LastQty, so you don't need t=
o do
anything special to pull them in.  Its just a way to show that its use =
has
been dropped in newer versions of the spec.

Having these allows you to use LastShares when dealing with older versi=
ons
of the spec, and use LastQty when dealing with newer versions (in fact =
you
must do it this way or the compiler will complain).

Concerning FUT and OPT, this is in accordance with FIX 4.3:

It is recommended that CFICode be used instead of SecurityType for
non-Fixed Income instruments.

Futures  and  Options  should  be  specified  using  the CFICode[461] f=
ield
instead  of  SecurityType[167]  (Refer  to  Volume  7 ? Recommendations=
 and
Guidelines for Futures and Options Markets.")

I   haven't   yet   determined   how  to  handle  deprecated  enumerati=
ons.
Suggestions  would  be  welcome  from  anybody. For now, If you need to=
 use
them, you can manually add them or just pass in "OPT" and "FUT".


--oren


|---------+----------------------------------------------->
|         |           Min Tang <mi...@op...>    |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/28/2003 07:00 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >--------------------------------------------------------------------=
--------------------------|
  |                                                                    =
                          |
  |       To:       qui...@li...          =
                          |
  |       cc:                                                          =
                          |
  |       Subject:  [Quickfix-developers] Field missing in latest Secur=
ityType.java              |
  >--------------------------------------------------------------------=
--------------------------|




I cannot find Option and Future in latest SecurityType.java. Some class=
es
under deprecated directory are still using by classes in other director=
y.
Are these intentional updates?


=

[Quickfix-developers] Field missing in latest SecurityType.java

[Min T. <mi...@op...>]

I cannot find Option and Future in latest SecurityType.java. Some classes under deprecated directory are still using by classes in other directory. Are these intentional updates?

RE: [Quickfix-developers] checking for field before getting it?

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

Understood.  That is why the method was added to C++ to begin with.  I was trying to give a workaround until the JNI code is created.  If you want you want a little better flow you can write a method like this in the base message class: 
boolean isSet( Class fieldClass ) { 

      Field field = (Field)fieldClass.newInstance();
      try { 
            getField( field ); 
            return true; 
      } 
      catch( FieldNotFound fnf ) {} 
      return false; 
} 

then you can write your if statement like this.

if( inMsg.isSet(SecurityExchange.class) mSecurityDesc = inMsg.getSecurityDesc;

Again.  Ugly and inneficient, but temporary workaround.

 Rob Kulseth <ro...@ri...> wrote: 
I wanted to try to avoid having to wrap each attempt to extract a tag with a try catch statment. That is what I would have to do in order to ensure I can adiquitly handle all messages from my counterparty, while still extracting the maximum amount of data I can from each message. If there is no SecurityDesc, It isn't a big deal, I would still like to continue to process the message. however, if there is a SecurityDesc, I would like to know what is is. Maybe I'm just being lazy, but it dosent make sense to me to add four lines of code for each attempted extraction, when i can just use one to check for the field before trying to extract it. something like

if(inMsg.SecurityDescIsPresent) mSecurityDesc = inMsg.getSecurityDesc();

rather than

try{
mSecurityDesc = inMsg.getSecurityDesc();
}
catch(FieldNotFound e){
//do nothing, really.
}


-----Original Message-----
From: Bishop, Barry [mailto:Bar...@gs...]
Sent: Friday, February 28, 2003 12:09 PM
To: Rob Kulseth
Subject: RE: [Quickfix-developers] checking for field before getting it?


Hi Rob,

I assume something is going wrong when you try and extract a value for a tag
that is not in the message.

Are you catching FieldNotFound exception?

This will be thrown if your tag is not present. If you catch this for each
non-mandatory field you try to access then you can handle a missing tag
there.

Does that make sense?

Best of luck,
barry


-----Original Message-----
From: Rob Kulseth [mailto:ro...@ri...]
Sent: 28 February 2003 17:59
To: Qui...@li...
Subject: [Quickfix-developers] checking for field before getting it?


is there a way to check if a field exists in a message before trying to
extract it. For example the following code extracts FIX info into a data
structure. if one of the fields I try to extract are missing, my app will
send a reject message. without looking at the actual fix message string, I
would like to see if a field is there before I try to get it. If a
particular field is not there, I can maybe fill it in with the correct data.
Any help would be appreciated.

public void Update(Fix42.SecurityStatus inMsg){
if(inMsg != null)
{
mSymbol = inMsg.getSymbol();
mSecurityID = inMsg.getSecurityID();
mSecurityType = inMsg.getSecurityType();
mTradingSessionID = inMsg.getTradingSessionID();
mUnsolicitedUndicator = inMsg.getUnsolicitedIndicator();
mSecurityTradingstatus = inMsg.getSecurityTradingStatus();
//mTransactTime = inMsg.getTransactTime();
//mSecurityExchange = inMsg.getSecurityExchange();
//mSecurityDesc = inMsg.getSecurityDesc();
switch(mSecurityType.getValue())
{
case "OPT":
mMaturityMonthYear = inMsg.getMaturityMonthYear();
mMaturityDay = inMsg.getMaturityDay();
mPutOrCall = inMsg.getPutOrCall();
mStrikePrice = inMsg.getStrikePrice();
break;
case "FUT":
mMaturityMonthYear = inMsg.getMaturityMonthYear();
mMaturityDay = inMsg.getMaturityDay();
break;
}
} 
}


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RE: [Quickfix-developers] checking for field before getting it?

[Rob K. <ro...@ri...>]

I wanted to try to avoid having to wrap each attempt to extract a tag =
with a try catch statment.  That is what I would have to do in order to =
ensure I can adiquitly handle all messages from my counterparty, while =
still extracting the maximum amount of data I can from each message. If =
there is no SecurityDesc, It isn't a big deal, I would still like to =
continue to process the message.  however, if there is a SecurityDesc, I =
would like to know what is is.  Maybe I'm just being lazy, but it dosent =
make sense to me to add four lines of code for each attempted =
extraction, when i can just use one to check for the field before trying =
to extract it.  something like

if(inMsg.SecurityDescIsPresent) mSecurityDesc =3D =
inMsg.getSecurityDesc();

rather than

try{
	mSecurityDesc =3D inMsg.getSecurityDesc();
}
catch(FieldNotFound e){
	//do nothing, really.
}


-----Original Message-----
From: Bishop, Barry [mailto:Bar...@gs...]
Sent: Friday, February 28, 2003 12:09 PM
To: Rob Kulseth
Subject: RE: [Quickfix-developers] checking for field before getting it?


Hi Rob,

I assume something is going wrong when you try and extract a value for a =
tag
that is not in the message.

Are you catching FieldNotFound exception?

This will be thrown if your tag is not present. If you catch this for =
each
non-mandatory field you try to access then you can handle a missing tag
there.

Does that make sense?

Best of luck,
barry


-----Original Message-----
From: Rob Kulseth [mailto:ro...@ri...]
Sent: 28 February 2003 17:59
To: Qui...@li...
Subject: [Quickfix-developers] checking for field before getting it?


is there a way to check if a field exists in a message before trying to
extract it.  For example the following code extracts FIX info into a =
data
structure.  if one of the fields I try to extract are missing, my app =
will
send a reject message.  without looking at the actual fix message =
string, I
would like to see if a field is there before I try to get it.  If a
particular field is not there, I can maybe fill it in with the correct =
data.
Any help would be appreciated.

public void Update(Fix42.SecurityStatus inMsg){
if(inMsg !=3D null)
{
	mSymbol =3D inMsg.getSymbol();
	mSecurityID =3D inMsg.getSecurityID();
	mSecurityType =3D inMsg.getSecurityType();
	mTradingSessionID =3D inMsg.getTradingSessionID();
	mUnsolicitedUndicator =3D inMsg.getUnsolicitedIndicator();
	mSecurityTradingstatus =3D inMsg.getSecurityTradingStatus();
	//mTransactTime =3D inMsg.getTransactTime();
	//mSecurityExchange =3D inMsg.getSecurityExchange();
	//mSecurityDesc =3D inMsg.getSecurityDesc();
	switch(mSecurityType.getValue())
	{
		case "OPT":
			mMaturityMonthYear =3D inMsg.getMaturityMonthYear();
			mMaturityDay =3D inMsg.getMaturityDay();
			mPutOrCall =3D inMsg.getPutOrCall();
			mStrikePrice =3D inMsg.getStrikePrice();
		break;
		case "FUT":
			mMaturityMonthYear =3D inMsg.getMaturityMonthYear();
			mMaturityDay =3D inMsg.getMaturityDay();
			break;
		}
	}=09
}


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RE: [Quickfix-developers] checking for field before getting it?

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

When I include <Application.h> in my process and attach quickfix.lib to
the project.
I am getting winsock errors... Do I miss something.

Thanks in advance


/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Rob Kulseth
/Sent: Friday, February 28, 2003 12:59 PM
/To: Qui...@li...
/Subject: [Quickfix-developers] checking for field before getting it?
/
/is there a way to check if a field exists in a message before trying to
/extract it.  For example the following code extracts FIX info into a
data
/structure.  if one of the fields I try to extract are missing, my app
will
/send a reject message.  without looking at the actual fix message
string, I
/would like to see if a field is there before I try to get it.  If a
/particular field is not there, I can maybe fill it in with the correct
/data.  Any help would be appreciated.
/
/public void Update(Fix42.SecurityStatus inMsg){
/if(inMsg != null)
/{
/	mSymbol = inMsg.getSymbol();
/	mSecurityID = inMsg.getSecurityID();
/	mSecurityType = inMsg.getSecurityType();
/	mTradingSessionID = inMsg.getTradingSessionID();
/	mUnsolicitedUndicator = inMsg.getUnsolicitedIndicator();
/	mSecurityTradingstatus = inMsg.getSecurityTradingStatus();
/	//mTransactTime = inMsg.getTransactTime();
/	//mSecurityExchange = inMsg.getSecurityExchange();
/	//mSecurityDesc = inMsg.getSecurityDesc();
/	switch(mSecurityType.getValue())
/	{
/		case "OPT":
/			mMaturityMonthYear =
inMsg.getMaturityMonthYear();
/			mMaturityDay = inMsg.getMaturityDay();
/			mPutOrCall = inMsg.getPutOrCall();
/			mStrikePrice = inMsg.getStrikePrice();
/		break;
/		case "FUT":
/			mMaturityMonthYear =
inMsg.getMaturityMonthYear();
/			mMaturityDay = inMsg.getMaturityDay();
/			break;
/		}
/	}
/}
/
/
/-------------------------------------------------------
/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

Re: [Quickfix-developers] checking for field before getting it?

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

In C++ there is a isSetField and isSet methods.  It just got overlooked when creating the Java API.  It will be added at some point.  In the meantime you can use exception handling to do the same thing. 
try { 
      mSecurityExchange = inMsg.getSecurityExchange();
}
catch( FieldNotFound fnf ) { 
      mSecurityExchange = DEFAULT_EXCHANGE;
}

You can also throw fnf back up if you decide you can't determine an appropriate default value.

 Rob Kulseth <ro...@ri...> wrote: is there a way to check if a field exists in a message before trying to extract it. For example the following code extracts FIX info into a data structure. if one of the fields I try to extract are missing, my app will send a reject message. without looking at the actual fix message string, I would like to see if a field is there before I try to get it. If a particular field is not there, I can maybe fill it in with the correct data. Any help would be appreciated.

public void Update(Fix42.SecurityStatus inMsg){
if(inMsg != null)
{
mSymbol = inMsg.getSymbol();
mSecurityID = inMsg.getSecurityID();
mSecurityType = inMsg.getSecurityType();
mTradingSessionID = inMsg.getTradingSessionID();
mUnsolicitedUndicator = inMsg.getUnsolicitedIndicator();
mSecurityTradingstatus = inMsg.getSecurityTradingStatus();
//mTransactTime = inMsg.getTransactTime();
//mSecurityExchange = inMsg.getSecurityExchange();
//mSecurityDesc = inMsg.getSecurityDesc();
switch(mSecurityType.getValue())
{
case "OPT":
mMaturityMonthYear = inMsg.getMaturityMonthYear();
mMaturityDay = inMsg.getMaturityDay();
mPutOrCall = inMsg.getPutOrCall();
mStrikePrice = inMsg.getStrikePrice();
break;
case "FUT":
mMaturityMonthYear = inMsg.getMaturityMonthYear();
mMaturityDay = inMsg.getMaturityDay();
break;
}
} 
}


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Welcome to geek heaven.
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[Quickfix-developers] checking for field before getting it?

[Rob K. <ro...@ri...>]

is there a way to check if a field exists in a message before trying to =
extract it.  For example the following code extracts FIX info into a =
data structure.  if one of the fields I try to extract are missing, my =
app will send a reject message.  without looking at the actual fix =
message string, I would like to see if a field is there before I try to =
get it.  If a particular field is not there, I can maybe fill it in with =
the correct data.  Any help would be appreciated.

public void Update(Fix42.SecurityStatus inMsg){
if(inMsg !=3D null)
{
	mSymbol =3D inMsg.getSymbol();
	mSecurityID =3D inMsg.getSecurityID();
	mSecurityType =3D inMsg.getSecurityType();
	mTradingSessionID =3D inMsg.getTradingSessionID();
	mUnsolicitedUndicator =3D inMsg.getUnsolicitedIndicator();
	mSecurityTradingstatus =3D inMsg.getSecurityTradingStatus();
	//mTransactTime =3D inMsg.getTransactTime();
	//mSecurityExchange =3D inMsg.getSecurityExchange();
	//mSecurityDesc =3D inMsg.getSecurityDesc();
	switch(mSecurityType.getValue())
	{
		case "OPT":
			mMaturityMonthYear =3D inMsg.getMaturityMonthYear();
			mMaturityDay =3D inMsg.getMaturityDay();
			mPutOrCall =3D inMsg.getPutOrCall();
			mStrikePrice =3D inMsg.getStrikePrice();
		break;
		case "FUT":
			mMaturityMonthYear =3D inMsg.getMaturityMonthYear();
			mMaturityDay =3D inMsg.getMaturityDay();
			break;
		}
	}=09
}

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

[Rob K. <ro...@ri...>]

Yes if does.
parse them:
http://quickfix.thoughtworks.com/documentation/receiving_messages.html
=20
compose them:
http://quickfix.thoughtworks.com/documentation/sending_messages.html
=20
I hope this helps.  Good luck.

-----Original Message-----
From: Vamsi Krishna [mailto:Vam...@ib...]
Sent: Friday, February 28, 2003 11:09 AM
To: Rob Kulseth
Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message =
Composer



I did ..just now.. after downloading the stuff.

Does it specifically mention any where how to use the library to parse =
fix message or compose fix message..?

=20

Vamsi

=20

-----Original Message-----
From: Rob Kulseth [mailto:ro...@ri...]=20
Sent: Friday, February 28, 2003 12:00 PM
To: Vamsi Krishna
Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message =
Composer

=20

did you even look at the documentation?

-----Original Message-----
From: Vamsi Krishna [mailto:Vam...@ib...]
Sent: Thursday, February 27, 2003 6:25 PM
To: qui...@li...
Subject: [Quickfix-developers] FIX message Parser and FIX Message =
Composer

Hi

Can I use quickfix.lib to compose a fix message ( I am using C++ version =
of quickfix) and if I can.. how to do it?

=20

Also Can I parse the fix message into object ( say Market data request  =
fix message to a class of Market data request object )

=20

How do I begin

=20

Can somebody help me out.=20

Vamsi

=20

=20

-----Original Message-----
From: qui...@li... =
[mailto:qui...@li...] On Behalf Of =
Bernard Spanger
Sent: Thursday, February 27, 2003 6:16 PM
To: qui...@li...
Subject: [Quickfix-developers] Problems migrating from 1.0.4 to 1.3.2

=20

This week, I finally decided to upgrade from 1.0.4 to 1.3.2 to see how =
it went.  I have a server application and a client application.  The =
server application needed only 1 small change to make it compile.  The =
first arguments to the following 2 functions appear to no longer be =
const:

=20

  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
  void toApp( FIX::Message&, const FIX::SessionID& )

=20

I'm pleased to say that once I made the change, my server application =
compiled and ran through all the scenarios I tested without problems.

=20

My client app has another problem.  It required the same changes, but =
once made, it started blowing up right at the line shown below.  For =
some reason, it is unable to find the session in the collection.  I'll =
trace through tomorrow to see what's going on, but if anyone is aware of =
a change between these releases that would save me the time, I'd be very =
grateful!

=20

=20

bool Session::sendToTarget( Message& message )
throw( SessionNotFound& )
{
  try
  {
    SessionID sessionID =3D message.getSessionID();
    Session* pSession =3D lookupSession( sessionID );
    if ( !pSession ) throw SessionNotFound();    =
----------------------------------------------------------> Right here!
    bool result =3D pSession->send( message );
    return result;
  }
catch ( FieldNotFound& ) { throw SessionNotFound(); }
}

=20

=20

------------------------------------------
Bernard Spanger
bsp...@gx...
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
201-200-3607

=20


  _____ =20


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RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

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

I suggest you read through the installation instructions.  It tells you exactly what output files you get after building for various platforms/languages.
http://quickfix.thoughtworks.com/documentation/install.html
 Vamsi Krishna <Vam...@ib...> wrote:Do we have QuickFix.dll ( meaning ) do we need to statically attach
QuickFix.lib to the process that I am building..?

Thanks
Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Oren Miller
/Sent: Friday, February 28, 2003 10:20 AM
/To: Vamsi Krishna; 'Gene Gorokhovsky'; quickfix-
/dev...@li...
/Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Also note that if you want to use it purely as a
/parser (i.e. reading FIX messages from a file), the
/Message class has a constructor that takes in a FIX
/string and has a setString method.
/
/I like to use this for things like reading in FIX
/logs, writing them out to a stream using toXML, and
/then using XSLT to generate a friendly HTML report.
/
/--- Vamsi Krishna wrote:
/> Thanks Gene
/> I started looking at the leads that you have given.
/> I hope it would be simple.
/>
/> Will keep you posted on this.
/>
/> Vamsi
/>
/> /-----Original Message-----
/> /From:
/> qui...@li...
/> [mailto:quickfix-
/> /dev...@li...] On Behalf
/> Of Gene Gorokhovsky
/> /Sent: Friday, February 28, 2003 1:47 AM
/> /To: Vamsi Krishna;
/> qui...@li...
/> /Subject: Re: [Quickfix-developers] FIX message
/> Parser and FIX Message
/> /Composer
/> /
/> /Yes you can. Begin by RTFM. Study the
/> /fix\quickfix\examples\tradeclient\* and
/> /fix\quickfix\examples\ordermatch\* in the Quickfix
/> /distribution.
/> /To compose a message use constructors of object
/> /FIX46::YourMessageType and use its set method for
/> /non-required fields.
/> /Message-based object you get already parsed in the
/> /Application::fromApp method. If you also derived
/> your
/> /App from MessageCracker, you even get it in a
/> /type-safe way in an onMessage method
/> /Knowing C++ and being able to read code is a
/> /pre-requisite though.
/> /Gene
/> /
/> /--- Vamsi Krishna wrote:
/> /> Hi
/> />
/> /> Can I use quickfix.lib to compose a fix message (
/> I
/> /> am using C++ version
/> /> of quickfix) and if I can.. how to do it?
/> />
/> />
/> />
/> /> Also Can I parse the fix message into object (
/> say
/> /> Market data request
/> /> fix message to a class of Market data request
/> object
/> /> )
/> />
/> />
/> />
/> /> How do I begin
/> />
/> />
/> />
/> /> Can somebody help me out.
/> />
/> /> Vamsi
/> />
/> />
/> /
/> /
/> /__________________________________________________
/> /Do you Yahoo!?
/> /Yahoo! Tax Center - forms, calculators, tips, more
/> /http://taxes.yahoo.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
/>
/>
/>
/>
/-------------------------------------------------------
/> 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!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.com/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
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/https://lists.sourceforge.net/lists/listinfo/quickfix-developers



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RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

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

Do we have QuickFix.dll ( meaning ) do we need to statically attach
QuickFix.lib to the process that I am building..?

Thanks
Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Oren Miller
/Sent: Friday, February 28, 2003 10:20 AM
/To: Vamsi Krishna; 'Gene Gorokhovsky'; quickfix-
/dev...@li...
/Subject: RE: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Also note that if you want to use it purely as a
/parser (i.e. reading FIX messages from a file), the
/Message class has a constructor that takes in a FIX
/string and has a setString method.
/
/I like to use this for things like reading in FIX
/logs, writing them out to a stream using toXML, and
/then using XSLT to generate a friendly HTML report.
/
/--- Vamsi Krishna <Vam...@ib...> wrote:
/> Thanks Gene
/> I started looking at the leads that you have given.
/> I hope it would be simple.
/>
/> Will keep you posted on this.
/>
/> Vamsi
/>
/> /-----Original Message-----
/> /From:
/> qui...@li...
/> [mailto:quickfix-
/> /dev...@li...] On Behalf
/> Of Gene Gorokhovsky
/> /Sent: Friday, February 28, 2003 1:47 AM
/> /To: Vamsi Krishna;
/> qui...@li...
/> /Subject: Re: [Quickfix-developers] FIX message
/> Parser and FIX Message
/> /Composer
/> /
/> /Yes you can. Begin by RTFM. Study the
/> /fix\quickfix\examples\tradeclient\* and
/> /fix\quickfix\examples\ordermatch\* in the Quickfix
/> /distribution.
/> /To compose a message use constructors of object
/> /FIX46::YourMessageType and use its set method for
/> /non-required fields.
/> /Message-based object you get already parsed in the
/> /Application::fromApp method. If you also derived
/> your
/> /App from MessageCracker, you even get it in a
/> /type-safe way in an onMessage method
/> /Knowing C++ and being able to read code is a
/> /pre-requisite though.
/> /Gene
/> /
/> /--- Vamsi Krishna <Vam...@ib...> wrote:
/> /> Hi
/> />
/> /> Can I use quickfix.lib to compose a fix message (
/> I
/> /> am using C++ version
/> /> of quickfix) and if I can.. how to do it?
/> />
/> />
/> />
/> /> Also Can I parse the fix message into object (
/> say
/> /> Market data request
/> /> fix message to a class of Market data request
/> object
/> /> )
/> />
/> />
/> />
/> /> How do I begin
/> />
/> />
/> />
/> /> Can somebody help me out.
/> />
/> /> Vamsi
/> />
/> />
/> /
/> /
/> /__________________________________________________
/> /Do you Yahoo!?
/> /Yahoo! Tax Center - forms, calculators, tips, more
/> /http://taxes.yahoo.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
/>
/>
/>
/>
/-------------------------------------------------------
/> 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!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.com/
/
/
/-------------------------------------------------------
/This sf.net email is sponsored by:ThinkGeek
/Welcome to geek heaven.
/http://thinkgeek.com/sf
/_______________________________________________
/Quickfix-developers mailing list
/Qui...@li...
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Re: [Quickfix-developers] MySQLStoreFactory

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

Yes.  Get revision 1.2 (the latest) from the repository.  Here's the diff:
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/MySQLStore.cpp.diff?r1=1.1&r2=1.2
 Alvin Wang <xw...@qt...> wrote:If I use MySQLStoreFactory, I found Quickfix does not reset session and seq
num at the beginning of each day. Is this a bug?

Also I found on the acceptor side, quickfix does not reset session and seq
num at the beginning of each day either...

Any ideas? Thanks!



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This sf.net email is sponsored by:ThinkGeek
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[Quickfix-developers] MySQLStoreFactory

[Alvin W. <xw...@qt...>]

If I use MySQLStoreFactory, I found Quickfix does not reset session and seq
num at the beginning of each day. Is this a bug?

Also I found on the acceptor side, quickfix does not reset session and seq
num at the beginning of each day either...

Any ideas? Thanks!

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

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

Also note that if you want to use it purely as a
parser (i.e. reading FIX messages from a file), the
Message class has a constructor that takes in a FIX
string and has a setString method.

I like to use this for things like reading in FIX
logs, writing them out to a stream using toXML, and
then using XSLT to generate a friendly HTML report.

--- Vamsi Krishna <Vam...@ib...> wrote:
> Thanks Gene
> I started looking at the leads that you have given. 
> I hope it would be simple.
> 
> Will keep you posted on this.
> 
> Vamsi
> 
> /-----Original Message-----
> /From:
> qui...@li...
> [mailto:quickfix-
> /dev...@li...] On Behalf
> Of Gene Gorokhovsky
> /Sent: Friday, February 28, 2003 1:47 AM
> /To: Vamsi Krishna;
> qui...@li...
> /Subject: Re: [Quickfix-developers] FIX message
> Parser and FIX Message
> /Composer
> /
> /Yes you can. Begin by RTFM. Study the
> /fix\quickfix\examples\tradeclient\* and
> /fix\quickfix\examples\ordermatch\* in the Quickfix
> /distribution.
> /To compose a message use constructors of object
> /FIX46::YourMessageType and use its set method for
> /non-required fields.
> /Message-based object you get already parsed in the
> /Application::fromApp method. If you also derived
> your
> /App from MessageCracker, you even get it in a
> /type-safe way in an onMessage method
> /Knowing C++ and being able to read code is a
> /pre-requisite though.
> /Gene
> /
> /--- Vamsi Krishna <Vam...@ib...> wrote:
> /> Hi
> />
> /> Can I use quickfix.lib to compose a fix message (
> I
> /> am using C++ version
> /> of quickfix) and if I can.. how to do it?
> />
> />
> />
> /> Also Can I parse the fix message into object (
> say
> /> Market data request
> /> fix message to a class of Market data request
> object
> /> )
> />
> />
> />
> /> How do I begin
> />
> />
> />
> /> Can somebody help me out.
> />
> /> Vamsi
> />
> />
> /
> /
> /__________________________________________________
> /Do you Yahoo!?
> /Yahoo! Tax Center - forms, calculators, tips, more
> /http://taxes.yahoo.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
> 
> 
> 
>
-------------------------------------------------------
> 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!?
Yahoo! Tax Center - forms, calculators, tips, more
http://taxes.yahoo.com/

RE: [Quickfix-developers] FIX message Parser and FIX Message Composer

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

Thanks Gene
I started looking at the leads that you have given. 
I hope it would be simple.

Will keep you posted on this.

Vamsi

/-----Original Message-----
/From: qui...@li... [mailto:quickfix-
/dev...@li...] On Behalf Of Gene Gorokhovsky
/Sent: Friday, February 28, 2003 1:47 AM
/To: Vamsi Krishna; qui...@li...
/Subject: Re: [Quickfix-developers] FIX message Parser and FIX Message
/Composer
/
/Yes you can. Begin by RTFM. Study the
/fix\quickfix\examples\tradeclient\* and
/fix\quickfix\examples\ordermatch\* in the Quickfix
/distribution.
/To compose a message use constructors of object
/FIX46::YourMessageType and use its set method for
/non-required fields.
/Message-based object you get already parsed in the
/Application::fromApp method. If you also derived your
/App from MessageCracker, you even get it in a
/type-safe way in an onMessage method
/Knowing C++ and being able to read code is a
/pre-requisite though.
/Gene
/
/--- Vamsi Krishna <Vam...@ib...> wrote:
/> Hi
/>
/> Can I use quickfix.lib to compose a fix message ( I
/> am using C++ version
/> of quickfix) and if I can.. how to do it?
/>
/>
/>
/> Also Can I parse the fix message into object ( say
/> Market data request
/> fix message to a class of Market data request object
/> )
/>
/>
/>
/> How do I begin
/>
/>
/>
/> Can somebody help me out.
/>
/> Vamsi
/>
/>
/
/
/__________________________________________________
/Do you Yahoo!?
/Yahoo! Tax Center - forms, calculators, tips, more
/http://taxes.yahoo.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

Re: [Quickfix-developers] FIX message Parser and FIX Message Composer

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

Yes you can. Begin by RTFM. Study the
fix\quickfix\examples\tradeclient\* and
fix\quickfix\examples\ordermatch\* in the Quickfix
distribution. 
To compose a message use constructors of object
FIX46::YourMessageType and use its set method for
non-required fields.
Message-based object you get already parsed in the
Application::fromApp method. If you also derived your
App from MessageCracker, you even get it in a
type-safe way in an onMessage method
Knowing C++ and being able to read code is a
pre-requisite though.
Gene

--- Vamsi Krishna <Vam...@ib...> wrote:
> Hi
> 
> Can I use quickfix.lib to compose a fix message ( I
> am using C++ version
> of quickfix) and if I can.. how to do it?
> 
>  
> 
> Also Can I parse the fix message into object ( say
> Market data request
> fix message to a class of Market data request object
> )
> 
>  
> 
> How do I begin
> 
>  
> 
> Can somebody help me out. 
> 
> Vamsi
> 
> 


__________________________________________________
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http://taxes.yahoo.com/

[Quickfix-developers] FIX message Parser and FIX Message Composer

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

Hi

Can I use quickfix.lib to compose a fix message ( I am using C++ version
of quickfix) and if I can.. how to do it?

 

Also Can I parse the fix message into object ( say Market data request
fix message to a class of Market data request object )

 

How do I begin

 

Can somebody help me out. 

Vamsi

 

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Bernard Spanger
Sent: Thursday, February 27, 2003 6:16 PM
To: qui...@li...
Subject: [Quickfix-developers] Problems migrating from 1.0.4 to 1.3.2

 

This week, I finally decided to upgrade from 1.0.4 to 1.3.2 to see how
it went.  I have a server application and a client application.  The
server application needed only 1 small change to make it compile.  The
first arguments to the following 2 functions appear to no longer be
const:

 

  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
  void toApp( FIX::Message&, const FIX::SessionID& )

 

I'm pleased to say that once I made the change, my server application
compiled and ran through all the scenarios I tested without problems.

 

My client app has another problem.  It required the same changes, but
once made, it started blowing up right at the line shown below.  For
some reason, it is unable to find the session in the collection.  I'll
trace through tomorrow to see what's going on, but if anyone is aware of
a change between these releases that would save me the time, I'd be very
grateful!

 

 

bool Session::sendToTarget( Message& message )
throw( SessionNotFound& )
{
  try
  {
    SessionID sessionID = message.getSessionID();
    Session* pSession = lookupSession( sessionID );
    if ( !pSession ) throw SessionNotFound();
----------------------------------------------------------> Right here!
    bool result = pSession->send( message );
    return result;
  }
catch ( FieldNotFound& ) { throw SessionNotFound(); }
}

 

 

------------------------------------------
Bernard Spanger
bsp...@gx...
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
201-200-3607

 

  _____  

Confidentiality. This message (including any attachments) (collectively,
the "Material") may contain confidential information and is intended
only for a specific individual and purpose. If you are not the intended
recipient, any copying, disclosure, distribution or other use of the
Material, or the taking of any action in reliance on the information
contained therein, is strictly prohibited. If you have received the
Material in error, please immediately notify us by telephone and delete
the Material and all copies thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability. The Material
has been prepared for informational purposes only without regard to any
particular user's investment objectives, financial situation or means
and does not constitute an offer, solicitation or recommendation to take
any action. We are not providing investment advice, nor do we represent
that any securities or services described in the Material are suitable
for a particular client. Before acting on the Material, each client
should make its own determination whether information contained therein
is suitable for its particular circumstances, and if necessary consult
with a senior officer.

Conflicts. We, or persons involved in the preparation of issuance of the
Material, may from time to time effect transactions, or have positions
in the securities mentioned in the Material (or options or futures
contracts with respect thereto).

Disclaimer. Although the Material is based upon information that we
consider reliable, we do not warrant that the Material is reliable,
accurate or complete and it should not be relied upon as such. Neither
we, nor any of our affiliates or agents shall have any responsibility
whatsoever for any direct, indirect, consequential, special or other
damages or lost profits or savings or other economic harm your may
suffer as a result of your reliance on the Material or the reliability,
accuracy, or completeness thereof. We expressly disclaim all express and
implied warranties, including, without limitation, warranties of
merchantability and fitness for a particular purpose.

---------------------------------------------
-Checked for viruses by McAfee.- o1
--------------------------------------------- 

[Quickfix-developers] Problems migrating from 1.0.4 to 1.3.2

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

This week, I finally decided to upgrade from 1.0.4 to 1.3.2 to see how it=
 went.  I have a server application and a client application.  The server=
 application needed only 1 small change to make it compile.  The first ar=
guments to the following 2 functions appear to no longer be const:
=20
  void toAdmin( FIX::Message&, const FIX::SessionID& ) {}
  void toApp( FIX::Message&, const FIX::SessionID& )
=20
I'm pleased to say that once I made the change, my server application com=
piled and ran through all the scenarios I tested without problems.
=20
My client app has another problem.  It required the same changes, but onc=
e made, it started blowing up right at the line shown below.  For some re=
ason, it is unable to find the session in the collection.  I'll trace thr=
ough tomorrow to see what's going on, but if anyone is aware of a change =
between these releases that would save me the time, I'd be very grateful!
=20
=20
bool Session::sendToTarget( Message& message )
throw( SessionNotFound& )
{
  try
  {
    SessionID sessionID =3D message.getSessionID();
    Session* pSession =3D lookupSession( sessionID );
    if ( !pSession ) throw SessionNotFound();    ------------------------=
----------------------------------> Right here!
    bool result =3D pSession->send( message );
    return result;
  }
catch ( FieldNotFound& ) { throw SessionNotFound(); }
}

=20
=20
------------------------------------------
Bernard Spanger
bsp...@gx...
G. X. Clarke & Co.
10 Exchange Place
Jersey City, NJ 07302
201-200-3607
=20
=0D
=0D
 Confidentiality.  This message (including any attachments) (collectively=
, the "Material") may contain confidential information and is intended on=
ly for a specific individual and purpose.  If you are not the intended re=
cipient, any copying, disclosure, distribution or other use of the Materi=
al, or the taking of any action in reliance on the information contained =
therein, is strictly prohibited.  If you have received the Material in er=
ror, please immediately notify us by telephone and delete the Material an=
d all copies thereof from your computer and network.

No Investment Advice, Offer or Solicitation; Suitability.  The Material h=
as been prepared for informational purposes only without regard to any pa=
rticular user's investment objectives, financial situation or means and d=
oes not constitute an offer, solicitation or recommendation to take any a=
ction.  We are not providing investment advice, nor do we represent that =
any securities or services described in the Material are suitable for a p=
articular client.  Before acting on the Material, each client should make=
 its own determination whether information contained therein is suitable =
for its particular circumstances, and if necessary consult with a senior =
officer.

Conflicts.  We, or persons involved in the preparation of issuance of the=
 Material, may from time to time effect transactions, or have positions i=
n the securities mentioned in the Material (or options or futures contrac=
ts with respect thereto).

Disclaimer.  Although the Material is based upon information that we cons=
ider reliable, we do not warrant that the Material is reliable, accurate =
or complete and it should not be relied upon as such. Neither we, nor any=
 of our affiliates or agents shall have any responsibility whatsoever for=
 any direct, indirect, consequential, special or other damages or lost pr=
ofits or savings or other economic harm your may suffer as a result of yo=
ur reliance on the Material or the reliability, accuracy, or completeness=
 thereof.  We expressly disclaim all express and implied warranties, incl=
uding, without limitation, warranties of merchantability and fitness for =
a particular purpose.

---------------------------------------------
-Checked for viruses by McAfee.- o1
---------------------------------------------=0D

RE: [Quickfix-developers] Disabling message verification.

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

Hi

Can I use quickfix.lib to compose a fix message ( I am using C++ version
of quickfix) and if I can.. how to do it?

 

Also Can I parse the fix message into object ( say Market data request
fix message to a class of Market data request object )

 

How do I begin

 

Vamsi

 

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Oren Miller
Sent: Thursday, February 27, 2003 3:50 PM
To: Rob Kulseth; qui...@li...
Subject: Re: [Quickfix-developers] Disabling message verification.

 

If you know which tags they are missing, you can just set them as not
required in the XML file.  If you *really* don't want any validation,
you can always comment it out.

m_dataDictionary.validate( message );

Is the line in Session.cpp that does the validation.  You don't call
that, it's a free for all (except checksum and message length will still
be checked).  

We are adding configuration settings for turning a bunch of these things
off.  For instance we found several instances of systems with out of
order fields and blank fields.  We will likely be adding more of these.
A flag that will skip validation completely would likely be useful as
well.

 Rob Kulseth <ro...@ri...> wrote: 

I am implementing a Market Making application using a QuickFix
SocketInitiator. My counter party isn't exactly Fix Compliant. Is there
any way to by pass Message verification and allow any messages sent from
my counter party to be passed to my app and avoid sending any reject
messages for things like required tag missing reject messages.


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Re: [Quickfix-developers] Disabling message verification.

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

If you know which tags they are missing, you can just set them as not required in the XML file.  If you *really* don't want any validation, you can always comment it out.

m_dataDictionary.validate( message );

Is the line in Session.cpp that does the validation.  You don't call that, it's a free for all (except checksum and message length will still be checked).  

We are adding configuration settings for turning a bunch of these things off.  For instance we found several instances of systems with out of order fields and blank fields.  We will likely be adding more of these.  A flag that will skip validation completely would likely be useful as well.

 Rob Kulseth <ro...@ri...> wrote:I am implementing a Market Making application using a QuickFix SocketInitiator. My counter party isn't exactly Fix Compliant. Is there any way to by pass Message verification and allow any messages sent from my counter party to be passed to my app and avoid sending any reject messages for things like required tag missing reject messages.


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Re: [Quickfix-developers] Problem with Pentium 4

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

When you were mucking about with the compiler settings, did you accidentally remove the /MD (Muti-threaded DLL) option?
 Min Tang <mi...@op...> wrote:Yes, turning off precompiled headers fixed the C1060 error (I used /Zm1000). Now I got "D:\quickfix\src\C++\Utility.cpp(242) : error C2065: '_beginthread' : undeclared identifier". What's that?----- Original Message ----- From: Oren Miller To: Min Tang ; om...@th... ; qui...@li... Sent: Thursday, February 27, 2003 3:26 PMSubject: Re: [Quickfix-developers] Problem with Pentium 4

First make sure you have the latest service pack. There were some versions of MSVC6 that had this sort of bug when using precompiled headers an the /Zm option. 
If that doesn't help you can try increasing your systems virtual memory or turning off precompiled headers.  
You can also just comment out all includes of FIX43_Messages.h, as this is likely the file giving you trouble. 
 Min Tang <mi...@op...> wrote: I just checked out most recent version from QuickFix CVS and tried to build
on VC++ 6.0. I got "fatal error C1060: compiler is out of heap space". Then
I set option /Zmnumber. When number < 1500, I got "fatal error C1060:
compiler is out of heap space" again, and when number >=1500, I got "fatal
error C1063:"

Any tips?

Thanks.

----- Original Message -----
From: "Oren Miller" 
To: "Min Tang" ;

Sent: Thursday, February 27, 2003 9:31 AM
Subject: Re: [Quickfix-developers] Problem with Pentium 4


> Could it be that the configuration file is missing or
> incorrectly configured on that machine? I know in
> 1.3.2, such things caused crashes in JNI. I believe
> they have been fixed in the repository and it should
> now give you a proper exception with an error message.
>
> I would suggest getting the latest from CVS to see if
> it gives you a reason why it cannot load.
>
> --- Min Tang wrote:
> > Hello,
> >
> > I have implemented both QuickFix server (socket
> > acceptor) and client (socket initiator) on a Pentium
> > III/Windows XP/ Java platform and it works fine. But
> > when I moved it to Pentium 4 (everything else are
> > the same, Windows XP and Java), I got error.
> > Attached are two error log files.
> >
> > Is this a known problem?
> >
> > Thanks,
> >
> > Min
> >
>
> > ATTACHMENT part 2 application/octet-stream
> name=hs_err_pid3924.log
>
>
> > ATTACHMENT part 3 application/octet-stream
> name=hs_err_pid440.log
>
>
>
> __________________________________________________
> Do you Yah! oo!?
> Yahoo! Tax Center - forms, calculators, tips, more
> http://taxes.yahoo.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
>




-------------------------------------------------------
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Welcome to geek heaven.
http://thinkgeek.com/sf
_______________________________________________
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Re: [Quickfix-developers] Problem with Pentium 4

[Min T. <mi...@op...>]

Yes, turning off precompiled headers fixed the C1060 error (I used /Zm1000).

Now I got "D:\quickfix\src\C++\Utility.cpp(242) : error C2065: '_beginthread' : undeclared identifier". What's that?
  ----- Original Message ----- 
  From: Oren Miller 
  To: Min Tang ; om...@th... ; qui...@li... 
  Sent: Thursday, February 27, 2003 3:26 PM
  Subject: Re: [Quickfix-developers] Problem with Pentium 4


  First make sure you have the latest service pack. There were some versions of MSVC6 that had this sort of bug when using precompiled headers an the /Zm option. 

  If that doesn't help you can try increasing your systems virtual memory or turning off precompiled headers.  

  You can also just comment out all includes of FIX43_Messages.h, as this is likely the file giving you trouble. 

   Min Tang <mi...@op...> wrote: 

    I just checked out most recent version from QuickFix CVS and tried to build
    on VC++ 6.0. I got "fatal error C1060: compiler is out of heap space". Then
    I set option /Zmnumber. When number < 1500, I got "fatal error C1060:
    compiler is out of heap space" again, and when number >=1500, I got "fatal
    error C1063:"

    Any tips?

    Thanks.

    ----- Original Message -----
    From: "Oren Miller" 
    To: "Min Tang" ;

    Sent: Thursday, February 27, 2003 9:31 AM
    Subject: Re: [Quickfix-developers] Problem with Pentium 4


    > Could it be that the configuration file is missing or
    > incorrectly configured on that machine? I know in
    > 1.3.2, such things caused crashes in JNI. I believe
    > they have been fixed in the repository and it should
    > now give you a proper exception with an error message.
    >
    > I would suggest getting the latest from CVS to see if
    > it gives you a reason why it cannot load.
    >
    > --- Min Tang wrote:
    > > Hello,
    > >
    > > I have implemented both QuickFix server (socket
    > > acceptor) and client (socket initiator) on a Pentium
    > > III/Windows XP/ Java platform and it works fine. But
    > > when I moved it to Pentium 4 (everything else are
    > > the same, Windows XP and Java), I got error.
    > > Attached are two error log files.
    > >
    > > Is this a known problem?
    > >
    > > Thanks,
    > >
    > > Min
    > >
    >
    > > ATTACHMENT part 2 application/octet-stream
    > name=hs_err_pid3924.log
    >
    >
    > > ATTACHMENT part 3 application/octet-stream
    > name=hs_err_pid440.log
    >
    >
    >
    > __________________________________________________
    > Do you Yah! oo!?
    > Yahoo! Tax Center - forms, calculators, tips, more
    > http://taxes.yahoo.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
    >




    -------------------------------------------------------
    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!?
  Yahoo! Tax Center - forms, calculators, tips, and more 

[Quickfix-developers] Disabling message verification.

[Rob K. <ro...@ri...>]

I am implementing a Market Making application using a QuickFix =
SocketInitiator.  My counter party isn't exactly Fix Compliant.  Is =
there any way to by pass Message verification and allow any messages =
sent from my counter party to be passed to my app and avoid sending any =
reject messages for things like required tag missing reject messages.

Re: [Quickfix-developers] Problem with Pentium 4

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

First make sure you have the latest service pack. There were some versions of MSVC6 that had this sort of bug when using precompiled headers an the /Zm option.
If that doesn't help you can try increasing your systems virtual memory or turning off precompiled headers.  
You can also just comment out all includes of FIX43_Messages.h, as this is likely the file giving you trouble.
 Min Tang <mi...@op...> wrote:I just checked out most recent version from QuickFix CVS and tried to build
on VC++ 6.0. I got "fatal error C1060: compiler is out of heap space". Then
I set option /Zmnumber. When number < 1500, I got "fatal error C1060:
compiler is out of heap space" again, and when number >=1500, I got "fatal
error C1063:"

Any tips?

Thanks.

----- Original Message -----
From: "Oren Miller" 
To: "Min Tang" ;

Sent: Thursday, February 27, 2003 9:31 AM
Subject: Re: [Quickfix-developers] Problem with Pentium 4


> Could it be that the configuration file is missing or
> incorrectly configured on that machine? I know in
> 1.3.2, such things caused crashes in JNI. I believe
> they have been fixed in the repository and it should
> now give you a proper exception with an error message.
>
> I would suggest getting the latest from CVS to see if
> it gives you a reason why it cannot load.
>
> --- Min Tang wrote:
> > Hello,
> >
> > I have implemented both QuickFix server (socket
> > acceptor) and client (socket initiator) on a Pentium
> > III/Windows XP/ Java platform and it works fine. But
> > when I moved it to Pentium 4 (everything else are
> > the same, Windows XP and Java), I got error.
> > Attached are two error log files.
> >
> > Is this a known problem?
> >
> > Thanks,
> >
> > Min
> >
>
> > ATTACHMENT part 2 application/octet-stream
> name=hs_err_pid3924.log
>
>
> > ATTACHMENT part 3 application/octet-stream
> name=hs_err_pid440.log
>
>
>
> __________________________________________________
> Do you Yahoo!?
> Yahoo! Tax Center - forms, calculators, tips, more
> http://taxes.yahoo.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
>




-------------------------------------------------------
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!?
Yahoo! Tax Center - forms, calculators, tips, and more

Re: [Quickfix-developers] Problem with Pentium 4

[Min T. <mi...@op...>]

I just checked out most recent version from QuickFix CVS and tried to build
on VC++ 6.0. I got "fatal error C1060: compiler is out of heap space". Then
I set option /Zmnumber. When number < 1500, I got "fatal error C1060:
compiler is out of heap space" again, and when number >=1500, I got "fatal
error C1063:"

Any tips?

Thanks.

----- Original Message -----
From: "Oren Miller" <ore...@ya...>
To: "Min Tang" <mi...@op...>;
<qui...@li...>
Sent: Thursday, February 27, 2003 9:31 AM
Subject: Re: [Quickfix-developers] Problem with Pentium 4


> Could it be that the configuration file is missing or
> incorrectly configured on that machine?  I know in
> 1.3.2, such things caused crashes in JNI.  I believe
> they have been fixed in the repository and it should
> now give you a proper exception with an error message.
>
> I would suggest getting the latest from CVS to see if
> it gives you a reason why it cannot load.
>
> --- Min Tang <mi...@op...> wrote:
> > Hello,
> >
> > I have implemented both QuickFix server (socket
> > acceptor) and client (socket initiator) on a Pentium
> > III/Windows XP/ Java platform and it works fine. But
> > when I moved it to Pentium 4 (everything else are
> > the same, Windows XP and Java), I got error.
> > Attached are two error log files.
> >
> > Is this a known problem?
> >
> > Thanks,
> >
> > Min
> >
>
> > ATTACHMENT part 2 application/octet-stream
> name=hs_err_pid3924.log
>
>
> > ATTACHMENT part 3 application/octet-stream
> name=hs_err_pid440.log
>
>
>
> __________________________________________________
> Do you Yahoo!?
> Yahoo! Tax Center - forms, calculators, tips, more
> http://taxes.yahoo.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
>