quickfix-developers Mailing List for QuickFIX (Page 293)
Brought to you by:
orenmnero
You can subscribe to this list here.
2001 |
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
(1) |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2002 |
Jan
|
Feb
(5) |
Mar
(16) |
Apr
(15) |
May
(17) |
Jun
(33) |
Jul
(35) |
Aug
(34) |
Sep
(19) |
Oct
(40) |
Nov
(51) |
Dec
(43) |
2003 |
Jan
(45) |
Feb
(79) |
Mar
(124) |
Apr
(121) |
May
(132) |
Jun
(77) |
Jul
(110) |
Aug
(57) |
Sep
(48) |
Oct
(83) |
Nov
(60) |
Dec
(40) |
2004 |
Jan
(67) |
Feb
(72) |
Mar
(74) |
Apr
(87) |
May
(70) |
Jun
(96) |
Jul
(75) |
Aug
(147) |
Sep
(128) |
Oct
(83) |
Nov
(67) |
Dec
(42) |
2005 |
Jan
(110) |
Feb
(84) |
Mar
(68) |
Apr
(55) |
May
(51) |
Jun
(192) |
Jul
(111) |
Aug
(100) |
Sep
(79) |
Oct
(127) |
Nov
(73) |
Dec
(112) |
2006 |
Jan
(95) |
Feb
(120) |
Mar
(138) |
Apr
(127) |
May
(124) |
Jun
(97) |
Jul
(103) |
Aug
(88) |
Sep
(138) |
Oct
(91) |
Nov
(112) |
Dec
(57) |
2007 |
Jan
(55) |
Feb
(35) |
Mar
(56) |
Apr
(16) |
May
(20) |
Jun
(77) |
Jul
(43) |
Aug
(47) |
Sep
(29) |
Oct
(54) |
Nov
(39) |
Dec
(40) |
2008 |
Jan
(69) |
Feb
(79) |
Mar
(122) |
Apr
(106) |
May
(114) |
Jun
(76) |
Jul
(83) |
Aug
(71) |
Sep
(53) |
Oct
(75) |
Nov
(54) |
Dec
(43) |
2009 |
Jan
(32) |
Feb
(31) |
Mar
(64) |
Apr
(48) |
May
(38) |
Jun
(43) |
Jul
(35) |
Aug
(15) |
Sep
(52) |
Oct
(62) |
Nov
(62) |
Dec
(21) |
2010 |
Jan
(44) |
Feb
(10) |
Mar
(47) |
Apr
(22) |
May
(5) |
Jun
(54) |
Jul
(19) |
Aug
(54) |
Sep
(16) |
Oct
(15) |
Nov
(7) |
Dec
(8) |
2011 |
Jan
(18) |
Feb
(9) |
Mar
(5) |
Apr
(5) |
May
(41) |
Jun
(40) |
Jul
(29) |
Aug
(17) |
Sep
(12) |
Oct
(23) |
Nov
(22) |
Dec
(11) |
2012 |
Jan
(8) |
Feb
(24) |
Mar
(5) |
Apr
(5) |
May
(6) |
Jun
(5) |
Jul
(5) |
Aug
(5) |
Sep
(2) |
Oct
(9) |
Nov
(2) |
Dec
(18) |
2013 |
Jan
(25) |
Feb
(16) |
Mar
(8) |
Apr
(2) |
May
(16) |
Jun
(17) |
Jul
(2) |
Aug
(13) |
Sep
(3) |
Oct
(4) |
Nov
(1) |
Dec
|
2014 |
Jan
(2) |
Feb
|
Mar
(22) |
Apr
(9) |
May
(3) |
Jun
(1) |
Jul
(5) |
Aug
(11) |
Sep
(18) |
Oct
(4) |
Nov
(4) |
Dec
(3) |
2015 |
Jan
(2) |
Feb
|
Mar
|
Apr
(3) |
May
(4) |
Jun
(37) |
Jul
|
Aug
(4) |
Sep
(6) |
Oct
(1) |
Nov
(4) |
Dec
(2) |
2016 |
Jan
(9) |
Feb
(3) |
Mar
(7) |
Apr
(1) |
May
(8) |
Jun
|
Jul
|
Aug
|
Sep
(7) |
Oct
(3) |
Nov
(16) |
Dec
|
2017 |
Jan
(1) |
Feb
(15) |
Mar
(2) |
Apr
(12) |
May
(4) |
Jun
(7) |
Jul
(5) |
Aug
|
Sep
|
Oct
|
Nov
(23) |
Dec
(8) |
2018 |
Jan
(2) |
Feb
(4) |
Mar
(2) |
Apr
(8) |
May
(3) |
Jun
|
Jul
|
Aug
(1) |
Sep
|
Oct
|
Nov
|
Dec
|
2019 |
Jan
|
Feb
(1) |
Mar
|
Apr
|
May
|
Jun
|
Jul
(1) |
Aug
(1) |
Sep
|
Oct
(5) |
Nov
(3) |
Dec
|
2020 |
Jan
|
Feb
(4) |
Mar
(3) |
Apr
|
May
|
Jun
|
Jul
(12) |
Aug
(5) |
Sep
(3) |
Oct
(1) |
Nov
|
Dec
(1) |
2021 |
Jan
|
Feb
|
Mar
|
Apr
|
May
(1) |
Jun
|
Jul
|
Aug
(2) |
Sep
|
Oct
|
Nov
|
Dec
|
2022 |
Jan
|
Feb
(1) |
Mar
|
Apr
|
May
|
Jun
(1) |
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
2025 |
Jan
|
Feb
|
Mar
|
Apr
(1) |
May
(1) |
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
From: Stancescu C. <Con...@sw...> - 2003-02-13 11:22:08
|
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 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. |
From: Alex H. <al...@an...> - 2003-02-13 09:30:42
|
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. |
From: Gene G. <mus...@ya...> - 2003-02-12 23:05:12
|
See Repeating Group Documenattion .Do not forget to provide path to a valid DataDictionary XML in your session settings file; you cannot read repeating groups messages without it.In one of the 1.3.x releases (do not remember whether it was 1.3.2) repeating groups did not work in Java and a patch was issued (you can dig it out in this list archives). Current CVS version has it fixed.Curiosity point: how does QuickFIX compare to Aegis' own CameronFIX?Gene--- Bill Adelman wrote:> I am trying to use repeating fields but I am have> not been able to get it to> work. How do I build a message with repeating> fields?> > Thanks> Bill Adelman> > --------------------------------------------------------------------> > Bill Adelman> Aegis Software Inc.> 724-449-6047> bad...@ae...> > www.aegisoft.com -- Customized Software Solutions> for Capital Markets & > Trading Applications> > www.aegistaff.com -- Provides Full-Time and Contract> Technical Staff> > > > -------------------------------------------------------> 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! Shopping - Send Flowers for Valentine's Day |
From: Bill A. <bad...@ae...> - 2003-02-12 22:28:28
|
I am trying to use repeating fields but I am have not been able to get it to work. How do I build a message with repeating fields? Thanks Bill Adelman -------------------------------------------------------------------- Bill Adelman Aegis Software Inc. 724-449-6047 bad...@ae... www.aegisoft.com -- Customized Software Solutions for Capital Markets & Trading Applications www.aegistaff.com -- Provides Full-Time and Contract Technical Staff |
From: <OM...@th...> - 2003-02-12 18:18:38
|
It would probably be easiest to pick one of the functions from Utility.= h --oren |---------+-----------------------------------------------> | | s....@gm... | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/12/2003 09:47 AM | | | | |---------+-----------------------------------------------> >--------------------------------------------------------------------= --------------------------| | = | | To: qui...@li... = | | cc: = | | Subject: [Quickfix-developers] autotools check for quickfix = | >--------------------------------------------------------------------= --------------------------| Hello, what whould be a good function of the quickfix lib to use with the AC_CHECK_LIB macro of the autotools toolset ? regards, saw -- +++ GMX - Mail, Messaging & more http://www.gmx.net +++ Bitte l=E4cheln! Fotogalerie online mit GMX ohne eigene Homepage! ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld =3D Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers = |
From: <s....@gm...> - 2003-02-12 15:47:53
|
Hello, what whould be a good function of the quickfix lib to use with the AC_CHECK_LIB macro of the autotools toolset ? regards, saw -- +++ GMX - Mail, Messaging & more http://www.gmx.net +++ Bitte lächeln! Fotogalerie online mit GMX ohne eigene Homepage! |
From: <OM...@th...> - 2003-02-11 21:56:12
|
If the logon is timing out that means you have connected and sent a logon message. The counterparty is apparently not sending an acknowledgement logout within 10 seconds (the timeout value as per the FIX spec). If they just take a log time to respond to logons, you can change this value by adding the LogonTimeout configuration setting. More info on initiator settings are available here: http://quickfix.thoughtworks.com/documentation/configuration.html#Initiator --oren |---------+-----------------------------------------------> | | <jo...@be...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/11/2003 03:46 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: qui...@li... | | cc: | | Subject: [Quickfix-developers] logon still not working | >----------------------------------------------------------------------------------------------| o.k. i added the extra fields in the toAdmin method, but still only get and LogOff message a few seconds after I start the application. I checked the log events, there I get timeout waiting for Logon. Can i be sure i have a valid connection with the server if I get this message and the server does not answer ? Or ist it still possible I have no connection at all ? joe Robe ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: <jo...@be...> - 2003-02-11 21:44:53
|
o.k. i added the extra fields in the toAdmin method, but still only get and LogOff message a few seconds after I start the application. I checked the log events, there I get timeout waiting for Logon. Can i be sure i have a valid connection with the server if I get this message and the server does not answer ? Or ist it still possible I have no connection at all ? joe Robe |
From: <OM...@th...> - 2003-02-11 21:04:33
|
QuickFIX was originally primarily designed for writing servers that would take in FIX events, and take in events of some other type unknown to QuickFIX. Essentially to do some sort of conversion. That is where onRun came in, as a place to process those unknown events. People are now using QF for all sorts of other purposes and you will probably see a alternate system better designed for those purposes in the future. You can get a description of all the Application methods, including onRun here: http://quickfix.thoughtworks.com/documentation/application.html --oren |---------+-----------------------------------------------> | | <jo...@be...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/11/2003 01:23 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: qui...@li... | | cc: | | Subject: RE: [Quickfix-developers] Login Problem/ Basic starting... | >----------------------------------------------------------------------------------------------| Rob, thanks for that quick answer :) I am yet not 100 % sure WHAT I should do in OnRun. Initiator.Start seems to block the curren thread, so if I want to use my application as a DLL in other application, I guess I have to call Start from another thread ? Currently I call my login function in OnRun, might that block the whole thing itself ? Joe Robe public void onRun() { LogIn(); while ( true ) { Thread.Sleep( 200 ); } } ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: <jo...@be...> - 2003-02-11 20:23:16
|
I dont see this message arriving in the list so i send it again.. or maybe sourceforge is down ?? in that case please send reply to jo...@ya... >does your LogIn() function try to create your FIX login request message? Sure, it does it exactly the way its described in my broker docs. below my loging function. Now the STRANGER thing, I always tried in debug mode stepping through each line,here the sendToTarget returns TRUE. If I run it withotu debugging it returns FALSE !!! I am still lost :( Joe Robe Fix42.Message message = new Fix42.Message(); Fix.Message.Header header = message.getHeader(); header.setField(new BeginString("FIX.4.2")); header.setField(new MsgType("A")); header.setField(new SenderCompID("MyID")); header.setField(new TargetCompID("RecieverID")); message.setField(new MsgSeqNum(1)); message.setField(new SendingTime(DateTime.Now)); message.setField(new HeartBtInt(10)); message.setField(new ResetSeqNumFlag("N")); message.setField(new EncryptMethod(0)); message.setField(new RawData("MyPW")); Console.WriteLine(message.ToString()); if(Fix.Session.sendToTarget(message)==false) Console.WriteLine("Sending of LogOn message failed, no connection to server!"); else Console.WriteLine("LogOn send"); |
From: <jo...@be...> - 2003-02-11 20:21:40
|
I dont see this message arriving in the list so i send it again.. >does your LogIn() function try to create your FIX login request message? Sure, it does it exactly the way its described in my broker docs. below my loging function. Now the STRANGER thing, I always tried in debug mode stepping through each line,here the sendToTarget returns TRUE. If I run it withotu debugging it returns FALSE !!! I am still lost :( Joe Robe Fix42.Message message = new Fix42.Message(); Fix.Message.Header header = message.getHeader(); header.setField(new BeginString("FIX.4.2")); header.setField(new MsgType("A")); header.setField(new SenderCompID("MyID")); header.setField(new TargetCompID("RecieverID")); message.setField(new MsgSeqNum(1)); message.setField(new SendingTime(DateTime.Now)); message.setField(new HeartBtInt(10)); message.setField(new ResetSeqNumFlag("N")); message.setField(new EncryptMethod(0)); message.setField(new RawData("MyPW")); Console.WriteLine(message.ToString()); if(Fix.Session.sendToTarget(message)==false) Console.WriteLine("Sending of LogOn message failed, no connection to server!"); else Console.WriteLine("LogOn send"); |
From: Rob K. <ro...@ri...> - 2003-02-11 19:32:11
|
does your LogIn() function try to create your FIX login request message? -----Original Message----- From: jo...@be... [mailto:jo...@be...] Sent: Tuesday, February 11, 2003 1:24 PM To: qui...@li... Subject: RE: [Quickfix-developers] Login Problem/ Basic starting... Rob, thanks for that quick answer :) I am yet not 100 % sure WHAT I should do in OnRun. Initiator.Start seems = to block the curren thread, so if I want to use my application as a DLL = in other application, I guess I have to call Start from another thread ? Currently I call my login function in OnRun, might that block the whole = thing itself ? Joe Robe public void onRun()=20 {=20 LogIn(); while ( true ) { Thread.Sleep( 200 ); } } ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld =3D Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: <jo...@be...> - 2003-02-11 19:21:49
|
Rob, thanks for that quick answer :) I am yet not 100 % sure WHAT I should do in OnRun. Initiator.Start seems to block the curren thread, so if I want to use my application as a DLL in other application, I guess I have to call Start from another thread ? Currently I call my login function in OnRun, might that block the whole thing itself ? Joe Robe public void onRun() { LogIn(); while ( true ) { Thread.Sleep( 200 ); } } |
From: Rob K. <ro...@ri...> - 2003-02-11 19:09:54
|
what are you doing in the OnRun() function? -----Original Message----- From: jo...@be... [mailto:jo...@be...] Sent: Tuesday, February 11, 2003 1:02 PM To: qui...@li... Subject: [Quickfix-developers] Login Problem/ Basic starting... Hi, a great product but docs are not very helpfull !!=20 I developed a small test app in C#, I got all to run and compile without = errors, but first logon tries resulted in just NO answer at all. I had to dig into the soruce code, because even the examples do NOT use = the correct method calls. So first problem was dead server I tried to = reach. There is NO error message for that, only thing I can see in the = code is that senMessage is returning a bool, and false SEEMS to say that = there was an socket error (but you never get WHICH error). No the server I try to reach is up , I stepped through the c++ line = where socket is created and its created without errors. Logon Message is = send to the toAdmin method, but immediately after that I get (every few = seconds) the logoff event !! So what can I do to debug this ?? Are there any better docs somewhere ? = There are TONS of classes in the code which I cant find in ANY of the = docs !! Joe Robe ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld =3D Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: <jo...@be...> - 2003-02-11 18:59:54
|
Hi, a great product but docs are not very helpfull !! I developed a small test app in C#, I got all to run and compile without errors, but first logon tries resulted in just NO answer at all. I had to dig into the soruce code, because even the examples do NOT use the correct method calls. So first problem was dead server I tried to reach. There is NO error message for that, only thing I can see in the code is that senMessage is returning a bool, and false SEEMS to say that there was an socket error (but you never get WHICH error). No the server I try to reach is up , I stepped through the c++ line where socket is created and its created without errors. Logon Message is send to the toAdmin method, but immediately after that I get (every few seconds) the logoff event !! So what can I do to debug this ?? Are there any better docs somewhere ? There are TONS of classes in the code which I cant find in ANY of the docs !! Joe Robe |
From: <OM...@th...> - 2003-02-11 18:57:10
|
Your constructor name for SPEXOrderMassCancelReport is incorrect. You are trying to name the constructor SPEXOrderMassCancelRequest. See the code excerpt from your file below: //======================================================= class SPEXOrderMassCancel**Report** : public FIX42::Message { //======================================================= public: SPEXOrderMassCancel**Request**() : Message( MsgType() ) {} SPEXOrderMassCancel**Request**( const Message& m ) : Message( m ) {} --oren "Austin" <austin@iontradin To: <OM...@th...> g.com> cc: Subject: RE: [Quickfix-developers] User Defined Message Types.... 02/11/2003 12:34 PM Please respond to austin Okay, here are the two files. The problem occurs in a file that includes both of the attachment files... Thanks again Regards, Austin -----Original Message----- From: OM...@th... [mailto:OM...@th...] Sent: 11 February 2003 18:30 To: au...@io... Subject: RE: [Quickfix-developers] User Defined Message Types.... Looks like the error's start outside of the code that you included in your original message. If you can send your spexmessages.h file as an attachment, that will help. --oren "Austin" <austin@iontradin To: <OM...@th...> g.com> cc: Subject: RE: [Quickfix-developers] User Defined Message Types.... 02/11/2003 12:15 PM Please respond to austin I'm using the MS VC++6.0 on windows... Here is the message I got, thanks. (The file MyApplication.cpp uses the SpexMessages.h file...) Compiling... MyApplication.cpp m:\include\mkv12x\quickfix\spexmessages.h(26) : error C2664: '__thiscall FIX42::Message::FIX42::Message(const class FIX::MsgType &)' : cannot convert parameter 1 from 'const class FIX::Message' to 'const class FIX::MsgType &' Reason: cannot convert from 'const class FIX::Message' to 'const class FIX::MsgType' No constructor could take the source type, or constructor overload resolution was ambiguous m:\include\mkv12x\quickfix\spexmessages.h(279) : error C2057: expected constant expression m:\include\mkv12x\quickfix\spexmessages.h(279) : error C2656: 'SPEXOrderMassCancelRequest' : function not allowed as a bit field m:\include\mkv12x\quickfix\spexmessages.h(279) : warning C4183: 'SPEXOrderMassCancelRequest': member function definition looks like a ctor, but name does not match enclosing class m:\include\mkv12x\quickfix\spexmessages.h(280) : error C2327: 'SPEXOrderMassCancelReport::SPEXOrderMassCancelRequest' : member from enclosing class is not a type name, static, or enumerator m:\include\mkv12x\quickfix\spexmessages.h(280) : error C2065: 'm' : undeclared identifier m:\include\mkv12x\quickfix\spexmessages.h(280) : error C2440: 'type cast' : cannot convert from 'int' to 'class FIX42::Message' No constructor could take the source type, or constructor overload resolution was ambiguous m:\include\mkv12x\quickfix\spexmessages.h(280) : error C2056: illegal expression m:\include\mkv12x\quickfix\spexmessages.h(280) : error C2656: 'SPEXOrderMassCancelRequest' : function not allowed as a bit field m:\include\mkv12x\quickfix\spexmessages.h(280) : warning C4183: 'SPEXOrderMassCancelRequest': member function definition looks like a ctor, but name does not match enclosing class c: \myfiles\fixproject\myfixapplication\myfixapplication\myfixapplication\mya pplication.h(34) : error C2039: 'SPEXOrderSingle' : is not a member of 'FIX42' c: \myfiles\fixproject\myfixapplication\myfixapplication\myfixapplication\mya pplication.h(34) : error C2143: syntax error : missing ',' before '&' c: \myfiles\fixproject\myfixapplication\myfixapplication\myfixapplication\mya pplication.h(34) : error C2059: syntax error : '&' -----Original Message----- From: qui...@li... [mailto:qui...@li...]On Behalf Of OM...@th... Sent: 11 February 2003 18:04 To: au...@io... Cc: qui...@li...; qui...@li... Subject: Re: [Quickfix-developers] User Defined Message Types.... Please identify which compiler you are using and provide the error output being produced. --oren |---------+-----------------------------------------------> | | "Austin" <au...@io...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/11/2003 11:44 AM | | | Please respond to austin | | | | |---------+-----------------------------------------------> > --------------------------------------------------------------------------- -------------------| | | | To: <qui...@li...> | | cc: | | Subject: [Quickfix-developers] User Defined Message Types.... | > --------------------------------------------------------------------------- -------------------| Can you please help, I have defined my own type as below but the two standard constructors are causing compilation error... Many thanks constructors... SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} Actual code..... . . . namespace FIX { const char MsgType_SPEXOrderSingle[] = "D"; const char MsgType_SPEXExecutionReport[] = "8"; const char MsgType_SPEXOrderCancelReplaceRequest[] = "G"; const char MsgType_SPEXOrderCancelRequest[] = "F"; const char MsgType_SPEXOrderMassCancelRequest[] = "q"; const char MsgType_SPEXOrderMassCancelReport[] = "r"; //=============================================== class SPEXOrderSingle : public FIX42::Message { //=============================================== public: SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} static FIX::MsgType MsgType() { return FIX::MsgType( "D" ); } SPEXOrderSingle( const FIX::ClOrdID& aClOrdID, const FIX::ClOrdLinkID& aClOrdLinkID, const FIX::UUID& aUUID, const FIX::HandlInst& aHandlInst, const FIX::OrderQty& aOrderQty, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message( FIX::MsgType( "D" ) ) { set( aClOrdID ); set( aClOrdLinkID ); set( aUUID ); set( aHandlInst ); set( aOrderQty ); set( aSide ); set( aTransactTime ); set( aOrdType ); } FIELD_SET( *this, FIX::ClOrdID ); FIELD_SET( *this, FIX::ClOrdLinkID ); FIELD_SET( *this, FIX::UUID ); FIELD_SET( *this, FIX::ClientID ); FIELD_SET( *this, FIX::Account ); FIELD_SET( *this, FIX::SettlmntTyp ); FIELD_SET( *this, FIX::FutSettDate ); FIELD_SET( *this, FIX::HandlInst ); FIELD_SET( *this, FIX::SecurityID ); FIELD_SET( *this, FIX::IDSource ); FIELD_SET( *this, FIX::Side ); FIELD_SET( *this, FIX::LocateReqd ); FIELD_SET( *this, FIX::TransactTime ); FIELD_SET( *this, FIX::OrderQty ); FIELD_SET( *this, FIX::OrdType ); FIELD_SET( *this, FIX::Price ); FIELD_SET( *this, FIX::ExpireTime ); FIELD_SET( *this, FIX::TradingSessionID ); FIELD_SET( *this, FIX::BenchmarkCurveName ); FIELD_SET( *this, FIX::SpexMaturity ); FIELD_SET( *this, FIX::PriceType ); FIELD_SET( *this, FIX::ExecID ); FIELD_SET( *this, FIX::SettlLocation ); FIELD_SET( *this, FIX::AccountType ); FIELD_SET( *this, FIX::PreallocMethod ); FIELD_SET( *this, FIX::PartyId ); FIELD_SET( *this, FIX::UnderlyingSecurityID ); FIELD_SET( *this, FIX::UnderlyingIDSource ); FIELD_SET( *this, FIX::SpreadToBenchmark ); }; } ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers (See attached file: SpexFields.h)(See attached file: SpexMessages.h) |
From: <OM...@th...> - 2003-02-11 18:04:44
|
Please identify which compiler you are using and provide the error output being produced. --oren |---------+-----------------------------------------------> | | "Austin" <au...@io...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/11/2003 11:44 AM | | | Please respond to austin | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: <qui...@li...> | | cc: | | Subject: [Quickfix-developers] User Defined Message Types.... | >----------------------------------------------------------------------------------------------| Can you please help, I have defined my own type as below but the two standard constructors are causing compilation error... Many thanks constructors... SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} Actual code..... . . . namespace FIX { const char MsgType_SPEXOrderSingle[] = "D"; const char MsgType_SPEXExecutionReport[] = "8"; const char MsgType_SPEXOrderCancelReplaceRequest[] = "G"; const char MsgType_SPEXOrderCancelRequest[] = "F"; const char MsgType_SPEXOrderMassCancelRequest[] = "q"; const char MsgType_SPEXOrderMassCancelReport[] = "r"; //=============================================== class SPEXOrderSingle : public FIX42::Message { //=============================================== public: SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} static FIX::MsgType MsgType() { return FIX::MsgType( "D" ); } SPEXOrderSingle( const FIX::ClOrdID& aClOrdID, const FIX::ClOrdLinkID& aClOrdLinkID, const FIX::UUID& aUUID, const FIX::HandlInst& aHandlInst, const FIX::OrderQty& aOrderQty, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message( FIX::MsgType( "D" ) ) { set( aClOrdID ); set( aClOrdLinkID ); set( aUUID ); set( aHandlInst ); set( aOrderQty ); set( aSide ); set( aTransactTime ); set( aOrdType ); } FIELD_SET( *this, FIX::ClOrdID ); FIELD_SET( *this, FIX::ClOrdLinkID ); FIELD_SET( *this, FIX::UUID ); FIELD_SET( *this, FIX::ClientID ); FIELD_SET( *this, FIX::Account ); FIELD_SET( *this, FIX::SettlmntTyp ); FIELD_SET( *this, FIX::FutSettDate ); FIELD_SET( *this, FIX::HandlInst ); FIELD_SET( *this, FIX::SecurityID ); FIELD_SET( *this, FIX::IDSource ); FIELD_SET( *this, FIX::Side ); FIELD_SET( *this, FIX::LocateReqd ); FIELD_SET( *this, FIX::TransactTime ); FIELD_SET( *this, FIX::OrderQty ); FIELD_SET( *this, FIX::OrdType ); FIELD_SET( *this, FIX::Price ); FIELD_SET( *this, FIX::ExpireTime ); FIELD_SET( *this, FIX::TradingSessionID ); FIELD_SET( *this, FIX::BenchmarkCurveName ); FIELD_SET( *this, FIX::SpexMaturity ); FIELD_SET( *this, FIX::PriceType ); FIELD_SET( *this, FIX::ExecID ); FIELD_SET( *this, FIX::SettlLocation ); FIELD_SET( *this, FIX::AccountType ); FIELD_SET( *this, FIX::PreallocMethod ); FIELD_SET( *this, FIX::PartyId ); FIELD_SET( *this, FIX::UnderlyingSecurityID ); FIELD_SET( *this, FIX::UnderlyingIDSource ); FIELD_SET( *this, FIX::SpreadToBenchmark ); }; } ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Austin <au...@io...> - 2003-02-11 17:46:42
|
Can you please help, I have defined my own type as below but the two standard constructors are causing compilation error... Many thanks constructors... SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} Actual code..... . . . namespace FIX { const char MsgType_SPEXOrderSingle[] = "D"; const char MsgType_SPEXExecutionReport[] = "8"; const char MsgType_SPEXOrderCancelReplaceRequest[] = "G"; const char MsgType_SPEXOrderCancelRequest[] = "F"; const char MsgType_SPEXOrderMassCancelRequest[] = "q"; const char MsgType_SPEXOrderMassCancelReport[] = "r"; //=============================================== class SPEXOrderSingle : public FIX42::Message { //=============================================== public: SPEXOrderSingle() : Message( MsgType() ) {} SPEXOrderSingle( const Message& m ) : Message( m ) {} static FIX::MsgType MsgType() { return FIX::MsgType( "D" ); } SPEXOrderSingle( const FIX::ClOrdID& aClOrdID, const FIX::ClOrdLinkID& aClOrdLinkID, const FIX::UUID& aUUID, const FIX::HandlInst& aHandlInst, const FIX::OrderQty& aOrderQty, const FIX::Side& aSide, const FIX::TransactTime& aTransactTime, const FIX::OrdType& aOrdType ) : Message( FIX::MsgType( "D" ) ) { set( aClOrdID ); set( aClOrdLinkID ); set( aUUID ); set( aHandlInst ); set( aOrderQty ); set( aSide ); set( aTransactTime ); set( aOrdType ); } FIELD_SET( *this, FIX::ClOrdID ); FIELD_SET( *this, FIX::ClOrdLinkID ); FIELD_SET( *this, FIX::UUID ); FIELD_SET( *this, FIX::ClientID ); FIELD_SET( *this, FIX::Account ); FIELD_SET( *this, FIX::SettlmntTyp ); FIELD_SET( *this, FIX::FutSettDate ); FIELD_SET( *this, FIX::HandlInst ); FIELD_SET( *this, FIX::SecurityID ); FIELD_SET( *this, FIX::IDSource ); FIELD_SET( *this, FIX::Side ); FIELD_SET( *this, FIX::LocateReqd ); FIELD_SET( *this, FIX::TransactTime ); FIELD_SET( *this, FIX::OrderQty ); FIELD_SET( *this, FIX::OrdType ); FIELD_SET( *this, FIX::Price ); FIELD_SET( *this, FIX::ExpireTime ); FIELD_SET( *this, FIX::TradingSessionID ); FIELD_SET( *this, FIX::BenchmarkCurveName ); FIELD_SET( *this, FIX::SpexMaturity ); FIELD_SET( *this, FIX::PriceType ); FIELD_SET( *this, FIX::ExecID ); FIELD_SET( *this, FIX::SettlLocation ); FIELD_SET( *this, FIX::AccountType ); FIELD_SET( *this, FIX::PreallocMethod ); FIELD_SET( *this, FIX::PartyId ); FIELD_SET( *this, FIX::UnderlyingSecurityID ); FIELD_SET( *this, FIX::UnderlyingIDSource ); FIELD_SET( *this, FIX::SpreadToBenchmark ); }; } |
From: <OM...@th...> - 2003-02-06 16:15:22
|
This problem only exists in the development version in the repository. It doesn't happen in any of the public releases (so users of 1.3.2 don't need to worry about this). A fix has been checked in, so anyone using the development version should do an update. --oren |---------+-----------------------------------------------> | | "Bill Adelman" | | | <bad...@ae...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/05/2003 04:01 PM | | | Please respond to badelman | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: <qui...@li...> | | cc: | | Subject: [Quickfix-developers] RejectLogon exception causes jvm to crash | >----------------------------------------------------------------------------------------------| I working on a java quickfix server and am attempting to throw a RejectLogon exception from the fromAdmin function of my Application. Everytime I do this the jvm crashes. Has anyone else seen this? If so does anyone know how to fix it? Thanks Bill Adelman -------------------------------------------------------------------- Bill Adelman Aegis Software Inc. 724-449-6047 bad...@ae... www.aegisoft.com -- Customized Software Solutions for Capital Markets & Trading Applications www.aegistaff.com -- Provides Full-Time and Contract Technical Staff ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Bill A. <bad...@ae...> - 2003-02-05 22:02:50
|
I working on a java quickfix server and am attempting to throw a RejectLogon exception from the fromAdmin function of my Application. Everytime I do this the jvm crashes. Has anyone else seen this? If so does anyone know how to fix it? Thanks Bill Adelman -------------------------------------------------------------------- Bill Adelman Aegis Software Inc. 724-449-6047 bad...@ae... www.aegisoft.com -- Customized Software Solutions for Capital Markets & Trading Applications www.aegistaff.com -- Provides Full-Time and Contract Technical Staff |
From: <OM...@th...> - 2003-02-05 17:21:26
|
This has been brought up before and we are adding additional logging capabilities. Part of the reason was that the logging was originally done on a per session basis (each session has its own log files). Some of these calls fail before any session is associated with them. connect we can easily associate with a session, but bind, listen and accept arn't associated with any session (or with multiple sessions, depending on how you look at it). I guess I would like some input on how people would like to see those. If accept fails for instance, should it show up in a global log, or should the failure show up in each associated session log. I think that I favor the latter. The reason is if a client calls because they are having a problem connecting, I would want to have all available information inside their log file. Any other thoughts? I do not know if anyone has run QF through purify. We havn't had any reports of resource leaks with the C++ API, and many users keep it up 24 hours/day with heavy usage. There were some reported leaks in the JAVA/JNI layer, but they have since been resolved. If you would like to run it through yourself, I think it would interesting to see the results reported in this list. --oren |---------+-----------------------------------------------> | | Chris Patmore | | | <Chr...@BT...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/05/2003 10:49 AM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: "'qui...@li...'" | | <qui...@li...> | | cc: | | Subject: [Quickfix-developers] Logging of socket function failures | >----------------------------------------------------------------------------------------------| Is there any reason why Utility.c does not report errors from low level socket calls? For example if my ThreadedSocketInitiator's call to socket_createConnector fails in the connect() call, the function silently returns. The ThreadedSocketInitiator then sleeps and retries but, again, nothing is logged. Failed calls to bind, listen, accept, etc. are also silent. Regards Chris Patmore PS Has anyone run the library under Purify? **************************************************************************** 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. ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Chris P. <Chr...@BT...> - 2003-02-05 16:49:39
|
Is there any reason why Utility.c does not report errors from low level socket calls? For example if my ThreadedSocketInitiator's call to socket_createConnector fails in the connect() call, the function silently returns. The ThreadedSocketInitiator then sleeps and retries but, again, nothing is logged. Failed calls to bind, listen, accept, etc. are also silent. Regards Chris Patmore PS Has anyone run the library under Purify? **************************************************************************** This message is confidential to the sender and addressee, and may contain proprietary or legally privileged information. If you are not the intended recipient, please delete it from your system, destroy any copies, and notify the sender immediately. Opinions stated herein are not necessarily those of BrokerTec. BrokerTec reserves the right to monitor messages that pass through it's networks. BrokerTec Europe Ltd is regulated by FSA. |
From: <OM...@th...> - 2003-02-05 16:37:59
|
Do you have an example of one of the QuoteRequest messages. It looks like perhaps the Currency is being put in the message and not inside the repeating group. --oren |---------+-----------------------------------------------> | | "Bishop, Barry" | | | <Bar...@gs...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/05/2003 09:53 AM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: "'qui...@li...'" | | <qui...@li...> | | cc: | | Subject: [Quickfix-developers] Mysterious reject | >----------------------------------------------------------------------------------------------| Hi, The quickfix engine is automatically rejecting a QuoteRequest message with the following: Message=org.quickfix.fix42.Reject <message> <header> <field number="8" value="FIX.4.2"/> <field number="9" value="117"/> <field number="35" value="3"/> <field number="34" value="393"/> <field number="49" value="XXXX"/> <field number="52" value="20030205-15:18:07"/> <field number="56" value="YYYY"/> </header> <body> <field number="45" value="7265"/> <field number="58" value="Tag not defined for this message type"/> <field number="371" value="15"/> <field number="372" value="R"/> <field number="373" value="2"/> </body> <trailer> <field number="10" value="076"/> </trailer> </message> Tag 15=Currency and is defined as an optional field for this message: - <message name="QuoteRequest" msgtype="R" msgcat="app"> <field number="131" name="QuoteReqID" required="Y" /> <field number="146" name="NoRelatedSym" required="Y" /> - <group number="146" name="NoRelatedSym"> <field number="55" name="Symbol" required="Y" /> <<<<<lots of other fields here>>>>> <field number="15" name="Currency" required="N" /> </group> </message> I am using FIX42.xml and the java jni library. So far other messages have been processed ok, but this is the first one with a repeating group. When tag 15 is left out of the message, it rejects the new message with the same error on tag 22=IDSource which is also an optional field. Any ideas? Barry Bishop ------------------------------------------------------- This SF.NET email is sponsored by: SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! http://www.vasoftware.com _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Bishop, B. <Bar...@gs...> - 2003-02-05 15:53:13
|
Hi, The quickfix engine is automatically rejecting a QuoteRequest message with the following: Message=org.quickfix.fix42.Reject <message> <header> <field number="8" value="FIX.4.2"/> <field number="9" value="117"/> <field number="35" value="3"/> <field number="34" value="393"/> <field number="49" value="XXXX"/> <field number="52" value="20030205-15:18:07"/> <field number="56" value="YYYY"/> </header> <body> <field number="45" value="7265"/> <field number="58" value="Tag not defined for this message type"/> <field number="371" value="15"/> <field number="372" value="R"/> <field number="373" value="2"/> </body> <trailer> <field number="10" value="076"/> </trailer> </message> Tag 15=Currency and is defined as an optional field for this message: - <message name="QuoteRequest" msgtype="R" msgcat="app"> <field number="131" name="QuoteReqID" required="Y" /> <field number="146" name="NoRelatedSym" required="Y" /> - <group number="146" name="NoRelatedSym"> <field number="55" name="Symbol" required="Y" /> <<<<<lots of other fields here>>>>> <field number="15" name="Currency" required="N" /> </group> </message> I am using FIX42.xml and the java jni library. So far other messages have been processed ok, but this is the first one with a repeating group. When tag 15 is left out of the message, it rejects the new message with the same error on tag 22=IDSource which is also an optional field. Any ideas? Barry Bishop |
From: El-Abid, B. <ba...@se...> - 2003-02-04 21:28:17
|
I'm getting errors while building QuickFIX 1.3.2 on a Redhat-7.3 with gcc 3.0.3, glibc 2.2.9, and Sun Java 1.4.1_01-b01. The error is the following: c++ -DHAVE_CONFIG_H -I. -I. -I../.. -I. -I.. -I../.. -I../../.. -fexceptions -Wall -I/usr/include/libxml2 -I/include -I/include/linux -Wp,-MD,.deps/Conversions.pp -c Conversions.cpp -fPIC -DPIC -o .libs/Conversions.lo In file included from ../../../quickfix/include/Message.h:62, from Conversions.h:57, from Conversions.cpp:56: ../../../quickfix/include/DataDictionary.h: In member function `void FIX::DataDictionary::checkValidFormat(const FIX::FieldBase&)': ../../../quickfix/include/DataDictionary.h:337: mixing C++ and Java catches in a single translation unit /usr/local/include/g++-v3/bits/locale_facets.h: At top level: ../../../quickfix/include/Utility.h:114: warning: `const char*FIX::EOL' defined but not used make[4]: *** [Conversions.lo] Error 1 make[4]: Leaving directory `/home/babid/FIX/quickfix/src/java' make[3]: *** [all-recursive] Error 1 make[3]: Leaving directory `/home/babid/FIX/quickfix/src/java' make[2]: *** [all-recursive] Error 1 make[2]: Leaving directory `/home/babid/FIX/quickfix/src' make[1]: *** [all-recursive] Error 1 make[1]: Leaving directory `/home/babid/FIX/quickfix' make: *** [all-recursive-am] Error 2 Any help is appreciated. Thanks, Bassam _____________________________________________________ Sector Data, LLC, is not affiliated with Sector, Inc., or SIAC |