quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Problem with Pentium 4

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

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



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RE: [Quickfix-developers] ThreadedSocketInitiator

[Chris P. <Chr...@BT...>]

From the FIX (4.3) spec
=20
When either end of a FIX connection has not sent any data for =
[HeartBtInt]
seconds, it will transmit a Heartbeat message.

-----Original Message-----
From: yann vermeulen [mailto:ia...@ya...]
Sent: Thursday, February 27, 2003 9:12 AM
To: qui...@li...
Subject: [Quickfix-developers] ThreadedSocketInitiator



Hi everybody, I have a question about the mechanism of the
ThreadedSocketInitiator, as it causes me problems while the
ThreadedSocketAcceptor does its job well. I am using the Fix 4.1 =
standard.

I have a Client that sends Heartbeats a Server, nothing surprising so =
far,
but when I make the Client send many messages at a time and this =
sending
lasting longer than the Heartbeat Interval, it doesn't send Heartbeats, =
but
there should be a thread taking care of those. On its side the Server
receives the messages well and responds in the correct interval with
Heartbeats. The connection stays alive, because I think the Server can
assume the Client is still connected when it receives application level
messages from the client. However, this goes against my specifications
because the Server has to receive the Heartbeats.

Can anybody help me?

Thank you very much,

Yann Vermeulen




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[Quickfix-developers] ThreadedSocketInitiator

[<ia...@ya...>]

Hi everybody, I have a question about the mechanism of the ThreadedSocketInitiator, as it causes me problems while the ThreadedSocketAcceptor does its job well. I am using the Fix 4.1 standard.

I have a Client that sends Heartbeats a Server, nothing surprising so far, but when I make the Client send many messages at a time and this sending lasting longer than the Heartbeat Interval, it doesn't send Heartbeats, but there should be a thread taking care of those. On its side the Server receives the messages well and responds in the correct interval with Heartbeats. The connection stays alive, because I think the Server can assume the Client is still connected when it receives application level messages from the client. However, this goes against my specifications because the Server has to receive the Heartbeats.

Can anybody help me?

Thank you very much,

Yann Vermeulen



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[Quickfix-developers] Re: Problem with Pentium 4

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

Is there anyone run QuickFix engine on Pentium 4/Windows XP Professional/Java (jdk1.4) platform? 
  ----- Original Message ----- 
  From: Min Tang 
  To: qui...@li... 
  Sent: Wednesday, February 26, 2003 6:29 PM
  Subject: Problem with Pentium 4


  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

Re: [Quickfix-developers] RE: Quickfix-developers digest, Vol 1 #155 - 3 msgs

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

You can look at a more human readable version of the diff here: http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/java/Conversions.h.diff?r1=1.3&r2=1.4 
Basically it is just changing the line

pMessage->setString( message.toString() ); 
to
*pMessage = message;

in a couple of places.  You can download version 1.4 of the Conversions.h file from CVS or from here: http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/java/Conversions.h?rev=1.4

 Alexandre Hoang <a....@ca...> wrote: 
Hello,

I am using QuickFIX 1.3.2 , through its Java API, that I downloaded from
http://quickfix.thoughtworks.com (the .zip file for Windows)

Is this version up-to-date, regarding repeating groups ?
I am trying to use repeating groups as explained in the documentation, 
but cannot get the correct message format.

I have browsed the SourceForge forum and read that there is a patch.
But I don't understand it:

========================
Here is the patch for src/java/Conversions.h (tested on Linux/gcc 3.2.1)

124c124
< pMessage->setString( message.toString() );
---
> *pMessage = message;
141c141
< pMessage->setString( message.toString() );
---
> *pMessage = message;

========================
What does it mean ?

Is it possible to download a patched version ?


Many thanks,

Alexandre




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[Quickfix-developers] RE: Quickfix-developers digest, Vol 1 #155 - 3 msgs

[Alexandre H. <a....@ca...>]

Hello,

I am using QuickFIX 1.3.2 , through its Java API, that I downloaded from
http://quickfix.thoughtworks.com (the .zip file for Windows)

Is this version up-to-date, regarding repeating groups ?
I am trying to use repeating groups as explained in the documentation, 
but cannot get the correct message format.

I have browsed the SourceForge forum and read that there is a patch.
But I don't understand it:

========================
Here is the patch  for src/java/Conversions.h (tested on Linux/gcc 3.2.1)
 
 124c124
 <   pMessage->setString( message.toString() );
 ---
 >   *pMessage = message;
 141c141
 <   pMessage->setString( message.toString() );
 ---
 >   *pMessage = message;
 
========================
What does it mean ?

Is it possible to download a patched version ?


Many thanks,

Alexandre




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Re: [Quickfix-developers] ResendRequest

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

No, QuickFIX will resend application level messages, as demonstrated in functional tests 8_AdminAndApplicationMessages.def and 8_OnlyApplicationMessages.def
QuickFIX will resend all requested application messages unless you opt out.  The way you can opt out is by throwing a DoNotSend exception in the toAdmin callback.  If you throw this exception, the message will then be replaced with a sequence reset, otherwise it should be resent.
Why do you think QF acts differently?  Did you witness behavior that is different?
 "Bishop, Barry" <Bar...@gs...> wrote:Hello,

I need to support the resending of specific messages, i.e. ExecutionReport.

As far as I can make out, quickfix automatically responds to a ResendRequest
with a SequenceReset message.

However, I will need to replay all non-expired messages.

I can't find any documentation on how to do this.

barry bishop


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[Quickfix-developers] ResendRequest

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

Hello,

I need to support the resending of specific messages, i.e. ExecutionReport.

As far as I can make out, quickfix automatically responds to a ResendRequest
with a SequenceReset message.

However, I will need to replay all non-expired messages.

I can't find any documentation on how to do this.

barry bishop

Re: [Quickfix-developers] Quote Request Message FIX 4.2

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

Hehe, copy/paste error, the line, quoteRequestMessage.set(symbol); should NOT be there.
 Oren Miller <ore...@ya...> wrote:
In FIX 4.2, this message was changed so that multiple requests can be sent with one message.  This means you need to use a repeating group.  So for FIX 4.2, you would need to do something like this: 
org.quickfix.fix42.QuoteRequest quoteRequestMessage = new org.quickfix.fix42.QuoteRequest( new QuoteReqID("ID1"), 0 );

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

Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);

group.set( symbol )

quoteRequestMessage.add ( group );

You can add as many groups as you like to request additional symbols.  You can get more info on using repeating groups here: http://quickfix.thoughtworks.com/documentation/repeating_groups.html 
You can also look at the XML data dictionaries to see the difference between the FIX 4.1 and 4.2 messages: http://quickfix.thoughtworks.com/xml.html 
--oren 
 Alexandre Hoang <a....@ca...> wrote: Hello,

Does anybody know how to create properly a Quote Request Message with the
QuickFIX java API in FIX 4.2 ?

The following is not OK:

------- not OK ---------------------
org.quickfix.fix42.QuoteRequest quoteRequestMessage = new
org.quickfix.fix42.QuoteRequest();
Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);
-------- not OK --------------------

because the "QuoteRequest" class does not have a "set" method that takes a
"Symbol" object as parameter.



However, this is be possible with FIX 4.1 !
----- OK -----------------------
org.quickfix.fix41.QuoteRequest quoteRequestMessage = new
org.quickfix.fix41.QuoteRequest();
Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);
------ OK ----------------------



Thanks for your help,

Best regards,

Alexandre 




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Re: [Quickfix-developers] Quote Request Message FIX 4.2

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

In FIX 4.2, this message was changed so that multiple requests can be sent with one message.  This means you need to use a repeating group.  So for FIX 4.2, you would need to do something like this:
org.quickfix.fix42.QuoteRequest quoteRequestMessage = new org.quickfix.fix42.QuoteRequest( new QuoteReqID("ID1"), 0 );

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

Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);

group.set( symbol )

quoteRequestMessage.add ( group );

You can add as many groups as you like to request additional symbols.  You can get more info on using repeating groups here: http://quickfix.thoughtworks.com/documentation/repeating_groups.html
You can also look at the XML data dictionaries to see the difference between the FIX 4.1 and 4.2 messages: http://quickfix.thoughtworks.com/xml.html
--oren
 Alexandre Hoang <a....@ca...> wrote:Hello,

Does anybody know how to create properly a Quote Request Message with the
QuickFIX java API in FIX 4.2 ?

The following is not OK:

------- not OK ---------------------
org.quickfix.fix42.QuoteRequest quoteRequestMessage = new
org.quickfix.fix42.QuoteRequest();
Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);
-------- not OK --------------------

because the "QuoteRequest" class does not have a "set" method that takes a
"Symbol" object as parameter.



However, this is be possible with FIX 4.1 !
----- OK -----------------------
org.quickfix.fix41.QuoteRequest quoteRequestMessage = new
org.quickfix.fix41.QuoteRequest();
Symbol symbol = new Symbol(symbolTextField.getText());
quoteRequestMessage.set(symbol);
------ OK ----------------------



Thanks for your help,

Best regards,

Alexandre 




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[Quickfix-developers] Quote Request Message FIX 4.2

[Alexandre H. <a....@ca...>]

Hello,

Does anybody know how to create properly a Quote Request Message with the
QuickFIX java API in FIX 4.2 ?

The following is not OK:

------- not OK ---------------------
		org.quickfix.fix42.QuoteRequest quoteRequestMessage = new
org.quickfix.fix42.QuoteRequest();
            Symbol symbol = new Symbol(symbolTextField.getText());
            quoteRequestMessage.set(symbol);
-------- not OK --------------------

because the "QuoteRequest" class does not have a "set" method that takes a
"Symbol" object as parameter.



However, this is be possible with FIX 4.1 !
----- OK -----------------------
            org.quickfix.fix41.QuoteRequest quoteRequestMessage = new
org.quickfix.fix41.QuoteRequest();
            Symbol symbol = new Symbol(symbolTextField.getText());
            quoteRequestMessage.set(symbol);
------ OK ----------------------



Thanks for your help,

Best regards,

Alexandre 




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Re: [Quickfix-developers] Re: tradeclient to executor...

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

If you guys can post your configuration files, that would help.

--oren



|---------+----------------------------------------------->
|         |           Alexandre Hoang                     |
|         |           <a....@ca...>               |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/21/2003 04:28 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       "'qui...@li...'"                                |
  |        <qui...@li...>                                           |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] Re: tradeclient to executor...                         |
  >----------------------------------------------------------------------------------------------|




Regarding Nicholas Palmer's post:

I am trying to do the same (in Java), that is: to create a session between
a
buy-side agent and a sell-side agent and get one send a message to the
other.
I can get both sides log on to the same session too, but cannot have a
message sent between them.

Here is how I have tried. I have modified the "onRun" method, in the
Application that corresponds to the trader.
But I get a "SessionNotFound" exception.
=========
public void onRun() {
             try { Thread.sleep(10000);}
             catch(Exception e) {}

             org.quickfix.fix42.NewOrderSingle message01 = new
org.quickfix.fix42.NewOrderSingle(         new ClOrdID(),

new HandlInst(),

new Symbol(),

new Side(),

new TransactTime(),

new OrdType());
                         try {Session.sendToTarget(message01, "LeTrader",
"LeBroker");}
                         catch (Exception e) {System.out.println(e.toString
());}
        while(true) {
            try {
                Thread.sleep(1000);
            } catch(Exception e) {}
        }
}

=========
Does anybody have an idea about what's wrong ?
Nick, did you try something similar ?

Thanks,

Alexandre

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

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

--------
 I am trying to understand how quickfix works, and so I have been running
 through the examples. I am able to get the tradeclient to logon to the
 executor properly, and the heartbeat is going between the two, but I
 can't seem to get the tradeclient to send a message.

 When it tries to send the message I get "Message not sent: Session not
 Found." I have tried entering the Sender and Target IDs both ways, with
 the same results, and am using the same begin string as is in the
 session stuff, so I am stumped.

 Any help would be appreciated.

 Thanks,
 -Nick
----------------------------------------------------------------------------

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

--------






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reader
of this message is not the intended recipient or an agent responsible for
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have
received this communication in error, please notify pos...@ca...
immediately by e-mail, and delete the original message.
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[Quickfix-developers] Re: tradeclient to executor...

[Alexandre H. <a....@ca...>]

Regarding Nicholas Palmer's post:

I am trying to do the same (in Java), that is: to create a session between a
buy-side agent and a sell-side agent and get one send a message to the
other.
I can get both sides log on to the same session too, but cannot have a
message sent between them.

Here is how I have tried. I have modified the "onRun" method, in the
Application that corresponds to the trader.
But I get a "SessionNotFound" exception.
=========
public void onRun() {
	try { Thread.sleep(10000);} 
	catch(Exception e) {}

	org.quickfix.fix42.NewOrderSingle message01 = new
org.quickfix.fix42.NewOrderSingle(	new ClOrdID(),    
	
new HandlInst(),    
	
new Symbol(),    
	
new Side(),    
	
new TransactTime(),    
	
new OrdType());
		try {Session.sendToTarget(message01, "LeTrader",
"LeBroker");}
		catch (Exception e) {System.out.println(e.toString());}
        while(true) {
            try {
                Thread.sleep(1000);
            } catch(Exception e) {}
        }
}

=========
Does anybody have an idea about what's wrong ?
Nick, did you try something similar ?

Thanks,

Alexandre

----------------------------------------------------------------------------
----------------------------------------------------------------------------
--------
 I am trying to understand how quickfix works, and so I have been running 
 through the examples. I am able to get the tradeclient to logon to the 
 executor properly, and the heartbeat is going between the two, but I 
 can't seem to get the tradeclient to send a message.
 
 When it tries to send the message I get "Message not sent: Session not 
 Found." I have tried entering the Sender and Target IDs both ways, with 
 the same results, and am using the same begin string as is in the 
 session stuff, so I am stumped.
 
 Any help would be appreciated.
 
 Thanks,
 -Nick
----------------------------------------------------------------------------
----------------------------------------------------------------------------
--------
 





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of this message is not the intended recipient or an agent responsible for
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have received this document in error and that any review, dissemination,
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[Quickfix-developers] tradeclient to executor...

[Nicholas P. <nic...@sl...>]

I am trying to understand how quickfix works, and so I have been running 
through the examples. I am able to get the tradeclient to logon to the 
executor properly, and the heartbeat is going between the two, but I 
can't seem to get the tradeclient to send a message.

When it tries to send the message I get "Message not sent: Session not 
Found." I have tried entering the Sender and Target IDs both ways, with 
the same results, and am using the same begin string as is in the 
session stuff, so I am stumped.

Any help would be appreciated.

Thanks,
-Nick

Re: [Quickfix-developers] Building quickfix on Solaris...

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

Sometimes you need to run the bootstrap script.  Try following these steps
on the command line:

./bootstrap
./configure
make

The configure stuff is still fully maintained.  The solaris/linux build was
broken a couple days ago, but has been fixed since.  We had taken the
automated build down temporarily to fix the problem.  They will be going up
again tonight and it should report a good build to the web page.

--oren



|---------+----------------------------------------------->
|         |           Nicholas Palmer                     |
|         |           <nic...@sl...>             |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/19/2003 05:53 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       qui...@li...                                    |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] Building quickfix on Solaris...                        |
  >----------------------------------------------------------------------------------------------|




I am trying to build quickfix on Solaris, and the autoconf stuff is
broken. I see in the cruisecontrol page on the web page that it is
broken there as well.

Is this a known problem with quickFIX? Does it no longer support
Solaris? Is the configure stuff just not maintained anymore because all
users are on WIN32. Any help would be appreciated.

Thanks,
-Nick



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[Quickfix-developers] Building quickfix on Solaris...

[Nicholas P. <nic...@sl...>]

I am trying to build quickfix on Solaris, and the autoconf stuff is 
broken. I see in the cruisecontrol page on the web page that it is 
broken there as well.

Is this a known problem with quickFIX? Does it no longer support 
Solaris? Is the configure stuff just not maintained anymore because all 
users are on WIN32. Any help would be appreciated.

Thanks,
-Nick

Re: [Quickfix-developers] SocketInitiator vs SocketAcceptor

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

Please ignore my previous email. I found the stupid mistake I made. I miss-typed "initiator" as "initator".

Sorry.
  ----- Original Message ----- 
  From: Min Tang 
  To: qui...@li... 
  Sent: Monday, February 17, 2003 7:26 PM
  Subject: [Quickfix-developers] SocketInitiator vs SocketAcceptor


  Hi,

  I have just installed QuickFix for Windows/Java, and run the included Executor example. Everything works fine so far. Now I am using (modifying) the Banzai example and trying to send Order to Executor. I have two questions here.

  1. If Executor works as server and Banzai works as client, I have to instance a SocketInitiator in Banzai, right?

  2. I failed to create a SocketInitiator instance, my config file is as following, have I missed anything?

    # default settings for sessions
    [DEFAULT]
    SocketAcceptPort=7089
    ConnectionType=initator
    ReconnectInterval=60
    SenderCompID=TA

    # session definition
    [SESSION]
    BeginString=FIX.4.2
    TargetCompID=INCA
    StartTime=12:30:00
    EndTime=21:30:00
    ReconnectInterval=30
    HeartBtInt=30
    SocketConnectPort=7088
    SocketConnectHost=localhost
    DataDictionary=c:\quickfix\spec\FIX42.xml

    # Storage
    FileStorePath=c:\quickfix\ta

  Thanks a lot,

  Min Tang

[Quickfix-developers] SocketInitiator vs SocketAcceptor

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

Hi,

I have just installed QuickFix for Windows/Java, and run the included Executor example. Everything works fine so far. Now I am using (modifying) the Banzai example and trying to send Order to Executor. I have two questions here.

1. If Executor works as server and Banzai works as client, I have to instance a SocketInitiator in Banzai, right?

2. I failed to create a SocketInitiator instance, my config file is as following, have I missed anything?

  # default settings for sessions
  [DEFAULT]
  SocketAcceptPort=7089
  ConnectionType=initator
  ReconnectInterval=60
  SenderCompID=TA

  # session definition
  [SESSION]
  BeginString=FIX.4.2
  TargetCompID=INCA
  StartTime=12:30:00
  EndTime=21:30:00
  ReconnectInterval=30
  HeartBtInt=30
  SocketConnectPort=7088
  SocketConnectHost=localhost
  DataDictionary=c:\quickfix\spec\FIX42.xml

  # Storage
  FileStorePath=c:\quickfix\ta

Thanks a lot,

Min Tang

[Quickfix-developers] Correct handling of Cancel Replace Messages

[Joe R. <jo...@ya...>]

Hi,

I am writing an execution simulator and I am not sure how to handle Cancel
Replace messages correctly.

If I understand it correcvtly, such a message is send with the the order id
of the order to cancel in field "41  OrigClOrdID"  along with a new orderid
which the ISSUER (i.e the party which wants to replace an oprder)has to
submit in field "11  ClOrdID".

The problem now is what happens on that replace process. Lets say I am the
exchange and receive a cancel replace order. Its possible, that the replace
instruction is wrong and I have to reject the replacement (crossing the
market, wrong price etc.).

So if I cancel the original order first, and then try to execute the new
one, the old order is lost, if I have to reject the new one ! But if I
execute the replace order first, and cancel the old one if the new one is
valid, I might end up with two orders, if the first one is filled in the
meantime !!

Thanks for any info how I handle such a situation correctly !

joe Robe

Re: [Quickfix-developers] Sending messages from different threads on the same session....

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

Thanks for this report.  This had been discovered previously and a fix was
checked in last month.  The fix is just what you suggest except that the
mutex was moved from send into sendRaw, instead of adding an additional
lock. Here is a link to the diff.

http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quickfix/quickfix/src/C%2b%2b/Session.cpp.diff?r1=1.5&r2=1.6

--oren



|---------+----------------------------------------------->
|         |           "Stancescu Constantin"              |
|         |           <Con...@sw...>      |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/14/2003 11:25 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       <qui...@li...>                                  |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] Sending messages from different threads on the same    |
  |        session....                                                                           |
  >----------------------------------------------------------------------------------------------|




My application does this, in fact most applications
will have at least two potential senders:
1.The working thread of the application that sends
business messages.
2.The receiving thread in case errors or other type of
responses.

The sendRaw functions works like:

1.  getNextSenderMsgSeqNum called by Fill(header);
............................................
2. send( message.toString() );
............................................
3. m_state.set( msgSeqNum, message.toString() );
4. m_state.incrNextSenderMsgSeqNum();

Imagine a thread switch from Thread_A to Thread_B with
1. <  Thread_A  < 4.

-->> BOTH THREADS ARE GETTING THE SAME SEQUENCE NUMBER
       FOR DIFFERENT MESSAGES !!

One line of code at the very begin of sendRaw solved my problem

             Locker l(m_mutex);

I suggest to include this in the base code:
1.If an application always sends messages from only one thread
it will not harm.
2.If an application sends messages from several threads
it is needed.

This message is for the named person's use only. It may contain
confidential, proprietary or legally privileged information. No
confidentiality or privilege is waived or lost by any mistransmission.
If you receive this message in error, please notify the sender urgently
and then immediately delete the message and any copies of it from your
system. Please also immediately destroy any hardcopies of the message.
You must not, directly or indirectly, use, disclose, distribute, print,
or copy any part of this message if you are not the intended recipient.
The sender's company reserves the right to monitor all e-mail
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message are those of the individual sender, except where the message
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[Quickfix-developers] Sending messages from different threads on the same session....

[Stancescu C. <Con...@sw...>]

My application does this, in fact most applications 
will have at least two potential senders:
1.The working thread of the application that sends
business messages.
2.The receiving thread in case errors or other type of 
responses.

The sendRaw functions works like:

1.  getNextSenderMsgSeqNum called by Fill(header);
............................................
2. send( message.toString() );
............................................
3. m_state.set( msgSeqNum, message.toString() );
4. m_state.incrNextSenderMsgSeqNum();

Imagine a thread switch from Thread_A to Thread_B with
1. <  Thread_A  < 4. 
  
-->> BOTH THREADS ARE GETTING THE SAME SEQUENCE NUMBER
       FOR DIFFERENT MESSAGES !!

One line of code at the very begin of sendRaw solved my problem

 	Locker l(m_mutex);	

I suggest to include this in the base code:
1.If an application always sends messages from only one thread
it will not harm.
2.If an application sends messages from several threads
it is needed.

This message is for the named person's use only. It may contain
confidential, proprietary or legally privileged information. No
confidentiality or privilege is waived or lost by any mistransmission.
If you receive this message in error, please notify the sender urgently
and then immediately delete the message and any copies of it from your
system. Please also immediately destroy any hardcopies of the message.
You must not, directly or indirectly, use, disclose, distribute, print,
or copy any part of this message if you are not the intended recipient.
The sender's company reserves the right to monitor all e-mail
communications through their networks. Any views expressed in this
message are those of the individual sender, except where the message
states otherwise and the sender is authorised to state them to be the
views of the sender's company. 

Re: [Quickfix-developers] Badly formed messages

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

Unfortunately this is one of those situations where C++ lacks real type
safety.  I would recommend that you use the predefined constants whenever
possible.  If you include Values.h, you could write the line like this:

FIX::ExecTransType( FIX::ExecTransType_NEW );

On the one hand, it is more typing.  But the upshot is it is self
documenting and you will be sure you are using a valid value.

--oren



|---------+----------------------------------------------->
|         |           Chris Patmore                       |
|         |           <Chr...@BT...>            |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/13/2003 04:38 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       quickfix-developers <qui...@li...>              |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] Badly formed messages                                  |
  >----------------------------------------------------------------------------------------------|




If I accidentally do
             FIX::ExecTransType(0)
rather than
             FIX::ExecTransType('0')

there is no complaint from the compiler or at run time.  The net result
seems to be that my message is corrupt when received.  The receiving
process
silently discards it because the calculated body length does not match the
stated length.

Is there some sensible way of avoiding this?

                                                 Chris Patmore
****************************************************************************

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.


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[Quickfix-developers] Badly formed messages

[Chris P. <Chr...@BT...>]

If I accidentally do
	FIX::ExecTransType(0)
rather than
	FIX::ExecTransType('0')

there is no complaint from the compiler or at run time.  The net result
seems to be that my message is corrupt when received.  The receiving process
silently discards it because the calculated body length does not match the
stated length.

Is there some sensible way of avoiding this?

				Chris Patmore
****************************************************************************
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.

Re: [Quickfix-developers] FIX Engine APIs - any standardisation?

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

There is no standarization of API's like those you would find for say XML
like DOM and SAX.  FIX only standardizes the protocol at the message level,
not at the API level.  You will often find similarties between products,
due to the pretty limited problem set. There is only so many sensible ways
to construct a FIX message for instance.

Generally the big architecural different you will find between FIX engines
is whether they are in-process libraries, or out of process servers.  I
would say switching between these two types is the biggest potential risk.

QuickFIX, for instance, is in-process library.  So an application that
links in QuickFIX is the same one that establishes the connection to the
counterparty.  It relies on you to provide your own middleware solution if
you need one.  Some other engines establish the FIX connections in a
separate process and provide an API that talks to that process through one
or multiple middleware solutions, like CORBA.  Some engines do both.

Otherwise, assuming some decent level of abstaction, I don't think
switching between product would be terribly complicated.  There is no
guarantee of this however.  Other issues like threading models and session
management systems could crop up.  Creating and parsing messages would be
the easiest part of the conversion.

--oren



|---------+----------------------------------------------->
|         |           Alex Hornby <al...@an...>        |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/13/2003 03:30 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       quickfix-developers <qui...@li...>              |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] FIX Engine APIs - any standardisation?                 |
  >----------------------------------------------------------------------------------------------|




Hi,

A general FIX question really:

Are the C++ & Java APIs for the various FIX engines all different, or is
there some kind of common base functionality?

e.g. I'm currently using a lot of CORBA functionality, and although the
various ORBs differ they have a lot of APIs in common.

I guess if the various FIX engines APIs are different then it makes
choosing the right FIX engine crucial as one won't be able to change
over easily later.

Cheers,
Alex.




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Re: [Quickfix-developers] Test Case failed

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

This in and of itself shouldn't be a problem.  Yes, this will cause
subsequent instances of a field to silently overwrite the previous one,
but at the end of setString is a call to validate().  This checks fields 9
(length) and 10 (checksum) against the calculated values.  If a field gets
overwritten, there is a small chance that the checksum could still pass
(only 256 possibilities for checksum), but the length will certainly be
different and cause the message to fail validation.

This doesn't mean that there might not be a bug, I just don't think that
method is the cause.

ttCert provides full logs for all of their tests.  If you provide this an
automated test can be written to verify the behavior.

--oren



|---------+----------------------------------------------->
|         |           "Stancescu Constantin"              |
|         |           <Con...@sw...>      |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           02/13/2003 05:21 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       <qui...@li...>                                  |
  |       cc:       "Stancescu Constantin" <Con...@sw...>, "Gucher Gerhard"      |
  |        <Ger...@sw...>                                                              |
  |       Subject:  [Quickfix-developers] Test Case failed                                       |
  >----------------------------------------------------------------------------------------------|




During an acceptance test with ttCert for Bloomberg
we failed a test case specified also in the
 FIX Session-level Test cases
 h....field(tag number) ....specified more than once.
where our QuickFix engine just accepted the message.

My further investigation ended in the following piece of code

FieldMap.h
  /// Set a field without type checking
  void setField( const FieldBase& field )
  {
    m_fields.erase( field.getField() );
    m_fields.insert( std::make_pair( field.getField(), field ) );
  }

called from Message::setString, which explains the behaviour.

The spec expects a Reject(session-level) for this case....

Is this a bug ?


Regards,

Constantin

This message is for the named person's use only. It may contain
confidential, proprietary or legally privileged information. No
confidentiality or privilege is waived or lost by any mistransmission.
If you receive this message in error, please notify the sender urgently
and then immediately delete the message and any copies of it from your
system. Please also immediately destroy any hardcopies of the message.
You must not, directly or indirectly, use, disclose, distribute, print,
or copy any part of this message if you are not the intended recipient.
The sender's company reserves the right to monitor all e-mail
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message are those of the individual sender, except where the message
states otherwise and the sender is authorised to state them to be the
views of the sender's company.




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