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From: Grant B. <gbi...@co...> - 2017-11-30 17:17:54
|
I don't think anyone has implemented microseconds support in QuickFIX. I'm sure there are many people who would be interested in seeing a patch. On Wed, Nov 15, 2017 at 12:56 AM, Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) <s.w...@bl...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi, > > I asked the same question already in the quickfix-user mailing list but > did not received any reply so I will ask it again here. > Is there a fix/workaround to logon to a counterparty which sends back > timestamps in microseconds? I saw the same Issue ( > https://github.com/quickfix/quickfix/issues/156) opened on github but > there is no activity since over 20 days. I am curious how others are > handling this in times of Mifid II. > > thanks and regards > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Grant B. <gbi...@co...> - 2017-11-30 17:14:50
|
Fabio, This group is not in FIX44. It was only introduced in FIX50sp1. If you want it in FIX44, you'll need to modify the dictionary, regenerate the source, and rebuild. (sorry this answer is so belated. Going through some old emails. Maybe you already solved it.) On Sat, Nov 11, 2017 at 2:28 PM, Fabio D Freitas <fr...@co...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hello all, > How do I read the repeating group NoLotTypeRules inside > a FIX44::SecurityList::NoRelatedSym object ? > Tried > FIX44::SecurityList::NoRelatedSym::NoLotTypeRules grpLotTypeRules; > (and FIX50*:SecurityList::NoRelatedSym::NoLotTypeRules grpLotTypeRules;) > but receive error: ‘NoLotTypeRules’ is not a member of > ‘FIX44::SecurityList::NoRelatedSym’ > > > Inspecting header files did not found class NoLotTypeRules inside > SecurityList::NoRelatedSym’ > > > Thanks for any help > > > ------------------------------------------------------------ > --------------------------------------------- > Fabio Daros Freitas > Vitória, ES - Brasil > Tel/FAX: +55 (27) 32 11 5243 > fr...@co... > http://www.lcad.inf.ufes.br/team/index.php/Dr._Fabio_Daros_Freitas > ------------------------------------------------------------ > --------------------------------------------- > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Grant B. <gbi...@co...> - 2017-11-30 16:58:26
|
Mr. Frank, QuickFIX is an open-source project. Anybody on this list can take a stab at making a code fix and submitting a Pull Request through GitHub. Maybe even yourself. The QuickFIX maintainers are not obligated to you or anyone else to work on your issues for free. If you are interested in contracting someone to work on this for you, I'm sure there are a few people here who could offer rates. -Grant On Thu, Nov 9, 2017 at 9:53 PM, K. Frank <kfr...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > Hi Joe! > > Short story -- known bug. > > On Thu, Nov 9, 2017 at 10:21 AM, Joseph La Valle > <jo...@la...> wrote: > > ... > > but several errors.. > > > > 2. I have no clue what this error is > > > > Severity Code Description Project File Line > Suppression State > > Error C2664 'uintptr_t _beginthreadex(void *,unsigned > int,_beginthreadex_proc_type,void *,unsigned int,unsigned int *)': cannot > convert argument 3 from 'FIX::THREAD_START_ROUTINE (__stdcall **)' to > '_beginthreadex_proc_type' quickfix D:\Temp\quickfix\src\C++\Utility.cpp > 399 > > > > Known bug, reported YEARS ago: See, for example: > > https://sourceforge.net/p/quickfix/mailman/message/35810081/ > > (This issue is discussed towards the end of the above thread, so don't > just look at the beginning.) > > Solution: Tell the QuickFIX maintainers to fix their code. > > > (I don't have anything to say about the other issues you raise.) > > > Good Luck! > > > K. Frank > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
|
From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-11-20 11:22:41
|
Hi,
I tried to build the latest quickfix with python support but I received some errors and the make process stopped. Anyone know the reason for these errors? I'm building on Redhat 7.2.
Output:
...
QuickfixPython.cpp: In function 'PyObject* _wrap_FieldMap_begin(PyObject*, PyObject*)':
QuickfixPython.cpp:18220:12: error: no match for 'operator=' (operand types are 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >' and 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}')
result = ((FIX::FieldMap const *)arg1)->begin();
^
QuickfixPython.cpp:18220:12: note: candidates are:
QuickfixPython.cpp:26:21: note: SwigValueWrapper<T>& SwigValueWrapper<T>::operator=(const SwigValueWrapper<T>&) [with T = std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >]
SwigValueWrapper& operator=(const SwigValueWrapper<T>& rhs);
^
QuickfixPython.cpp:26:21: note: no known conversion for argument 1 from 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}' to 'const SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >&'
QuickfixPython.cpp:30:21: note: SwigValueWrapper<T>& SwigValueWrapper<T>::operator=(const T&) [with T = std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >]
SwigValueWrapper& operator=(const T& t) { SwigMovePointer tmp(new T(t)); pointer = tmp; return *this; }
^
QuickfixPython.cpp:30:21: note: no known conversion for argument 1 from 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}' to 'const std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >&'
QuickfixPython.cpp:18223:115: error: invalid static_cast from type 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >' to type 'const iterator& {aka const __gnu_cxx::__normal_iterator<FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >&}'
resultobj = SWIG_NewPointerObj((new FIX::FieldMap::iterator(static_cast< const FIX::FieldMap::iterator& >(result))), SWIGTYPE_p_std__multimapT_int_FIX__FieldBase_message_order_ALLOCATORT_std__pairT_int_const_FIX__FieldBase_t_t_t__const_iterator, SWIG_POINTER_OWN | 0 );
^
QuickfixPython.cpp:1173:89: note: in definition of macro 'SWIG_NewPointerObj'
#define SWIG_NewPointerObj(ptr, type, flags) SWIG_Python_NewPointerObj(NULL, ptr, type, flags)
^
QuickfixPython.cpp: In function 'PyObject* _wrap_FieldMap_end(PyObject*, PyObject*)':
QuickfixPython.cpp:18246:12: error: no match for 'operator=' (operand types are 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >' and 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}')
result = ((FIX::FieldMap const *)arg1)->end();
^
QuickfixPython.cpp:18246:12: note: candidates are:
QuickfixPython.cpp:26:21: note: SwigValueWrapper<T>& SwigValueWrapper<T>::operator=(const SwigValueWrapper<T>&) [with T = std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >]
SwigValueWrapper& operator=(const SwigValueWrapper<T>& rhs);
^
QuickfixPython.cpp:26:21: note: no known conversion for argument 1 from 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}' to 'const SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >&'
QuickfixPython.cpp:30:21: note: SwigValueWrapper<T>& SwigValueWrapper<T>::operator=(const T&) [with T = std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >]
SwigValueWrapper& operator=(const T& t) { SwigMovePointer tmp(new T(t)); pointer = tmp; return *this; }
^
QuickfixPython.cpp:30:21: note: no known conversion for argument 1 from 'FIX::FieldMap::const_iterator {aka __gnu_cxx::__normal_iterator<const FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >}' to 'const std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> >&'
QuickfixPython.cpp:18249:115: error: invalid static_cast from type 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, FIX::FieldBase> > >' to type 'const iterator& {aka const __gnu_cxx::__normal_iterator<FIX::FieldBase*, std::vector<FIX::FieldBase, std::allocator<FIX::FieldBase> > >&}'
resultobj = SWIG_NewPointerObj((new FIX::FieldMap::iterator(static_cast< const FIX::FieldMap::iterator& >(result))), SWIGTYPE_p_std__multimapT_int_FIX__FieldBase_message_order_ALLOCATORT_std__pairT_int_const_FIX__FieldBase_t_t_t__const_iterator, SWIG_POINTER_OWN | 0 );
^
QuickfixPython.cpp:1173:89: note: in definition of macro 'SWIG_NewPointerObj'
#define SWIG_NewPointerObj(ptr, type, flags) SWIG_Python_NewPointerObj(NULL, ptr, type, flags)
^
QuickfixPython.cpp: In function 'PyObject* _wrap_FieldMap_g_begin(PyObject*, PyObject*)':
QuickfixPython.cpp:18275:119: error: invalid static_cast from type 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, std::vector<FIX::FieldMap*> > > >' to type 'const g_iterator& {aka const std::_Rb_tree_iterator<std::pair<const int, std::vector<FIX::FieldMap*> > >&}'
resultobj = SWIG_NewPointerObj((new FIX::FieldMap::g_iterator(static_cast< const FIX::FieldMap::g_iterator& >(result))), SWIGTYPE_p_std__mapT_int_std__vectorT_FIX__FieldMap_p_t_std__lessT_int_t_ALLOCATORT_std__pairT_int_const_std__vectorT_FIX__FieldMap_p_t_t_t_t__const_iterator, SWIG_POINTER_OWN | 0 );
^
QuickfixPython.cpp:1173:89: note: in definition of macro 'SWIG_NewPointerObj'
#define SWIG_NewPointerObj(ptr, type, flags) SWIG_Python_NewPointerObj(NULL, ptr, type, flags)
^
QuickfixPython.cpp: In function 'PyObject* _wrap_FieldMap_g_end(PyObject*, PyObject*)':
QuickfixPython.cpp:18301:119: error: invalid static_cast from type 'SwigValueWrapper<std::_Rb_tree_const_iterator<std::pair<const int, std::vector<FIX::FieldMap*> > > >' to type 'const g_iterator& {aka const std::_Rb_tree_iterator<std::pair<const int, std::vector<FIX::FieldMap*> > >&}'
resultobj = SWIG_NewPointerObj((new FIX::FieldMap::g_iterator(static_cast< const FIX::FieldMap::g_iterator& >(result))), SWIGTYPE_p_std__mapT_int_std__vectorT_FIX__FieldMap_p_t_std__lessT_int_t_ALLOCATORT_std__pairT_int_const_std__vectorT_FIX__FieldMap_p_t_t_t_t__const_iterator, SWIG_POINTER_OWN | 0 );
^
QuickfixPython.cpp:1173:89: note: in definition of macro 'SWIG_NewPointerObj'
#define SWIG_NewPointerObj(ptr, type, flags) SWIG_Python_NewPointerObj(NULL, ptr, type, flags)
^
QuickfixPython.cpp: In function 'PyObject* Swig_var_headerOrder_get()':
QuickfixPython.cpp:18324:46: error: 'headerOrder' is not a member of 'FIX'
pyobj = SWIG_NewPointerObj(SWIG_as_voidptr(FIX::headerOrder), SWIGTYPE_p_int, 0 );
^
QuickfixPython.cpp:1173:89: note: in definition of macro 'SWIG_NewPointerObj'
#define SWIG_NewPointerObj(ptr, type, flags) SWIG_Python_NewPointerObj(NULL, ptr, type, flags)
^
QuickfixPython.cpp:18324:30: note: in expansion of macro 'SWIG_as_voidptr'
pyobj = SWIG_NewPointerObj(SWIG_as_voidptr(FIX::headerOrder), SWIGTYPE_p_int, 0 );
^
QuickfixPython.cpp: In function 'PyObject* Swig_var_GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES_get()':
QuickfixPython.cpp:209978:44: error: 'GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' is not a member of 'FIX'
pyobj = SWIG_From_int(static_cast< int >(FIX::GTBookingInst_ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES));
^
QuickfixPython.cpp: In function 'PyObject* Swig_var_GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE_get()':
QuickfixPython.cpp:209992:44: error: 'GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' is not a member of 'FIX'
pyobj = SWIG_From_int(static_cast< int >(FIX::GTBookingInst_ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE));
^
QuickfixPython.cpp: In function 'PyObject* _wrap_DataDictionary_getGroup(PyObject*, PyObject*)':
QuickfixPython.cpp:255402:9: warning: unused variable 'res' [-Wunused-variable]
int res = SWIG_ConvertPtr(obj4, &argp, SWIGTYPE_p_FIX__DataDictionary, 0 );
^
|
|
From: <Ale...@mh...> - 2017-11-15 08:23:28
|
Hi Joe, If look at the documentation it tell you how to implement the MessageCracker: http://quickfixn.org/tutorial/receiving-messages.html Also I noticed that there is a bug with the MessageCracker base class in that it doesn't support FIX5.0SP1 and SP2. I had to make some adjustments to the DefaultMessageFactory with an overridden constructor (taking the SessionID) and as long as you set the "DefaultApplVerID" it will create the correct message type. Please see attached, also note that I have added some additional configuration items like "CustomMessageFactory" which you can ignore. Regards, Alex Alexander Corr Developer Systems Development Europe IT and Operations Department (EIOD) Mizuho Bank, Ltd. Mizuho House, 30 Old Bailey, London EC4M 7AU t: +44 (0) 20 7012 4305 | ext: 4305 e: ale...@mh... w: www.mizuho-emea.com From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 14/11/2017 16:01 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request What I am getting at is the source code for QuickFixN and the DLL 1.7.0 on the sites do not have the onMessage callbacks defined, so crack retrurns Unsupported message type for anything you crack. There is a folder that contains the Message classes, but they are not being included in the build somehow. joe -----Original message----- From: Ale...@mh... Sent: Tuesday, November 14 2017, 4:28 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, You have to inherit from it and implement the IApplication interface. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 13/11/2017 20:14 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Hello, I have gotten this to run , however, where is the MessageCracker portion? I see MessageCracker.cs has no OnMessage callbacks. Joe -----Original message----- From: Ale...@mh... Sent: Friday, November 10 2017, 2:09 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." < Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: Steffen W. (B. R. FRANK) <s.w...@bl...> - 2017-11-15 06:56:07
|
Hi, I asked the same question already in the quickfix-user mailing list but did not received any reply so I will ask it again here. Is there a fix/workaround to logon to a counterparty which sends back timestamps in microseconds? I saw the same Issue (https://github.com/quickfix/quickfix/issues/156) opened on github but there is no activity since over 20 days. I am curious how others are handling this in times of Mifid II. thanks and regards |
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From: Joseph La V. <jo...@la...> - 2017-11-14 16:01:15
|
What I am getting at is the source code for QuickFixN and the DLL 1.7.0 on the sites do not have the onMessage callbacks defined, so crack retrurns Unsupported message type for anything you crack. There is a folder that contains the Message classes, but they are not being included in the build somehow. joe -----Original message----- From: Ale...@mh... Sent: Tuesday, November 14 2017, 4:28 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, You have to inherit from it and implement the IApplication interface. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 13/11/2017 20:14 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Hello, I have gotten this to run , however, where is the MessageCracker portion? I see MessageCracker.cs has no OnMessage callbacks. Joe -----Original message----- From: Ale...@mh... Sent: Friday, November 10 2017, 2:09 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." <Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <Ale...@mh...> - 2017-11-14 09:28:20
|
Joe, You have to inherit from it and implement the IApplication interface. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 13/11/2017 20:14 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Hello, I have gotten this to run , however, where is the MessageCracker portion? I see MessageCracker.cs has no OnMessage callbacks. Joe -----Original message----- From: Ale...@mh... Sent: Friday, November 10 2017, 2:09 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." < Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: Joseph La V. <jo...@la...> - 2017-11-13 20:14:32
|
Hello, I have gotten this to run , however, where is the MessageCracker portion? I see MessageCracker.cs has no OnMessage callbacks. Joe -----Original message----- From: Ale...@mh... Sent: Friday, November 10 2017, 2:09 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." <Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: Fabio D F. <fr...@co...> - 2017-11-11 20:29:31
|
Hello all, How do I read the repeating group NoLotTypeRules inside a FIX44::SecurityList::NoRelatedSym object ? Tried FIX44::SecurityList::NoRelatedSym::NoLotTypeRules grpLotTypeRules; (and FIX50*:SecurityList::NoRelatedSym::NoLotTypeRules grpLotTypeRules;) but receive error: ‘NoLotTypeRules’ is not a member of ‘FIX44::SecurityList::NoRelatedSym’ Inspecting header files did not found class NoLotTypeRules inside SecurityList::NoRelatedSym’ Thanks for any help --------------------------------------------------------------------------------------------------------- Fabio Daros Freitas Vitória, ES - Brasil Tel/FAX: +55 (27) 32 11 5243 fr...@co... http://www.lcad.inf.ufes.br/team/index.php/Dr._Fabio_Daros_Freitas --------------------------------------------------------------------------------------------------------- |
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From: Joseph La V. <jo...@la...> - 2017-11-10 19:45:53
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Are there any plans to release a fully functioning dotnet library? Joe -----Original message----- From: Ale...@mh... Sent: Friday, November 10 2017, 2:09 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." <Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <Ale...@mh...> - 2017-11-10 07:09:35
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Joe,m Oh yes i forgot about this issue, I had to amend the .\generator\generate.rb file to include these FIX messages; QuickFixT11 isn't a version of the messages so you wouldn't see this namespace. Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 18:55 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." < Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: K. F. <kfr...@gm...> - 2017-11-10 03:53:26
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Hi Joe! Short story -- known bug. On Thu, Nov 9, 2017 at 10:21 AM, Joseph La Valle <jo...@la...> wrote: > ... > but several errors.. > > 2. I have no clue what this error is > > Severity Code Description Project File Line Suppression State > Error C2664 'uintptr_t _beginthreadex(void *,unsigned int,_beginthreadex_proc_type,void *,unsigned int,unsigned int *)': cannot convert argument 3 from 'FIX::THREAD_START_ROUTINE (__stdcall **)' to '_beginthreadex_proc_type' quickfix D:\Temp\quickfix\src\C++\Utility.cpp 399 > Known bug, reported YEARS ago: See, for example: https://sourceforge.net/p/quickfix/mailman/message/35810081/ (This issue is discussed towards the end of the above thread, so don't just look at the beginning.) Solution: Tell the QuickFIX maintainers to fix their code. (I don't have anything to say about the other issues you raise.) Good Luck! K. Frank |
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From: Joseph La V. <jo...@la...> - 2017-11-09 18:55:55
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One more item I am very confused on. The quickfx 1.7.0 on the quickfix site has no QuickFix50SP1, QuickFix50SP2, QuickFixT11 namespaces? So I have no valid MessageCracker for Fix 5.0 messages. Joe -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." <Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: Joseph La V. <jo...@la...> - 2017-11-09 15:21:59
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The dotnet generate just produces a bunch of .cs files, I cannot see whats missing there, so I try the c++ generate, this creates a vs2012 project that I can load but several errors.. Here is a link to the zip of all my files https://www.dropbox.com/s/5lqgtxrzawiw5ew/quickfix.zip?dl=0 1. So i downloaded the VS 2012 solution and I compile this, the error comes in the compile of session.cpp, it does not seem to fine everythin gin fixvalues.h 2. I have no clue what this error is Severity Code Description Project File Line Suppression State Error C2664 'uintptr_t _beginthreadex(void *,unsigned int,_beginthreadex_proc_type,void *,unsigned int,unsigned int *)': cannot convert argument 3 from 'FIX::THREAD_START_ROUTINE (__stdcall **)' to '_beginthreadex_proc_type' quickfix D:\Temp\quickfix\src\C++\Utility.cpp 399 -----Original message----- From: Ale...@mh... Sent: Thursday, November 9 2017, 9:11 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." <Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <Ale...@mh...> - 2017-11-09 14:11:51
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Can you share the errors so I can help. From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 09/11/2017 11:42 Subject: Re: [Quickfix-developers] FIX 5.0 - resend request I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh..." < Ale...@mh...> wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... < qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
|
From: Joseph La V. <jo...@la...> - 2017-11-09 11:30:42
|
I actually need the dll for a dotnet. I have almost got that working but strange errors there also. Had to revert to an earlier version of qf Thanks Joe On Nov 9, 2017, at 2:10 AM, "Ale...@mh... <mailto:Ale...@mh...> " <Ale...@mh... <mailto:Ale...@mh...> > wrote: Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la... <mailto:jo...@la...> > To: Ale...@mh... <mailto:Ale...@mh...> <Ale...@mh... <mailto:Ale...@mh...> >, Cc: qui...@li... <mailto:qui...@li...> <qui...@li... <mailto:qui...@li...> > Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... <mailto:Ale...@mh...> Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... <mailto:qui...@li...> Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); <mime-attachment.gif> If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; <mime-attachment.gif> *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html <http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html> Regards, Alex From: Joseph La Valle <jo...@la... <mailto:jo...@la...> > To: Ale...@mh... <mailto:Ale...@mh...> <Ale...@mh... <mailto:Ale...@mh...> >, Cc: qui...@li... <mailto:qui...@li...> <qui...@li... <mailto:qui...@li...> > Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... <mailto:Ale...@mh...> Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... <mailto:qui...@li...> Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la... <mailto:jo...@la...> " <jo...@la... <mailto:jo...@la...> > To: qui...@li... <mailto:qui...@li...> , Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ <http://www.quickfixengine.org/quickfix/doc/html/> What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html <http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html> ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org <http://Slashdot.org> ! http://sdm.link/slashdot <http://sdm.link/slashdot> _______________________________________________ Quickfix-developers mailing list Qui...@li... <mailto:Qui...@li...> https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh... <mailto:pos...@mh...> . Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
|
From: <Ale...@mh...> - 2017-11-09 07:10:13
|
Joe, Sadly no, the flexibility of this solution gives you strong types via a easily modified *.xml file (which doubles up as validation) but at the cost of getting the old ruby script to work. After a little research I managed to get it working with Ruby 1.9.3 p551 and nokogiri-1.5.0-x86-mingw32.gem which you can download from here: https://rubyinstaller.org/downloads/archives/ https://rubygems.org/gems/nokogiri/versions/1.5.0-x86-mingw32 Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 16:26 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
|
From: Joseph La V. <jo...@la...> - 2017-11-08 16:26:53
|
Rebuilding the dll is a big task from how I see (requires c compile, ruby, etc) . Is there no way to get a complete dll ? -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 9:21 am To: Joseph La Valle Cc: qui...@li... Subject: RE: [Quickfix-developers] FIX 5.0 - resend request Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <Ale...@mh...> - 2017-11-08 14:37:16
|
Joe, The example you have highlighted from the FIX50SP2.xml is the value element which resides under the field element for MsgType(35) which is used for validation (if configured in your settings file); If you wish to construct a ResendRequest(35=5) message then you will need to add it under the messages element like so; *Please disregard the previous message types, this was taken from the FIX44.XML spec file. Once you have modified this file you will need to run the generate.bat file and build the QuickFix solution by either the build.bat or visual studio. There is an entire page dedicated to the modification of this file here http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html Regards, Alex From: Joseph La Valle <jo...@la...> To: Ale...@mh... <Ale...@mh...>, Cc: qui...@li... <qui...@li...> Date: 08/11/2017 14:03 Subject: RE: [Quickfix-developers] FIX 5.0 - resend request I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: Joseph La V. <jo...@la...> - 2017-11-08 14:03:33
|
I am confused here, I am useing the FIX50SP2.xml file and i see <value enum='2' description='RESENDREQUEST' /> in that file. But ResendRequest comes from the meta data on the DLL. Are you saying I need to rebuild the DLL ? thanks for you assitance, Joe -----Original message----- From: Ale...@mh... Sent: Wednesday, November 8 2017, 2:30 am To: Joseph La Valle Cc: qui...@li... Subject: Re: [Quickfix-developers] FIX 5.0 - resend request Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request -------------------------------- QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <Ale...@mh...> - 2017-11-08 07:45:56
|
Hi Joe, You are only having this issue as the default FIX50.xml spec file doesn't hold the definition for admin messages. If you update the FIX50.xml file and run the generate.bat file you will be able to code the v5.0 in the same way as v4.4 Regards, Alex From: "jo...@la..." <jo...@la...> To: qui...@li..., Date: 07/11/2017 19:25 Subject: [Quickfix-developers] FIX 5.0 - resend request QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ What is the proper way to get all messages sent for the day already in FIX 5.0? I am currently having to send something like this but don't think this is best. msg.Header.SetField(new QuickFix.Fields.MsgType("2")); msg.SetField(new QuickFix.Fields.BeginSeqNo(1)); msg.SetField(new QuickFix.Fields.EndSeqNo(99999)); Session.SendToTarget(msg, _session.SessionID); in 4.4 I would have done QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(9999999)); Session.sendToTarget(resendrequest, _session); -- Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html ------------------------------------------------------------------------------ Check out the vibrant tech community on one of the world's most engaging tech sites, Slashdot.org! http://sdm.link/slashdot _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers Do you really need to print this email? Please think about the environment. +----------------------------------------------------------------+ This message and any files transmitted with it are confidential and intended solely for the use of the individual or entity to whom they are addressed. If you have received this message in error please delete it and any files transmitted with it, after notifying pos...@mh.... Any opinions expressed in this message may be those of the author and not necessarily those of the Company. The Company accepts no responsibility for the accuracy or completeness of any information contained herein. This message is not intended to create legal relations between the Company and the recipient. Recipients should please note that messages sent via the internet may be intercepted and that caution should therefore be exercised before despatching to the Company any confidential or sensitive information. Authorised and regulated by the Financial Services Agency of Japan. Authorised by the Prudential Regulation Authority. Subject to regulation by the Financial Conduct Authority and limited regulation by the Prudential Regulation Authority. Details about the extent of our regulation by the Prudential Regulation Authority are available from us +----------------------------------------------------------------+ |
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From: <jo...@la...> - 2017-11-07 19:25:30
|
What is the proper way to get all messages sent for the day already in FIX
5.0?
I am currently having to send something like this but don't think this is
best.
msg.Header.SetField(new QuickFix.Fields.MsgType("2"));
msg.SetField(new QuickFix.Fields.BeginSeqNo(1));
msg.SetField(new QuickFix.Fields.EndSeqNo(99999));
Session.SendToTarget(msg, _session.SessionID);
in 4.4 I would have done
QuickFix44.ResendRequest resendrequest = new QuickFix44.ResendRequest
QuickFix44.ResendRequest(new QuickFix.BeginSeqNo(1), new
QuickFix.EndSeqNo(9999999));
Session.sendToTarget(resendrequest, _session);
--
Sent from: http://quickfix.13857.n7.nabble.com/QuickFIX-Dev-f1677.html
|
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From: <bra...@ya...> - 2017-07-05 00:59:38
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I am using python 2.7. The OS of the PC is Windows 10. Can not pip install the quickfix python library. An error is displayed. Test_std_tr1_shared_ptr.cpp (1): fatal error C1083: Can not open include file: 'tr1 / memory': No such file or directory Cl: Command line warning D9002: ignoring unknown option '-std = c ++ 0x' Test_std_shared_ptr.cpp Test_std_shared_ptr.cpp (5): error C2039: 'shared_ptr': is not a member of 'std' Test_std_shared_ptr.cpp (5): error C2065: 'shared_ptr': undeclared identifier Test_std_shared_ptr.cpp (5): error C2062: type 'int' unexpected ... not found Cl: Command line warning D9002: ignoring unknown option '-std = c ++ 0x' ++ \ Acceptor.cpp (21): fatal error C1083: Can not open include file: 'stdafx.h': No such file or directory Help me. |
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From: K. F. <kfr...@gm...> - 2017-07-02 17:04:08
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Hi Dermot! Great that things worked out for you! Hey, now that we have THREE "testers-in-the-wild" who have verified that 1) "&func" really is an issue in the windows code 2) "&func" --> "func" fixes it perhaps the QuickFIX maintainers could apply this (minus) ONE CHARACTER correction to the master code base, and get this issue fixed for once and for all. Happy Hacking! K. Frank On Sun, Jul 2, 2017 at 2:48 AM, <law...@yo...> wrote: > Hi Frank, > > This is gold dust.. thanks so much! I had a horrible feeling I'd need to > roll back the VS version but your fix worked a charm and saved me a lot of > time and stress. > > Thanks Again! > Dermot > > ----- Original Message ----- > From: K. Frank <wh...@me...> > To: "qui...@li..." > > Hello Dermot! > > I think you may be running into a known (sem-) bug. See comments, > in line, below. > ... |
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