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From: munna B. <are...@ya...> - 2010-09-12 06:44:28
|
Dear All I am new to QuickfixJ, I have developed a small Initiator & Acceptor fix engine and when i am trying to send a message, I am getting "quickfix.SessionNotFound" Exception error, can some body explain to rectify this error. Thank you in advance for your guidance and assistance. |
From: Wilhelm T. <th...@cu...> - 2010-09-10 00:04:49
|
Hello I have 2 Quickfix applications connecting to a fix server. 1 of the app is really fast and has no problem, the other one can be slow time to time when the market goes a bit too fast and it seems it slow down the server itself sometime, I guess the client socket buffer is full while the server is trying to send more data? I was wondering if there is a way to increase the socket buffer size on the slowest client? If not, I guess I will need to of course accelerate this app and if not enough build a buffering mechanism on the client...any other advise? thanks for your help, Wil |
From: Wilhelm T. <th...@cu...> - 2010-09-09 04:46:00
|
Hello, If I set *SocketNodelay *to Y, does that means my initiator and acceptor need to have the flag set to Y or only one of them is enough? What is your experience with *SocketNodelay, *did you gain some speed or quicker smaller blocks so faster latest data? * * thanks for your help, Wil |
From: Matthew B. <tex...@gm...> - 2010-09-07 16:29:22
|
20100907-16:22:31.549 : 8=FIX.4.2 9=25799 35=d 49=ICE 34=39 52=20100907-16:23:03.877 56=1111 57=2 322=1 323=4 320=123 15=USD 393=886 82=9 67=1 146=100 311=219847 309=BRN FMN0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec17 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=219705 311=219846 309=BRN FMN0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun17 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=219704 311=219845 309=BRN FMN0011-BRN FMZ0016 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec16 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=219340 311=219844 309=BRN FMN0011-BRN FMM0016 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun16 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=219341 311=219843 309=BRN FMN0011-BRN FMZ0015 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec15 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218684 311=219842 309=BRN FMN0011-BRN FMM0015 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun15 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218687 311=219841 309=BRN FMN0011-BRN FMZ0014 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec14 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218683 311=219840 309=BRN FMN0011-BRN FMM0014 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun14 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218686 311=219839 309=BRN FMN0011-BRN FMZ0013 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec13 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218682 311=219838 309=BRN FMN0011-BRN FMM0013 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun13 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=218685 311=219837 309=BRN FMN0011-BRN FMZ0012 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec12 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=217752 311=219836 309=BRN FMN0011-BRN FMM0012 305=8 307=Brent Crude Spr - North Sea - Jul11/Jun12 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=217469 311=219835 309=BRN FMN0011-BRN FMZ0011 305=8 307=Brent Crude Spr - North Sea - Jul11/Dec11 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217934 9005=216713 311=219834 309=BRN FMM0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Jun11/Jul11 313=201105 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216721 9005=217934 311=219833 309=BRN FMK0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - May11/Jul11 313=201104 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217940 9005=217934 311=219832 309=BRN FMJ0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Apr11/Jul11 313=201103 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217922 9005=217934 311=219831 309=BRN FMH0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Mar11/Jul11 313=201102 314=11 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217937 9005=217934 311=219830 309=BRN FMG0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Feb11/Jul11 313=201101 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217928 9005=217934 311=219829 309=BRN FMF0011-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Jan11/Jul11 313=201012 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217931 9005=217934 311=219828 309=BRN FMZ0010-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Dec10/Jul11 313=201011 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216712 9005=217934 311=219826 309=BRN FMV0010-BRN FMN0011 305=8 307=Brent Crude Spr - North Sea - Oct10/Jul11 313=201009 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217947 9005=217934 311=219805 309=BRN FYF0013.Z0013-BRN FYF0014.Z0014 305=8 307=Brent Crude Spr - North Sea - Cal 13/Cal 14 313=201212 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219143 9005=219710 311=219804 309=BRN FQV0013.Z0013-BRN FQV0014.Z0014 305=8 307=Brent Crude Spr - North Sea - Q4 13/Q4 14 313=201309 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219155 9005=219709 311=219803 309=BRN FQN0014.U0014-BRN FQV0014.Z0014 305=8 307=Brent Crude Spr - North Sea - Q3 14/Q4 14 313=201406 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219708 9005=219709 311=219802 309=BRN FQN0013.U0013-BRN FQN0014.U0014 305=8 307=Brent Crude Spr - North Sea - Q3 13/Q3 14 313=201306 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219154 9005=219708 311=219801 309=BRN FQJ0014.M0014-BRN FQN0014.U0014 305=8 307=Brent Crude Spr - North Sea - Q2 14/Q3 14 313=201403 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219707 9005=219708 311=219800 309=BRN FQJ0013.M0013-BRN FQJ0014.M0014 305=8 307=Brent Crude Spr - North Sea - Q2 13/Q2 14 313=201303 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219153 9005=219707 311=219799 309=BRN FQF0014.H0014-BRN FQJ0014.M0014 305=8 307=Brent Crude Spr - North Sea - Q1 14/Q2 14 313=201312 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219706 9005=219707 311=219798 309=BRN FQV0013.Z0013-BRN FQF0014.H0014 305=8 307=Brent Crude Spr - North Sea - Q4 13/Q1 14 313=201309 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219155 9005=219706 311=219797 309=BRN FQF0013.H0013-BRN FQF0014.H0014 305=8 307=Brent Crude Spr - North Sea - Q1 13/Q1 14 313=201212 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9002=F 9004=219152 9005=219706 311=219796 309=BRN FMM0017-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun17/Dec17 313=201705 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=219704 9005=219705 311=219795 309=BRN FMZ0016-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec16/Dec17 313=201611 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=219340 9005=219705 311=219794 309=BRN FMM0016-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun16/Dec17 313=201605 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=219341 9005=219705 311=219793 309=BRN FMZ0015-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec15/Dec17 313=201511 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218684 9005=219705 311=219792 309=BRN FMM0015-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun15/Dec17 313=201505 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218687 9005=219705 311=219791 309=BRN FMZ0014-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec14/Dec17 313=201411 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218683 9005=219705 311=219790 309=BRN FMM0014-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun14/Dec17 313=201405 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218686 9005=219705 311=219789 309=BRN FMZ0013-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec13/Dec17 313=201311 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218682 9005=219705 311=219788 309=BRN FMM0013-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun13/Dec17 313=201305 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218685 9005=219705 311=219787 309=BRN FMZ0012-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec12/Dec17 313=201211 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217752 9005=219705 311=219786 309=BRN FMM0012-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun12/Dec17 313=201205 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217469 9005=219705 311=219785 309=BRN FMZ0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec11/Dec17 313=201111 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216713 9005=219705 311=219784 309=BRN FMM0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jun11/Dec17 313=201105 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216721 9005=219705 311=219783 309=BRN FMK0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - May11/Dec17 313=201104 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217940 9005=219705 311=219782 309=BRN FMJ0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Apr11/Dec17 313=201103 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217922 9005=219705 311=219781 309=BRN FMH0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Mar11/Dec17 313=201102 314=11 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217937 9005=219705 311=219780 309=BRN FMG0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Feb11/Dec17 313=201101 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217928 9005=219705 311=219779 309=BRN FMF0011-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Jan11/Dec17 313=201012 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217931 9005=219705 311=219778 309=BRN FMZ0010-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Dec10/Dec17 313=201011 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216712 9005=219705 311=219777 309=BRN FMX0010-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Nov10/Dec17 313=201010 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217943 9005=219705 311=219776 309=BRN FMV0010-BRN FMZ0017 305=8 307=Brent Crude Spr - North Sea - Oct10/Dec17 313=201009 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217947 9005=219705 311=219754 309=BRN FMZ0016-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec16/Jun17 313=201611 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=219340 9005=219704 311=219753 309=BRN FMM0016-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun16/Jun17 313=201605 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=219341 9005=219704 311=219752 309=BRN FMZ0015-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec15/Jun17 313=201511 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218684 9005=219704 311=219751 309=BRN FMM0015-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun15/Jun17 313=201505 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218687 9005=219704 311=219750 309=BRN FMZ0014-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec14/Jun17 313=201411 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218683 9005=219704 311=219749 309=BRN FMM0014-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun14/Jun17 313=201405 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218686 9005=219704 311=219748 309=BRN FMZ0013-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec13/Jun17 313=201311 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218682 9005=219704 311=219747 309=BRN FMM0013-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun13/Jun17 313=201305 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=218685 9005=219704 311=219746 309=BRN FMZ0012-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec12/Jun17 313=201211 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217752 9005=219704 311=219745 309=BRN FMM0012-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun12/Jun17 313=201205 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217469 9005=219704 311=219744 309=BRN FMZ0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec11/Jun17 313=201111 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216713 9005=219704 311=219743 309=BRN FMM0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jun11/Jun17 313=201105 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216721 9005=219704 311=219742 309=BRN FMK0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - May11/Jun17 313=201104 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217940 9005=219704 311=219741 309=BRN FMJ0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Apr11/Jun17 313=201103 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217922 9005=219704 311=219740 309=BRN FMH0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Mar11/Jun17 313=201102 314=11 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217937 9005=219704 311=219739 309=BRN FMG0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Feb11/Jun17 313=201101 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217928 9005=219704 311=219738 309=BRN FMF0011-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Jan11/Jun17 313=201012 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217931 9005=219704 311=219737 309=BRN FMZ0010-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Dec10/Jun17 313=201011 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=216712 9005=219704 311=219736 309=BRN FMX0010-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Nov10/Jun17 313=201010 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217943 9005=219704 311=219735 309=BRN FMV0010-BRN FMM0017 305=8 307=Brent Crude Spr - North Sea - Oct10/Jun17 313=201009 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=258 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Spreads 9004=217947 9005=219704 311=217951 309=BRN FMU0011! 305=8 307=Brent Crude Futures - North Sea - Sep11 313=201108 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217948 309=BRN FMV0011! 305=8 307=Brent Crude Futures - North Sea - Oct11 313=201109 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217947 309=BRN FMV0010! 305=8 307=Brent Crude Futures - North Sea - Oct10 313=201009 314=15 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217944 309=BRN FMX0011! 305=8 307=Brent Crude Futures - North Sea - Nov11 313=201110 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217943 309=BRN FMX0010! 305=8 307=Brent Crude Futures - North Sea - Nov10 313=201010 314=14 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217940 309=BRN FMK0011! 305=8 307=Brent Crude Futures - North Sea - May11 313=201104 314=14 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217937 309=BRN FMH0011! 305=8 307=Brent Crude Futures - North Sea - Mar11 313=201102 314=11 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219710 309=BRN FYF0014.Z0014 305=8 307=Brent Crude Futures - North Sea - Cal 14 313=201312 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219709 309=BRN FQV0014.Z0014 305=8 307=Brent Crude Futures - North Sea - Q4 14 313=201409 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219708 309=BRN FQN0014.U0014 305=8 307=Brent Crude Futures - North Sea - Q3 14 313=201406 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217934 309=BRN FMN0011! 305=8 307=Brent Crude Futures - North Sea - Jul11 313=201106 314=15 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219707 309=BRN FQJ0014.M0014 305=8 307=Brent Crude Futures - North Sea - Q2 14 313=201403 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219706 309=BRN FQF0014.H0014 305=8 307=Brent Crude Futures - North Sea - Q1 14 313=201312 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219705 309=BRN FMZ0017! 305=8 307=Brent Crude Futures - North Sea - Dec17 313=201711 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217931 309=BRN FMF0011! 305=8 307=Brent Crude Futures - North Sea - Jan11 313=201012 314=16 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219704 309=BRN FMM0017! 305=8 307=Brent Crude Futures - North Sea - Jun17 313=201705 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219703 309=BRN FMX0014! 305=8 307=Brent Crude Futures - North Sea - Nov14 313=201410 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219702 309=BRN FMV0014! 305=8 307=Brent Crude Futures - North Sea - Oct14 313=201409 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217928 309=BRN FMG0011! 305=8 307=Brent Crude Futures - North Sea - Feb11 313=201101 314=14 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219701 309=BRN FMU0014! 305=8 307=Brent Crude Futures - North Sea - Sep14 313=201408 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219699 309=BRN FMQ0014! 305=8 307=Brent Crude Futures - North Sea - Aug14 313=201407 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217925 309=BRN FMQ0011! 305=8 307=Brent Crude Futures - North Sea - Aug11 313=201107 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219698 309=BRN FMN0014! 305=8 307=Brent Crude Futures - North Sea - Jul14 313=201406 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219697 309=BRN FMK0014! 305=8 307=Brent Crude Futures - North Sea - May14 313=201404 314=15 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219696 309=BRN FMJ0014! 305=8 307=Brent Crude Futures - North Sea - Apr14 313=201403 314=14 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=217922 309=BRN FMJ0011! 305=8 307=Brent Crude Futures - North Sea - Apr11 313=201103 314=16 9013=0.01 9014=1.0 9017=1000 326=18 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219695 309=BRN FMH0014! 305=8 307=Brent Crude Futures - North Sea - Mar14 313=201402 314=13 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219694 309=BRN FMG0014! 305=8 307=Brent Crude Futures - North Sea - Feb14 313=201401 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 311=219693 309=BRN FMF0014! 305=8 307=Brent Crude Futures - North Sea - Jan14 313=201312 314=16 9013=0.01 9014=1.0 9017=1000 326=17 9083=2 9084=0 9061=254 9030=1 9031=1 9032=0.01 9091=IPE e-Brent 9092=1 9093=0 9094=1.0 9095=Futures 10=032 20100907-16:22:31.559 : 8=FIX.4.2 9=109 35=3 34=47 49=1111 52=20100907-16:22:31.558 56=ICE 45=39 58=Tag specified out of required order 371=67 372=d 10=062 |
From: Grant B. <gbi...@co...> - 2010-09-07 14:08:33
|
Hm... I double-checked your message, and it looks okay according to your DataDictionary paste. Do you have UseDataDictionary=Y in your config file? -Grant On Fri, Sep 3, 2010 at 4:27 PM, Matthew Bingham <tex...@gm...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I have read some previous posts about this but I cannot seem to be able to > figure this one out. I am receiving a Security Definition Response that > quickfix rejects complaining tag 67 (ListSeqNo) is out of order. I have > changed the dictionary file trying to make quickfix not reject the message, > but no luck. > > I receive: > 8=FIX.4.2 9=25800 35=d 49=XCH 34=117 52=20100903-20:58:10.977 56=6554 57=2 > 322=1 323=4 320=123 15=USD 393=88682=9 67=1 146=100 311=219847 ... > > Quickfix is then rejecting the message > > 8=FIX.4.2 9=111 35=3 34=145 49=6554 52=20100903-20:58:04.044 56=ICE 45=125 > 58=Tag specified out of required order 371=67 372=d 10=136 > > Below is the Security Definition of my dictionary file > > <message name='SecurityDefinition' msgcat='app' msgtype='d'> > <field name='SecurityResponseID' required='Y' /> > <field name='SecurityResponseType' required='Y' /> > <field name='SecurityReqID' required='Y' /> > <field name='Currency' required='N' /> > <field name='Symbol' required='N' /> > <field name='SecurityID' required='N' /> > <field name='Symbol' required='N' /> > <field name='TotalNumSecurities' required='N' /> > <field name='NoRpts' required='N' /> > <field name='ListSeqNo' required='N' /> > <field name='Text' required='N' /> > <group name='NoRelatedSym' required='N'> > <field name='UnderlyingSymbol' required='N' /> > <field name='UnderlyingSymbolSfx' required='N' /> > <field name='UnderlyingSecurityID' required='N' /> > <field name='UnderlyingIDSource' required='N' /> > <field name='UnderlyingSecurityType' required='N' /> > <field name='UnderlyingMaturityMonthYear' required='N' /> > <field name='UnderlyingMaturityDay' required='N' /> > <field name='UnderlyingPutOrCall' required='N' /> > <field name='UnderlyingStrikePrice' required='N' /> > <field name='UnderlyingOptAttribute' required='N' /> > <field name='UnderlyingContractMultiplier' required='N' /> > <field name='UnderlyingCouponRate' required='N' /> > <field name='UnderlyingSecurityExchange' required='N' /> > <field name='UnderlyingIssuer' required='N' /> > <field name='EncodedUnderlyingIssuerLen' required='N' /> > <field name='EncodedUnderlyingIssuer' required='N' /> > <field name='UnderlyingSecurityDesc' required='N' /> > <field name='EncodedUnderlyingSecurityDescLen' required='N' /> > <field name='EncodedUnderlyingSecurityDesc' required='N' /> > <field name='RatioQty' required='N' /> > <field name='Side' required='N' /> > <field name='UnderlyingCurrency' required='N' /> > </group> > </message> > > > ------------------------------------------------------------------------------ > This SF.net Dev2Dev email is sponsored by: > > Show off your parallel programming skills. > Enter the Intel(R) Threading Challenge 2010. > http://p.sf.net/sfu/intel-thread-sfd > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Matthew B. <tex...@gm...> - 2010-09-03 21:28:03
|
I have read some previous posts about this but I cannot seem to be able to figure this one out. I am receiving a Security Definition Response that quickfix rejects complaining tag 67 (ListSeqNo) is out of order. I have changed the dictionary file trying to make quickfix not reject the message, but no luck. I receive: 8=FIX.4.2 9=25800 35=d 49=XCH 34=117 52=20100903-20:58:10.977 56=6554 57=2 322=1 323=4 320=123 15=USD 393=88682=9 67=1 146=100 311=219847 ... Quickfix is then rejecting the message 8=FIX.4.2 9=111 35=3 34=145 49=6554 52=20100903-20:58:04.044 56=ICE 45=125 58=Tag specified out of required order 371=67 372=d 10=136 Below is the Security Definition of my dictionary file <message name='SecurityDefinition' msgcat='app' msgtype='d'> <field name='SecurityResponseID' required='Y' /> <field name='SecurityResponseType' required='Y' /> <field name='SecurityReqID' required='Y' /> <field name='Currency' required='N' /> <field name='Symbol' required='N' /> <field name='SecurityID' required='N' /> <field name='Symbol' required='N' /> <field name='TotalNumSecurities' required='N' /> <field name='NoRpts' required='N' /> <field name='ListSeqNo' required='N' /> <field name='Text' required='N' /> <group name='NoRelatedSym' required='N'> <field name='UnderlyingSymbol' required='N' /> <field name='UnderlyingSymbolSfx' required='N' /> <field name='UnderlyingSecurityID' required='N' /> <field name='UnderlyingIDSource' required='N' /> <field name='UnderlyingSecurityType' required='N' /> <field name='UnderlyingMaturityMonthYear' required='N' /> <field name='UnderlyingMaturityDay' required='N' /> <field name='UnderlyingPutOrCall' required='N' /> <field name='UnderlyingStrikePrice' required='N' /> <field name='UnderlyingOptAttribute' required='N' /> <field name='UnderlyingContractMultiplier' required='N' /> <field name='UnderlyingCouponRate' required='N' /> <field name='UnderlyingSecurityExchange' required='N' /> <field name='UnderlyingIssuer' required='N' /> <field name='EncodedUnderlyingIssuerLen' required='N' /> <field name='EncodedUnderlyingIssuer' required='N' /> <field name='UnderlyingSecurityDesc' required='N' /> <field name='EncodedUnderlyingSecurityDescLen' required='N' /> <field name='EncodedUnderlyingSecurityDesc' required='N' /> <field name='RatioQty' required='N' /> <field name='Side' required='N' /> <field name='UnderlyingCurrency' required='N' /> </group> </message> |
From: Grant B. <gbi...@co...> - 2010-09-01 13:00:38
|
These questions are better posed to the QuickFIX/J mailing list. The two projects are managed and maintained separately and independently of each other. http://www.quickfixj.org/support/ -Grant On Wed, Sep 1, 2010 at 5:28 AM, Lloyd Blake <llo...@ho...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hello, > > I am having issues building quickfixj with ant > > When building QFJ in Eclispe there seems to be an issue > with the Test class. > > I've also tried to checkout QFJ via SVN: > svn co https://svn.sourceforge.net/svnroot/quickfixj/trunk quickfixj > > But that doesn't work does anyone know the correct location? > > Thanks > > LLB > > > > > > ------------------------------------------------------------------------------ > This SF.net Dev2Dev email is sponsored by: > > Show off your parallel programming skills. > Enter the Intel(R) Threading Challenge 2010. > http://p.sf.net/sfu/intel-thread-sfd > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Lloyd B. <llo...@ho...> - 2010-09-01 10:30:20
|
Hello, I am having issues building quickfixj with ant When building QFJ in Eclispe there seems to be an issue with the Test class. I've also tried to checkout QFJ via SVN: svn co https://svn.sourceforge.net/svnroot/quickfixj/trunk quickfixj But that doesn't work does anyone know the correct location? Thanks LLB |
From: Vishrant <vis...@gm...> - 2010-08-28 01:52:29
|
Hello, While exploring FIX protocol site for test cases i saw your post. But i have some queries i would appreciate if you could answer them . *Scenario:* We are acceptor and we have our own FIX specifiction version 4.4. ** *Task:* I have to write Nunit test cases. Now, I have created a project in which i have written a sample code for testing logon message. My code somewhat looks like this ... void SettingApplication() { SessionSettings settings = new SessionSettings(fileName); Application application = new MyApplication(); FileStoreFactory storeFactory = new FileStoreFactory(settings); FileLogFactory logFactory = new FileLogFactory(settings); MessageFactory messageFactory = new DefaultMessageFactory(); SocketAcceptor acceptor = new SocketAcceptor (application, storeFactory, settings, logFactory, messageFactory); acceptor.start(); } Once i say acceptor.start() i know my Acceptor server session is created and now i can send messages so i immediately create a logon message and send that message using SendToTarget function [Test] public void Test_Logon() { Message message = new Message(); Message.Header header = message.getHeader(); header.setField(new BeginString("FIX.4.4")); header.setField(new SenderCompID("Initiator")); header.setField(new TargetCompID("Acceptor")); header.setField(new MsgType("A")); header.setField(new MsgSeqNum("1")); message.setField(new Username("Username")); message.setField(new Password("Password")); ____ . ____ ____ Session.SendToTarget(message,"Initiator","Acceptor"); } Once, this function is executed my (Accpetor's) toAdmin function gets called and it returns the message with change in CheckSum. I want to know when i call sendtotarget what should happen like what functions to get called. 1) onCreate (gets called) 2) toAdmin (gets called) 3) fromAdmin (I was expecting this function to get called as i wanted to do some validation but i dont know it somehow doesnot get called.) Also, i am sending logon message but my program does not stop at onLogon function. Note: I have not created any initiator ... its just that i have created an Acceptor session and now i am sending messages to that session. Questions: 1) I want to know am doing anything wrong ? 2) Do i have to create an intiator ? (Which i find no need) -- -- Regards Vishrant Shah. |
From: Mikhail V. <mve...@gm...> - 2010-08-26 15:47:51
|
Ok. The algorithm makes sense except you need to tell people that there are 2 programs involved. - Regards, Mikhail Veygman -----Original Message----- From: Vishrant <vis...@gm...> To: Mikhail Veygman <mve...@gm...> Cc: qui...@li... Subject: Re: [Quickfix-developers] Help (Urgent) Date: Thu, 26 Aug 2010 22:55:10 +0800 Hey bro, you are absolutely right that Acceptor is a server .... but i am server here and expecting that some one is sending messages to my server .. so i have to visualize what messages counterparty or initiator will send me ... so i have writtten an algorithm which will help me know that i am thinking in right direction ..... On Thu, Aug 26, 2010 at 10:32 PM, Mikhail Veygman <mve...@gm...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Vishrant, Acceptor is a server. You should not initiate a logon from it. It should be accepting a logon message. Have you looked at the example configuration files in the documentation? - Regards, Mikhail Veygman -----Original Message----- From: Vishrant <vis...@gm...> To: gbi...@co..., jc...@co... Cc: qui...@li... Subject: Re: [Quickfix-developers] Help (Urgent) Date: Thu, 26 Aug 2010 21:33:09 +0800 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Thank you all for your quick reply, i really appreciate. I know i am buzzing you but please find some time to answer my below query as this where i am perplexed and lost. Query: I have a Setting.txt file which has details like; ConnectionType=Acceptor LogStore= DataStore= DataDictionary= Host= StartTime= EndTime= . . . . . [Session] SenderComID = Mock_Initiator TargetComID = Mock_Acceptor Step 1: I call socketacceptor( ..........) with required objects. (This function loads setting.txt file) Step 2: I call acceptor.start() function Step 3: Then i return to my callee function. Step 4: I create a Logon message Step 5: Then i call SendToTarget function Step 6 : I create different application level messages. Step 7: repeat step 5 and 6 till LOGOUT message. Does it make sense, if not please revise my algorithm. Thanks in advance Cheers, Vishrant On Thu, Aug 26, 2010 at 3:10 AM, Diego Frata <die...@gm...> wrote: Don't forget the issue with GC handles and AppDomains as NUnit creates a new AppDomain for running the tests. So it's very unlikely someone will have a sample code for NUnit, since it doesn't work... Diego Frata die...@gm... On Wed, Aug 25, 2010 at 11:18 AM, James Downs <jc...@co...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Quickfix handles checksum and body length. the FIx protocol spec describes how to calculate checksum. Or look at the source. On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hello people, My name is Vishrant Shah. I am recently assigned a project on FIX protocol. I have to write Nunit test cases for the same. I am Acceptor in this case. What i want from you ? 1) Nunit sample code for Logon Message. 2) How to calculate Check sum 3) Do we calculate checksum & bodylength or its QuickFix who takes care. Please help. Its urgent. Thank you, Vishrant -- -- Regards Vishrant Shah. ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Jim ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- -- Regards Vishrant Shah. ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- -- Regards Vishrant Shah. |
From: Vishrant <vis...@gm...> - 2010-08-26 14:55:17
|
Hey bro, you are absolutely right that Acceptor is a server .... but i am server here and expecting that some one is sending messages to my server .. so i have to visualize what messages counterparty or initiator will send me ... so i have writtten an algorithm which will help me know that i am thinking in right direction ..... On Thu, Aug 26, 2010 at 10:32 PM, Mikhail Veygman <mve...@gm...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Vishrant, > > Acceptor is a server. You should not initiate a logon from it. It > should be accepting a logon message. > > Have you looked at the example configuration files in the documentation? > - > Regards, > > Mikhail Veygman > > > -----Original Message----- > From: Vishrant <vis...@gm...> > To: gbi...@co..., jc...@co... > Cc: qui...@li... > Subject: Re: [Quickfix-developers] Help (Urgent) > Date: Thu, 26 Aug 2010 21:33:09 +0800 > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Thank you all for your quick reply, i really appreciate. I know i am > buzzing you but please find some time to answer my below query as this > where i am perplexed and lost. > > Query: > > I have a Setting.txt file which has details like; > > ConnectionType=Acceptor > LogStore= > DataStore= > DataDictionary= > Host= > StartTime= > EndTime= > . > . > . > . > . > [Session] > SenderComID = Mock_Initiator > TargetComID = Mock_Acceptor > > Step 1: I call socketacceptor( ..........) with required objects. (This > function loads setting.txt file) > Step 2: I call acceptor.start() function > Step 3: Then i return to my callee function. > Step 4: I create a Logon message > Step 5: Then i call SendToTarget function > Step 6 : I create different application level messages. > Step 7: repeat step 5 and 6 till LOGOUT message. > > Does it make sense, if not please revise my algorithm. > > Thanks in advance > > Cheers, Vishrant > > > > > > On Thu, Aug 26, 2010 at 3:10 AM, Diego Frata <die...@gm...> > wrote: > Don't forget the issue with GC handles and AppDomains as NUnit > creates a new AppDomain for running the tests. So it's very > unlikely someone will have a sample code for NUnit, since it > doesn't work... > > > > Diego Frata > die...@gm... > > > > > On Wed, Aug 25, 2010 at 11:18 AM, James Downs > <jc...@co...> wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > > Quickfix handles checksum and body length. > the FIx protocol spec describes how to calculate > checksum. Or look at the source. > > On Wed, Aug 25, 2010 at 9:08 AM, Vishrant > <vis...@gm...> wrote: > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > > Hello people, > My name is Vishrant Shah. I am recently assigned > a project on FIX protocol. I have to write Nunit > test cases for the same. I am Acceptor in this > case. > What i want from you ? > > 1) Nunit sample code for Logon Message. > 2) How to calculate Check sum > 3) Do we calculate checksum & bodylength or its > QuickFix who takes care. > > > Please help. Its urgent. > > Thank you, Vishrant > > > > > > -- > -- > Regards > Vishrant Shah. > > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) > Atom(Tm) Developer Program > Be part of this innovative community and reach > millions of netbook users > worldwide. Take advantage of special > opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart > your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > -- > Jim > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) > Developer Program > Be part of this innovative community and reach millions > of netbook users > worldwide. Take advantage of special opportunities to > increase revenue and > speed time-to-market. Join now, and jumpstart your > future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > -- > -- > Regards > Vishrant Shah. > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) Developer Program > Be part of this innovative community and reach millions of netbook users > worldwide. Take advantage of special opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ Quickfix-developers mailing > list Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) Developer Program > Be part of this innovative community and reach millions of netbook users > worldwide. Take advantage of special opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- -- Regards Vishrant Shah. |
From: Mikhail V. <mve...@gm...> - 2010-08-26 14:33:01
|
Vishrant, Acceptor is a server. You should not initiate a logon from it. It should be accepting a logon message. Have you looked at the example configuration files in the documentation? - Regards, Mikhail Veygman -----Original Message----- From: Vishrant <vis...@gm...> To: gbi...@co..., jc...@co... Cc: qui...@li... Subject: Re: [Quickfix-developers] Help (Urgent) Date: Thu, 26 Aug 2010 21:33:09 +0800 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Thank you all for your quick reply, i really appreciate. I know i am buzzing you but please find some time to answer my below query as this where i am perplexed and lost. Query: I have a Setting.txt file which has details like; ConnectionType=Acceptor LogStore= DataStore= DataDictionary= Host= StartTime= EndTime= . . . . . [Session] SenderComID = Mock_Initiator TargetComID = Mock_Acceptor Step 1: I call socketacceptor( ..........) with required objects. (This function loads setting.txt file) Step 2: I call acceptor.start() function Step 3: Then i return to my callee function. Step 4: I create a Logon message Step 5: Then i call SendToTarget function Step 6 : I create different application level messages. Step 7: repeat step 5 and 6 till LOGOUT message. Does it make sense, if not please revise my algorithm. Thanks in advance Cheers, Vishrant On Thu, Aug 26, 2010 at 3:10 AM, Diego Frata <die...@gm...> wrote: Don't forget the issue with GC handles and AppDomains as NUnit creates a new AppDomain for running the tests. So it's very unlikely someone will have a sample code for NUnit, since it doesn't work... Diego Frata die...@gm... On Wed, Aug 25, 2010 at 11:18 AM, James Downs <jc...@co...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Quickfix handles checksum and body length. the FIx protocol spec describes how to calculate checksum. Or look at the source. On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hello people, My name is Vishrant Shah. I am recently assigned a project on FIX protocol. I have to write Nunit test cases for the same. I am Acceptor in this case. What i want from you ? 1) Nunit sample code for Logon Message. 2) How to calculate Check sum 3) Do we calculate checksum & bodylength or its QuickFix who takes care. Please help. Its urgent. Thank you, Vishrant -- -- Regards Vishrant Shah. ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- Jim ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers -- -- Regards Vishrant Shah. ------------------------------------------------------------------------------ Sell apps to millions through the Intel(R) Atom(Tm) Developer Program Be part of this innovative community and reach millions of netbook users worldwide. Take advantage of special opportunities to increase revenue and speed time-to-market. Join now, and jumpstart your future. http://p.sf.net/sfu/intel-atom-d2d _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
From: Vishrant <vis...@gm...> - 2010-08-26 13:33:16
|
Thank you all for your quick reply, i really appreciate. I know i am buzzing you but please find some time to answer my below query as this where i am perplexed and lost. Query: I have a Setting.txt file which has details like; ConnectionType=Acceptor LogStore= DataStore= DataDictionary= Host= StartTime= EndTime= . . . . . [Session] SenderComID = Mock_Initiator TargetComID = Mock_Acceptor Step 1: I call socketacceptor( ..........) with required objects. (This function loads setting.txt file) Step 2: I call acceptor.start() function Step 3: Then i return to my callee function. Step 4: I create a Logon message Step 5: Then i call SendToTarget function Step 6 : I create different application level messages. Step 7: repeat step 5 and 6 till LOGOUT message. Does it make sense, if not please revise my algorithm. Thanks in advance Cheers, Vishrant On Thu, Aug 26, 2010 at 3:10 AM, Diego Frata <die...@gm...> wrote: > Don't forget the issue with GC handles and AppDomains as NUnit creates a > new AppDomain for running the tests. So it's very unlikely someone will have > a sample code for NUnit, since it doesn't work... > > > Diego Frata > die...@gm... > > > > On Wed, Aug 25, 2010 at 11:18 AM, James Downs <jc...@co...>wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Quickfix handles checksum and body length. >> the FIx protocol spec describes how to calculate checksum. Or look at the >> source. >> >> On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> Hello people, >>> My name is Vishrant Shah. I am recently assigned a project on FIX >>> protocol. I have to write Nunit test cases for the same. I am Acceptor in >>> this case. >>> What i want from you ? >>> >>> 1) Nunit sample code for Logon Message. >>> 2) How to calculate Check sum >>> 3) Do we calculate checksum & bodylength or its QuickFix who takes care. >>> >>> >>> Please help. Its urgent. >>> >>> Thank you, Vishrant >>> >>> >>> >>> >>> >>> -- >>> -- >>> Regards >>> Vishrant Shah. >>> >>> >>> ------------------------------------------------------------------------------ >>> Sell apps to millions through the Intel(R) Atom(Tm) Developer Program >>> Be part of this innovative community and reach millions of netbook users >>> worldwide. Take advantage of special opportunities to increase revenue >>> and >>> speed time-to-market. Join now, and jumpstart your future. >>> http://p.sf.net/sfu/intel-atom-d2d >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> >> >> -- >> Jim >> >> >> ------------------------------------------------------------------------------ >> Sell apps to millions through the Intel(R) Atom(Tm) Developer Program >> Be part of this innovative community and reach millions of netbook users >> worldwide. Take advantage of special opportunities to increase revenue and >> speed time-to-market. Join now, and jumpstart your future. >> http://p.sf.net/sfu/intel-atom-d2d >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > -- -- Regards Vishrant Shah. |
From: Diego F. <die...@gm...> - 2010-08-25 19:11:02
|
Don't forget the issue with GC handles and AppDomains as NUnit creates a new AppDomain for running the tests. So it's very unlikely someone will have a sample code for NUnit, since it doesn't work... Diego Frata die...@gm... On Wed, Aug 25, 2010 at 11:18 AM, James Downs <jc...@co...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Quickfix handles checksum and body length. > the FIx protocol spec describes how to calculate checksum. Or look at the > source. > > On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hello people, >> My name is Vishrant Shah. I am recently assigned a project on FIX >> protocol. I have to write Nunit test cases for the same. I am Acceptor in >> this case. >> What i want from you ? >> >> 1) Nunit sample code for Logon Message. >> 2) How to calculate Check sum >> 3) Do we calculate checksum & bodylength or its QuickFix who takes care. >> >> >> Please help. Its urgent. >> >> Thank you, Vishrant >> >> >> >> >> >> -- >> -- >> Regards >> Vishrant Shah. >> >> >> ------------------------------------------------------------------------------ >> Sell apps to millions through the Intel(R) Atom(Tm) Developer Program >> Be part of this innovative community and reach millions of netbook users >> worldwide. Take advantage of special opportunities to increase revenue and >> speed time-to-market. Join now, and jumpstart your future. >> http://p.sf.net/sfu/intel-atom-d2d >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > > -- > Jim > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) Developer Program > Be part of this innovative community and reach millions of netbook users > worldwide. Take advantage of special opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: James D. <jc...@co...> - 2010-08-25 16:02:18
|
Quickfix handles checksum and body length. the FIx protocol spec describes how to calculate checksum. Or look at the source. On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hello people, > My name is Vishrant Shah. I am recently assigned a project on FIX protocol. > I have to write Nunit test cases for the same. I am Acceptor in this case. > What i want from you ? > > 1) Nunit sample code for Logon Message. > 2) How to calculate Check sum > 3) Do we calculate checksum & bodylength or its QuickFix who takes care. > > > Please help. Its urgent. > > Thank you, Vishrant > > > > > > -- > -- > Regards > Vishrant Shah. > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) Developer Program > Be part of this innovative community and reach millions of netbook users > worldwide. Take advantage of special opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Jim |
From: Grant B. <gbi...@co...> - 2010-08-25 14:31:21
|
QuickFIX takes care of checksum and bodylength. On Wed, Aug 25, 2010 at 9:08 AM, Vishrant <vis...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hello people, > My name is Vishrant Shah. I am recently assigned a project on FIX protocol. > I have to write Nunit test cases for the same. I am Acceptor in this case. > What i want from you ? > > 1) Nunit sample code for Logon Message. > 2) How to calculate Check sum > 3) Do we calculate checksum & bodylength or its QuickFix who takes care. > > > Please help. Its urgent. > > Thank you, Vishrant > > > > > > -- > -- > Regards > Vishrant Shah. > > > ------------------------------------------------------------------------------ > Sell apps to millions through the Intel(R) Atom(Tm) Developer Program > Be part of this innovative community and reach millions of netbook users > worldwide. Take advantage of special opportunities to increase revenue and > speed time-to-market. Join now, and jumpstart your future. > http://p.sf.net/sfu/intel-atom-d2d > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
From: Vishrant <vis...@gm...> - 2010-08-25 14:08:46
|
Hello people, My name is Vishrant Shah. I am recently assigned a project on FIX protocol. I have to write Nunit test cases for the same. I am Acceptor in this case. What i want from you ? 1) Nunit sample code for Logon Message. 2) How to calculate Check sum 3) Do we calculate checksum & bodylength or its QuickFix who takes care. Please help. Its urgent. Thank you, Vishrant -- -- Regards Vishrant Shah. |
From: Hei C. <str...@ya...> - 2010-08-25 10:15:50
|
Hi, In the release note at http://www.quickfixengine.org/NEWS, it says, "Fixed some potential deadlock scenarios with socket implementation". I just wonder what those potential deadlocks are since I am using 1.12.4 and for performance reasons I can't upgrade to 1.13.x. Thanks in advance. Cheers, Hei |
From: Clark S. <Cla...@ac...> - 2010-08-18 16:22:27
|
I am having a hard time relating this document: http://fixprotocol.org/documents/614/FIX_TestCase_SessionLevel20010710.doc to the acceptance test in quickfix/test/definitions/server/fix?? For example in quickfix/test/definitions/server/fix42/8_OnlyAdminMessages.def , several TestRequest are sent, several heartbeats are expected, then a resend request is sent. The client expects the server to skip all the heartbeats and send a SequenceReset with GapFill=Y, for the entire range of messages. While this seems like very efficient behavior, I can not find anything in the document of test cases, with this test, nor can I find this in the FIX Specs. The FIX specs seem to leave it to the discretion of the responder, when to resend messages, and when to send a SequenceReset, GapFill=Y, message. It appears that the acceptance test, aren't always testing the standard, so much as a reasonable expectation of what the server should do. Am I missing something? Best Regards, Clark |
From: Clark S. <Cla...@ac...> - 2010-08-18 15:53:56
|
http://www.quickfixengine.org/quickfix/doc/html/acceptance_tests.html I think line 4 of the output: E8=FIX.4.2 9=112 35=3 34=2 49=ISLD 52=00000000-00:00:00 56=TW 45=0 58=Value is incorrect (out of range) for this tag 372=4 373=5 10=0 should read E8=FIX.4.2 9=112 35=3 34=2 49=ISLD 52=00000000-00:00:00 56=TW 45=0 58=Value is incorrect (out of range) for this tag 371=36 372=4 373=5 10=0 ie. it is missing 371=36 the text in tag 58, makes no sense without tag 371 being specified. I verified the output, by writing a sample app which used the quickfix library: 8=FIX.4.2^A9=160^A35=3^A34=2^A49=SOR^A50=test_sequence_reset_field_missing^A52=20100812-21:14:12.548^A56=EXCHANGE_0^A45=0^A58=Value is incorrect (out of range) for this tag^A372=4^A373=5^A10=038^A I can code up a fix for this, to specify the value of tag 371, if this would be useful. |
From: Clark S. <Cla...@ac...> - 2010-08-18 15:52:14
|
This page: http://www.quickfixengine.org/quickfix/doc/html/acceptance_tests.html says the acceptance test from FIX protocol.org are here: http://www.fixprotocol.org/ORGANIZATIONS/928202077/FIX_TestCase_SessionLevel20010710.doc They are now located here: http://fixprotocol.org/documents/614/FIX_TestCase_SessionLevel20010710.doc HTH, Clark |
From: Clark S. <Cla...@ac...> - 2010-08-18 15:51:45
|
I see this defined in a header file: FixFieldNumbers.h: const int NextExpectedMsgSeqNum = 789; But it is not dealt with in the NextLogon message. In fact NextExpectedMsgSeqNum is not used anywhere in any of the C++ source files, other than the definition in the FixFieldNumbers.h file. Should I write some code to deal with this in the NextLogon function? If I write the code, what is the procedure fort getting it tested, and put into the next release? If I am reading the documentation correctly, this should just be a call to the function SetNextExpectedSeqNum in m_store. Am I reading the documentation correctly? |
From: Clark S. <Cla...@ac...> - 2010-08-18 15:49:45
|
I am going through the code which handles session messages line by line, and writing documentation for my own use. For example I just wrote this for the FIX::SessionState::reset() function /** <b> Assumes: </b> That the child class of MessageStore, which is pointed to by m_pStore, has an appropriatly programmed logic <br/> <b> Changes </b> nextSenderMsgSeqNum, nextTargetMsgSeqNum, all message caches and time stamps representing the beginning of a FIX Session<br/> <b> Error Behavior:</b> If there is an io orror, which prevents the message store from being reset, than an exception of type IOException is thrown<br/> <b> Description: </b> This virtual function resets all relevent data to represent the beginning of a FIX session. <ul> <li> nextSenderMsgSeqNum is set to 1 </li> <li> nextTargetMsgSeqNum is set to 1 </li> <li> any message caches are emptied </li> <li> timestamps representing the start of the session are set to the current time </li> </ul> The function FIX::memory_store::reset() provides a good illustration of this behavior. */ Can I submit this documentation so it can be included in future releases of the code and documentation? I have also documented several other functions. |
From: Mikhail V. <mve...@gm...> - 2010-08-18 12:03:23
|
Nazar, You still misunderstand the problem MySQLStore.h [snip] #ifndef HAVE_MYSQL #error MySQLStore.h included, but HAVE_MYSQL not defined #endif [snip] This means that in order to use MySQLStore.h one has to define HAVE_MYSQL. This is defined in config.h when the library is being built and configured. Or this macro is defined by you as a passing argument to the compiler. Once the library is built and installed the config.h file which defines the macro is not installed. So the user has to define the HAVE_MYSQL macro again in the application code that uses MySQLStore.h Same issue is with Postgres. What I think should be avoided is the application having to define the macros rather then the library providing the appropriate headers. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 22:30:10 +0400 You need a special build of library to use MySQL/PostgreSQL. First build the library with these macroses, then use you can use database storage capabilities. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 8:25 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I think you misunderstand the problem: The issue is not how to build the libraries themselves. The issue is using the libraries. When I attempt to user MySQLLog/MySQLStore and include the appropriate headers after building 1.13.3 with the appropriate flags enabled. The compiler complains that the HAVE_MYSQL or HAVE_POSTGRES if I choose the Postgres Stores is not defined. After going through the headers I found that config.h which gets created by configure script does not get installed nor it is included by any other headers in the library. config.h is the header that defines the 2 macros I have mentioned. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 19:27:13 +0400 Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
From: Mikhail V. <mve...@gm...> - 2010-08-17 16:25:12
|
I think you misunderstand the problem: The issue is not how to build the libraries themselves. The issue is using the libraries. When I attempt to user MySQLLog/MySQLStore and include the appropriate headers after building 1.13.3 with the appropriate flags enabled. The compiler complains that the HAVE_MYSQL or HAVE_POSTGRES if I choose the Postgres Stores is not defined. After going through the headers I found that config.h which gets created by configure script does not get installed nor it is included by any other headers in the library. config.h is the header that defines the 2 macros I have mentioned. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 19:27:13 +0400 Well, I'm using MSVC and as I understood, defining these macroses in project settings are the only way to add pgsql support. If you're using gcc, the you probably can pass options to ./configure script (--with-postgresql), but I'm not sure, since I've never used quickfix with GCC. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 6:14 PM To: Nazar Andrienko Cc: qui...@li...; qui...@li... Subject: RE: [Quickfix-users] Installation of config.h I was hoping to avoid having to define it myself. - Regards, Mikhail Veygman -----Original Message----- From: Nazar Andrienko <na...@um...> To: 'Mikhail Veygman' <mve...@gm...>, qui...@li..., qui...@li... Subject: RE: [Quickfix-users] Installation of config.h Date: Tue, 17 Aug 2010 07:16:31 +0400 Just pass this macro definition at toolchain level (using command line switches in gcc or project property pages in MSVC) and recompile quickfix library. Rgds, Nazar Andrienko -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, August 17, 2010 2:50 AM To: qui...@li...; qui...@li... Subject: [Quickfix-users] Installation of config.h QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi all, I am trying to use the 1.13.3 quickfix engine with C++ and having a bit of a problem. It appears that using MySQL store and log factories and same with PostgreSQL requires a define of HAVE_MYSQL or HAVE_POSTGRES respectively These are defined in config.h file but it is nowhere to be included by quickfix headers nor is config.h installed after the build Has anyone seen this problem? Is there a fix for this problem other then having to define the variables inside my code prior to including the MySQL or Postgres headers inside my code? Regards, Mikhail Veygman ---------------------------------------------------------------------------- -- This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |