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From: <OM...@th...> - 2002-10-08 22:39:00
|
For those of you interested in building QuickFIX on Mac OS X, here are some
minor changed submitted by Dario.
--oren
----- Forwarded by Oren Miller/Corporate/ThoughtWorks/US on 10/08/2002
05:36 PM -----
Dario Srbic
<dario.srbic@sound To: om...@th...
invest.net> cc:
Subject: mac os x files
10/08/2002 07:25
AM
The only changes I made were defining socklen_t as integer and adding
#include<sys/types.h> before #include <sys/socket.h>.
Regards,
Dario
Changed files:
(See attached file: SocketMonitor.h)(See attached file: SocketStream.h)(See
attached file: Utility.h)
|
|
From: Chang L. <cl...@gl...> - 2002-10-07 16:27:44
|
Hi there,
This is my first post to this list. I am new to FIX so I would =
appreciate if somebody help me out with my questions.
I came across QuickFix recently and I am quite interested in testing it =
out. I have compiled QuickFix and run some tests to make sure libraries =
are built correctly. From the documentation it looks like QuickFix can =
do a lof of things. However, I still have yet to find out:
1.. Can I use QuickFix to connect to an outside commercial server =
(i.e. non QuickFix ) that accepts FIX message (suppose version match?
2.. From MessageCracker & FIX4{012}_MessageCracker classes, looks like =
it is up to the application to implement each individual onMessage() =
function to parse appropriate types of messages. Is that correct?
3.. What's the performance of QuickFix? i.e. by a rough estimate, how =
many messages (either sustained or burst rate) can this engine handle =
per second?
Thanks in advance and look forward to your replies.
Best regards,
--Chang Lin
|
|
From: <OM...@th...> - 2002-10-07 14:27:38
|
Have you specified a data dictionary for the session to use? If you are accepting messages with repeating groups then you must specify a data dictionary. The reason is that the rules for parsing groups is very dependent on the definition of a message, and QuickFIX does not have the information it needs to do this without a DataDictionary. --oren |---------+-----------------------------------------------> | | que...@bn... | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 10/07/2002 05:28 AM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: qui...@li... | | cc: | | Subject: [Quickfix-developers] Logon with Repeating group | >----------------------------------------------------------------------------------------------| Hi all, I reveiced a Logon message with a repeating group. It seems that quickfix does not take into account the repeating group: the pocedure Message::setString() return false because it calculate a bab bodylenght. Does someone already had this problem ? What can I do ? Cheers, Quentin This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le "message") sont etablis a l'intention exclusive de ses destinataires et sont confidentiels. Si vous recevez ce message par erreur, merci de le detruire et d'en avertir immediatement l'expediteur. Toute utilisation de ce message non conforme a sa destination, toute diffusion ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'internet ne permettant pas d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce message, dans l'hypothese ou il aurait ete modifie. ------------------------------------------------------- This sf.net email is sponsored by:ThinkGeek Welcome to geek heaven. http://thinkgeek.com/sf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <que...@bn...> - 2002-10-07 10:24:44
|
Hi all,
I reveiced a Logon message with a repeating group.
It seems that quickfix does not take into account the repeating
group: the pocedure Message::setString() return false because it calculate
a bab bodylenght.
Does someone already had this problem ?
What can I do ?
Cheers,
Quentin
This message and any attachments (the "message") is
intended solely for the addressees and is confidential.
If you receive this message in error, please delete it and
immediately notify the sender. Any use not in accord with
its purpose, any dissemination or disclosure, either whole
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message.
BNP PARIBAS (and its subsidiaries) shall (will) not
therefore be liable for the message if modified.
---------------------------------------------
Ce message et toutes les pieces jointes (ci-apres le
"message") sont etablis a l'intention exclusive de ses
destinataires et sont confidentiels. Si vous recevez ce
message par erreur, merci de le detruire et d'en avertir
immediatement l'expediteur. Toute utilisation de ce
message non conforme a sa destination, toute diffusion
ou toute publication, totale ou partielle, est interdite, sauf
autorisation expresse. L'internet ne permettant pas
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce
message, dans l'hypothese ou il aurait ete modifie.
|
|
From: <OM...@th...> - 2002-10-03 19:47:33
|
Ethereal is an open source network sniffer. The newest version allows you to sniff out and decode FIX messages being transmitted over your network. Since this works at the network protocol level, it will work with any combination of FIX engine vendors. This is just a really useful tool that I figured would be interesting to the members of this list. We tried it out over here by connecting the banzai and executor sample applications and sending some order traffic. Ethereal was able to tell us the names of the message types that were transmitted, as well as all the field names and their values. You can get it at http://www.ethereal.com/ --oren |
|
From: Rob K. <ro...@ri...> - 2002-10-03 15:37:25
|
has anyone encountered the following error when trying to build the
quickfix libs under .net
D:\Program Files\Microsoft Visual Studio.NET\Vc7\include\string(389):=20
error C2895: 'bool std::operator >(const wchar_t *,const
std::basic_string<_Elem,_Traits,_Ax> &)' : cannot explicitly instantiate
a function template that has been declared with dllimport
with
[
_Elem=3Dwchar_t,
_Traits=3Dstd::char_traits<wchar_t>,
_Ax=3Dstd::allocator<wchar_t>
]
D:\Program Files\Microsoft Visual
Studio.NET\Vc7\include\string(387) : see declaration of
'std::operator`>''
I get about 1500 very similar errors and they all have to do with
operator overloads
|
|
From: <OM...@th...> - 2002-10-01 19:38:44
|
If you build the examples solution, it will create two servers that you can
test against. These are the executor and ordermatch projects. Executor
will immediately execute any received orders, and ordermatch will actually
maintain a book and execute orders that match. Use the batch files in the
bin directory to run these.
--oren
"Belal Faruki"
<belalf@hotmail.c To: OM...@th...
om> cc:
Subject: Re: [Quickfix-developers] Looking for QuickFix.Net
10/01/2002 12:57
PM
Thanks. It built just fine. Would you happen to know how someone could test
sending fix messages to some sort of dev server etc.
>From: OM...@th...
>To: be...@ho...
>Subject: Re: [Quickfix-developers] Looking for QuickFix.Net
>Date: Tue, 1 Oct 2002 12:07:22 -0500
>
>
>Belal,
>
>Version 1.2.1 on the site builds a .NET library if you build with Visual
>Studio 7.
>
>--oren
>
>
>
>|---------+----------------------------------------------->
>| | "Belal Faruki" <be...@ho...> |
>| | Sent by: |
>| | qui...@li...ur|
>| | ceforge.net |
>| | |
>| | |
>| | 10/01/2002 11:24 AM |
>| | |
>|---------+----------------------------------------------->
>
> >
----------------------------------------------------------------------------------------------|
> |
> |
> | To: qui...@li...
> |
> | cc:
> |
> | Subject: [Quickfix-developers] Looking for QuickFix.Net
> |
>
> >
----------------------------------------------------------------------------------------------|
>
>
>
>
>Does anyone know where I can get the .Net version of QuickFix?
>
>
>
>Regards,
>
>Belal K. Faruki
>mailto:be...@ho...
>
>
>_________________________________________________________________
>MSN Photos is the easiest way to share and print your photos:
>http://photos.msn.com/support/worldwide.aspx
>
>
>
>-------------------------------------------------------
>This sf.net email is sponsored by: DEDICATED SERVERS only $89!
>Linux or FreeBSD, FREE setup, FAST network. Get your own server
>today at http://www.ServePath.com/indexfm.htm
>_______________________________________________
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>Qui...@li...
>https://lists.sourceforge.net/lists/listinfo/quickfix-developers
Regards,
Belal K. Faruki
mailto:be...@ho...
_________________________________________________________________
Send and receive Hotmail on your mobile device: http://mobile.msn.com
|
|
From: Belal F. <be...@ho...> - 2002-10-01 16:24:50
|
Does anyone know where I can get the .Net version of QuickFix? Regards, Belal K. Faruki mailto:be...@ho... _________________________________________________________________ MSN Photos is the easiest way to share and print your photos: http://photos.msn.com/support/worldwide.aspx |
|
From: <OM...@th...> - 2002-09-26 17:03:04
|
Yeah. I believe you are correct.
--oren
=
=20
"Pasquale d'Aloise" =
=20
<pasquale.daloise@g To: <quickfix-de=
vel...@li...>, =20
atelab.com> <quickfix-developers-=
ad...@li...>, <OM...@th...> =20
cc: =
=20
09/26/2002 01:21 AM Subject: Rejecting re=
sent application messages causes abrupt disconnection =20
=
=20
=
=20
I have problems with resent application messages rejected by
QuickFIX library.
Look at the following scenario:
- local QuickFIX application sends a ResendRequest for an application
message;
- remote third-party application sends an old application message with
PossDupFlag=3DY but no OrigSendingTime field (violation of FIX
protocol);
- QuickFIX rejects the resent message with a "Required tag missing"
reason;
- on receiving the next new message from remote application, QuickFIX
abruptly closes the connection because the incoming message has a
sequence number less than expected.
Here is a partial logging report about the problem:
8=3DFIX.4.2=019=3D102=0135=3DA=0134=3D58=0149=3DGATELAB=0152=3D20020921=
-16:10:26=0156=3DTS=0195=3D8=0198=3D0=01
1
08=3D30=01...
8=3DFIX.4.2=019=3D61=0135=3DA=0134=3D40=0149=3DTS=0152=3D20020921-16:10=
:26=0156=3DGATELAB=0198=3D0=01108=3D30
=01
...
8=3DFIX.4.2=019=3D84=0135=3D2=0134=3D59=0149=3DGATELAB=0152=3D20020921-=
16:10:30=0156=3DTS=017=3D36=0116=3D36
=01.
..
8=3DFIX.4.2=019=3D130=0135=3D8=0134=3D36=0143=3DY=0149=3DTS=0152=3D2002=
0921-16:10:30=0156=3DGATELAB=01
6=3D4.78
=0114=3D8000=01...
8=3DFIX.4.2=019=3D123=0135=3D3=0134=3D60=0149=3DGATELAB=0152=3D20020921=
-16:10:30=0156=3DTS=0145=3D36=01
58=3DRe
quired tag missing=01371=3D122=01372=3D8=01373=3D1=01...
8=3DFIX.4.2=019=3D49=0135=3D0=0134=3D41=0149=3DTS=0152=3D20020921-16:10=
:56=0156=3DGATELAB=01...
now QuickFIX forces an abrupt disconnection because it expects a target=
sequence number '42'
I think the bug is in methods Session::generateReject(), at code:
if ( msgType !=3D "A" && msgType !=3D "4" )
m_pStore->incrNextTargetMsgSeqNum();
I think it should be added a check for resent messages (PossDupFlag=3DY=
)
before issuing an "incrNextTargetMsgSeqNum()".
Regards, P. d'Aloise
------------------------------------
Pasquale d'Aloise
pas...@ga...
GATE Tecnologie Informatiche
S.S. 17 - Loc. Nunziatella
86170 ISERNIA - Italy
Tel. 0039-0865-451890
=
|
|
From: <OM...@th...> - 2002-09-26 17:02:22
|
Yeah. We knew this would have to be added eventually. It's a rare
occurance so we decided to put it off until the situation presented itself.
Looks like it has.
I would like some feedback on what a good way to structure the
configuration settings would be. Right now there is of courese the
StartingTime and EndingTime. What do you think would be a good way to
convey session duration longer than 24 hours?
--oren
"Pasquale d'Aloise"
<pasquale.daloise@g To: <qui...@li...>,
atelab.com> <qui...@li...>, <OM...@th...>
cc:
09/26/2002 01:22 AM Subject: Setting session duration.
I'm having problems with a FIX counterpart (no strictly compliant
with FIX protocol 4.2) that use a session duration of one week!
I have manually set the duration of FIX session to one week
changing two comparison values in QuickFIX code.
I think it would be a good idea to add a configuration setting
to make session duration modifiable, in a next release.
What about it?
Regards, P. d'Aloise
------------------------------------
Pasquale d'Aloise
pas...@ga...
GATE Tecnologie Informatiche
S.S. 17 - Loc. Nunziatella
86170 ISERNIA - Italy
Tel. 0039-0865-451890
|
|
From: <OM...@th...> - 2002-09-24 19:10:27
|
Loic, You are absolutely right about this. We discovered this a couple of weeks ago and have since fixed it. The next release will have this fix in place. --oren |---------+-----------------------------------------------> | | Loic Guezennec | | | <loi...@sw...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 09/24/2002 01:45 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: qui...@li... | | cc: | | Subject: [Quickfix-developers] Currency type problems | >----------------------------------------------------------------------------------------------| Hi, I have been having problems using the Currency type in Quickfix for tags 15 Currency and 120 SettlCurrency for example. Retrieving the currency from a received message is OK, as the method getString is there, but setting it does not work for me. It seems to me that the CurrencyField is wrongly set to be a CharField and that it should be a StringField as defined in the FIX docs. in field.h: typedef CharField FIX::CurrencyField; should be typedef StringField CurrencyField; ??? Is this the case or I am wildly off the mark? Loic Guezennec ------------------------------------------------------- This sf.net email is sponsored by:ThinkGeek Welcome to geek heaven. http://thinkgeek.com/sf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Loic G. <loi...@sw...> - 2002-09-24 16:50:50
|
Hi, I have been having problems using the Currency type in Quickfix for tags 15 Currency and 120 SettlCurrency for example. Retrieving the currency from a received message is OK, as the method getString is there, but setting it does not work for me. It seems to me that the CurrencyField is wrongly set to be a CharField and that it should be a StringField as defined in the FIX docs. in field.h: typedef CharField FIX::CurrencyField; should be typedef StringField CurrencyField; ??? Is this the case or I am wildly off the mark? Loic Guezennec |
|
From: pop.snet.net <str...@SN...> - 2002-09-14 01:57:21
|
Begin forwarded message: > From: pop.snet.net <str...@sn...> > Date: Fri Sep 13, 2002 21:53:41 America/New_York > To: qui...@li... > Subject: Newbie Question : Communication Problems... > > Thanks for the tip - I synchronized the machines and at least 1 error > message > was removed. Thanks again. Unfortunately I still get the logoff > complaint as shown below : > > bash-2.05a$ ./fixserver1 cfg/executor.cfg > Using file : cfg/executor.cfg > Reading session file : cfg/executor.cfg > Setting session file : cfg/executor.cfg > Starting socket acceptor.. > onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) > onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) > fromAdmin(8=FIX.4.29=6335=A34=380449=CLIENT152=20020914- > 01:47:0556=TW98=0108=3010=107, BeginString: FIX.4.2, SenderCompID: TW, > TargetCompID: CLIENT1) > toAdmin(8=FIX.4.29=6335=A34=201349=TW52=20020914- > 01:46:5856=CLIENT198=0108=3010=105, BeginString: FIX.4.2, > SenderCompID: TW, TargetCompID: CLIENT1) > toAdmin(8=FIX.4.29=6635=234=201449=TW52=20020914- > 01:46:5856=CLIENT17=168816=380310=004, BeginString: FIX.4.2, > SenderCompID: TW, TargetCompID: CLIENT1) > onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) > fromAdmin(8=FIX.4.29=6335=A34=272749=CLIENT252=20020914- > 01:47:0556=TW98=0108=3010=111, BeginString: FIX.4.2, SenderCompID: TW, > TargetCompID: CLIENT2) > toAdmin(8=FIX.4.29=6235=A34=45849=TW52=20020914- > 01:46:5856=CLIENT298=0108=3010=068, BeginString: FIX.4.2, > SenderCompID: TW, TargetCompID: CLIENT2) > toAdmin(8=FIX.4.29=6435=234=45949=TW52=20020914- > 01:46:5956=CLIENT27=13016=272610=159, BeginString: FIX.4.2, > SenderCompID: TW, TargetCompID: CLIENT2) > onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) > onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) > onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) > > Should I try the same between the pc and a linux machine? Should I > verify that the same FIX42.xml is being used > on both sides? Any testing/hypothetical suggestions I could try? > > --Thanks in advance.. > |
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From: <OM...@th...> - 2002-09-14 01:40:59
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Make sure the clocks on your two PC's are synchronized. If they are more than 2 minutes out of synch, it is considered a time accuracy problem. --oren |---------+-----------------------------------------------> | | "pop.snet.net" <str...@SN...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 09/13/2002 08:32 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: qui...@li... | | cc: | | Subject: [Quickfix-developers] Newbie Question : Communication Problems.. | >----------------------------------------------------------------------------------------------| Hello, I was able to build quickfix on the Mac OS-X platform with little problem - however, I am trying to send a test order from a pc to the mac. The fix protocol seems to make the connection, but immediately logs the pc off : bash-2.05a$ ./fixserver1 cfg/executor.cfg Using file : cfg/executor.cfg Reading session file : cfg/executor.cfg Setting session file : cfg/executor.cfg Starting socket acceptor.. onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Start PC Client Now**** toAdmin(8=FIX.4.29=10435=334=200149=TW52=20020914- 01:22:2856=CLIENT145=375158=SendingTime accuracy problem372=A373=1010=174, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=5135=534=200249=TW52=20020914- 01:22:2856=CLIENT110=054, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) fromAdmin(8=FIX.4.29=6335=A34=375149=CLIENT152=20020914- 01:14:3256=TW98=0108=3010=102, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=6335=A34=200349=TW52=20020914- 01:22:2956=CLIENT198=0108=3010=096, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=6635=234=200449=TW52=20020914- 01:22:2956=CLIENT17=168816=375010=252, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=10335=334=44649=TW52=20020914- 01:22:2956=CLIENT245=272258=SendingTime accuracy problem372=A373=1010=135, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Why is it sending a "Time accuracy" problem ??? *** toAdmin(8=FIX.4.29=5035=534=44749=TW52=20020914- 01:22:2956=CLIENT210=018, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) fromAdmin(8=FIX.4.29=6335=A34=272249=CLIENT252=20020914- 01:14:3256=TW98=0108=3010=100, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) toAdmin(8=FIX.4.29=6235=A34=44849=TW52=20020914- 01:22:2956=CLIENT298=0108=3010=059, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) toAdmin(8=FIX.4.29=6435=234=44949=TW52=20020914- 01:22:2956=CLIENT27=13016=272110=144, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Why does it automatically log-off here ???*** onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) The same code works locally on the pc or the mac - so I assume this is a configuration problem : Here is the acceptor config file : [DEFAULT] ConnectionType=acceptor SocketAcceptPort=9999 FileStorePath=logs StartTime=00:00:00 EndTime=00:00:00 DataDictionary=../spec/FIX42.xml [SESSION] BeginString=FIX.4.2 SenderCompID=TW TargetCompID=CLIENT1 [SESSION] BeginString=FIX.4.2 SenderCompID=TW TargetCompID=CLIENT2 ---- I enabled port 9999 for udp & tcp in the /etc/services file but this did not help. Any help would be appreciated - although Im just getting started quickfix seems to be a really well designed api - Thanks in advance- David |
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From: pop.snet.net <str...@SN...> - 2002-09-14 01:32:54
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Hello, I was able to build quickfix on the Mac OS-X platform with little problem - however, I am trying to send a test order from a pc to the mac. The fix protocol seems to make the connection, but immediately logs the pc off : bash-2.05a$ ./fixserver1 cfg/executor.cfg Using file : cfg/executor.cfg Reading session file : cfg/executor.cfg Setting session file : cfg/executor.cfg Starting socket acceptor.. onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onCreate(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Start PC Client Now**** toAdmin(8=FIX.4.29=10435=334=200149=TW52=20020914- 01:22:2856=CLIENT145=375158=SendingTime accuracy problem372=A373=1010=174, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=5135=534=200249=TW52=20020914- 01:22:2856=CLIENT110=054, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) fromAdmin(8=FIX.4.29=6335=A34=375149=CLIENT152=20020914- 01:14:3256=TW98=0108=3010=102, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=6335=A34=200349=TW52=20020914- 01:22:2956=CLIENT198=0108=3010=096, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=6635=234=200449=TW52=20020914- 01:22:2956=CLIENT17=168816=375010=252, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) toAdmin(8=FIX.4.29=10335=334=44649=TW52=20020914- 01:22:2956=CLIENT245=272258=SendingTime accuracy problem372=A373=1010=135, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Why is it sending a "Time accuracy" problem ??? *** toAdmin(8=FIX.4.29=5035=534=44749=TW52=20020914- 01:22:2956=CLIENT210=018, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) fromAdmin(8=FIX.4.29=6335=A34=272249=CLIENT252=20020914- 01:14:3256=TW98=0108=3010=100, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) toAdmin(8=FIX.4.29=6235=A34=44849=TW52=20020914- 01:22:2956=CLIENT298=0108=3010=059, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) toAdmin(8=FIX.4.29=6435=234=44949=TW52=20020914- 01:22:2956=CLIENT27=13016=272110=144, BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) ***Why does it automatically log-off here ???*** onLogon(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT1) onLogout(BeginString: FIX.4.2, SenderCompID: TW, TargetCompID: CLIENT2) The same code works locally on the pc or the mac - so I assume this is a configuration problem : Here is the acceptor config file : [DEFAULT] ConnectionType=acceptor SocketAcceptPort=9999 FileStorePath=logs StartTime=00:00:00 EndTime=00:00:00 DataDictionary=../spec/FIX42.xml [SESSION] BeginString=FIX.4.2 SenderCompID=TW TargetCompID=CLIENT1 [SESSION] BeginString=FIX.4.2 SenderCompID=TW TargetCompID=CLIENT2 ---- I enabled port 9999 for udp & tcp in the /etc/services file but this did not help. Any help would be appreciated - although Im just getting started quickfix seems to be a really well designed api - Thanks in advance- David |
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From: <OM...@th...> - 2002-09-12 16:10:12
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Thanks for the report. Sounds like a test case should be added for this scenario. --oren |---------+-----------------------------------------------> | | "Stancescu Constantin" | | | <Con...@sw...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 09/12/2002 03:57 AM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: <qui...@li...> | | cc: | | Subject: [Quickfix-developers] MessageStore and SequenceReset A BUG ? | >----------------------------------------------------------------------------------------------| Consider the following scenario: Party A is sending a SequenceReset with GapFill with seqNum 20 to NewSewNum 25 and afterwards another 3 messages. Party B is crashinf after having received the message with seqNum 15. After restart Party A will ask for messages 16-27, this will end up in pStore->get(15,27, msgVec) but the get call will fail because it expects individual messages from 15-27 (12 messages). I think the get fucntions should take into account SequenceReset messages and process them as special case ! Cheers, Constantin ------------------------------------------------------- This sf.net email is sponsored by:ThinkGeek Welcome to geek heaven. http://thinkgeek.com/sf _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Stancescu C. <Con...@sw...> - 2002-09-12 08:57:45
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Consider the following scenario: Party A is sending a SequenceReset with GapFill=20 with seqNum 20 to NewSewNum 25 and afterwards another 3 messages. Party B is crashinf after having received the message with seqNum 15. After restart Party A will ask for messages 16-27, this will end up in pStore->get(15,27, msgVec)=20 but the get call will fail because it expects individual messages from 15-27 (12 messages). I think the get fucntions should take into account SequenceReset messages and process them as special case ! Cheers, Constantin |
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From: <OM...@th...> - 2002-09-10 13:36:10
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I'm using x86 Red Hat Linux 7.2, ----> gcc 2.96 <---- There's you're problem. gcc 2.96 is not a real version of gcc and red-hat should never have released it with their distribution. See this announcement for more information on this (http://gcc.gnu.org/gcc-2.96.html). We know that this version has trouble handling exceptions and will not work with QuickFIX. I would recommend going either to one of the 2.95.x versions, or to the latest stable 3.x.x version. --oren |---------+-----------------------------------------------> | | "Michael Searles" | | | <mse...@ba...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 09/09/2002 07:42 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: <qui...@li...> | | cc: | | Subject: [Quickfix-developers] unit test seg faults on RH Linux 7.2 | >----------------------------------------------------------------------------------------------| Hi - I'm using x86 Red Hat Linux 7.2, gcc 2.96 I've built quickfix (./bootstrap, ./configure, make, make install), and I'm running the unit tests from the test directory, using : $ ./runut 9900 The FieldConvertorsTestCase unit test seg faults. I pretty sure it's related to exceptions, in that I've tracked it down to being in FieldConvertors.h, line 112: if ( value > 255 || value < 0 ) throw FieldConvertError(); The test below is calling the CheckSumConvertor::convert( long value) method which throws FieldConvertError() on the range check, which is when I get the seg fault. void FieldConvertorsTestCase::checkSumConvertTo::onRun( void*& ) { . . . try{ CheckSumConvertor::convert( -1 ); assert( false ); } catch ( FieldConvertError& ) {} } The -fexceptions is being used for compiles. I'm not sure what else to look at here. Any suggestions? -- Michael Searles mse...@ba... ------------------------------------------------------- This sf.net email is sponsored by: OSDN - Tired of that same old cell phone? Get a new here for FREE! https://www.inphonic.com/r.asp?r=sourceforge1&refcode1=vs3390 _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Stancescu C. <Con...@sw...> - 2002-09-10 13:03:25
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...according to the FIX specs this may be done by sending Logon messages with ResetSeqNumFlag set. My understanding is that: - one party will sned a logogn with ResetSeqNumFlag set and a seqNum of 1 - the second party will react by doing the same From now they restarted from one. My first reaction, using QuickFix was to try to manage this situation by doing things in my implementation of toAdmin and fromAdmin. However, with QuickFix any attempt to do a Logon with a seqNum which is too low fails very early in the xxxTargetTooLow functions, so there is no chance to intercept and do something !! What do I miss ? Thanks, Constantin |
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From: Michael S. <mse...@ba...> - 2002-09-10 00:38:12
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Hi -
I'm using x86 Red Hat Linux 7.2, gcc 2.96
I've built quickfix (./bootstrap, ./configure, make, make install),
and I'm running the unit tests from the test directory, using :
$ ./runut 9900
The FieldConvertorsTestCase unit test seg faults.
I pretty sure it's related to exceptions, in that I've tracked
it down to being in FieldConvertors.h, line 112:
if ( value > 255 || value < 0 ) throw FieldConvertError();
The test below is calling the CheckSumConvertor::convert( long value)
method which throws FieldConvertError() on the range check, which
is when I get the seg fault.
void FieldConvertorsTestCase::checkSumConvertTo::onRun( void*& )
{
. . .
try{ CheckSumConvertor::convert( -1 ); assert( false ); }
catch ( FieldConvertError& ) {}
}
The -fexceptions is being used for compiles. I'm not sure what
else to look at here. Any suggestions?
--
Michael Searles
mse...@ba...
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From: Gene G. <mus...@ya...> - 2002-09-05 05:17:39
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Sorry, my first suggestion (with condition vars) is clearly unworkable. It was send by mistake (damn the default submit on exiting the window!) Gene __________________________________________________ Do You Yahoo!? Yahoo! Finance - Get real-time stock quotes http://finance.yahoo.com |
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From: Gene G. <mus...@ya...> - 2002-09-04 18:58:47
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I am looking at the ThreadedSocketAcceptor class, and
I have noticed that although onStop will likely to run
while onStart is looping, the access to m_stop is not
guarded.
One way to quick fix this (ha) to use an mt_var class
:
//T must be copyable
template<class T>
class mt_var {
public:
mt_var(const T &out) : m_val(x) {}
void operator= (const T &in) { locker lock(m_mutex);
m_val = in; }
operator T () { locker lock(m_mutex); return m_val;
}
protected:
mutex m_mutex;
T m_val;
};
In that case the only change required in the code in
question would be change
bool m_stop;
to
mt_var<bool> m_stop;
Of course shutting down m_socket while accepting in
another thread is also prone to race conditions, but
in the OS that I use Quickfix (Win/Linux) the code
works OK.
I usually prefer a portable solution by locally
connecting to the socket and sending a shutdown
message. Of course one could also use non-blocking
poll/select with timeout.
Gene Gorokhovsky
__________________________________________________
Do You Yahoo!?
Yahoo! Finance - Get real-time stock quotes
http://finance.yahoo.com
|
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From: Gene G. <mus...@ya...> - 2002-09-04 17:52:37
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I am looking at the ThreadedSocketAcceptor class, and
I have noticed that although onStop will likely to run
while onStart is looping, the access to m_stop and
m_socket is not guarded.
The shutdown solution that works in my applications
uses portable boost library code and condition
variables
class App : ...{
protected:
boost::condition m_ShutdownMonitor;
boost::recursive_mutex m_AppMutex;
bool m_Shutdown;
}
void App::Shutdown() {
Locker lock (m_AppMutex);
m_Shutdown = true;
m_ShutdownMonitor.notify_all();
}
void App::onRun() {
Locker lock(m_AppMutex);
while (!m_Shutdown) {
m_ShutdownMonitor.wait(lock);
}
}
__________________________________________________
Do You Yahoo!?
Yahoo! Finance - Get real-time stock quotes
http://finance.yahoo.com
|
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From: Joerg T. <Joe...@ma...> - 2002-09-04 17:41:46
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Joerg Thoennes wrote:
> 1. The libquickfix.a as a shared object library. The documentation says
> that for Linux only a statically linked version is available. Please,
> could anybody point out more details why this is the case? Perhaps
> this problem could be solved with a newer compiler, e.g. GCC 3.0?
I think I have accomplished this task. The program libtool which is used to
generate shared libs in a platform-independent way always got the option
"-static" which forced it to omit the shared library. This was triggered by
the following line in Makefile.am:
libquickfix_la_LDFLAGS = -static
In addition, there is a configure option "--enabled-shared". So I did the following:
1. Change all Makefile.am instance to comment out the above line.
2. Go to root directory and:
./bootstrap
./configure --enable-shared
make
Then "make install" installs /usr/local/lib as follows:
-rwxr-xr-x 1 root staff 2402221 Sep 4 17:04 libquickfix.so.0.0.0
lrwxrwxrwx 1 root staff 20 Sep 4 17:04 libquickfix.so.0 -> libquickfix.so.0.0.0
lrwxrwxrwx 1 root staff 20 Sep 4 17:04 libquickfix.so -> libquickfix.so.0.0.0
-rwxr-xr-x 1 root staff 762 Sep 4 17:04 libquickfix.la
-rw-r--r-- 1 root staff 11412896 Sep 4 17:04 libquickfix.a
And
ldd /usr/local/lib/libquickfix.so.0.0.0
libxml2.so.2 => /usr/lib/libxml2.so.2 (0x401d5000)
libc.so.6 => /lib/libc.so.6 (0x40274000)
libz.so.1 => /usr/lib/libz.so.1 (0x40392000)
libm.so.6 => /lib/libm.so.6 (0x403a1000)
/lib/ld-linux.so.2 => /lib/ld-linux.so.2 (0x80000000)
Now I try to create libquickfix_jni.so using the Makefile.am from src/C++.
Oren, could you please send me your changes?
Thanks, Jörg
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From: Joerg T. <Joe...@ma...> - 2002-09-04 13:55:11
|
> I recently started working on the linux JNI port. I put together a
> Makefile.am using a sample that was kindly supplied by Alex Hornby. We
> originally thought that gcc had problems with exceptions within shared
> objects. Alex's example showed that this is not necessarily the case. I
> have so far compiled the JNI code under linux and have created a
> libquickfix_jni.so file, however I think there are still some linking
> issues that need to be resolved.
Sounds good.
> I would be happy to send out what I have so far (Alex, are you also
> interested?), and we can perhaps collaborate on completing the port.
That would be great. We are really eager to get that JNI code running.
Cheers, Jörg
--
Joerg Thoennes
http://macd.com
Tel.: +49 (0)241 44597-24 Macdonald Associates GmbH
Fax : +49 (0)241 44597-10 Lothringer Str. 52, D-52070 Aachen
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