quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] [Quickfix-users] Installation of config.h

[Mikhail V. <mve...@gm...>]

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

[Quickfix-developers] Installation of config.h

[Mikhail V. <mve...@gm...>]

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

Re: [Quickfix-developers] SocketInitiator.stop() Problem

[horus_the_rabbit <zro...@gm...>]

Thanks! I'll be sure to try that. Explicit GC calls aren't "nice", but right
now my only other option was to disable the test that tests login/logout and
that's no less of a ugly thing to do in testing.

-Horus

dc10 wrote:
> 
> Hi Horus,
> 
> I've been struggling with the same problem. In my case it hangs on
> initiator.stop() too and looking in the debugger shows that it is hanging
> on a thread join in the unmanaged code.
> 
> The only way I've reliably been able to get round this is to logout all
> the sessions and then set the initiator variable equal to null and call
> GC.Collect()!
> 
> Truly horrendous and I'm not proud but at least I can work around the
> issue for now while i look for a better solution.
> 
> Please let me know how you get on
> 
> 
> horus_the_rabbit wrote:
>> 
>> Hi Jason,
>> 
>> I was wondering if you ever resolved this or if anyone has a fix. I'm
>> having the exact same issue and I'm using tests to drive my development
>> (TDD) and this is really been annoying me for the past 3 days.
>> 
>> Here's what I do:
>> 
>>    public bool logon() {
>>       try { initiator.start(); }
>>       catch (ConfigError configError) {
>>         Console.Write(configError.StackTrace);
>>         return false;
>>       }
>>       return true;
>>     }
>> 
>>     public void logout() {
>>       initiator.stop();           //HANGS HERE AND STOPS DEBUGGER
>>     }
>> 
>> When running tests, after my first test succeeds and my second test runs,
>> I get this:
>> 
>> Failure invoke test setup method
>> QuickFix.ConfigError
>> Configuration failed: Could not open body file:
>> Logs\FIX.4.2-LCG-FXDD-MKD.body
>> Void .ctor(QuickFix.Application, QuickFix.MessageStoreFactory,
>> QuickFix.SessionSettings, QuickFix.LogFactory, QuickFix.MessageFactory)
>> 
>> 
>> Any help would be greatly appreciated, as I don't want to make a mock obj
>> for this and would rather see it work properly.
>> 
>> 
> 
> 

-- 
View this message in context: http://old.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p29449201.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Answered a whole bunch of questions on the quickfix forum

[<or...@qu...>]

I've been really busy working on a new release (better 5.0 support with
service packs and better .NET integration).

I've sort of neglected the new forum I set up for you guys.  I went
through the backlog of discussions and tried to answer all questions,
some of the very late unfortunately.  A lot of you signed up much sooner
than expected.  There are already 450 of you signed up.

So if you are angrily awaiting a response to a question, go back and you
should find an answer.  I'm going to make it a priority to keep up to
date on the forum as I hope it will eventually supersede the mailing
list.  If you haven't already, check it out are
http://www.quickfixengine.org/forum/

Re: [Quickfix-developers] Architecture Question

[K. F. <kfr...@gm...>]

Hello Arup -


On Fri, Aug 13, 2010 at 11:18 PM, Sarkar, Arup <sar...@gm...> wrote:
>
> Hi,
>
> I have a basic architecture question. The following is what I am doing currently.

At a rough level, I see three ways to go here, outlined by
increasing modularity.  All could work well, and the which
of these could be good choices for you will depend on your
business logic and technical requirements.

1)  A single, integrated "trading engine" (that runs as a single
application / process).  It would both listen to the pricing data
from the exchange and send order flow through QuickFIX to
your broker (or the exchange or other execution venue).

2)  Your current scheme, where you have a "trading engine"
that listens to pricing data from the exchange, implements
your trading logic, and sends order flow through a separate
QuickFIX-based FIX engine that runs as a separate
application / process.

3)  You have a separate "price-feed server" and QuickFIX-based
FIX engine that both run as separate applications / processes,
and your trading engine is a client of both.  It this case, your
system would consist of three cooperating processes.

> a) I have a c++ client program (program A)  which connects to exchange to get high frequency data, in the same program it is formatted and fed into strategy. The output of my strategy is symbol, price, quantity, limit order and relevant data entities for NewOrderSingle, CancelOrder, or ReplaceOrder.

So far, so good.

> b) I have implemented QuickFix (program B) with which I am connecting to broker to execute my trades. All the above three operation which I mentioned is working fine and  I am also capturing the Execution Report.

Do I assume correctly that you are using C++ Quickfix?  If so, going
with plan 1, and integrating your programs A and B together into a
single, integrated trading engine shouldn't be too hard.

If you are using the Java QuickFIX/J, then you would almost certainly
want to keep your FIX engine as a separate process (either plan 2 or 3).

> BUT, the 2 programs are running independently, I am manually executing the trades. What I want to do is something like sending a pipe delimited message from program A to program B, parse the message and execute it.

How relevant is latency to your trading strategy?  If you can survive
executing your trades manually, then even a high-latency (i.e. slow)
automated solution should be more than adequate.

> I have tried using named pipe where I have made the QuickFix (program B) as the pipe server and c++ client (program A), but when I initiate the pipe server it is blocking run() method of quickfix. I am thinking of creating a threadpool and use pipe server.

In this scheme, how do you get your fills back to your trading engine
from your FIX engine?

If you do go this route, I would think you would want just a single
additional thread in your FIX engine (program B) that services
the pipe, rather than a thread pool.

> If any of you implemented a automated execution of trades using quickfix reducing latency and can share some ideas, I would be grateful.

The big questions that will affect your choice of architecture are:

a)  What kind of stability to you need?  How error-free do your
applications need to be?

b)  What kind of recoverability do you need?  What happens
if your application crashes?  What happens if the disk drive
supporting your application dies?

c)  Does a database figure into any of this?  For example,
are you writing your fills to either a light-weight or industrial-
strength database?

d)  How low-latency does your processing need to be?

e)  What is your "budget"?  I.e., what kind of development
man-hours (or hired resources) can you devote to building
this?

f)  What operating system hosts your trading engine?  Do
I assume correctly that you are using Linux?  (You mention
named pipes.)

If the answer to "e" is low budget, and the answer to "b" is
no real support for recovery (Note, these go together: adding
robust recovery will increase your budget.), then scheme "1,"
a single, integrated trading engine, is probably the cheapest,
shortest path to getting something up and running (but not
necessarily the most solid platform o build on in the future).

In this scheme you might have your main application "run"
loop (event loop) wait on an event queue (maybe a condition
variable, assuming Linux and pthreads).  You would have a
separate price-feed thread listening to pricing information
coming from the exchange.  For the sake of argument, let's
say your trading strategy is such that a new quote from the
exchange causes your trading logic to decide to issue a
new order.  Your price-feed thread could then post this new
order to the queue processed by your main application "run"
loop.

This is a simple scheme in which you choose to have your main
run loop be the place where you integrate your non-QuickFIX
events (e.g., price feed, console or gui input) with the QuickFIX
side of your application.

You avoid the complication of running multiple processes and
interprocess communication.  (But you lose modularity and
flexibility.)  It's doesn't introduce much extra latency.  (You do
introduce one additional queue, which I think it should be possible
to get rid of, but it's in-process, so it doesn't add much.)

But again, the good choices for your architecture (there is rarely
a single best choice) will depend a lot on your specific requirements.

> Regards,
> Arup

Good luck.


K. Frank

[Quickfix-developers] Architecture Question

[Sarkar, A. <sar...@gm...>]

Hi,

I have a basic architecture question. The following is what I am doing
currently.

a) I have a c++ client program (program A)  which connects to exchange to
get high frequency data, in the same program it is formatted and fed into
strategy. The output of my strategy is symbol, price, quantity, limit order
and relevant data entities for NewOrderSingle, CancelOrder, or ReplaceOrder.

b) I have implemented QuickFix (program B) with which I am connecting to
broker to execute my trades. All the above three operation which I mentioned
is working fine and  I am also capturing the Execution Report.

BUT, the 2 programs are running independently, I am manually executing the
trades. What I want to do is something like sending a pipe delimited message
from program A to program B, parse the message and execute it.

I have tried using named pipe where I have made the QuickFix (program B) as
the pipe server and c++ client (program A), but when I initiate the pipe
server it is blocking run() method of quickfix. I am thinking of creating a
threadpool and use pipe server.

If any of you implemented a automated execution of trades using quickfix
reducing latency and can share some ideas, I would be grateful.

-- 
Regards,
Arup

[Quickfix-developers] bug in quickfix, and in example ?

[Clark S. <Cla...@ac...>]

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 o\
f 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.*

[Quickfix-developers] Ilyas USAL/FR/EUROPE/GROUP has left

[<ily...@bn...>]

Je serai absent(e) à partir du  08/11/2010 de retour le 01/12/2011.

Hello,

I'm no longer working for BPEF. Please contact
par...@bn... (+33 1 40 14 34 44).

Thanks,
Ilyas




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. 
Do not print this message unless it is necessary,
consider the environment.

                ---------------------------------------------

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.
N'imprimez ce message que si necessaire,
pensez a l'environnement.

Re: [Quickfix-developers] "Cannot pass a GCHandle across AppDomains"

[Scott K. <sc...@la...>]

Sorry can't look at the code, but it might be an issue with Excel, that
Excel just drops messages in that case. We've seen that with other systems.
I know we had to some form of polling in the VBA to catch missed fill
reports with other bots. Not sure exactly where the messages were getting
dropped

If you got to that point then you got further than I did in connecting Excel
to Quickfix via .NET, not that it can't be done.



On Fri, Aug 6, 2010 at 2:55 PM, Gonçalves Jr., Marco Roberto <
Mar...@pa...> wrote:

>  Scott,
>
>
>
> in fact we built a single ActiveX project in .Net and we got it working,
> but we are facing a problem when user press F2 in Excel (edit mode). ActiveX
> seems to be sending messages to Excel but since it is in edit mode the
> callback is not raised, no exceptions are thrown and I am losing messages. I
> would like to have exceptions or any method to control the messages flow. I
> attached a small project (please rename it to “.zip”) and if you have any
> time to help us (I know that it is difficult) I would appreciate.
>
>
>
> Best Regards,
>
>
>
> Marco
>
>
>
> *From:* Scott Kathrein [mailto:sc...@la...]
> *Sent:* Friday, August 06, 2010 3:39 PM
> *To:* Diego Frata; Gonçalves Jr., Marco Roberto
> *Cc:* Quickfix Developers List
>
> *Subject:* Re: [Quickfix-developers] "Cannot pass a GCHandle across
> AppDomains"
>
>
>
> Basically, I gave up on doing the project in .NET. I'm not sure that you're
> working with Excel, as I am, but Excel is unmanaged code, Qucikfix is
> natively unmanaged code, and I just felt it was throwing too much trouble in
> the mix to have some .NET bridge in the middle. I eventually get it working
> with C++ only...
>
>
>
> You can get it to work in .NET by not using VSTO as they create a "shim"
> which creates appdomains. .NET may possibly handle the part where you have
> to callback into Excel asynchronously more smoothly, as that was horrible in
> C++.
>
> On Fri, Aug 6, 2010 at 1:16 PM, Diego Frata <die...@gm...> wrote:
>
> Scott,
>
>
>
> I believe you didn't received the email below. Marco has the same problem
> with AppDomains and Quickfix you had sometime ago. I'm trying to help him
> figure out, but we're having a hard time. Can you help us with any sample
> code from your solution, so we could see how you managed to get it working?
>
>
>
> Thank you in advance.
>
>
> Diego Frata
> die...@gm...
>
>   ---------- Forwarded message ----------
> From: *goncalvm* <mar...@pa...>
> Date: Wed, Aug 4, 2010 at 5:03 PM
> Subject: Re: [Quickfix-developers] "Cannot pass a GCHandle across
> AppDomains"
> To: qui...@li...
>
>    QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>  Hi Scott,
>
> I am having the same problem as yours. I am creating a VSTO addin and
> appdomain problem came up. I don't know anything about c++. Do you have any
> sample or any article in c#?
> I tried to build an ActiveX instead and it worked well, but when I press F2
> (edit mode in Excel) I lost messages.
> Any help will be appreciated!
>
> Best regards,
>
> Marco
>
>
>
> Scott Kathrein wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Well, I don't, I think.
> >
> > Visual studio was creating the AppDomains for me because I was creating a
> > Visual Studio Tools for Office project in visual studio 2008. (I believe
> > it
> > was creating a "shim"). I've reconfigured my project to create a plain
> old
> > class library, which I then register the same way with regasm, and this
> > works, presumably because there is no AppDomain creation.
> >
> > I was a little worried I wouldn't have much control over when Excel
> > creates
> > AppDomains and the like... but it seems to be working now.
> >
> > If this is a known issue, maybe it would make sense to post a warning
> > somewhere about the .NET wrapper? I've seen a couple people (1 of them
> > using
> > quickfix) have this problem when using NUnit, as it creates AppDomains
> and
> > apparently VSTO does so too.
> >
> > I wasn't sure at first exactly *how* I was passing a GCHandle across
> > appdomains. I mean, all of quickfix should be in the same appdomain,
> > right?
> > But the page I linked above seems to explain it pretty well. Apparently
> > unmanaged code doesn't *have* an appdomain, and so when it calls into
> > managed code, the compiler just *picks* a random one, namely the "first"
> > one, which in this case might have been the default Excel appdomain.
> >
> > The problem then is not caused by wanting to pass a handle between
> > appdomains, but rather by the simple *existance* of more than one
> > appdomain,
> > which consequently causes the compiler to bork and say "meh, this code's
> > not
> > managed, we'll just choose any old appdomain we feel like to handle this
> > callback!"
> >
> > The solution, is to use delegates, so the compiler knows which appdomain
> > to
> > use when unmanaged code goes into managed code.
> >
> > Losing the ability to use multiple appdomains has it's cost, most of
> which
> > I'm clueless about, not really being an expert on all this stuff.
> >
> > So that seems to be the long and short of it! Instead of posting a
> warning
> > about your wrapper, maybe microsoft should post a warning whenever you
> try
> > to use their compiler! (Or at least when unmanaged code calls back into
> > managed code.)
> >
> > Scott
> >
> > On Mon, Jun 21, 2010 at 7:21 PM, Diego Frata <die...@gm...>
> > wrote:
> >
> >> Scott,
> >>
> >> Why do you need to pass a GCHandle across AppDomains?
> >>
> >> Diego Frata
> >> die...@gm...
> >>
> >>
> >> On Mon, Jun 21, 2010 at 1:59 PM, Scott Kathrein <
> >> sc...@la...> wrote:
> >>
> >>> QuickFIX Documentation:
> >>> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>
> >>>
> >>>
> >>> So here's the issue: I'm trying to create a COM object for use in
> Excel,
> >>> and I'm using the quickfix .NET wrapper API from version 1.13.3. I'm
> >>> compiling the quickfix library from source, but I have not made any
> >>> changes
> >>> to it.
> >>>
> >>> Most the time everything works fine, but when I do an
> >>> "initiator.start()",
> >>> at some point subsequently the Log class gets invoked to send out
> >>> "Connecting to x on port x", and I receive a "Cannot pass a GCHandle
> >>> across
> >>> AppDomains" exception that occurs when the onEvent method of the Log
> >>> class
> >>> is (attempted to be) accessed.
> >>>
> >>> If this is what it looks like, then the solution is very complicated
> and
> >>> uses delegates, and possibly a total rewrite of the .NET wrapper:
> >>> http://lambert.geek.nz/2007/05/29/unmanaged-appdomain-callback/
> >>>
> >>> This appears to be a long standing problem with Quickfix. I've found a
> >>> number of people receiving this exception.
> >>> For example, here:
> >>> http://article.gmane.org/gmane.comp.finance.quickfix.user/1362 (2009,
> >>> has
> >>> workaround)
> >>> or here:
> http://osdir.com/ml/finance.quickfix.user/2006-10/msg00019.html
> >>> (from
> >>> 2006, says he contacted another user wit the same problem who had to
> >>> develop
> >>> his own fix implementation)
> >>>
> >>> Right now I can't directly search the mailing list (any search I do
> >>> returns no results), so I guess my questions are this:
> >>>
> >>> Is this still a known problem with Quickfix and appdomains? Is the only
> >>> real workaround to ensure that all of quickfix runs in one appdomain?
> >>>
> >>> If so, I'll have to look into doing that, or considering whether this
> >>> project should be abandoned. It's not clear to me if it's possible to
> >>> always
> >>> ensure something is running in one appdomain, and I'd rather not invest
> >>> a
> >>> lot of time into this and have it run buggy.
> >>>
> >>> Scott
> >>>
> >>>
> >>>
> ------------------------------------------------------------------------------
> >>> ThinkGeek and WIRED's GeekDad team up for the Ultimate
> >>> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
> >>> lucky parental unit.  See the prize list and enter to win:
> >>> http://p.sf.net/sfu/thinkgeek-promo
> >>> _______________________________________________
> >>> Quickfix-developers mailing list
> >>> Qui...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>>
> >>
> >>
> >
> >
> ------------------------------------------------------------------------------
> > ThinkGeek and WIRED's GeekDad team up for the Ultimate
> > GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
> > lucky parental unit.  See the prize list and enter to win:
> > http://p.sf.net/sfu/thinkgeek-promo
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
> --
> View this message in context:
> http://old.nabble.com/%22Cannot-pass-a-GCHandle-across-AppDomains%22-tp28951594p29350639.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> The Palm PDK Hot Apps Program offers developers who use the
> Plug-In Development Kit to bring their C/C++ apps to Palm for a share
> of $1 Million in cash or HP Products. Visit us here for more details:
> http://p.sf.net/sfu/dev2dev-palm
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>

Re: [Quickfix-developers] fixionary (George Tsafas)

[George T. <GT...@rb...>]

Thanks, I wrote that for my own use and only distributed it because I figured I may as well :). The <Comma> was in when I was parsing the data in bash I kept getting complaints so I cleaned up all chars, I must of forgotten some. I will write one in perl and distribute it here when done. Glad you found it useful.


-----Original Message-----
From: Nick Richardson [mailto:nic...@co...]
Sent: Tue 8/10/2010 4:22 PM
To: qui...@li...
Subject: Re: [Quickfix-developers] fixionary (George Tsafas)
 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Re: [Quickfix-developers] fixionary (George Tsafas)

[Nick R. <nic...@co...>]

This is a really helpful shell script. thanks.

May I suggest two things, which I have done to my downloaded copy.

Replace the <COMMA> with an actual comma.
Add two LF's before the Definition and a single LF before the Valid values.

(works for bash, not sure about other shells)

vim commands....

:%s/<COMMA>/,/g
:%s/Definition:/\r\rDefinition:/g
:%s/Valid values:/\rValid values:/g

it then prints more nicely .....

$ ./FIX42.sh 39
Tag: [ 39 ]      Field :[ OrdStatus ]      DataType: [ char ]

Definition: Identifies current status of order.

Valid values:
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced
6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel/Replace Request)

regards
Nick
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Fri, 6 Aug 2010 12:22:03 -0700
> From: "George Tsafas" <GT...@rb...>
> Subject: Re: [Quickfix-developers] fixionary
> To: "Grant Birchmeier" <gbi...@co...>,     "Clark Sims"
>         <Cla...@ac...>
> Cc: qui...@li...
> Message-ID:
>         <222...@CB...>
>
> Content-Type: text/plain;       charset="Windows-1252"
>
> I wrote a quick Linux FIX42 Lookup, you can get this here http://elbowrage.com/?p=62 . Sorry have not gotten around to any other versions. I could if requested only take a few moments.
>
> George Tsafas
>
>   
>   

---
This email and any files transmitted with it are solely intended for the use of the addressee(s) and may contain information that is confidential and privileged.  If you receive this email in error, please advise us by return email immediately.  Please also disregard the contents of the email, delete it and destroy any copies immediately.
Computershare Limited and its subsidiaries do not accept liability for the views expressed in the email or for the consequences of any computer viruses that may be transmitted with this email.
This email is also subject to copyright.  No part of it should be reproduced, adapted or transmitted without the written consent of the copyright owner.

Re: [Quickfix-developers] QuickFIX works with FIXML?

[Rafaelo D. <raf...@gm...>]

That is possible, but I want avoid parser message  because I don’t have much
time, and I want focus only on business logic.


And the problem in this case is convert FIXML message to Java Object
defined in QuickFIX, but  if anyone can help me  in this part
suggesting a tool for parsing XML or tell me how do it,  this way could be a
good option.

Thanks



El 10 de agosto de 2010 13:23, Carlos Hernández <car...@gm...>escribió:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Can't you send  XML messages embedded on FIX messages, i.e. using the tags
> XmlDataLen[212] and XmlData[213] availables since FIX 4.2?
>
> On Tue, Aug 10, 2010 at 1:07 PM, Kenny Stone <ks...@co...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> No, FIX only.
>>
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>>
>>
>> On Tue, Aug 10, 2010 at 12:52 PM, Rafaelo Dylan <raf...@gm...>wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>> Hello, anyone know if QuickFIX works with FIXML?. Or if there is another
>>> open source project that supports that protocol?
>>>
>>> because I have to implement the protocol FIXML 5.0 SP2 and the delivery
>>> time is very short so I would like to use an engine that already do it  and
>>> focus only on business logic.
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> 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-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> 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-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> --
> Carlos J. Hernandez
> cell +1 (646) 221-4505
> car...@gm...
> skype (on request) cj_hernandez
> MSN perromundano@hotmail
> Yahoo perromundano
> AIM/ICQ 7989816
>
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] QuickFIX works with FIXML?

[Carlos H. <car...@gm...>]

Can't you send  XML messages embedded on FIX messages, i.e. using the tags
XmlDataLen[212] and XmlData[213] availables since FIX 4.2?

On Tue, Aug 10, 2010 at 1:07 PM, Kenny Stone <ks...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> No, FIX only.
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Tue, Aug 10, 2010 at 12:52 PM, Rafaelo Dylan <raf...@gm...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>>
>> Hello, anyone know if QuickFIX works with FIXML?. Or if there is another
>> open source project that supports that protocol?
>>
>> because I have to implement the protocol FIXML 5.0 SP2 and the delivery
>> time is very short so I would like to use an engine that already do it  and
>> focus only on business logic.
>>
>>
>> ------------------------------------------------------------------------------
>> 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-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Carlos J. Hernandez
cell +1 (646) 221-4505
car...@gm...
skype (on request) cj_hernandez
MSN perromundano@hotmail
Yahoo perromundano
AIM/ICQ 7989816

Re: [Quickfix-developers] QuickFIX works with FIXML?

[Kenny S. <ks...@co...>]

No, FIX only.

--
Kenny Stone
Connamara Systems, LLC


On Tue, Aug 10, 2010 at 12:52 PM, Rafaelo Dylan <raf...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Hello, anyone know if QuickFIX works with FIXML?. Or if there is another
> open source project that supports that protocol?
>
> because I have to implement the protocol FIXML 5.0 SP2 and the delivery
> time is very short so I would like to use an engine that already do it  and
> focus only on business logic.
>
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFIX works with FIXML?

[Rafaelo D. <raf...@gm...>]

Hello, anyone know if QuickFIX works with FIXML?. Or if there is another
open source project that supports that protocol?

because I have to implement the protocol FIXML 5.0 SP2 and the delivery time
is very short so I would like to use an engine that already do it  and focus
only on business logic.

[Quickfix-developers] FIX 5.0 and Fast support

[Jacques, E. <Edu...@bt...>]

Hi Oren,

We are planning to use FIX5.0 and FAST. The new version of QuickFix
supports these features?

Eduardo Jacques


**********************************************************************
Visit our website at http://www.btgpactual.com

The content of this message is confidential and was intended solely to its recipient. In case this message is received by mistake, please destroy it and notify the sender immediately. Electronic mails are not a safe channel for data transmission and the sender accepts NO liability for eventual errors, delays, loss, interception or virus infection. When necessary, the receiver must request a hard-copy version. 

O conteúdo desta mensagem é confidencial e destinado exclusivamente aos destinatários. Caso a receba por engano, favor destruí-la e notificar o remetente de imediato. O correio eletrônico não configura meio seguro para transmissão de dados e o remetente NÃO se responsabiliza por eventual erro, atraso, extravio, interceptação ou infecção por vírus. Cabe ao destinatário solicitar versão física sempre que necessário.
**********************************************************************

Re: [Quickfix-developers] SocketInitiator.stop() Problem

[horus_the_rabbit <zro...@gm...>]

Hi Jason,

I was wondering if you ever resolved this or if anyone has a fix. I'm having
the exact same issue and I'm using tests to drive my development (TDD) and
this is really been annoying me for the past 3 days.

Here's what I do:

   public bool logon() {
      try { initiator.start(); }
      catch (ConfigError configError) {
        Console.Write(configError.StackTrace);
        return false;
      }
      return true;
    }

    public void logout() {
      initiator.stop();           //HANGS HERE AND STOPS DEBUGGER
    }

When running tests, after my first test succeeds and my second test runs, I
get this:

Failure invoke test setup method
QuickFix.ConfigError
Configuration failed: Could not open body file:
Logs\FIX.4.2-LCG-FXDD-MKD.body
Void .ctor(QuickFix.Application, QuickFix.MessageStoreFactory,
QuickFix.SessionSettings, QuickFix.LogFactory, QuickFix.MessageFactory)


Any help would be greatly appreciated, as I don't want to make a mock obj
for this and would rather see it work properly.



shaffer.jason wrote:
> 
> Shrila,
> 
> That would work in theory, however it is actually during the shutdown
> process that I'm having problems. I need to allow a few seconds for the
> application to shut down. ...
> 
> Shrila wrote:
>> 
>> 
>> Hi shaffer.jason.
>> If You want close quickFIX and release port, possible simply close
>> application (all quickFIX threads).
>> 
> 
> 

-- 
View this message in context: http://old.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p29356404.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] fixionary

[George T. <GT...@rb...>]

I wrote a quick Linux FIX42 Lookup, you can get this here http://elbowrage.com/?p=62 . Sorry have not gotten around to any other versions. I could if requested only take a few moments.

George Tsafas

-----Original Message-----
From: Grant Birchmeier [mailto:gbi...@co...] 
Sent: Friday, August 06, 2010 11:13 AM
To: Clark Sims
Cc: qui...@li...
Subject: Re: [Quickfix-developers] fixionary

QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Don't know about fixionary, but until it's back up, FIXimate might
work as a substitute:

http://fixprotocol.org/FIXimate3.0/


On Fri, Aug 6, 2010 at 10:04 AM, Clark Sims
<Cla...@ac...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> It looks lie www.fixionary.com is down.
> Does anyone know the status? Is it gone forever?
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

------------------------------------------------------------------------------
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-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] "Cannot pass a GCHandle across AppDomains"

[Scott K. <sc...@la...>]

Basically, I gave up on doing the project in .NET. I'm not sure that you're
working with Excel, as I am, but Excel is unmanaged code, Qucikfix is
natively unmanaged code, and I just felt it was throwing too much trouble in
the mix to have some .NET bridge in the middle. I eventually get it working
with C++ only...

You can get it to work in .NET by not using VSTO as they create a "shim"
which creates appdomains. .NET may possibly handle the part where you have
to callback into Excel asynchronously more smoothly, as that was horrible in
C++.

On Fri, Aug 6, 2010 at 1:16 PM, Diego Frata <die...@gm...> wrote:

> Scott,
>
> I believe you didn't received the email below. Marco has the same problem
> with AppDomains and Quickfix you had sometime ago. I'm trying to help him
> figure out, but we're having a hard time. Can you help us with any sample
> code from your solution, so we could see how you managed to get it working?
>
> Thank you in advance.
>
> Diego Frata
> die...@gm...
>
>
> ---------- Forwarded message ----------
> From: goncalvm <mar...@pa...>
> Date: Wed, Aug 4, 2010 at 5:03 PM
> Subject: Re: [Quickfix-developers] "Cannot pass a GCHandle across
> AppDomains"
> To: qui...@li...
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Scott,
>
> I am having the same problem as yours. I am creating a VSTO addin and
> appdomain problem came up. I don't know anything about c++. Do you have any
> sample or any article in c#?
> I tried to build an ActiveX instead and it worked well, but when I press F2
> (edit mode in Excel) I lost messages.
> Any help will be appreciated!
>
> Best regards,
>
> Marco
>
>
> Scott Kathrein wrote:
> >
> > QuickFIX Documentation:
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Well, I don't, I think.
> >
> > Visual studio was creating the AppDomains for me because I was creating a
> > Visual Studio Tools for Office project in visual studio 2008. (I believe
> > it
> > was creating a "shim"). I've reconfigured my project to create a plain
> old
> > class library, which I then register the same way with regasm, and this
> > works, presumably because there is no AppDomain creation.
> >
> > I was a little worried I wouldn't have much control over when Excel
> > creates
> > AppDomains and the like... but it seems to be working now.
> >
> > If this is a known issue, maybe it would make sense to post a warning
> > somewhere about the .NET wrapper? I've seen a couple people (1 of them
> > using
> > quickfix) have this problem when using NUnit, as it creates AppDomains
> and
> > apparently VSTO does so too.
> >
> > I wasn't sure at first exactly *how* I was passing a GCHandle across
> > appdomains. I mean, all of quickfix should be in the same appdomain,
> > right?
> > But the page I linked above seems to explain it pretty well. Apparently
> > unmanaged code doesn't *have* an appdomain, and so when it calls into
> > managed code, the compiler just *picks* a random one, namely the "first"
> > one, which in this case might have been the default Excel appdomain.
> >
> > The problem then is not caused by wanting to pass a handle between
> > appdomains, but rather by the simple *existance* of more than one
> > appdomain,
> > which consequently causes the compiler to bork and say "meh, this code's
> > not
> > managed, we'll just choose any old appdomain we feel like to handle this
> > callback!"
> >
> > The solution, is to use delegates, so the compiler knows which appdomain
> > to
> > use when unmanaged code goes into managed code.
> >
> > Losing the ability to use multiple appdomains has it's cost, most of
> which
> > I'm clueless about, not really being an expert on all this stuff.
> >
> > So that seems to be the long and short of it! Instead of posting a
> warning
> > about your wrapper, maybe microsoft should post a warning whenever you
> try
> > to use their compiler! (Or at least when unmanaged code calls back into
> > managed code.)
> >
> > Scott
> >
> > On Mon, Jun 21, 2010 at 7:21 PM, Diego Frata <die...@gm...>
> > wrote:
> >
> >> Scott,
> >>
> >> Why do you need to pass a GCHandle across AppDomains?
> >>
> >> Diego Frata
> >> die...@gm...
> >>
> >>
> >> On Mon, Jun 21, 2010 at 1:59 PM, Scott Kathrein <
> >> sc...@la...> wrote:
> >>
> >>> QuickFIX Documentation:
> >>> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>
> >>>
> >>>
> >>> So here's the issue: I'm trying to create a COM object for use in
> Excel,
> >>> and I'm using the quickfix .NET wrapper API from version 1.13.3. I'm
> >>> compiling the quickfix library from source, but I have not made any
> >>> changes
> >>> to it.
> >>>
> >>> Most the time everything works fine, but when I do an
> >>> "initiator.start()",
> >>> at some point subsequently the Log class gets invoked to send out
> >>> "Connecting to x on port x", and I receive a "Cannot pass a GCHandle
> >>> across
> >>> AppDomains" exception that occurs when the onEvent method of the Log
> >>> class
> >>> is (attempted to be) accessed.
> >>>
> >>> If this is what it looks like, then the solution is very complicated
> and
> >>> uses delegates, and possibly a total rewrite of the .NET wrapper:
> >>> http://lambert.geek.nz/2007/05/29/unmanaged-appdomain-callback/
> >>>
> >>> This appears to be a long standing problem with Quickfix. I've found a
> >>> number of people receiving this exception.
> >>> For example, here:
> >>> http://article.gmane.org/gmane.comp.finance.quickfix.user/1362 (2009,
> >>> has
> >>> workaround)
> >>> or here:
> http://osdir.com/ml/finance.quickfix.user/2006-10/msg00019.html
> >>> (from
> >>> 2006, says he contacted another user wit the same problem who had to
> >>> develop
> >>> his own fix implementation)
> >>>
> >>> Right now I can't directly search the mailing list (any search I do
> >>> returns no results), so I guess my questions are this:
> >>>
> >>> Is this still a known problem with Quickfix and appdomains? Is the only
> >>> real workaround to ensure that all of quickfix runs in one appdomain?
> >>>
> >>> If so, I'll have to look into doing that, or considering whether this
> >>> project should be abandoned. It's not clear to me if it's possible to
> >>> always
> >>> ensure something is running in one appdomain, and I'd rather not invest
> >>> a
> >>> lot of time into this and have it run buggy.
> >>>
> >>> Scott
> >>>
> >>>
> >>>
> ------------------------------------------------------------------------------
> >>> ThinkGeek and WIRED's GeekDad team up for the Ultimate
> >>> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
> >>> lucky parental unit.  See the prize list and enter to win:
> >>> http://p.sf.net/sfu/thinkgeek-promo
> >>> _______________________________________________
> >>> Quickfix-developers mailing list
> >>> Qui...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>>
> >>
> >>
> >
> >
> ------------------------------------------------------------------------------
> > ThinkGeek and WIRED's GeekDad team up for the Ultimate
> > GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
> > lucky parental unit.  See the prize list and enter to win:
> > http://p.sf.net/sfu/thinkgeek-promo
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >
>
> --
> View this message in context:
> http://old.nabble.com/%22Cannot-pass-a-GCHandle-across-AppDomains%22-tp28951594p29350639.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> The Palm PDK Hot Apps Program offers developers who use the
> Plug-In Development Kit to bring their C/C++ apps to Palm for a share
> of $1 Million in cash or HP Products. Visit us here for more details:
> http://p.sf.net/sfu/dev2dev-palm
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

Re: [Quickfix-developers] Validation before sending

[Fabio R. <FRe...@1e...>]

Hi grant

The second part works perfectly for me! Thanks very much.

Regards fabio

Gesendet von meinem HTC

----- Ursprüngliche Nachricht -----
Von: Grant Birchmeier <gbi...@co...>
Gesendet: Freitag, 6. August 2010 17:45
An: Fabio Renggli <FRe...@1e...>
Cc: qui...@li... <qui...@li...>
Betreff: Re: [Quickfix-developers] Validation before sending


I'm not sure I'm 100% clear on your question, but I'll give it a shot.

1) Do you not have control over QuoteRequest?  It's not an admin
message or anything -- if you don't want to send it, don't send it!

2) You can abort the sending of any message by intercepting it in the
toApp() callback and throwing DoNotSend.  Therefore, if your app logic
*must* invoke the QuoteRequest-send, you could have toApp() check all
messages that come through it for 35=R, and then you could check the
fields and abort if necessary.  (Putting this logic in toApp() could
possibly have an impact on performance.)

-Grant


On Fri, Aug 6, 2010 at 10:18 AM, Fabio Renggli <FRe...@1e...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi together
>
> I want that the fixengine don't send the quoterequest, when the expirytime of a relatedsym is later then the time of sending. I this somehow possible?
>
>
>
> Mit freundlichen Grüssen / Kind regards
> 1eEurope (Switzerland) AG
>
> Fabio Renggli
>
> Technology Consultant
>
> ---------------------------------
>
> 1eEurope (Switzerland) AG
> Seestrasse 97
> CH-8800 Thalwil
>
> Tel. Direkt:       +41 (0) 44 722 86 05
>
> Tel. Zentrale:  +41 (0) 44 722 75 55
>
> fre...@1e...
>
> www.1eEurope.ch
>
>
>
> This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person.
>
> E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company.
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Validation before sending

[Grant B. <gbi...@co...>]

I'm not sure I'm 100% clear on your question, but I'll give it a shot.

1) Do you not have control over QuoteRequest?  It's not an admin
message or anything -- if you don't want to send it, don't send it!

2) You can abort the sending of any message by intercepting it in the
toApp() callback and throwing DoNotSend.  Therefore, if your app logic
*must* invoke the QuoteRequest-send, you could have toApp() check all
messages that come through it for 35=R, and then you could check the
fields and abort if necessary.  (Putting this logic in toApp() could
possibly have an impact on performance.)

-Grant


On Fri, Aug 6, 2010 at 10:18 AM, Fabio Renggli <FRe...@1e...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi together
>
> I want that the fixengine don't send the quoterequest, when the expirytime of a relatedsym is later then the time of sending. I this somehow possible?
>
>
>
> Mit freundlichen Grüssen / Kind regards
> 1eEurope (Switzerland) AG
>
> Fabio Renggli
>
> Technology Consultant
>
> ---------------------------------
>
> 1eEurope (Switzerland) AG
> Seestrasse 97
> CH-8800 Thalwil
>
> Tel. Direkt:       +41 (0) 44 722 86 05
>
> Tel. Zentrale:  +41 (0) 44 722 75 55
>
> fre...@1e...
>
> www.1eEurope.ch
>
>
>
> This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person.
>
> E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company.
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Validation before sending

[Fabio R. <FRe...@1e...>]

Hi together

I want that the fixengine don't send the quoterequest, when the expirytime of a relatedsym is later then the time of sending. I this somehow possible?

Mit freundlichen Grüssen / Kind regards
1eEurope (Switzerland) AG

Fabio Renggli
Technology Consultant
---------------------------------

1eEurope (Switzerland) AG
Seestrasse 97
CH-8800 Thalwil

Tel. Direkt:       +41 (0) 44 722 86 05
Tel. Zentrale:  +41 (0) 44 722 75 55

fre...@1e...<mailto:MB...@1e...>
www.1eEurope.ch<http://www.1eeurope.ch/>

This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person.

E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company.

Re: [Quickfix-developers] fixionary

[Grant B. <gbi...@co...>]

Don't know about fixionary, but until it's back up, FIXimate might
work as a substitute:

http://fixprotocol.org/FIXimate3.0/


On Fri, Aug 6, 2010 at 10:04 AM, Clark Sims
<Cla...@ac...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> It looks lie www.fixionary.com is down.
> Does anyone know the status? Is it gone forever?
>
> ------------------------------------------------------------------------------
> 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-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] fixionary

[Clark S. <Cla...@ac...>]

It looks lie www.fixionary.com is down.
Does anyone know the status? Is it gone forever?

Re: [Quickfix-developers] "Cannot pass a GCHandle across AppDomains"

[goncalvm <mar...@pa...>]

Hi Scott,

I am having the same problem as yours. I am creating a VSTO addin and
appdomain problem came up. I don't know anything about c++. Do you have any
sample or any article in c#? 
I tried to build an ActiveX instead and it worked well, but when I press F2
(edit mode in Excel) I lost messages.
Any help will be appreciated!

Best regards,

Marco


Scott Kathrein wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Well, I don't, I think.
> 
> Visual studio was creating the AppDomains for me because I was creating a
> Visual Studio Tools for Office project in visual studio 2008. (I believe
> it
> was creating a "shim"). I've reconfigured my project to create a plain old
> class library, which I then register the same way with regasm, and this
> works, presumably because there is no AppDomain creation.
> 
> I was a little worried I wouldn't have much control over when Excel
> creates
> AppDomains and the like... but it seems to be working now.
> 
> If this is a known issue, maybe it would make sense to post a warning
> somewhere about the .NET wrapper? I've seen a couple people (1 of them
> using
> quickfix) have this problem when using NUnit, as it creates AppDomains and
> apparently VSTO does so too.
> 
> I wasn't sure at first exactly *how* I was passing a GCHandle across
> appdomains. I mean, all of quickfix should be in the same appdomain,
> right?
> But the page I linked above seems to explain it pretty well. Apparently
> unmanaged code doesn't *have* an appdomain, and so when it calls into
> managed code, the compiler just *picks* a random one, namely the "first"
> one, which in this case might have been the default Excel appdomain.
> 
> The problem then is not caused by wanting to pass a handle between
> appdomains, but rather by the simple *existance* of more than one
> appdomain,
> which consequently causes the compiler to bork and say "meh, this code's
> not
> managed, we'll just choose any old appdomain we feel like to handle this
> callback!"
> 
> The solution, is to use delegates, so the compiler knows which appdomain
> to
> use when unmanaged code goes into managed code.
> 
> Losing the ability to use multiple appdomains has it's cost, most of which
> I'm clueless about, not really being an expert on all this stuff.
> 
> So that seems to be the long and short of it! Instead of posting a warning
> about your wrapper, maybe microsoft should post a warning whenever you try
> to use their compiler! (Or at least when unmanaged code calls back into
> managed code.)
> 
> Scott
> 
> On Mon, Jun 21, 2010 at 7:21 PM, Diego Frata <die...@gm...>
> wrote:
> 
>> Scott,
>>
>> Why do you need to pass a GCHandle across AppDomains?
>>
>> Diego Frata
>> die...@gm...
>>
>>
>> On Mon, Jun 21, 2010 at 1:59 PM, Scott Kathrein <
>> sc...@la...> wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>>
>>> So here's the issue: I'm trying to create a COM object for use in Excel,
>>> and I'm using the quickfix .NET wrapper API from version 1.13.3. I'm
>>> compiling the quickfix library from source, but I have not made any
>>> changes
>>> to it.
>>>
>>> Most the time everything works fine, but when I do an
>>> "initiator.start()",
>>> at some point subsequently the Log class gets invoked to send out
>>> "Connecting to x on port x", and I receive a "Cannot pass a GCHandle
>>> across
>>> AppDomains" exception that occurs when the onEvent method of the Log
>>> class
>>> is (attempted to be) accessed.
>>>
>>> If this is what it looks like, then the solution is very complicated and
>>> uses delegates, and possibly a total rewrite of the .NET wrapper:
>>> http://lambert.geek.nz/2007/05/29/unmanaged-appdomain-callback/
>>>
>>> This appears to be a long standing problem with Quickfix. I've found a
>>> number of people receiving this exception.
>>> For example, here:
>>> http://article.gmane.org/gmane.comp.finance.quickfix.user/1362 (2009,
>>> has
>>> workaround)
>>> or here: http://osdir.com/ml/finance.quickfix.user/2006-10/msg00019.html
>>> (from
>>> 2006, says he contacted another user wit the same problem who had to
>>> develop
>>> his own fix implementation)
>>>
>>> Right now I can't directly search the mailing list (any search I do
>>> returns no results), so I guess my questions are this:
>>>
>>> Is this still a known problem with Quickfix and appdomains? Is the only
>>> real workaround to ensure that all of quickfix runs in one appdomain?
>>>
>>> If so, I'll have to look into doing that, or considering whether this
>>> project should be abandoned. It's not clear to me if it's possible to
>>> always
>>> ensure something is running in one appdomain, and I'd rather not invest
>>> a
>>> lot of time into this and have it run buggy.
>>>
>>> Scott
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> ThinkGeek and WIRED's GeekDad team up for the Ultimate
>>> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
>>> lucky parental unit.  See the prize list and enter to win:
>>> http://p.sf.net/sfu/thinkgeek-promo
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
> 
> ------------------------------------------------------------------------------
> ThinkGeek and WIRED's GeekDad team up for the Ultimate 
> GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the 
> lucky parental unit.  See the prize list and enter to win: 
> http://p.sf.net/sfu/thinkgeek-promo
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

-- 
View this message in context: http://old.nabble.com/%22Cannot-pass-a-GCHandle-across-AppDomains%22-tp28951594p29350639.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.