quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Setup problems quickfix

[Matt A. <ma...@em...>]

Hello,

I am currently evaluating quickfix and downloaded the newest version v1.3.2.
I tried to set it up under Win2000 with the newest MS Visual .Net C++ compiler
according to the instructions given in "Installing QuickFix".
Some problems came up:

1.) If click on quickfix.dsw the Visual Studio asked me if the old project definition format should be
converted to the new .Net format. I clicked "yes" and all projects are imported. Finally they could
be compiled successfully. To my surprise I found out that the default configuration (and thus output)
type is a static library (.lib) and NOT (like it is written in the documentation) a dynamic library (.dll).

When I tried to change the configuration type in the properties of the quickfix_lib project 
in the "general" tab from .lib to .dll and recompiled it I got the following errors. Why ?

Keep in mind that I didn't change anything from the original src.
Btw: quickfix_jni_debug creates the desired dll but I want to have it for quickfix_debug too.

Output (Ignore line wraps):

Parser.obj : error LNK2019: Unresolved external symbol __imp__recv@16, referred in function "public: bool __thiscall FIX::Parser::readFromStream(void)" (?readFromStream@Parser@FIX@@QAE_NXZ)
ThreadedSocketConnection.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__recv@16
Utility.obj : error LNK2019: unresolved external symbol __imp__WSAStartup@8, referred in function "void __cdecl FIX::socket_init(void)" (?socket_init@FIX@@YAXXZ)
Utility.obj : error LNK2019: unresolved external symbol __imp__WSACleanup@0, referred in function "void __cdecl FIX::socket_term(void)" (?socket_term@FIX@@YAXXZ)
Utility.obj : error LNK2019: unresolved external symbol __imp__listen@8, referred in function "int __cdecl FIX::socket_createAcceptor(int)" (?socket_createAcceptor@FIX@@YAHH@Z)
SocketServer.obj : error LNK2019: unresolved external symbol __imp__listen@8, referred in function "public: __thiscall FIX::SocketServer::SocketServer(int,int)" (??0SocketServer@FIX@@QAE@HH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__bind@12, referred in function "int __cdecl FIX::socket_createAcceptor(int)" (?socket_createAcceptor@FIX@@YAHH@Z)
SocketServer.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__bind@12
Utility.obj : error LNK2019: unresolved external symbol __imp__htons@4, referred in function "int __cdecl FIX::socket_createAcceptor(int)" (?socket_createAcceptor@FIX@@YAHH@Z)
SocketConnector.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__htons@4
SocketServer.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__htons@4
Utility.obj : error LNK2019: unresolved external symbol __imp__socket@12, referred in function "int __cdecl FIX::socket_createAcceptor(int)" (?socket_createAcceptor@FIX@@YAHH@Z)
SocketConnector.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__socket@12
SocketServer.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__socket@12
Utility.obj : error LNK2019: unresolved external symbol __imp__connect@12, referred in function "int __cdecl FIX::socket_createConnector(char const *,int)" (?socket_createConnector@FIX@@YAHPBDH@Z)
SocketConnector.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__connect@12
Utility.obj : error LNK2019: unresolved external symbol __imp__inet_addr@4, referred in function "int __cdecl FIX::socket_createConnector(char const *,int)" (?socket_createConnector@FIX@@YAHPBDH@Z)
SocketConnector.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__inet_addr@4
Utility.obj : error LNK2019: unresolved external symbol __imp__accept@12, referred in function "int __cdecl FIX::socket_accept(int)" (?socket_accept@FIX@@YAHH@Z)
SocketServer.obj : error LNK2001: Nichtaufgeloestes externes Symbol __imp__accept@12
Utility.obj : error LNK2019: unresolved external symbol __imp__send@16, referred in function "bool __cdecl FIX::socket_send(int,char const *,int)" (?socket_send@FIX@@YA_NHPBDH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__closesocket@4, referred in function "void __cdecl FIX::socket_close(int)" (?socket_close@FIX@@YAXH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__shutdown@8, referred in function "void __cdecl FIX::socket_close(int)" (?socket_close@FIX@@YAXH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__ioctlsocket@12, referred in function "bool __cdecl FIX::socket_fionread(int,int &)" (?socket_fionread@FIX@@YA_NHAAH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__setsockopt@20, referred in function "void __cdecl FIX::socket_setsockopt(int)" (?socket_setsockopt@FIX@@YAXH@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__inet_ntoa@4, referred in function "char const * __cdecl FIX::socket_hostname(char const *)" (?socket_hostname@FIX@@YAPBDPBD@Z)
Utility.obj : error LNK2019: unresolved external symbol __imp__gethostbyname@4, referred in function "char const * __cdecl FIX::socket_hostname(char const *)" (?socket_hostname@FIX@@YAPBDPBD@Z)
SocketMonitor.obj : error LNK2019: unresolved external symbol __imp__select@20, referred in function "public: void __thiscall FIX::SocketMonitor::block(class FIX::SocketMonitor::Strategy &)" (?block@SocketMonitor@FIX@@QAEXAAVStrategy@12@@Z)


2.) Ok, for the first time I decided to work with the lib instead of the dll and compiled all the
other sources successfully.

However I am wondering what the difference is between the unit tests and the acceptance tests.
Do the unit test only perform plausibilty checks inside the lib and do not send FIX messages to server
whereas the acceptance test do send them to the test server ?

In other words: For acceptance test is a running (test) server necessary - for unit test not.
Is this correct ?

3.) When performing the unit (and acceptance) tests I got the following output with warnings/errors for some cases.
What do these errors mean ?
E.g.
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
...
<E>8=FIX.4.2*9=55*35=0*34=2*49=ISLD*52=00000000-00:00:00*56=TW*112=HELLO*10=0*</E>
<A>8=FIX.4.2*9=105*35=3*34=2*49=ISLD*52=20030102-14:10:43*56=TW*45=1*58=Incorrect data format for value*371=122*372=4*373=6*10=194*</A></message>

Thank you
Matt Adams



D:\test\quickfix\test>runat.bat

D:\test\quickfix\test>echo off
"Usage: runat [release | debug] [port]"
D:\test\quickfix\test>runat.bat debug 5023

D:\test\quickfix\test>echo off
./ReflectorClient.rb:84: warning: parenthesize argument(s) for future version
<at>
  <test name='definitions/server/fix40/10_MsgSeqNumEqual.def' result='success'/>
  <test name='definitions/server/fix40/10_MsgSeqNumGreater.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix40/10_MsgSeqNumLess.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix40/11a_NewSeqNoGreater.def' result='success'/>
  <test name='definitions/server/fix40/11b_NewSeqNoEqual.def' result='success'/>
  <test name='definitions/server/fix40/11c_NewSeqNoLess.def' result='success'/>
  <test name='definitions/server/fix40/13b_UnsolicitedLogoutMessage.def' result='success'/>
  <test name='definitions/server/fix40/14a_BadField.def' result='success'/>
  <test name='definitions/server/fix40/14b_RequiredFieldMissing.def' result='success'/>
  <test name='definitions/server/fix40/14c_TagNotDefinedForMsgType.def' result='success'/>
  <test name='definitions/server/fix40/14d_TagSpecifiedWithoutValue.def' result='success'/>
  <test name='definitions/server/fix40/14e_IncorrectEnumValue.def' result='success'/>
  <test name='definitions/server/fix40/14f_IncorrectDataFormat.def' result='success'/>
  <test name='definitions/server/fix40/14g_HeaderBodyTrailerFieldsOutOfOrder.def' result='success'/>
  <test name='definitions/server/fix40/15_HeaderAndBodyFieldsOrderedDifferently.def' result='success'/>
  <test name='definitions/server/fix40/19a_PossResendMessageThatHAsAlreadyBeenSent.def' result='success'/>
  <test name='definitions/server/fix40/19b_PossResendMessageThatHasNotBeenSent.def' result='success'/>
  <test name='definitions/server/fix40/1a_ValidLogonMsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix40/1a_ValidLogonWithCorrectMsgSeqNum.def' result='success'/>
  <test name='definitions/server/fix40/1b_DuplicateIdentity.def' result='success'/>
  <test name='definitions/server/fix40/1c_InvalidSenderCompID.def' result='success'/>
  <test name='definitions/server/fix40/1c_InvalidTargetCompID.def' result='success'/>
  <test name='definitions/server/fix40/1d_InvalidLogonLengthInvalid.def' result='success'/>
  <test name='definitions/server/fix40/1d_InvalidLogonWrongBeginString.def' result='success'/>
  <test name='definitions/server/fix40/1e_NotLogonMessage.def' result='success'/>
  <test name='definitions/server/fix40/20_SimultaneousResendRequest.def' result='success'/>
  <test name='definitions/server/fix40/2a_MsgSeqNumCorrect.def' result='success'/>
  <test name='definitions/server/fix40/2b_MsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix40/2c_MsgSeqNumTooLow.def' result='success'/>
  <test name='definitions/server/fix40/2d_GarbledMessage.def' result='success'/>
  <test name='definitions/server/fix40/2e_PossDupAlreadyReceived.def' result='success'/>
  <test name='definitions/server/fix40/2e_PossDupNotReceived.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix40/2f_PossDupOrigSendingTimeTooHigh.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix40/2g_PossDupNoOrigSendingTime.def' result='success'/>
  <test name='definitions/server/fix40/2i_BeginStringValueUnexpected.def' result='success'/>
  <test name='definitions/server/fix40/2k_CompIDDoesNotMatchProfile.def' result='success'/>
  <test name='definitions/server/fix40/2m_BodyLengthValueNotCorrect.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix40/2o_SendingTimeValueOutOfRange.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix40/2q_MsgTypeNotValid.def' result='success'/>
  <test name='definitions/server/fix40/2r_UnregisteredMsgType.def' result='success'/>
  <test name='definitions/server/fix40/2t_FirstThreeFieldsOutOfOrder.def' result='success'/>
  <test name='definitions/server/fix40/3b_InvalidChecksum.def' result='success'/>
  <test name='definitions/server/fix40/3c_GarbledMessage.def' result='success'/>
  <test name='definitions/server/fix40/4a_NoDataSentDuringHeartBtInt.def' result='success'/>
  <test name='definitions/server/fix40/4b_ReceivedTestRequest.def' result='success'/>
  <test name='definitions/server/fix40/6_SendTestRequest.def' result='success'/>
  <test name='definitions/server/fix40/7_ReceiveRejectMessage.def' result='success'/>
  <test name='definitions/server/fix40/8_AdminAndApplicationMessages.def' result='success'/>
  <test name='definitions/server/fix40/8_OnlyAdminMessages.def' result='success'/>
  <test name='definitions/server/fix40/8_OnlyApplicationMessages.def' result='success'/>
  <test name='definitions/server/fix41/10_MsgSeqNumEqual.def' result='success'/>
  <test name='definitions/server/fix41/10_MsgSeqNumGreater.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix41/10_MsgSeqNumLess.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix41/11a_NewSeqNoGreater.def' result='success'/>
  <test name='definitions/server/fix41/11b_NewSeqNoEqual.def' result='success'/>
  <test name='definitions/server/fix41/11c_NewSeqNoLess.def' result='success'/>
  <test name='definitions/server/fix41/13b_UnsolicitedLogoutMessage.def' result='success'/>
  <test name='definitions/server/fix41/14a_BadField.def' result='success'/>
  <test name='definitions/server/fix41/14b_RequiredFieldMissing.def' result='success'/>
  <test name='definitions/server/fix41/14c_TagNotDefinedForMsgType.def' result='success'/>
  <test name='definitions/server/fix41/14d_TagSpecifiedWithoutValue.def' result='success'/>
  <test name='definitions/server/fix41/14e_IncorrectEnumValue.def' result='success'/>
  <test name='definitions/server/fix41/14f_IncorrectDataFormat.def' result='success'/>
  <test name='definitions/server/fix41/14g_HeaderBodyTrailerFieldsOutOfOrder.def' result='success'/>
  <test name='definitions/server/fix41/15_HeaderAndBodyFieldsOrderedDifferently.def' result='success'/>
  <test name='definitions/server/fix41/19a_PossResendMessageThatHAsAlreadyBeenSent.def' result='success'/>
  <test name='definitions/server/fix41/19b_PossResendMessageThatHasNotBeenSent.def' result='success'/>
  <test name='definitions/server/fix41/1a_ValidLogonMsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix41/1a_ValidLogonWithCorrectMsgSeqNum.def' result='success'/>
  <test name='definitions/server/fix41/1b_DuplicateIdentity.def' result='success'/>
  <test name='definitions/server/fix41/1c_InvalidSenderCompID.def' result='success'/>
  <test name='definitions/server/fix41/1c_InvalidTargetCompID.def' result='success'/>
  <test name='definitions/server/fix41/1d_InvalidLogonLengthInvalid.def' result='success'/>
  <test name='definitions/server/fix41/1d_InvalidLogonWrongBeginString.def' result='success'/>
  <test name='definitions/server/fix41/1e_NotLogonMessage.def' result='success'/>
  <test name='definitions/server/fix41/20_SimultaneousResendRequest.def' result='success'/>
  <test name='definitions/server/fix41/2a_MsgSeqNumCorrect.def' result='success'/>
  <test name='definitions/server/fix41/2b_MsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix41/2c_MsgSeqNumTooLow.def' result='success'/>
  <test name='definitions/server/fix41/2d_GarbledMessage.def' result='success'/>
  <test name='definitions/server/fix41/2e_PossDupAlreadyReceived.def' result='success'/>
  <test name='definitions/server/fix41/2e_PossDupNotReceived.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix41/2f_PossDupOrigSendingTimeTooHigh.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix41/2g_PossDupNoOrigSendingTime.def' result='success'/>
  <test name='definitions/server/fix41/2i_BeginStringValueUnexpected.def' result='success'/>
  <test name='definitions/server/fix41/2k_CompIDDoesNotMatchProfile.def' result='success'/>
  <test name='definitions/server/fix41/2m_BodyLengthValueNotCorrect.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix41/2o_SendingTimeValueOutOfRange.def' result='failure' >
    <message>Was disconnected, expected data</message>
    <trace><![CDATA[./FixParser.rb:59:in `readFixMessage']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:114:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix41/2q_MsgTypeNotValid.def' result='success'/>
  <test name='definitions/server/fix41/2r_UnregisteredMsgType.def' result='success'/>
  <test name='definitions/server/fix41/2t_FirstThreeFieldsOutOfOrder.def' result='success'/>
  <test name='definitions/server/fix41/3b_InvalidChecksum.def' result='success'/>
  <test name='definitions/server/fix41/3c_GarbledMessage.def' result='success'/>
  <test name='definitions/server/fix41/4a_NoDataSentDuringHeartBtInt.def' result='success'/>
  <test name='definitions/server/fix41/4b_ReceivedTestRequest.def' result='success'/>
  <test name='definitions/server/fix41/6_SendTestRequest.def' result='success'/>
  <test name='definitions/server/fix41/7_ReceiveRejectMessage.def' result='success'/>
  <test name='definitions/server/fix41/8_AdminAndApplicationMessages.def' result='success'/>
  <test name='definitions/server/fix41/8_OnlyAdminMessages.def' result='success'/>
  <test name='definitions/server/fix41/8_OnlyApplicationMessages.def' result='success'/>
  <test name='definitions/server/fix42/10_MsgSeqNumEqual.def' result='success'/>
  <test name='definitions/server/fix42/10_MsgSeqNumGreater.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix42/10_MsgSeqNumLess.def' result='failure' >
    <message>
<E>8=FIX.4.2*9=55*35=0*34=2*49=ISLD*52=00000000-00:00:00*56=TW*112=HELLO*10=0*</E>
<A>8=FIX.4.2*9=105*35=3*34=2*49=ISLD*52=20030102-14:10:43*56=TW*45=1*58=Incorrect data format for value*371=122*372=4*373=6*10=194*</A></message>
    <trace><![CDATA[Runner.rb:64:in `compareAction']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:116:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix42/11a_NewSeqNoGreater.def' result='success'/>
  <test name='definitions/server/fix42/11b_NewSeqNoEqual.def' result='success'/>
  <test name='definitions/server/fix42/11c_NewSeqNoLess.def' result='success'/>
  <test name='definitions/server/fix42/13b_UnsolicitedLogoutMessage.def' result='success'/>
  <test name='definitions/server/fix42/14a_BadField.def' result='success'/>
  <test name='definitions/server/fix42/14b_RequiredFieldMissing.def' result='success'/>
  <test name='definitions/server/fix42/14c_TagNotDefinedForMsgType.def' result='success'/>
  <test name='definitions/server/fix42/14d_TagSpecifiedWithoutValue.def' result='success'/>
  <test name='definitions/server/fix42/14e_IncorrectEnumValue.def' result='success'/>
  <test name='definitions/server/fix42/14f_IncorrectDataFormat.def' result='success'/>
  <test name='definitions/server/fix42/14g_HeaderBodyTrailerFieldsOutOfOrder.def' result='success'/>
  <test name='definitions/server/fix42/15_HeaderAndBodyFieldsOrderedDifferently.def' result='success'/>
  <test name='definitions/server/fix42/19a_PossResendMessageThatHAsAlreadyBeenSent.def' result='success'/>
  <test name='definitions/server/fix42/19b_PossResendMessageThatHasNotBeenSent.def' result='success'/>
  <test name='definitions/server/fix42/1a_ValidLogonMsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix42/1a_ValidLogonWithCorrectMsgSeqNum.def' result='success'/>
  <test name='definitions/server/fix42/1b_DuplicateIdentity.def' result='success'/>
  <test name='definitions/server/fix42/1c_InvalidSenderCompID.def' result='success'/>
  <test name='definitions/server/fix42/1c_InvalidTargetCompID.def' result='success'/>
  <test name='definitions/server/fix42/1d_InvalidLogonLengthInvalid.def' result='success'/>
  <test name='definitions/server/fix42/1d_InvalidLogonWrongBeginString.def' result='success'/>
  <test name='definitions/server/fix42/1e_NotLogonMessage.def' result='success'/>
  <test name='definitions/server/fix42/20_SimultaneousResendRequest.def' result='success'/>
  <test name='definitions/server/fix42/21_RepeatingGroupSpecifierWithValueOfZero.def' result='success'/>
  <test name='definitions/server/fix42/2a_MsgSeqNumCorrect.def' result='success'/>
  <test name='definitions/server/fix42/2b_MsgSeqNumTooHigh.def' result='success'/>
  <test name='definitions/server/fix42/2c_MsgSeqNumTooLow.def' result='success'/>
  <test name='definitions/server/fix42/2d_GarbledMessage.def' result='success'/>
  <test name='definitions/server/fix42/2e_PossDupAlreadyReceived.def' result='success'/>
  <test name='definitions/server/fix42/2e_PossDupNotReceived.def' result='success'/>
./Reflector.rb:154: warning: string pattern instead of regexp; metacharacters no longer effective
  <test name='definitions/server/fix42/2f_PossDupOrigSendingTimeTooHigh.def' result='failure' >
    <message>
<E>8=FIX.4.2*9=95*35=3*34=4*49=ISLD*52=00000000-00:00:00*56=TW*45=2*58=SendingTime accuracy problem*372=D*373=10*10=0*</E>
<A>8=FIX.4.2*9=105*35=3*34=4*49=ISLD*52=20030102-14:10:47*56=TW*45=2*58=Incorrect data format for value*371=122*372=D*373=6*10=217*</A></message>
    <trace><![CDATA[Runner.rb:64:in `compareAction']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:116:in `expectedAction']]></trace>
    <trace><![CDATA[./Reflector.rb:79:in `processFile']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `each_line']]></trace>
    <trace><![CDATA[./Reflector.rb:61:in `processFile']]></trace>
    <trace><![CDATA[./ReflectorClient.rb:132:in `start']]></trace>
    <trace><![CDATA[Runner.rb:143]]></trace>
    <trace><![CDATA[Runner.rb:125:in `each']]></trace>
    <trace><![CDATA[Runner.rb:125]]></trace>
  </test>
  <test name='definitions/server/fix42/2g_PossDupNoOrigSendingTime.def' result='success'/>
  <test name='definitions/server/fix42/2i_BeginStringValueUnexpected.def' resul
-- 
_______________________________________________
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[Quickfix-developers] JNI problem of QuickFix Java under Linux

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

Hi! I got the following error when I try to run QuickFix Java under Linux:
************************
An unexpected exception has been detected in native code outside the VM.
Unexpected Signal : 11 occurred at PC=0x0
Function=[Unknown.]
Library=(N/A)

NOTE: We are unable to locate the function name symbol for the error
      just occurred. Please refer to release documentation for possible
      reason and solutions.


Current Java thread:
	at org.quickfix.Settings.create(Native Method)
	at org.quickfix.Settings.<init>(Unknown Source)
	at Executor.main(Executor.java:69)

Dynamic libraries:
....
4db6b000-4dcbc000 r-xp 00000000 08:03 35327
/usr/local/lib/libquickfix_jni.so.0.0.1
4dcbc000-4dd2b000 rw-p 00151000 08:03 35327
/usr/local/lib/libquickfix_jni.so.0.0.1
....

Local Time = Mon Dec 30 15:01:47 2002
Elapsed Time = 0
#
# The exception above was detected in native code outside the VM
#
# Java VM: Java HotSpot(TM) Client VM (1.4.1-b21 mixed mode)
#
# An error report file has been saved as hs_err_pid6345.log.
# Please refer to the file for further information.
#
***************************

Java can find the dynamic library libquickfix_jni.so.0.0.1 used for JNI. But
it cannot find a function name in org.quickfix.Settings.create. Please help!

Thanks a lot!

Alvin

[Quickfix-developers] Message recovery

[Hugo L. <Hug...@in...>]

Hi,

I noticed a tiny problem during the message recovery process between two 
applications using quickfix-1.3.2 (c++). Consider the following example:

- Tradeclient asks Executor to resend of messages 58 to 78 ;
- Executor sends message 58 ;
- Since the rest of the messages were administrative level, executor then 
sends a SequenceReset with NewSeqNo = 79 ;
- So far so good...
- After a while, Tradeclient sends a heartbeat.
- Executor responds to the heartbeat but with MsgSeqNum = 80 (!). This 
causes another resend request from tradeclient.
- Executor responds with a SequenceReset with NewSeqNo = 80, GapFillFlag 
= Y;


The NextSenderMsgSeqNum has to be set to the next correct value. 
I believe the problem lies within Session::nextResendRequest 
(session.cpp). Here's my suggestion:

(...)
  if ( begin ) generateSequenceReset( begin, msgSeqNum + 1 );

  m_state.incrNextTargetMsgSeqNum();

  // Must set this, otherwise next outgoing SeqNum will be endSeqNo + 2,
  // causing another resend request from the peer
  m_state.setNextSenderMsgSeqNum( endSeqNo + 1);
}
(...)

Thanks in advance,
Hugo Leote

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Oren, I am using new ScreenLogFactory(true, true, true).. So I do not know
if I can go any furthur to get more info... In my problem, QuickFix only
print out:
<20021213-15:24:42, FIX.4.1:"sender"->"receiver", event>
  (Created session)

Nothing else... it did not issue a logon request.


-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<gar...@su...>
                      ces.com>                 cc:
<OM...@th...>, <qui...@li...>,

<qui...@li...>
                      12/13/2002 09:30         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Oh. :).

Yeah, we use a tool called doxygen
(http://www.stack.nl/~dimitri/doxygen/index.html).  You can find the
documentation under the quickfix/doc/html/index.html or you can just go
here (http://quickfix.thoughtworks.com/documentation/index.html).

--oren



                                                                                                                                       
                      "Alvin Wang"                                                                                                     
                      <xwang@qtechservi        To:       <OM...@th...>                                                    
                      ces.com>                 cc:       <qui...@li...>,                                  
                                                <qui...@li...>                                      
                      12/13/2002 12:32         Subject:  RE: [Quickfix-developers] QuickFix (Java) does not logon?                     
                      PM                                                                                                               
                                                                                                                                       
                                                                                                                                       




Oren, thanks again. What I meant is that, do you have some documentations
regarding quickfix configuration and setup. Do you have Java Doc?


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
OM...@th...
Sent: Friday, December 13, 2002 1:10 PM
To: xw...@qt...
Cc: qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin,

You will need to get the session duration from your counterparty.  It is
usually documented in the FIX specification they provide you with.  If not,
you may need to call them and ask at what time they reset their FIX
sessions.

You should then set your StartTime and EndTime in your [SESSION] section to
match the times they give you.  It is likely that the session times they
provide you with will be in their local time zone, you will need to convert
these to GMT.  StartTime is the time a session begins and they reset their
sequence numbers to 1.  EndTime is when the session is over and they no
longer will accept new messages.

Most counterparties also require synchronization to an atomic clock.  This
ensures the time on their machine is the same as the time on yours.  There
are many free software packages that will do this for you.  Here is a good
resource for software that does this
(http://www.eecis.udel.edu/~ntp/software/index.html).

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<OM...@th...>
                      ces.com>                 cc:
<qui...@li...>,

<qui...@li...>
                      12/13/2002 11:51         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Oren, thanks so much for these info. Could you tell me where I can find
these kind of details?

thanks!

Alvin

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<gar...@su...>
                      ces.com>                 cc:
<OM...@th...>, <qui...@li...>,

<qui...@li...>
                      12/13/2002 09:30         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers












-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Oren, thanks again. What I meant is that, do you have some documentations
regarding quickfix configuration and setup. Do you have Java Doc?


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
OM...@th...
Sent: Friday, December 13, 2002 1:10 PM
To: xw...@qt...
Cc: qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin,

You will need to get the session duration from your counterparty.  It is
usually documented in the FIX specification they provide you with.  If not,
you may need to call them and ask at what time they reset their FIX
sessions.

You should then set your StartTime and EndTime in your [SESSION] section to
match the times they give you.  It is likely that the session times they
provide you with will be in their local time zone, you will need to convert
these to GMT.  StartTime is the time a session begins and they reset their
sequence numbers to 1.  EndTime is when the session is over and they no
longer will accept new messages.

Most counterparties also require synchronization to an atomic clock.  This
ensures the time on their machine is the same as the time on yours.  There
are many free software packages that will do this for you.  Here is a good
resource for software that does this
(http://www.eecis.udel.edu/~ntp/software/index.html).

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<OM...@th...>
                      ces.com>                 cc:
<qui...@li...>,

<qui...@li...>
                      12/13/2002 11:51         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Oren, thanks so much for these info. Could you tell me where I can find
these kind of details?

thanks!

Alvin

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<gar...@su...>
                      ces.com>                 cc:
<OM...@th...>, <qui...@li...>,

<qui...@li...>
                      12/13/2002 09:30         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers












-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] Simulation counterparty

[tonyl <to...@pi...>]

Hi,
 
I have written trading simulators for US Equities.random
Accepts/Rejects/Large order Partial Fills/Time Delays that sort of
thing.  I wrote the sim in C++.  
 
You probably want some rules of thumb..etc. Profiles of what happens in
a real trading environment that sort of thing?  I bet if we started a
dialog on this list we could come up with very good rules to simulate
trading.
 
-Accepts
-Rejects
-Partial Fills
-Time Delays
-Cancel Reject
 
Tony Leotta
Pillar Software, Inc.
http://www.pillarsoftware.com/
 
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Vitor Castro
Sent: Friday, December 13, 2002 1:19 PM
To: QuickFIX
Subject: [Quickfix-developers] Simulation counterparty
 
Hi!
 
Does anyone know of a site that one can use to simulate a trading
counterparty?
 
Thanks
 

[Quickfix-developers] Simulation counterparty

[Vitor C. <vc...@hi...>]

Hi!
 
Does anyone know of a site that one can use to simulate a trading
counterparty?
 
Thanks
 

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Alvin,

You will need to get the session duration from your counterparty.  It is
usually documented in the FIX specification they provide you with.  If not,
you may need to call them and ask at what time they reset their FIX
sessions.

You should then set your StartTime and EndTime in your [SESSION] section to
match the times they give you.  It is likely that the session times they
provide you with will be in their local time zone, you will need to convert
these to GMT.  StartTime is the time a session begins and they reset their
sequence numbers to 1.  EndTime is when the session is over and they no
longer will accept new messages.

Most counterparties also require synchronization to an atomic clock.  This
ensures the time on their machine is the same as the time on yours.  There
are many free software packages that will do this for you.  Here is a good
resource for software that does this
(http://www.eecis.udel.edu/~ntp/software/index.html).

--oren



                                                                                                                                       
                      "Alvin Wang"                                                                                                     
                      <xwang@qtechservi        To:       <OM...@th...>                                                    
                      ces.com>                 cc:       <qui...@li...>,                                  
                                                <qui...@li...>                                      
                      12/13/2002 11:51         Subject:  RE: [Quickfix-developers] QuickFix (Java) does not logon?                     
                      AM                                                                                                               
                                                                                                                                       
                                                                                                                                       




Oren, thanks so much for these info. Could you tell me where I can find
these kind of details?

thanks!

Alvin

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<gar...@su...>
                      ces.com>                 cc:
<OM...@th...>, <qui...@li...>,

<qui...@li...>
                      12/13/2002 09:30         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
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RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Oren, thanks so much for these info. Could you tell me where I can find
these kind of details?

thanks!

Alvin

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Friday, December 13, 2002 12:15 PM
To: xw...@qt...
Cc: gar...@su...; qui...@li...;
qui...@li...
Subject: RE: [Quickfix-developers] QuickFix (Java) does not logon?



Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren




                      "Alvin Wang"
                      <xwang@qtechservi        To:
<gar...@su...>
                      ces.com>                 cc:
<OM...@th...>, <qui...@li...>,

<qui...@li...>
                      12/13/2002 09:30         Subject:  RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                      AM






Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

>> We are still developing with it.  I've found it a little bit difficult
at
>> times, but usually most of the core dumps and stuff are a result of
things
>> like instantiating fields with null values and such.  So far though,
it's
>> been able to do what we need.

Gary.  Can you please let us know the situations in which you get core
dumps.  We can certainly fix things like this.  The java interface,
particularly under solaris, is quite new and it looks like it is becoming
the popular choice. I would like us to handle such problems more gracefully
in the future, for instance by throwing a proper exception.  One thing we
need to start doing is to produce a unit test suite for java like the C++
one.

>> In comparison to Javelin, it does lack quite a bit.  First, it's not
really
>> a FIX engine in itself.  It just lets you build your own FIX engine.  It
>> doesn't have any built in API for an application to connect to a FIX
engine
>> and then send / receive messages.

Exactly right.  QuickFIX itself was designed as a core FIX API.  QuickFIX
could potentially be used as the fix processor for commercial FIX engines
that provide such functionality, making FIX engines easier and cheaper to
produce (and hopefully license) than before.  We also hope at some point to
start building such API's on top of QuickFIX in the future.  If your
company would allow you to submit some of your work that would probably
give us a push.  Also, sounds like making message serializable would go
along way.

>> Some other related missing
>> functionality is a local store for messages that the engine has received
>> for a given Session.  We need to store these messages in case our fix
>> engine gets the message, but the fromApp() doesn't successfully deliver
it
>> to our remote application.

Yeah.  The contract is that once your fromApp method returns, QuickFIX
believes you have now assumed responsibility
for that message.  We had made the decision not to store incoming messages
because it isn't strictly required by the protocol and can have a severe
performance penalty depending on what you are doing.  Probably not so bad
for flat files, but if you are using a database, the extra IO can be
significant.  It will most certainly add up if you are doing something like
processing a lot of large market data messages.

There is no reason that this can't be made into a configuration setting
however.

--oren



                                                                                                                                       
                      gary.mui@sungard.                                                                                                
                      com                      To:       "Alvin Wang" <xw...@qt...>                                        
                                               cc:       (bcc: Oren Miller/Corporate/ThoughtWorks/US)                                  
                      12/13/2002 10:08         Subject:  RE: [Quickfix-developers] QuickFix (Java) does not logon?                     
                      AM                                                                                                               
                                                                                                                                       
                                                                                                                                       





Hi Alvin,

We are still developing with it.  I've found it a little bit difficult at
times, but usually most of the core dumps and stuff are a result of things
like instantiating fields with null values and such.  So far though, it's
been able to do what we need.

In comparison to Javelin, it does lack quite a bit.  First, it's not really
a FIX engine in itself.  It just lets you build your own FIX engine.  It
doesn't have any built in API for an application to connect to a FIX engine
and then send / receive messages.  We're building that part ourselves using
RMI and an intermediate message object structure (since
org.quickfix.Message isn't serializable).  Some other related missing
functionality is a local store for messages that the engine has received
for a given Session.  We need to store these messages in case our fix
engine gets the message, but the fromApp() doesn't successfully deliver it
to our remote application.  But this may also be a positive since by
delivering just the libraries, people can build whatever application is
best suited for them.

Though these are somewhat big things, as I said, it does seem to do what we
need.  I also especially like the flexibility in being able to easily add
custom fields, use those custom fields in repeating groups, and also
customize the validation routines.  To do these things in Javelin, you need
a special build from them and you never really know how long that can take
for them to create for you.  We've at least heard these things from one of
your clients that use Javelin.  Of course, there's also the big issue that
in its cheapest form, the Appia engine costs something like $30K plus
annual license costs.

We will certainly be continuing to work with QuickFIX unless something else
fairly significant comes up - we have a production release planned for late
January.  The other good thing is that the mailing list (especially  Oren)
is a pretty good source for finding out issues and suggesting new things.
On the other hand, now that I remember, it did take me a while to finally
get all the packages and environment stuff straightened out so I could do a
clean Solaris build of QuickFIX.  But now I've got everything worked out
and am spending most of my time on calling the Java interface to send and
receive the messages we need.

Let me know what you guys decide and if you go with java interface in
QuickFIX, I'm sure we'll have things to share....

Thanks,

Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"

                    <xwang@qtechser        To:     <gar...@su...>

                    vices.com>             cc:

                                           Subject:     RE:
[Quickfix-developers] QuickFix (Java) does not logon?
                    12/13/02 10:45

                    AM






Hi! Gary, thanks again for your email. We are evaluating QuickFix. Compared
with Javelin, I think it is a little too simple and not stable. Could you
let me know your opinion regarding quickfix. Did you put it to production?
Do you have any problem using it?

Thanks so much!

Alvin

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Alvin.  Are you using one of the log factories?  QuickFIX is silent unless
you have a log factory that can help you diagnose what is happening
internally.

Anyway, it sounds like your sequence numbers are not being reset at the
correct time.  Things you may want to look at are what time the
counterparty resets their sequence numbers, if your session time reflects
that, is your clock synchronized with your counterparty, and are you
keeping in mind that the Session start and End times are in GMT not
localtime.

--oren



                                                                                                                                       
                      "Alvin Wang"                                                                                                     
                      <xwang@qtechservi        To:       <gar...@su...>                                                        
                      ces.com>                 cc:       <OM...@th...>, <qui...@li...>,      
                                                <qui...@li...>                                      
                      12/13/2002 09:30         Subject:  RE: [Quickfix-developers] QuickFix (Java) does not logon?                     
                      AM                                                                                                               
                                                                                                                                       
                                                                                                                                       




Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers

RE: [Quickfix-developers] QuickFix (Java) does not logon?

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

Gary, thanks for the info. However, I am doing exactly same thing as your
are. But it just hangs there unless i clear the store folder manully.

thanks!


-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
gar...@su...
Sent: Friday, December 13, 2002 10:17 AM
To: Alvin Wang
Cc: OM...@th...; qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] QuickFix (Java) does not logon?



As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com



                    "Alvin Wang"
                    <xw...@qt...>                    To:
<OM...@th...>,
                    Sent by:
<qui...@li...>
                    qui...@li...urc        cc:
                    eforge.net                                   Subject:
[Quickfix-developers] QuickFix (Java) does not logon?


                    12/13/02 10:06 AM





Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers






-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] QuickFix (Java) does not logon?

[<gar...@su...>]

As a hint, I know I needed to call the initiator.start() in a separate
Thread.  I think the start() does block.

Here's my method to kick off the FIX engine:

    protected void initializeFIX() {

        Thread fixThread = new Thread ("FIX Initialization thread") {
            public void run() {

                try {
                    String fixCfg = QFEProperties.getFixCfg();
                    LogUtil.log ("Initializing FIX engine based on
configuration: " + fixCfg);

                    Application application = new Application();
                    Settings settings = new
Settings(QFEInitiator.class.getClassLoader().
                                                     getResourceAsStream
(fixCfg));
                    MessageStoreFactory messageStoreFactory =
                    new FileStoreFactory(settings);
                    LogFactory logFactory = new ScreenLogFactory(true,
true, true);
                    MessageFactory messageFactory = new
DefaultMessageFactory();

                    initiator = new SocketInitiator
                    (application, messageStoreFactory, settings,
logFactory, messageFactory);
                    initiator.start();

                } catch(ConfigError e) {
                    LogUtil.handleException (LogUtil.SEVERITY_LEVEL_3,
                                             "Exception occurred
initializing FIX engine",
                                             e);

                    throw new PMFatalException ("Exception occurred
initializing FIX engine: " +
                                                e.getMessage());
                }
            }
        };
        fixThread.start();
    }



Gary Mui
Prescient Markets, Inc         914-989-3118  (W)
445 Hamilton Avenue          914-422-3693  (F)
White Plains, NY 10601

Please visit us at http://www.cpmarket.com


                                                                                                                                         
                    "Alvin Wang"                                                                                                         
                    <xw...@qt...>                    To:     <OM...@th...>,                                     
                    Sent by:                                     <qui...@li...>                             
                    qui...@li...urc        cc:                                                                     
                    eforge.net                                   Subject:     [Quickfix-developers] QuickFix (Java) does not logon?      
                                                                                                                                         
                                                                                                                                         
                    12/13/02 10:06 AM                                                                                                    
                                                                                                                                         
                                                                                                                                         



Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger
to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin



-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] QuickFix (Java) does not logon?

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

Hi! Sometimes, when I start a session, quickfix can print out "Create
session", but it does not send out logon message and so cannot logon. I
guess it has something to do with store state, since I can fix this problem
if I delete all the related files in store folder. Also if I use debugger to
step through, I think initiator.start() statement hangs.

Please advise. thanks!

Alvin

Re: [Quickfix-developers] BusinessRejectReason_UNKOWN_ID

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

Probably.  That is how it shows up in the FIX 4.2 and 4.3 spec:

380 BusinessRejectReason int
Code to identify reason for a Business Message Reject message.
Valid values:

0 = Other
--> 1 = Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally Required Field Missing

This should probably be reported to fixprotocol.org as well.

--oren



|---------+----------------------------------------------->
|         |           Dmitry Volpyansky                   |
|         |           <vol...@ya...>              |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           12/12/2002 10:44 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       qui...@li...                                    |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] BusinessRejectReason_UNKOWN_ID                         |
  >----------------------------------------------------------------------------------------------|




In Values.h, shouldn't this be UNKNOWN instead of UNKOWN?


const int BusinessRejectReason_UNKOWN_ID = 1;

[Quickfix-developers] BusinessRejectReason_UNKOWN_ID

[Dmitry V. <vol...@ya...>]

In Values.h, shouldn't this be UNKNOWN instead of UNKOWN?

const int BusinessRejectReason_UNKOWN_ID = 1;

RE: [Quickfix-developers] EOD?

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

Oren, I am using Java API. I do not think Session class has this function.

Are you saying that if I set StartTime=00:00:00, seq num will be reset at
the 1st time I start my session each day?

And what if I do not want to reset EOD?

Thanks!

-----Original Message-----
From: OM...@th... [mailto:OM...@th...]
Sent: Thursday, December 12, 2002 11:03 AM
To: xw...@qt...
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] EOD?



Sequence numbers are automatically reset for you at the beginning of the
session based on the sessions StartTime.  You can also do this manually by
calling reset on a Session class.

--oren



|---------+----------------------------------------------->
|         |           "Alvin Wang"                        |
|         |           <xw...@qt...>           |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           12/12/2002 09:25 AM                 |
|         |                                               |
|---------+----------------------------------------------->

>---------------------------------------------------------------------------
-------------------|
  |
|
  |       To:
|
  |       cc:       <qui...@li...>,
|
  |        <qui...@li...>
|
  |       Subject:  [Quickfix-developers] EOD?
|

>---------------------------------------------------------------------------
-------------------|




Hi! How can I do the End of Day reset of the seq num?

thanks!

Alvin


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Re: [Quickfix-developers] EOD?

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

Sequence numbers are automatically reset for you at the beginning of the
session based on the sessions StartTime.  You can also do this manually by
calling reset on a Session class.

--oren



|---------+----------------------------------------------->
|         |           "Alvin Wang"                        |
|         |           <xw...@qt...>           |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           12/12/2002 09:25 AM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:                                                                                    |
  |       cc:       <qui...@li...>,                                 |
  |        <qui...@li...>                                     |
  |       Subject:  [Quickfix-developers] EOD?                                                   |
  >----------------------------------------------------------------------------------------------|




Hi! How can I do the End of Day reset of the seq num?

thanks!

Alvin


-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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[Quickfix-developers] Re: Message 009466 Rejected: SendingTime accuracy problem?

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

In your configuration file you can add CheckLatency=N under the session or
default section.

--oren



                                                                                                                                       
                      "Alvin Wang"                                                                                                     
                      <xwang@qtechservi        To:       <OM...@th...>                                                    
                      ces.com>                 cc:       <qui...@li...>,                                  
                                                <qui...@li...>                                      
                      12/12/2002 08:57         Subject:  Message 009466 Rejected: SendingTime accuracy problem?                        
                      AM                                                                                                               
                                                                                                                                       
                                                                                                                                       




Hi!I got an error "Message 009466 Rejected: SendingTime accuracy problem".
It seems the time my computer has a gap with the other computer of FIX. But
I did not have this probelm when I use Javelin. How to disable this check?

Thanks!

Alvin

[Quickfix-developers] EOD?

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

Hi! How can I do the End of Day reset of the seq num?

thanks!

Alvin

[Quickfix-developers] Message 009466 Rejected: SendingTime accuracy problem?

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

Hi!I got an error "Message 009466 Rejected: SendingTime accuracy problem".
It seems the time my computer has a gap with the other computer of FIX. But
I did not have this probelm when I use Javelin. How to disable this check?

Thanks!

Alvin

[Quickfix-developers] Preliminary support for FIX 4.3 in CVS

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

The repository has the first initial support for FIX 4.3.  We still need to
design and run a full suite of acceptance tests against it before we
consider it production ready, but it is far enough along to start
prototyping your 4.3 support.  All API's, C++, java, and .NET support 4.3.
It should also compile on windows, linux, and solaris. The java interface
has also been given more power such as the ability to lookup sessions and
reset them programatically like in C++.  Patches submitted to the list
should have been applied as well, let me know if you notice any that are
missing.

After we finish up the final touches with 4.3 we are moving on to
encryption as our next major feature.  Anybody planning to use encryption,
please let us know which algoritms you want supported.  We will pick the
most wanted one as the pilot for initial encryption support.

There is a new FIX43.xml file in the spec directory.  You will notice a
couple of things about this XML file.

1)  Redundant field numbers have gone away

The format for the XML used to be like this:

...
<messages ...>
  <message ...>
    <field number="2" name="AdvId" required="Y"/>
  </message>
</messages>
<fields>
  <field number="2" name="AdvId" type="STRING"/>
</fields>
...

now you can do this.

...
<messages ...>
  <message ...>
    <field name="AdvId" required="Y"/> (no longer need field number, easy!)
  </message>
</messages>
<fields>
  <field number="2" name="AdvId" type="STRING"/>
</fields>
...

It's a small thing but it really makes a huge difference in easily and
quickly defining messages without
needing to lookup numbers or even accidentally using the wrong number.

2) Support for component blocks

<components>
  <component name="Instrument">
    <field name="Symbol" required="N"/>
     ...
  </component>
</components>

And you can include component blocks into messages or groups like so..

<message name="NewOrderSingle" msgtype="D" msgcat="app">
  <field name="ClOrdID" required="Y"/>
  ...
  <component name="Instrument" required="Y"/>
</message>

So now if you have a new addition to a component, you just change it in one
place and any message or group using it automatically inherits all the
fields.  This really makes things easy.

In order to accomodate all the jumping around, we have switched from SAX to
DOM.  Also note that the generated messages file for FIX4.3 in C++ is very
large.  Visual C++ 6.0 and possibly 7.0 users may need to increase their
internal compiler heap size by using the /Zm compiler flag in their
projects (200 should be sufficient).

--oren

[Quickfix-developers] How to disable quickfix from keeping trying to logon if the logon fails?

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

How to disable quickfix from keeping trying to logon if the logon fails? In
that way, the initiator will never return and my program just hangs.

Thanks!

Re: [Quickfix-developers] How to get the available SessionIDs in Java?

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

The OnCreate method passes you a SessionID for each session that is
created.  You can stick them into whatever collection class you like if you
want to refer to them later.

--oren



|---------+----------------------------------------------->
|         |           "Alvin Wang"                        |
|         |           <xw...@qt...>           |
|         |           Sent by:                            |
|         |           qui...@li...ur|
|         |           ceforge.net                         |
|         |                                               |
|         |                                               |
|         |           12/10/2002 05:34 PM                 |
|         |                                               |
|---------+----------------------------------------------->
  >----------------------------------------------------------------------------------------------|
  |                                                                                              |
  |       To:       <qui...@li...>                                  |
  |       cc:                                                                                    |
  |       Subject:  [Quickfix-developers] How to get the available SessionIDs in Java?           |
  >----------------------------------------------------------------------------------------------|




Hi! In Java API, how can I get the available SessionIDs?

Thanks!




-------------------------------------------------------
This sf.net email is sponsored by:
With Great Power, Comes Great Responsibility
Learn to use your power at OSDN's High Performance Computing Channel
http://hpc.devchannel.org/
_______________________________________________
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