quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] FIX 4.3 logon message

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

It is automatically sent when you start the initiator (or in the case
of an acceptor, it's automatically sent as a response).

Regarding username/password, this question comes up frequently.  You
can add the user/pass in the body of the toAdmin() callback, which is
called on any admin message right before it is sent.

It woud look something like this:

toApp(FIX::Message &msg, const FIX::SessionID &ses)
{
  MsgType type;
  msg.getHeader().getField(type);
  if(type.getValue() == "A"){
      //Make Changes (Add UserName/Password/Etc.)
  }
}

This question comes up so frequently that maybe it should be added to
the official FAQ.

-Grant


On Wed, Aug 4, 2010 at 7:49 AM, Shai Zohar <sh...@tr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Everyone,
>
> Can someone please advise on how to send a logon message to a FIX 4.3 server? Is the logon message sent automatically by the FIX engine and I just need to append the user name and password? If so can I append these values from the config store somehow?
>
> Thanks,
> Shai
>
>
> ------------------------------------------------------------------------------
> 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
>

[Quickfix-developers] FIX 4.3 logon message

[Shai Z. <sh...@tr...>]

Hi Everyone,

Can someone please advise on how to send a logon message to a FIX 4.3 server? Is the logon message sent automatically by the FIX engine and I just need to append the user name and password? If so can I append these values from the config store somehow?

Thanks,
Shai

Re: [Quickfix-developers] Trade Capture Report Message Rejected.

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

I believe user-defined fields are those tags numbered 5000+, at least,
that's how the QuickFIX/J documentation defines it.  If QuickFIX/C++
works the same, then that would explain why your 524 is tripping the
validator.

I don't know if there's a way for QF to ignore all undefined fields.
Hopefully another list member can help with that.

On Tue, Aug 3, 2010 at 12:32 PM, Gerry Robinson <ge...@sm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I have to be able to handle all undefined fields to pass conformance testing.  524 is in the data dictionary but doesn’t seem to be part of a TradeCaptureReport .  I am using FIX 4.4.  I thought by setting ValidateUserDefinedFields=N would prevent the incoming message from getting rejected.
>
>
>
> Thanks
>
>
>
>
>
>
>
> Add the field to your data dictionary.
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
> On Tue, Aug 3, 2010 at 12:03 PM, Gerry Robinson <ge...@sm...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I’m getting a “Tag not defined for this message type:524” in my trade capture message.  The following is my current settings file:
>
>
>
>   # default settings for sessions
>
>   [DEFAULT]
>
>   ConnectionType=initiator
>
>   LogonTimeout=30
>
>   ReconnectInterval=60
>
>   ValidateUserDefinedFields=N
>
>   ValidateFieldsHaveValues=N
>
>   AllowUnknownMsgFields=Y
>
>   UseDataDictionary=Y
>
>   # session definition
>
>   [SESSION]
>
>   # inherit ConnectionType, ReconnectInterval from default
>
>   BeginString=FIX.4.4
>
>   SenderCompID=1555
>
>   TargetCompID=ICE
>
>   StartTime=06:30:00
>
>   EndTime=02:25:00
>
>   HeartBtInt=30
>
>   SocketConnectPort=80
>
>   SocketConnectHost=63.247.113.201
>
>   FileLogPath=c:\geticetrades\logs
>
>   DataDictionary=c:\geticetrades\spec\fix44.xml
>
>   FileStorePath=c:\geticetrades\data
>
>
>
> I’m using quickfix 1.13.3.
>
>
>
> ------------------------------------------------------------------------------
> 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
>
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> ------------------------------------------------------------------------------
> 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] Trade Capture Report Message Rejected.

[Gerry R. <ge...@sm...>]

I have to be able to handle all undefined fields to pass conformance
testing.  524 is in the data dictionary but doesn't seem to be part of a
TradeCaptureReport .  I am using FIX 4.4.  I thought by setting
ValidateUserDefinedFields=N would prevent the incoming message from getting
rejected.

 

Thanks

 

 

 

Add the field to your data dictionary.


--
Kenny Stone
Connamara Systems, LLC



On Tue, Aug 3, 2010 at 12:03 PM, Gerry Robinson <ge...@sm...>
wrote:

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



I'm getting a "Tag not defined for this message type:524" in my trade
capture message.  The following is my current settings file:

 

  # default settings for sessions

  [DEFAULT]

  ConnectionType=initiator

  LogonTimeout=30

  ReconnectInterval=60

  ValidateUserDefinedFields=N

  ValidateFieldsHaveValues=N

  AllowUnknownMsgFields=Y

  UseDataDictionary=Y

  # session definition

  [SESSION]

  # inherit ConnectionType, ReconnectInterval from default

  BeginString=FIX.4.4

  SenderCompID=1555

  TargetCompID=ICE

  StartTime=06:30:00

  EndTime=02:25:00

  HeartBtInt=30

  SocketConnectPort=80

  SocketConnectHost=63.247.113.201

  FileLogPath=c:\geticetrades\logs

  DataDictionary=c:\geticetrades\spec\fix44.xml

  FileStorePath=c:\geticetrades\data

 

I'm using quickfix 1.13.3.

 


----------------------------------------------------------------------------
--
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
 <mailto:Qui...@li...>             
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

 

Re: [Quickfix-developers] Trade Capture Report Message Rejected.

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

Are you sending or receiving?  What is the content of the message you
are sending or receiving?

Have you checked the data dictionary to be sure that 524 is in the
message type that you are constructing/receiving?


On Tue, Aug 3, 2010 at 12:03 PM, Gerry Robinson <ge...@sm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I’m getting a “Tag not defined for this message type:524” in my trade capture message.  The following is my current settings file:
>
>
>
>   # default settings for sessions
>
>   [DEFAULT]
>
>   ConnectionType=initiator
>
>   LogonTimeout=30
>
>   ReconnectInterval=60
>
>   ValidateUserDefinedFields=N
>
>   ValidateFieldsHaveValues=N
>
>   AllowUnknownMsgFields=Y
>
>   UseDataDictionary=Y
>
>   # session definition
>
>   [SESSION]
>
>   # inherit ConnectionType, ReconnectInterval from default
>
>   BeginString=FIX.4.4
>
>   SenderCompID=1555
>
>   TargetCompID=ICE
>
>   StartTime=06:30:00
>
>   EndTime=02:25:00
>
>   HeartBtInt=30
>
>   SocketConnectPort=80
>
>   SocketConnectHost=63.247.113.201
>
>   FileLogPath=c:\geticetrades\logs
>
>   DataDictionary=c:\geticetrades\spec\fix44.xml
>
>   FileStorePath=c:\geticetrades\data
>
>
>
> I’m using quickfix 1.13.3.
>
>
>
> ------------------------------------------------------------------------------
> 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] Trade Capture Report Message Rejected.

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

Add the field to your data dictionary.

--
Kenny Stone
Connamara Systems, LLC


On Tue, Aug 3, 2010 at 12:03 PM, Gerry Robinson <ge...@sm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  I’m getting a “Tag not defined for this message type:524” in my trade
> capture message.  The following is my current settings file:
>
>
>
>   # default settings for sessions
>
>   [DEFAULT]
>
>   ConnectionType=initiator
>
>   LogonTimeout=30
>
>   ReconnectInterval=60
>
>   ValidateUserDefinedFields=N
>
>   ValidateFieldsHaveValues=N
>
>   AllowUnknownMsgFields=Y
>
>   UseDataDictionary=Y
>
>   # session definition
>
>   [SESSION]
>
>   # inherit ConnectionType, ReconnectInterval from default
>
>   BeginString=FIX.4.4
>
>   SenderCompID=1555
>
>   TargetCompID=ICE
>
>   StartTime=06:30:00
>
>   EndTime=02:25:00
>
>   HeartBtInt=30
>
>   SocketConnectPort=80
>
>   SocketConnectHost=63.247.113.201
>
>   FileLogPath=c:\geticetrades\logs
>
>   DataDictionary=c:\geticetrades\spec\fix44.xml
>
>   FileStorePath=c:\geticetrades\data
>
>
>
> I’m using quickfix 1.13.3.
>
>
>
>
> ------------------------------------------------------------------------------
> 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
>

[Quickfix-developers] Trade Capture Report Message Rejected.

[Gerry R. <ge...@sm...>]

I'm getting a "Tag not defined for this message type:524" in my trade
capture message.  The following is my current settings file:

 

  # default settings for sessions

  [DEFAULT]

  ConnectionType=initiator

  LogonTimeout=30

  ReconnectInterval=60

  ValidateUserDefinedFields=N

  ValidateFieldsHaveValues=N

  AllowUnknownMsgFields=Y

  UseDataDictionary=Y

  # session definition

  [SESSION]

  # inherit ConnectionType, ReconnectInterval from default

  BeginString=FIX.4.4

  SenderCompID=1555

  TargetCompID=ICE

  StartTime=06:30:00

  EndTime=02:25:00

  HeartBtInt=30

  SocketConnectPort=80

  SocketConnectHost=63.247.113.201

  FileLogPath=c:\geticetrades\logs

  DataDictionary=c:\geticetrades\spec\fix44.xml

  FileStorePath=c:\geticetrades\data

 

I'm using quickfix 1.13.3.

 

Re: [Quickfix-developers] Need info on Quick Fix password encryption.

[Draupnir G. - L. <dra...@li...>]

Hi,

You have to inherit from Quickfix.Log and in your factory, you return
a new instance of your log.
Your log class has to implement:
QuickFix.Log.Clear
QuickFix.Log.onEvent
QuickFix.Log.onIncoming
QuickFix.Log.onOutgoing

And in your onOutgoing method you do something like message.ToString()
and take that string and remove the password token.
You could also make a loop over each token and add the values to the
output if it isn't the password.
And then you have to actually do the logging (write to whatever file
you want to use).


Best regards,
Draupnir Guðmundsson
Libra


On Tue, Aug 3, 2010 at 10:06, Zuber <moh...@in...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Thanks Kenny for  you reply, but I am not able to have a clear idea of how to
> do it, i have made a Logger class which extends quickfix.
>
>
> import quickfix.Log;
> import quickfix.SLF4JLogFactory;
> import quickfix.SessionID;
> import quickfix.SessionSettings;
>
> public class LogFactory extends SLF4JLogFactory implements
> quickfix.LogFactory{
>
>        public LogFactory(SessionSettings settings) {
>                super(settings);
>                // TODO Auto-generated constructor stub
>        }
>
>        @Override
>        public Log create() {
>                // TODO Auto-generated method stub
>                return null;
>        }
>
>        @Override
>        public Log create(SessionID arg0) {
>                // TODO Auto-generated method stub
>                return null;
>        }
>
> }
>
>
> The logs which in am getting are as followes:
>
> 11:01:13 [SocketConnectorIoProcessor-0.0]: sessionCreated MINA session
> created: /<IP ADDRESS>
> 11:01:13 [QFJ Timer]: ? FIX.4.4:38-><EXCHANGE>: Application exception in
> toAdmin()
> 11:01:13 [QFJ Timer]: send FIX.4.4:38-><EXCHANGE>:
> 8=FIX.4.4 9=110 35=A 34=1 49=38 52=20100803-10:01:13.102 56=<EXCHANGE> 98=0 108=30 141=Y 553=<FIX
> USER ID> 554=<FIX PASSWORD> 10=098
> 11:01:13 [QFJ Timer]: ? FIX.4.4:38-><EXCHANGE>: Initiated logon request
> 11:01:13 [SocketConnectorIoProcessor-0.0]: exceptionCaught socket exception
> (/63.247.113.201:443): Initial SSL handshake failed.
> 11:01:13 [SocketConnectorIoProcessor-0.0]: ? FIX.4.4:38-><EXCHANGE>:
> Disconnecting
>
> I want to get rid of the PASSWORD(marked).
>
> Thanks
> Zuber
> --
> View this message in context: http://old.nabble.com/Need-info-on-Quick-Fix-password-encryption.-tp29324628p29333740.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] Need info on Quick Fix password encryption.

[Zuber <moh...@in...>]

Thanks Kenny for  you reply, but I am not able to have a clear idea of how to
do it, i have made a Logger class which extends quickfix. 


import quickfix.Log;
import quickfix.SLF4JLogFactory;
import quickfix.SessionID;
import quickfix.SessionSettings;

public class LogFactory extends SLF4JLogFactory implements
quickfix.LogFactory{

	public LogFactory(SessionSettings settings) {
		super(settings);
		// TODO Auto-generated constructor stub
	}

	@Override
	public Log create() {
		// TODO Auto-generated method stub
		return null;
	}

	@Override
	public Log create(SessionID arg0) {
		// TODO Auto-generated method stub
		return null;
	}
	
}


The logs which in am getting are as followes:

11:01:13 [SocketConnectorIoProcessor-0.0]: sessionCreated MINA session
created: /<IP ADDRESS>
11:01:13 [QFJ Timer]: ? FIX.4.4:38-><EXCHANGE>: Application exception in
toAdmin()
11:01:13 [QFJ Timer]: send FIX.4.4:38-><EXCHANGE>:
8=FIX.4.4
9=110
35=A
34=1
49=38
52=20100803-10:01:13.102
56=<EXCHANGE>
98=0
108=30
141=Y
553=<FIX
USER ID>
554=<FIX PASSWORD>
10=098

11:01:13 [QFJ Timer]: ? FIX.4.4:38-><EXCHANGE>: Initiated logon request
11:01:13 [SocketConnectorIoProcessor-0.0]: exceptionCaught socket exception
(/63.247.113.201:443): Initial SSL handshake failed.
11:01:13 [SocketConnectorIoProcessor-0.0]: ? FIX.4.4:38-><EXCHANGE>:
Disconnecting

I want to get rid of the PASSWORD(marked).

Thanks 
Zuber
-- 
View this message in context: http://old.nabble.com/Need-info-on-Quick-Fix-password-encryption.-tp29324628p29333740.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] broken link on quickfix org web page with correct link

[Clark l. <cga...@gm...>]

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

Re: [Quickfix-developers] Need info on Quick Fix password encryption.

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

You will have to write a custom logger for this functionality.
 'EncryptMethod' is treated like any other FIX field.

--
Kenny Stone
Connamara Systems, LLC


On Mon, Aug 2, 2010 at 7:18 AM, Zuber <moh...@in...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I want to encrypt my FIX login Password as its getting displayed in the
> Qickfix log files. I have gone through the manual which indicates abt a tag
> 'EncryptMethod' (98). If some one could elaborate on the use of this tag,
> it
> would be very helpful.
>
> Thanks
> Zuber
> --
> View this message in context:
> http://old.nabble.com/Need-info-on-Quick-Fix-password-encryption.-tp29324628p29324628.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
>

[Quickfix-developers] Need info on Quick Fix password encryption.

[Zuber <moh...@in...>]

Hi, 

I want to encrypt my FIX login Password as its getting displayed in the
Qickfix log files. I have gone through the manual which indicates abt a tag
'EncryptMethod' (98). If some one could elaborate on the use of this tag, it
would be very helpful.

Thanks 
Zuber
-- 
View this message in context: http://old.nabble.com/Need-info-on-Quick-Fix-password-encryption.-tp29324628p29324628.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] MsgSeqNum getting out of synch

[Kotecha, R. <Rav...@st...>]

Hi Arup, 

You should set the following:
	ResetOnLogout=Y
	ResetOnDisconnect=Y
To
	ResetOnLogout=N
	ResetOnDisconnect=N
 
You are currently telling QuickFix to reset the MsgSeqNum to zero on
disconnect or logout.

Regards, 
Ravi 

-----Original Message-----
From: Sarkar, Arup [mailto:sar...@gm...] 
Sent: 29 July 2010 03:17
To: qui...@li...
Subject: [Quickfix-developers] MsgSeqNum getting out of synch


Hi,

In my configuration file, I have the following parameters set. My first
connection works fine, according to my exchange, subsequent connection
is not working because the MsgSeqNum is getting out of synch. My
question is how do I manually/dynamically set the MsgSeqNum so that I
can re login?

MsgSeqNum=1
ResetOnLogout=Y
ResetOnDisconnect=Y

-- 
Regards,
Arup

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



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[Quickfix-developers] MsgSeqNum getting out of synch

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

Hi,

In my configuration file, I have the following parameters set. My first
connection works fine, according to my exchange, subsequent connection is
not working because the MsgSeqNum is getting out of synch. My question is
how do I manually/dynamically set the MsgSeqNum so that I can re login?

MsgSeqNum=1
ResetOnLogout=Y
ResetOnDisconnect=Y

-- 
Regards,
Arup

Re: [Quickfix-developers] Custom Logon Message

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

The lack of the const qualifier makes the non-const onMessage get used, but
I always thought that was fishy. I suppose you're right it's not intended to
be used that way. In fact, there's a bug in the current quickfix that makes
the const one always be called. Though if I resent messages on a
resendrequest (I currently don't), it would be useful to be able to breakout
the resent messages using crack.

On Thu, Jul 22, 2010 at 10:31 AM, Kenny Stone <ks...@co...> wrote:

> crack is intended for inbound messages.   It calls 'onMessage', saying you
> received a message.
>
> How would you be able to tell if a message is inbound or outbound if you
> call crack in toApp?
>
> http://quickfixengine.org/quickfix/doc/html/receiving_messages.html
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Thu, Jul 22, 2010 at 9:04 AM, Scott Kathrein <
> sc...@la...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Actually, I believe cracking works fine, another way to do this would be:
>>
>> void MyApplication::toAdmin(FIX::Message& message, const FIX::SessionID&
>> sessionID)
>> {
>>  crack( message, sessionID );
>> }
>>
>> void MyApplication::onMessage( FIX42::Logon& message, const
>> FIX::SessionID& sessionid )
>> {
>> message.set(FIX::Username("myusername"));
>> message.set(FIX::Password("mypassword"));
>> }
>>
>> where the MyApplication class extends FIX::Appliaction and
>> FIX::MessageCracker
>>
>> This is how to use crack, but I just realized this specific example won't
>> work because the username and password fields aren't defined for logon
>> messages by default. (at least in FIX42). This would be the other way:
>> http://www.quickfixengine.org/quickfix/doc/html/user_defined.html
>>
>> On Tue, Jul 20, 2010 at 8:33 AM, Kenny Stone <ks...@co...>wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Hi Arup,
>>>
>>> You shouldn't the the 'crack' method call.  That is for receiving
>>> messages.
>>>
>>> The way I code this would look something like:
>>>
>>> void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionID )
>>> {
>>>   FIX::MsgType msgType;
>>>   msg.getHeader().getField(msgType);
>>>
>>>   // if logon
>>>   if( msgType.getValue() == FIX::MsgType_LOGON )
>>>   {
>>>       FIX::Password pw( _my_password );
>>>       msg.setField( pw );
>>>       FIX::Username user( _my_username );
>>>       msg.setField( user );
>>>   }
>>> }
>>>
>>>
>>> --
>>> Kenny Stone
>>> Connamara Systems, LLC
>>>
>>>
>>> On Mon, Jul 19, 2010 at 11:48 PM, Sarkar, Arup <sar...@gm...>wrote:
>>>
>>>> QuickFIX Documentation:
>>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>>
>>>>
>>>> Hi:
>>>>
>>>> I am very new to FIX and QuickFix in c++ engine. I am trying to build a
>>>> custom logon messsage since "Username" and "Password" is required by the
>>>> exchange. I am doing the following, basically overriding the toAdmin method.
>>>>
>>>>
>>>> Can someone please help me in stating if this is correct?
>>>>
>>>> void Application::toAdmin(FIX::Message& message, const FIX::SessionID&
>>>> sessionID)
>>>> {
>>>>  std::string sLogon = "A";
>>>>  crack( message, sessionID );
>>>>  std::cout << "In toAdmin" << std::endl;
>>>>  std::cout << message << std::endl;
>>>>  try
>>>>  {
>>>>   if(sLogon.compare(message.getHeader().getField(35)) == 0 )
>>>>   {
>>>>    std::cout<< " Setting username and password." << std::endl;
>>>>    message.getHeader().setField(553, "XXXXXXXXX");
>>>>    message.getHeader().setField(554, "XXXXXXX");
>>>>   }
>>>>  }
>>>>  catch(FIX::FieldNotFound& eFieldNotFound)
>>>>  {
>>>>   std::cout<< eFieldNotFound.detail << std::endl;
>>>>  }
>>>> }
>>>>
>>>> --
>>>> Regards,
>>>> Arup
>>>>
>>>>
>>>> ------------------------------------------------------------------------------
>>>> This SF.net email is sponsored by Sprint
>>>> What will you do first with EVO, the first 4G phone?
>>>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>>>> _______________________________________________
>>>> Quickfix-developers mailing list
>>>> Qui...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>>
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> This SF.net email is sponsored by Sprint
>>> What will you do first with EVO, the first 4G phone?
>>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> This SF.net email is sponsored by Sprint
>> What will you do first with EVO, the first 4G phone?
>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

Re: [Quickfix-developers] Custom Logon Message

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

crack is intended for inbound messages.   It calls 'onMessage', saying you
received a message.

How would you be able to tell if a message is inbound or outbound if you
call crack in toApp?

http://quickfixengine.org/quickfix/doc/html/receiving_messages.html

--
Kenny Stone
Connamara Systems, LLC


On Thu, Jul 22, 2010 at 9:04 AM, Scott Kathrein
<sc...@la...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Actually, I believe cracking works fine, another way to do this would be:
>
> void MyApplication::toAdmin(FIX::Message& message, const FIX::SessionID&
> sessionID)
> {
>  crack( message, sessionID );
> }
>
> void MyApplication::onMessage( FIX42::Logon& message, const FIX::SessionID&
> sessionid )
> {
> message.set(FIX::Username("myusername"));
> message.set(FIX::Password("mypassword"));
> }
>
> where the MyApplication class extends FIX::Appliaction and
> FIX::MessageCracker
>
> This is how to use crack, but I just realized this specific example won't
> work because the username and password fields aren't defined for logon
> messages by default. (at least in FIX42). This would be the other way:
> http://www.quickfixengine.org/quickfix/doc/html/user_defined.html
>
> On Tue, Jul 20, 2010 at 8:33 AM, Kenny Stone <ks...@co...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi Arup,
>>
>> You shouldn't the the 'crack' method call.  That is for receiving
>> messages.
>>
>> The way I code this would look something like:
>>
>> void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionID )
>> {
>>   FIX::MsgType msgType;
>>   msg.getHeader().getField(msgType);
>>
>>   // if logon
>>   if( msgType.getValue() == FIX::MsgType_LOGON )
>>   {
>>       FIX::Password pw( _my_password );
>>       msg.setField( pw );
>>       FIX::Username user( _my_username );
>>       msg.setField( user );
>>   }
>> }
>>
>>
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>>
>>
>> On Mon, Jul 19, 2010 at 11:48 PM, Sarkar, Arup <sar...@gm...>wrote:
>>
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> Hi:
>>>
>>> I am very new to FIX and QuickFix in c++ engine. I am trying to build a
>>> custom logon messsage since "Username" and "Password" is required by the
>>> exchange. I am doing the following, basically overriding the toAdmin method.
>>>
>>>
>>> Can someone please help me in stating if this is correct?
>>>
>>> void Application::toAdmin(FIX::Message& message, const FIX::SessionID&
>>> sessionID)
>>> {
>>>  std::string sLogon = "A";
>>>  crack( message, sessionID );
>>>  std::cout << "In toAdmin" << std::endl;
>>>  std::cout << message << std::endl;
>>>  try
>>>  {
>>>   if(sLogon.compare(message.getHeader().getField(35)) == 0 )
>>>   {
>>>    std::cout<< " Setting username and password." << std::endl;
>>>    message.getHeader().setField(553, "XXXXXXXXX");
>>>    message.getHeader().setField(554, "XXXXXXX");
>>>   }
>>>  }
>>>  catch(FIX::FieldNotFound& eFieldNotFound)
>>>  {
>>>   std::cout<< eFieldNotFound.detail << std::endl;
>>>  }
>>> }
>>>
>>> --
>>> Regards,
>>> Arup
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> This SF.net email is sponsored by Sprint
>>> What will you do first with EVO, the first 4G phone?
>>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> This SF.net email is sponsored by Sprint
>> What will you do first with EVO, the first 4G phone?
>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by Sprint
> What will you do first with EVO, the first 4G phone?
> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Custom Logon Message

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

Actually, I believe cracking works fine, another way to do this would be:

void MyApplication::toAdmin(FIX::Message& message, const FIX::SessionID&
sessionID)
{
 crack( message, sessionID );
}

void MyApplication::onMessage( FIX42::Logon& message, const FIX::SessionID&
sessionid )
{
message.set(FIX::Username("myusername"));
message.set(FIX::Password("mypassword"));
}

where the MyApplication class extends FIX::Appliaction and
FIX::MessageCracker

This is how to use crack, but I just realized this specific example won't
work because the username and password fields aren't defined for logon
messages by default. (at least in FIX42). This would be the other way:
http://www.quickfixengine.org/quickfix/doc/html/user_defined.html

On Tue, Jul 20, 2010 at 8:33 AM, Kenny Stone <ks...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Arup,
>
> You shouldn't the the 'crack' method call.  That is for receiving messages.
>
> The way I code this would look something like:
>
> void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionID )
> {
>   FIX::MsgType msgType;
>   msg.getHeader().getField(msgType);
>
>   // if logon
>   if( msgType.getValue() == FIX::MsgType_LOGON )
>   {
>       FIX::Password pw( _my_password );
>       msg.setField( pw );
>       FIX::Username user( _my_username );
>       msg.setField( user );
>   }
> }
>
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Mon, Jul 19, 2010 at 11:48 PM, Sarkar, Arup <sar...@gm...>wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi:
>>
>> I am very new to FIX and QuickFix in c++ engine. I am trying to build a
>> custom logon messsage since "Username" and "Password" is required by the
>> exchange. I am doing the following, basically overriding the toAdmin method.
>>
>>
>> Can someone please help me in stating if this is correct?
>>
>> void Application::toAdmin(FIX::Message& message, const FIX::SessionID&
>> sessionID)
>> {
>>  std::string sLogon = "A";
>>  crack( message, sessionID );
>>  std::cout << "In toAdmin" << std::endl;
>>  std::cout << message << std::endl;
>>  try
>>  {
>>   if(sLogon.compare(message.getHeader().getField(35)) == 0 )
>>   {
>>    std::cout<< " Setting username and password." << std::endl;
>>    message.getHeader().setField(553, "XXXXXXXXX");
>>    message.getHeader().setField(554, "XXXXXXX");
>>   }
>>  }
>>  catch(FIX::FieldNotFound& eFieldNotFound)
>>  {
>>   std::cout<< eFieldNotFound.detail << std::endl;
>>  }
>> }
>>
>> --
>> Regards,
>> Arup
>>
>>
>> ------------------------------------------------------------------------------
>> This SF.net email is sponsored by Sprint
>> What will you do first with EVO, the first 4G phone?
>> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by Sprint
> What will you do first with EVO, the first 4G phone?
> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] RES: FIXML 5.0 SP2 over FIXT 1.1

[Clebson D. F. P. <Cle...@cm...>]

You can check the FIXT 1.1 messages (transport)structures on FIXT11.xml dictionary. 

eg:

<?xml version='1.0' encoding='UTF-8'?>
<fix type='FIXT' major='1' minor='1' servicepack='0'>
  <header>
    <field name='BeginString' required='Y'/>
    <field name='BodyLength' required='Y'/>
    <field name='MsgType' required='Y'/>
    <field name='SenderCompID' required='Y'/>
  </header>

 
The FIXML messages (application) should be validated using the schemas provided by FPL.

--><xs:schema xmlns="http://www.fixprotocol.org/FIXML-5-0"
           xmlns:fm="http://www.fixprotocol.org/FIXML-5-0/METADATA"
           xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
           xmlns:xs="http://www.w3.org/2001/XMLSchema"
           targetNamespace="http://www.fixprotocol.org/FIXML-5-0"
           xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0/METADATA fixml-metadata-5-0-SP1.xsd"
           elementFormDefault="qualified"
           attributeFormDefault="unqualified">
	<xs:include schemaLocation="fixml-components-impl-5-0-SP1.xsd"/>	
	<xs:group name="ExecutionReportElements">
		<xs:sequence>



Regards,
Clebson 
-----Mensagem original-----
De: Angel Ruiz [mailto:la...@sp...] 
Enviada em: quarta-feira, 23 de junho de 2010 19:43
Para: qui...@li...
Assunto: [Quickfix-developers] FIXML 5.0 SP2 over FIXT 1.1

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

[Quickfix-developers] FIXML 5.0 SP2 over FIXT 1.1

[Angel R. <la...@sp...>]

Hi, I'm using FIXT 1.1 and I just want to send FIXML 5.0 SP2  messages

I dont know what the correct structure of the message: I am currently
forming a message like this:

 

8=FIXT.1.19=34235=n49=BLMBULL56=BULL1128=9212=329213=<FIXML> <PosMntReq
ReqID="2" TxnTyp="3" Actn="1" BizDt="2009-09-10" SetSesID="SOD"
TxnTm="2009-09-10T00:00:00" > <Pty Mnemonico="SCTA1" Tipo="M" ID="18097"
R="7" > <PtySub ID="12345" Type="11" /> </Pty> <Amt Typ="CASH-CREDITO"
Amt="1425100"  Ccy="MXP"/> <Amt Typ="MERCADO-CREDITO" Amt="547,120"
Ccy="MXP"/> </PosMntReq> </FIXML>

 

 

8=FIXT.1.1
BeginString

9=342
BodyLength

35=n
MsgType             -- It is correct that kind of message? 

49=SEND
SenderCompID

56=TARG                                                         TargetCompID

1128=9                                                             ApplVerID

212=329                                                           XmlDataLen

213=<FIXML>  ...  </FIXML>                       XmlData              --
This tag must be the message FIXML? 

 

Does this structure is correct?

I'm missing some tag?

Does anyone have a specification, manual or tutorial on how to do this
(FIXML5.0 SP2 mounted on FIXT 1.1)?

Could anyone provide me examples of others message?

 

 

Thanks

Re: [Quickfix-developers] Custom Logon Message

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

Hi Arup,

You shouldn't the the 'crack' method call.  That is for receiving messages.

The way I code this would look something like:

void FixApp::toAdmin(FIX::Message& msg, const FIX::SessionID& sessionID )
{
  FIX::MsgType msgType;
  msg.getHeader().getField(msgType);

  // if logon
  if( msgType.getValue() == FIX::MsgType_LOGON )
  {
      FIX::Password pw( _my_password );
      msg.setField( pw );
      FIX::Username user( _my_username );
      msg.setField( user );
  }
}


--
Kenny Stone
Connamara Systems, LLC


On Mon, Jul 19, 2010 at 11:48 PM, Sarkar, Arup <sar...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi:
>
> I am very new to FIX and QuickFix in c++ engine. I am trying to build a
> custom logon messsage since "Username" and "Password" is required by the
> exchange. I am doing the following, basically overriding the toAdmin method.
>
>
> Can someone please help me in stating if this is correct?
>
> void Application::toAdmin(FIX::Message& message, const FIX::SessionID&
> sessionID)
> {
>  std::string sLogon = "A";
>  crack( message, sessionID );
>  std::cout << "In toAdmin" << std::endl;
>  std::cout << message << std::endl;
>  try
>  {
>   if(sLogon.compare(message.getHeader().getField(35)) == 0 )
>   {
>    std::cout<< " Setting username and password." << std::endl;
>    message.getHeader().setField(553, "XXXXXXXXX");
>    message.getHeader().setField(554, "XXXXXXX");
>   }
>  }
>  catch(FIX::FieldNotFound& eFieldNotFound)
>  {
>   std::cout<< eFieldNotFound.detail << std::endl;
>  }
> }
>
> --
> Regards,
> Arup
>
>
> ------------------------------------------------------------------------------
> This SF.net email is sponsored by Sprint
> What will you do first with EVO, the first 4G phone?
> Visit sprint.com/first -- http://p.sf.net/sfu/sprint-com-first
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] Custom Logon Message

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

Hi:

I am very new to FIX and QuickFix in c++ engine. I am trying to build a
custom logon messsage since "Username" and "Password" is required by the
exchange. I am doing the following, basically overriding the toAdmin method.


Can someone please help me in stating if this is correct?

void Application::toAdmin(FIX::Message& message, const FIX::SessionID&
sessionID)
{
 std::string sLogon = "A";
 crack( message, sessionID );
 std::cout << "In toAdmin" << std::endl;
 std::cout << message << std::endl;
 try
 {
  if(sLogon.compare(message.getHeader().getField(35)) == 0 )
  {
   std::cout<< " Setting username and password." << std::endl;
   message.getHeader().setField(553, "XXXXXXXXX");
   message.getHeader().setField(554, "XXXXXXX");
  }
 }
 catch(FIX::FieldNotFound& eFieldNotFound)
 {
  std::cout<< eFieldNotFound.detail << std::endl;
 }
}

-- 
Regards,
Arup

Re: [Quickfix-developers] Disable Rejects - Accept / Parse raw message

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

Yeah, looks like we have to change the source. Hate doing that. Thanks

VP Marketing IT Asset Enterprise Technologies <ass...@gm...> wrote:

George

in QFJ, it required code level change...which I did. You may wish to look
at
the java code base...to get an idea where you
would have to make the change in C++.

On Fri, Jul 2, 2010 at 1:06 AM, gtsafas <gt...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I understand my request is not standard for FIX. However for my needs as
I
> am
> just gathering data on a Drop Copy session it suits me.
>
> I wish to capture the entire message including if any repeating groups.
For
> example I would like to do this
>
>    for (FIX::FieldMap::iterator start = message.begin (), finish =
> message.end (); start != finish; ++i){
>        std::cout << start->first << '=' << start->second << ' ';
>    }
>
> But with repeating groups as well.
>
> Pretty much what I want to accomplish is a brainless C++ app that can
> accept
> messages and pass them to my other application. I do not want to reject
> because a counter party passed a "X" where it was only allowing
> 1,2,3,4...etc.  I do not want to have to follow the guidelines of a
> DataDictionary. Pretty much what im trying to accomplish is a way to
> capture
> drop copies for any future FIX 4.2 system I may encounter without having
to
> hard code things. It is much easier for me to change a perl/python
script
> that can handle this data than recompile the engine and have to
stop/start
> it.
>
> Is there a correct method to do what I want in QuickFIX?
>
>
> Pretty much if I get sent
>
> (8=FIX.4.2 | 9=282 | 35=8 | 49=IC | 56=C | 115=ARCA | 34=1020 |
> 52=20100630-18:06:23 | 369=415 | 37=121213778 | 16499=fa | 11=VWO7g.y |
> 17=200318197 | 20=0 | 150=0 | 39=0 | 1=RN | 63=0 | 55=VW | 54=1 | 38=980
|
> 40=5 | 59=0 | 47=Y | 32=0 | 31=0 | 151=980 | 14=0 | 6=0 |
> 60=20100630-18:06:23 | 58=New order | 18009=NU | 18315=20100630-18:01:13
|
> 10=006 | )
>
> I want
>
> 8=FIX.4.2
> 9=282
> 35=8
> 49=IC
> 56=C
> 115=ARCA
> 34=1020
> 52=20100630-18:06:23
> 369=415
> 37=121213778
> 16499=fa
> 11=VWO7g.y
> 17=200318197
> 20=0
> 150=0
> 39=0
> 1=RN
> 63=0
> 55=VW
> 54=1
> 38=980
> 40=5
> 59=0
> 47=Y
> 32=0
> 31=0
> 151=980
> 14=0
> 6=0
> 60=20100630-18:06:23
> 58=New order
> 18009=NU
> 18315=20100630-18:01:13
> 10=006
>
>
> Likewise if I got sent
>
> (8=FIX.4.2 | 9=282 | 35=8 | 49=IC | 56=C | 115=ARCA | 34=1020 |
> 52=20100630-18:06:23 | 369=415 | 37=121213778 | 16499=fa | 11=VWO7g.y |
> 17=200318197 | 20=0 | 150=0 | 39=0 | 1=RN | 63=0 | 55=VW | 54=1 | 38=980
|
> 40=5 | 59=0 | 47=Y | 32=0 | 31=0 | 151=980 | 14=0 | 6=0 |
> 60=20100630-18:06:23 | 58=New order | 18009=NU | 18315=20100630-18:01:13
|
> 10=006 | 8125=2 | 8126=T | 8127=TX | 8127=5 | 8128=10 | 8126=E | 8127=EN
|
> 8127=2 | 8128=6)
>
> it would give me this
>
> 8=FIX.4.2
> 9=282
> 35=8
> 49=IC
> 56=C
> 115=ARCA
> 34=1020
> 52=20100630-18:06:23
> 369=415
> 37=121213778
> 16499=fa
> 11=VWO7g.y
> 17=200318197
> 20=0
> 150=0
> 39=0
> 1=RN
> 63=0
> 55=VW
> 54=1
> 38=980
> 40=5
> 59=0
> 47=Y
> 32=0
> 31=0
> 151=980
> 14=0
> 6=0
> 60=20100630-18:06:23
> 58=New order
> 18009=NU
> 18315=20100630-18:01:13
> 10=006
> 8125=2
> 8126=T
> 8127=TX
> 8127=5
> 8128=10
> 8126=E
> 8127=EN
> 8127 = 2
> 8128=6
>
>
> without doing something like
>
>
>    FIX::Symbol SYMBOL;
>    if (message.isSetField(SYMBOL)) {
>        fSymbol = message.getField(SYMBOL).getString();
>    }
>
> Or having to do
>
> USER_DEFINE_STRING(Custom_GroupCount,8125);
>
>
> And on a side note if this is not possible. Can someone please let me
know
> if I created the custom group logic correctly? I have yet to have this
> group
> come so it has not been tested.
>
>
>
> namespace FIX42 {
>    class customCharges:
>        public FIX::Group {
>
>    public:
>            customCharges() :
> FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {}
>            FIELD_SET(*this, FIX::Custom_ChargeName);
>            FIELD_SET(*this, FIX::Custom_ChargeType);
>            FIELD_SET(*this, FIX::Custom_ChargeRate);
>            FIELD_SET(*this, FIX::Custom_ChargeAmount);
>    };
> }
>
>
> Thank you ahead of time.
> --
> View this message in context:
>
http://old.nabble.com/Disable-Rejects---Accept---Parse-raw-message-tp29049
609p29049609.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------
------
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Re: [Quickfix-developers] Disable Rejects - Accept / Parse raw message

[VP M. IT A. E. T. <ass...@gm...>]

George

in QFJ, it required code level change...which I did. You may wish to look at
the java code base...to get an idea where you
would have to make the change in C++.

On Fri, Jul 2, 2010 at 1:06 AM, gtsafas <gt...@rb...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I understand my request is not standard for FIX. However for my needs as I
> am
> just gathering data on a Drop Copy session it suits me.
>
> I wish to capture the entire message including if any repeating groups. For
> example I would like to do this
>
>    for (FIX::FieldMap::iterator start = message.begin (), finish =
> message.end (); start != finish; ++i){
>        std::cout << start->first << '=' << start->second << ' ';
>    }
>
> But with repeating groups as well.
>
> Pretty much what I want to accomplish is a brainless C++ app that can
> accept
> messages and pass them to my other application. I do not want to reject
> because a counter party passed a "X" where it was only allowing
> 1,2,3,4...etc.  I do not want to have to follow the guidelines of a
> DataDictionary. Pretty much what im trying to accomplish is a way to
> capture
> drop copies for any future FIX 4.2 system I may encounter without having to
> hard code things. It is much easier for me to change a perl/python script
> that can handle this data than recompile the engine and have to stop/start
> it.
>
> Is there a correct method to do what I want in QuickFIX?
>
>
> Pretty much if I get sent
>
> (8=FIX.4.2 | 9=282 | 35=8 | 49=IC | 56=C | 115=ARCA | 34=1020 |
> 52=20100630-18:06:23 | 369=415 | 37=121213778 | 16499=fa | 11=VWO7g.y |
> 17=200318197 | 20=0 | 150=0 | 39=0 | 1=RN | 63=0 | 55=VW | 54=1 | 38=980 |
> 40=5 | 59=0 | 47=Y | 32=0 | 31=0 | 151=980 | 14=0 | 6=0 |
> 60=20100630-18:06:23 | 58=New order | 18009=NU | 18315=20100630-18:01:13 |
> 10=006 | )
>
> I want
>
> 8=FIX.4.2
> 9=282
> 35=8
> 49=IC
> 56=C
> 115=ARCA
> 34=1020
> 52=20100630-18:06:23
> 369=415
> 37=121213778
> 16499=fa
> 11=VWO7g.y
> 17=200318197
> 20=0
> 150=0
> 39=0
> 1=RN
> 63=0
> 55=VW
> 54=1
> 38=980
> 40=5
> 59=0
> 47=Y
> 32=0
> 31=0
> 151=980
> 14=0
> 6=0
> 60=20100630-18:06:23
> 58=New order
> 18009=NU
> 18315=20100630-18:01:13
> 10=006
>
>
> Likewise if I got sent
>
> (8=FIX.4.2 | 9=282 | 35=8 | 49=IC | 56=C | 115=ARCA | 34=1020 |
> 52=20100630-18:06:23 | 369=415 | 37=121213778 | 16499=fa | 11=VWO7g.y |
> 17=200318197 | 20=0 | 150=0 | 39=0 | 1=RN | 63=0 | 55=VW | 54=1 | 38=980 |
> 40=5 | 59=0 | 47=Y | 32=0 | 31=0 | 151=980 | 14=0 | 6=0 |
> 60=20100630-18:06:23 | 58=New order | 18009=NU | 18315=20100630-18:01:13 |
> 10=006 | 8125=2 | 8126=T | 8127=TX | 8127=5 | 8128=10 | 8126=E | 8127=EN |
> 8127=2 | 8128=6)
>
> it would give me this
>
> 8=FIX.4.2
> 9=282
> 35=8
> 49=IC
> 56=C
> 115=ARCA
> 34=1020
> 52=20100630-18:06:23
> 369=415
> 37=121213778
> 16499=fa
> 11=VWO7g.y
> 17=200318197
> 20=0
> 150=0
> 39=0
> 1=RN
> 63=0
> 55=VW
> 54=1
> 38=980
> 40=5
> 59=0
> 47=Y
> 32=0
> 31=0
> 151=980
> 14=0
> 6=0
> 60=20100630-18:06:23
> 58=New order
> 18009=NU
> 18315=20100630-18:01:13
> 10=006
> 8125=2
> 8126=T
> 8127=TX
> 8127=5
> 8128=10
> 8126=E
> 8127=EN
> 8127 = 2
> 8128=6
>
>
> without doing something like
>
>
>    FIX::Symbol SYMBOL;
>    if (message.isSetField(SYMBOL)) {
>        fSymbol = message.getField(SYMBOL).getString();
>    }
>
> Or having to do
>
> USER_DEFINE_STRING(Custom_GroupCount,8125);
>
>
> And on a side note if this is not possible. Can someone please let me know
> if I created the custom group logic correctly? I have yet to have this
> group
> come so it has not been tested.
>
>
>
> namespace FIX42 {
>    class customCharges:
>        public FIX::Group {
>
>    public:
>            customCharges() :
> FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {}
>            FIELD_SET(*this, FIX::Custom_ChargeName);
>            FIELD_SET(*this, FIX::Custom_ChargeType);
>            FIELD_SET(*this, FIX::Custom_ChargeRate);
>            FIELD_SET(*this, FIX::Custom_ChargeAmount);
>    };
> }
>
>
> Thank you ahead of time.
> --
> View this message in context:
> http://old.nabble.com/Disable-Rejects---Accept---Parse-raw-message-tp29049609p29049609.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
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>

[Quickfix-developers] Re jected Empty tag even with ValidateFieldsHaveValues=N

[gtsafas <gt...@rb...>]

I am currently getting a reject on an empty tag

 
(8=FIX.4.2
9=1186
35=8
34=376
49=RBN
56=AUDIT
43=N
52=20100707-19:27:09.
821
6=7.160000000000
11=00000000192ORRO1
12=0.050000
13=1
14=100
15=USD

17=00000000274TRRO1.1.1
18=1
20=0
22=8
29=1
30=11
31=7.160000
32=100
37=
00000000192ORRO1
38=1000
39=1
40=1
44=0.000000
47=A
48=ZVZZT
54=2
55=ZVZ
ZT
59=0
60=20100707-19:27:09
63=6
64=20100712
75=20100707
76=TEST
99=0.0
00000
109=TESTC
126=20100707-20:30:00
119=0.000000
120=USD
150=1
151=900
.000000
167=CS
207=O
6442=0.000000
8001=EXEC_NEW
8002=20100707
15:27:09.806232 -0400s
8004=4
8016=XP_TEST
8021=EHA POA PRE
AF
8022=TN
8033=N
8040=0
8055=TEST
8056=OMAR
8058=74WD1209
8059=N
8061=2
0100707152709705259
8062=sj...@RO...
8065=123.490000
8066=123.500000
8
069=0.000000
8070=0.000000
8071=5.000000
8072=P
8073=14
8075=C
8076=0000
0000192ORRO1
8077=74WD1209
8078=00000000192ORRO1
8082=1
8083=0.000000
80
86=FTW
8088=1
8089=0.000000
8093=G
8094=C
8095=N
8101=CARE
8102=4
8117=

8118=00000000192ORRO1
8120=1.000000
8125=4
8126=BROKERAGE
8127=PER_UNIT

8128=0.000000
8129=0.000000
8126=COMMISSION
8127=PER_UNIT
8128=0.000000

8129=0.000000
8126=MARKUP
8127=PER_UNIT
8128=0.000000
8129=0.000000
8126
=SALESCREDIT
8127=PER_UNIT
8128=0.000000
8129=0.000000
8031=NAS-NNM
10=2
10
)
<20100707-19:27:09.826, FIX.4.2:AUDIT->RBN, event>
  (Message 376 Rejected: Tag specified without a value:8117)
<20100707-19:27:09.826, FIX.4.2:AUDIT->RBN, outgoing>
 
(8=FIX.4.2
9=119
35=3
34=372
49=AUDIT
52=20100707-19:27:09.826
56=RBN
45
=376
58=Tag specified without a value
371=8117
372=8
373=4
10=237
)



I am using ValidateFieldsHaveValues=N 

However if I use data dictionary instead of not using one I will not
reject this tag. Also, 8117 is not defined inside any of my code, or the
XML file.


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Re: [Quickfix-developers] (no subject)

[gtsafas <gt...@rb...>]

Odd it put that here.
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