quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Performance

[Hei C. <str...@ya...>]

Hi,

I just wonder whether anyone has compared the performance of the latest quickfix/C++ 1.13.3 with 1.12.4.

With 1.12.4 (with a small modification -- added support to set send buffer size), it seems to be faster than 1.13.3 during my ping test:
- A server logs the timestamp and sends me a "ping" FIX message.
- My server replies and the server logs the timestamp when it receives my reply.

The ping time increased from 2.2275ms to 2.65833ms out of 120 pings within an hour.

Although I understand that it is not a very accurate measure (since the time isn't logged in microsecond and # of samples are few), it roughly indicates some performance degradation.

I am not saying that there must be a performance degradation...

But I am curious whether anyone on the list can share some stats...

Thanks in advance.


Cheers,
Hei



      

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

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

Yes, this is a known problem, and yes the delegate solution is the same
one we have come up with.  I do not thing it requires a rewrite of the
entire .NET wrapper, just the portion that does callobacks (i.e, the
base messagestore, logger, applications etc).

This is something I would like to address soon and hopefully won't be as
significant an overhaul as you suggest it may be.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] "Cannot pass a GCHandle across
> AppDomains"
> From: Scott Kathrein <sc...@la...>
> Date: Mon, June 21, 2010 11:59 am
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>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<hr>------------------------------------------------------------------------------
> 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<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] receive buffer size?

[Hei C. <str...@ya...>]

I think that they are missing: http://www.quickfixengine.org/quickfix/doc/html/configuration.html ;-)



----- Original Message ----
From: "or...@qu..." <or...@qu...>
To: Hei Chan <str...@ya...>
Cc: qui...@li...
Sent: Wed, June 23, 2010 2:58:42 PM
Subject: RE: [Quickfix-developers] receive buffer size?

Yes, those would be the settings.  Are they not listed in the
documentation?

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] receive buffer size?
> From: Hei Chan <str...@ya...>
> Date: Mon, June 14, 2010 4:34 pm
> To: Hei Chan <str...@ya...>,
> qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am guessing we can set the send buffer size with SendBufferSize and receive buffer size with ReceiveBufferSize:
> const char SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize";
> const char SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize";
> 
> It would be nice if someone can confirm it ;)
> 
> Thanks.
> 
> Cheers,
> Hei
> 
> 
> 
> 
> ________________________________
> From: Hei Chan <str...@ya...>
> To: qui...@li...
> Sent: Mon, June 14, 2010 2:14:26 PM
> Subject: [Quickfix-developers] receive buffer size?
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> According to the release note here: http://www.quickfixengine.org/NEWS, 1.13.x allows the user to set the receive buffer size.
> 
> However, I don't see the setting on http://www.quickfixengine.org/quickfix/doc/html/configuration.html.
> 
> How can I set the receive buffer size?
> 
> Thanks in advance.
> 
> 
> Cheers,
> Hei<hr>------------------------------------------------------------------------------
> 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<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


      

Re: [Quickfix-developers] receive buffer size?

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

Yes, those would be the settings.  Are they not listed in the
documentation?

> -------- Original Message --------
> Subject: Re: [Quickfix-developers] receive buffer size?
> From: Hei Chan <str...@ya...>
> Date: Mon, June 14, 2010 4:34 pm
> To: Hei Chan <str...@ya...>,
> qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am guessing we can set the send buffer size with SendBufferSize and receive buffer size with ReceiveBufferSize:
> const char SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize";
> const char SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize";
> 
> It would be nice if someone can confirm it ;)
> 
> Thanks.
> 
> Cheers,
> Hei
> 
> 
> 
> 
> ________________________________
> From: Hei Chan <str...@ya...>
> To: qui...@li...
> Sent: Mon, June 14, 2010 2:14:26 PM
> Subject: [Quickfix-developers] receive buffer size?
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> According to the release note here: http://www.quickfixengine.org/NEWS, 1.13.x allows the user to set the receive buffer size.
> 
> However, I don't see the setting on http://www.quickfixengine.org/quickfix/doc/html/configuration.html.
> 
> How can I set the receive buffer size?
> 
> Thanks in advance.
> 
> 
> Cheers,
> Hei<hr>------------------------------------------------------------------------------
> 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<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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

[Diego F. <die...@gm...>]

Scott,

Few people work with this kind of interop between C++ and C#, so it's easy
to understand the lack of information. The problem with the approach of
delegates is that it comes at cost, delegates are far more expensive than
method calls. I don't think it worths changing, even because it's very rare
to see someone with the requirement of multiple AppDomains.

Now, about the Visual Studio Tools for Office: strange. Maybe it's a "good
pratice" for Office integration to have an separate AppDomain, because if
something goes wrong, you just crash the AppDomain, not the entire
application.

Diego Frata
die...@gm...


On Tue, Jun 22, 2010 at 1:09 PM, Scott Kathrein
<sc...@la...>wrote:

> 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
>>>
>>
>>
>

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

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

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
>>
>
>

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

[Diego F. <die...@gm...>]

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
>

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

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

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

[Quickfix-developers] QuickFIX unit tests fail on PPC?

[Martin D. <ma...@ma...>]

Hi,

I don't have a ppc arch machine to test but can anyone confirm / deny
that the unit tests work on a ppc machine?  I'm getting a failure from
Fedora's ppc build farm and I'm not sure whether it's quickfix's
source code's or the fedora RPM package's fault:

http://koji.fedoraproject.org/koji/getfile?taskID=2262987&name=build.log

Thanks,
Martin

[Quickfix-developers] [PATCH] use @libdir@ in quickfix.pc.in

[Martin D. <ma...@ma...>]

This patch has been in Fedora's quickfix RPM build since (at least)
2008-11-07 [1] and appears to have been written by Hayden
James[1].

If there is a better way to submit patches, please shout.

Thanks,
Martin

1. https://koji.fedoraproject.org/koji/buildinfo?buildID=70180

$ svn diff
Index: quickfix.pc.in
===================================================================
--- quickfix.pc.in      (revision 2235)
+++ quickfix.pc.in      (working copy)
@@ -1,6 +1,6 @@
 prefix=@prefix@
 exec_prefix=@prefix@
-libdir=@prefix@/lib
+libdir=@libdir@
 includedir=@prefix@/include

 Name: QuickFIX

Re: [Quickfix-developers] RES: Converter FIX to FIXML and vice versa

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

If you are embedding FIXML messages into FIX messages then probably
you will be spared most of the complexity associated with the FIXML
itself. then you can do most of the validation using the DTDs/Schemas
for the FIXML in the standard way you would do it in Java.

is this what you're looking for? maybe if you describe the specific
scenario in more detail it could be easier to come up with more ideas.

-C

On Thu, Jun 17, 2010 at 2:54 PM, Clebson Derivan Ferreira Paz
<Cle...@cm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Do u have both, FIX and FIXML sources/systems on the same channel fellow ?
> I had created a conversion, but in my case I receive the FIXML message from a SOAP service and the convert it to send to my system/oms.
>
> Regards,
> Clebson
>
> -----Mensagem original-----
> De: Angel Ruiz [mailto:la...@sp...]
> Enviada em: quarta-feira, 16 de junho de 2010 16:19
> Para: qui...@li...
> Assunto: [Quickfix-developers] Converter FIX to FIXML and vice versa
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> hello,
> I use QuickFix  engine for  java, but now I have to handle messages FIXML SP2,
> the easiest thing I could think was embed a FIX to FIXML converter to
> send and FIXML to FIX for the reception,
> so I can continue using QuickFix engine.
> Another option is get a FIXML engine(free source)
>
> Question is:  Does anyone have or know of a FIXML converter or
> engine, or if someone has had this problem before, how did you fix it?
>
> Do you have any suggestion or reference ?
>
> Angel Ruiz
> la...@sp...
>
>
> ------------------------------------------------------------------------------
> 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
>



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

[Quickfix-developers] RES: Converter FIX to FIXML and vice versa

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

Do u have both, FIX and FIXML sources/systems on the same channel fellow ?
I had created a conversion, but in my case I receive the FIXML message from a SOAP service and the convert it to send to my system/oms.

Regards,
Clebson 

-----Mensagem original-----
De: Angel Ruiz [mailto:la...@sp...] 
Enviada em: quarta-feira, 16 de junho de 2010 16:19
Para: qui...@li...
Assunto: [Quickfix-developers] Converter FIX to FIXML and vice versa

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

hello,
I use QuickFix  engine for  java, but now I have to handle messages FIXML SP2,
the easiest thing I could think was embed a FIX to FIXML converter to  
send and FIXML to FIX for the reception,
so I can continue using QuickFix engine.
Another option is get a FIXML engine(free source)

Question is:  Does anyone have or know of a FIXML converter or   
engine, or if someone has had this problem before, how did you fix it?

Do you have any suggestion or reference ?

Angel Ruiz
la...@sp...


------------------------------------------------------------------------------
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
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Converting from FIX 4.4 to 4.2

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

Not in an automated way, no.

Many of the fix tags have changed from 4.2 to 4.4.  For instance, tag
150 had enum values F,G,H,I added to it between 4.2 and 4.4.  How you
might back-convert this would depend on your broker and other
business-specific factors.

Even moving forward (4.2->4.4) has the same issues, as some tags or
enum values were removed between versions.

-Grant

On Wed, Jun 16, 2010 at 9:34 AM, Ryugan Mizuta <ryu...@gm...> wrote:
> 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 convert an FIX 4.4 message to a FIX 4.2 message.  Is there a way to convert from one protocol version to another?
>
> Thank you.
>
> R Saimoto
> ------------------------------------------------------------------------------
> 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
>

[Quickfix-developers] Converter FIX to FIXML and vice versa

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

hello,
I use QuickFix  engine for  java, but now I have to handle messages FIXML SP2,
the easiest thing I could think was embed a FIX to FIXML converter to  
send and FIXML to FIX for the reception,
so I can continue using QuickFix engine.
Another option is get a FIXML engine(free source)

Question is:  Does anyone have or know of a FIXML converter or   
engine, or if someone has had this problem before, how did you fix it?

Do you have any suggestion or reference ?

Angel Ruiz
la...@sp...

[Quickfix-developers] Converting from FIX 4.4 to 4.2

[Ryugan M. <ryu...@gm...>]

Hi all,

I am trying to convert an FIX 4.4 message to a FIX 4.2 message.  Is there a
way to convert from one protocol version to another?

Thank you.

R Saimoto

Re: [Quickfix-developers] continue with the last sequence #?

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

No, since the storage occurs in memory, it will be gone.

Storing a single integer to a file shouldn't be too costly.

You could also look into tmpfs if you are on Linux.

Kenny

On Wednesday, June 16, 2010, Hei Chan <str...@ya...> wrote:
> Thanks for your reply.
>
> If ResetOnLogon, ResetOnLogout and ResetOnDisconnect are set to 'N' and I use MemoryStoreFactory/NullStoreFactory, will QuickFIX still be able to figure out the last sequence # AFTER my application restarts?
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
> From: Kenny Stone <ks...@co...>
> Cc: qui...@li...
> Sent: Tue, June 15, 2010 7:18:24 PM
> Subject: Re: [Quickfix-developers] continue with the last sequence #?
>
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> QuickFIX will start with a new sequence number if one of these configuration options is set:
> ResetOnLogon
> ResetOnLogout
> ResetOnDisconnect
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> On Tue, Jun 15, 2010 at 8:11 PM, Hei Chan <str...@ya...> wrote:
>
>
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest quickfix/C++.
>
> I just wonder how I can continue with the last sequence # after I restart my application.
>
> Is using FileStoreFactory with PersistMessages=Y the only choice?
>
> Just trying to look for an option to squeeze out more performance (e.g. 100usec).
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
> ------------------------------------------------------------------------------
> 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
>
>
>
>
>

-- 
--
Kenny Stone
Connamara Systems, LLC

Re: [Quickfix-developers] continue with the last sequence #?

[Hei C. <str...@ya...>]

Thanks for your reply.

If ResetOnLogon, ResetOnLogout and ResetOnDisconnect are set to 'N' and I use MemoryStoreFactory/NullStoreFactory, will QuickFIX still be able to figure out the last sequence # AFTER my application restarts?

Thanks in advance.


Cheers,
Hei




________________________________
From: Kenny Stone <ks...@co...>
Cc: qui...@li...
Sent: Tue, June 15, 2010 7:18:24 PM
Subject: Re: [Quickfix-developers] continue with the last sequence #?

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

QuickFIX will start with a new sequence number if one of these configuration options is set:

ResetOnLogon
ResetOnLogout
ResetOnDisconnect


--
Kenny Stone
Connamara Systems, LLC



On Tue, Jun 15, 2010 at 8:11 PM, Hei Chan <str...@ya...> wrote:

>
>
>QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>>QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>Hi,
>
>I am using the latest quickfix/C++.
>
>I just wonder how I can continue with the last sequence # after I restart my application.
>
>Is using FileStoreFactory with PersistMessages=Y the only choice?
>
>Just trying to look for an option to squeeze out more performance (e.g. 100usec).
>
>Thanks in advance.
>
>
>Cheers,
>Hei
>
>
>------------------------------------------------------------------------------
>>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
>



      

Re: [Quickfix-developers] continue with the last sequence #?

[Mark S. <MS...@rj...>]

please remove me from your list

________________________________________
From: Hei Chan [str...@ya...]
Sent: Tuesday, June 15, 2010 8:11 PM
To: qui...@li...
Subject: [Quickfix-developers] continue with the last sequence #?

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

Re: [Quickfix-developers] continue with the last sequence #?

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

QuickFIX will start with a new sequence number if one of these configuration
options is set:

*ResetOnLogon*
*ResetOnLogout*
*ResetOnDisconnect
*

--
Kenny Stone
Connamara Systems, LLC


On Tue, Jun 15, 2010 at 8:11 PM, Hei Chan <str...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am using the latest quickfix/C++.
>
> I just wonder how I can continue with the last sequence # after I restart
> my application.
>
> Is using FileStoreFactory with PersistMessages=Y the only choice?
>
> Just trying to look for an option to squeeze out more performance (e.g.
> 100usec).
>
> Thanks in advance.
>
>
> Cheers,
> Hei
>
>
>
> ------------------------------------------------------------------------------
> 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
>

[Quickfix-developers] continue with the last sequence #?

[Hei C. <str...@ya...>]

Hi,

I am using the latest quickfix/C++.

I just wonder how I can continue with the last sequence # after I restart my application.

Is using FileStoreFactory with PersistMessages=Y the only choice?

Just trying to look for an option to squeeze out more performance (e.g. 100usec).

Thanks in advance.


Cheers,
Hei



      

Re: [Quickfix-developers] QuickFix 64-bit build

[sevzas <se...@gm...>]

Damageboy,

Can you update your x64 fork on github or tell us how to take the QF 1.13.3
release and build it for X64?

-Sev




damageboy wrote:
> 
> Hey Kenny,
> I just forked and pushed my own x64 version.
> 
> http://github.com/damageboy/quickfix
> 
> - requires vs9 / vs 2008
> - signs the .NET assemblies by default with a new generated key
>   (for some reason one of the .snk files on github was borked)
> 
> Let me know what you think.
> 
> 
> Kenny Stone wrote:
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> Dale or Rick,
>> 
>> We would appreciate a fork with this code on github if you wouldn't mind.
>> 
>> http://github.com/quickfix/quickfix
>> 
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>> 
>> 
>> On Fri, Dec 18, 2009 at 9:15 AM, Dale Wilson <wi...@oc...> wrote:
>> 
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>> Hi Rick,
>>>
>>> OCI has made the changes to get QuickFIX to build and run for x64.   We
>>> are not trying to fork the project but as a service to the community we
>>> have made this source code available until there is a release of
>>> QuickFIX that supports x64.  If you send mail directly to me:  wilsond
>>> at ociweb dot com, I'll send you instructions on how to get this revised
>>> code.
>>>
>>> Dale Wilson
>>> Principal Software Engineer
>>> Object Computing, Inc.
>>> www.ociweb.com
>>>
>>>
>>> On 12/17/2009 7:15 PM, Rick Lane wrote:
>>> > QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>>> >
>>> >
>>> >
>>> >
>>> > Greetings,
>>> >
>>> > So I've spent about an hour trying to get QuickFix to build for x64
>>> > with no luck.  I created a new x64 configuration, built quickfix_vs8
>>> > (quickfix.lib) just fine, but quickfix_net.dll is giving me the same
>>> > linker error no matter what I try:
>>> >
>>> > Error 3 fatal error LNK1112: module machine type 'X86' conflicts with
>>> > target machine type 'x64' quickfix.lib quickfix_net_vs8
>>> >
>>> > I've done some searching and in fact have found many people who had
>>> > the same issue, but their supposed solutions are not working (in the
>>> > Linker->Advanced settings for quickfix_net_vs8 change the Target
>>> > Platform to "Not Set" was one of the main solutions I found, but this
>>> > did not work).
>>> >
>>> > Has anyone tried this and had the same issue I'm having?  Any advice?
>>> >
>>> > Thanks,
>>> > Rick
>>> >
>>> >
>>> >
>>> ------------------------------------------------------------------------------
>>> > This SF.Net email is sponsored by the Verizon Developer Community
>>> > Take advantage of Verizon's best-in-class app development support
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>>> easy
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>>> >
>>> >
>>> > _______________________________________________
>>> > Quickfix-developers mailing list
>>> > Qui...@li...
>>> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> This SF.Net email is sponsored by the Verizon Developer Community
>>> Take advantage of Verizon's best-in-class app development support
>>> A streamlined, 14 day to market process makes app distribution fast and
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>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>> 
>> ------------------------------------------------------------------------------
>> This SF.Net email is sponsored by the Verizon Developer Community
>> Take advantage of Verizon's best-in-class app development support
>> A streamlined, 14 day to market process makes app distribution fast and
>> easy
>> Join now and get one step closer to millions of Verizon customers
>> http://p.sf.net/sfu/verizon-dev2dev 
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>> 
> 
> 

-- 
View this message in context: http://old.nabble.com/QuickFix-64-bit-build-tp26837770p28884105.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] receive buffer size?

[Hei C. <str...@ya...>]

I am guessing we can set the send buffer size with SendBufferSize and receive buffer size with ReceiveBufferSize:
const char SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize";
const char SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize";

It would be nice if someone can confirm it ;)

Thanks.

Cheers,
Hei




________________________________
From: Hei Chan <str...@ya...>
To: qui...@li...
Sent: Mon, June 14, 2010 2:14:26 PM
Subject: [Quickfix-developers] receive buffer size?

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


Hi,

According to the release note here: http://www.quickfixengine.org/NEWS, 1.13.x allows the user to set the receive buffer size.

However, I don't see the setting on http://www.quickfixengine.org/quickfix/doc/html/configuration.html.

How can I set the receive buffer size?

Thanks in advance.


Cheers,
Hei


      

[Quickfix-developers] receive buffer size?

[Hei C. <str...@ya...>]

Hi,

According to the release note here: http://www.quickfixengine.org/NEWS, 1.13.x allows the user to set the receive buffer size.

However, I don't see the setting on http://www.quickfixengine.org/quickfix/doc/html/configuration.html.

How can I set the receive buffer size?

Thanks in advance.


Cheers,
Hei


      

Re: [Quickfix-developers] Conditionally Required Field Missing (35)

[Tom H. <to...@go...>]

This means you are trying to read the value of a tag that is not in the message. Do an msg.isSetField first before trying to read it.
Tom


Tom Higgins
Group CEO
Gold-i Ltd & Gold-i LLC
MetaQuotes UK & US

Mob: +44 (0)7770 950038
Dir:    +44 (0)1483 685412
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-----Original Message-----
From: Marco Nicolini [mailto:sg...@ya...] 
Sent: 13 June 2010 8:36 AM
To: or...@qu...
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Conditionally Required Field Missing (35)

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

Oren, thanks for the hint, i will look into it as soon as i get back to work (i'm ill @ home right now). Sorry for having posted on the wrong mailing list. It should have been quickfixJ from the beginning. 

For the time being i got around this brutally hacking the source of quickfixj (my app is not meant to be a production ready system so, i could afford it), still i want to understand what's going on. 

Thanks again and sorry for posting to the wrong list.

Marco

--- Gio 10/6/10, or...@qu... <or...@qu...> ha scritto:

> Da: or...@qu... <or...@qu...>
> Oggetto: RE: [Quickfix-developers] Conditionally Required Field 
> Missing (35)
> A: "Marco Nicolini" <sg...@ya...>
> Cc: qui...@li...
> Data: Giovedì 10 giugno 2010, 15:15
> Marco,
> 
> Does this happen even if your fromApp method is empty?  I'm trying to 
> determine if the engine itself is causing a problem or your code.  
> Also you might want to post this to thie quickfixj mailing list if you 
> haven't already.
> 
> --oren
> 
> > -------- Original Message --------
> > Subject: [Quickfix-developers] Conditionally Required
> Field Missing
> > (35)
> > From: Marco Nicolini <sg...@ya...>
> > Date: Tue, June 08, 2010 12:39 pm
> > To: qui...@li...
> > 
> > 
> > QuickFIX Documentation: 
> > http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > Hello,
> > I'm developing a quick app to do some testing, and
> i've found out that quickfixj sends a business reject message with no 
> apparent (at least to me) reason:
> > 
> > After my app sends a request for quote, the system i'm
> testing against sends a 35=b and a 35=S (quote) messages:
> > 
> >
> 8=FIX.4.2#9=325#35=b#34=109#49=RCBVIE#52=20100608-17:05:06.305#56=CATS
> OS#122=20100608-17:05:06.305#128=2123#129=catsos#145=RCBVIE#131=127601
> 67506290#117=12760167506290#297=100#296=1#302=1#311=XXX#304=1#295=1#29
> 9=1#55=catsos#48=DE000HV5BU04#22=4#167=OPT#200=201102#205=24#201=1#202
> =75.000000#206=S#231=10.000000#107=this
> and that#10=003#
> > 
> >
> 8=FIX.4.2#9=325#35=S#34=110#49=RCBVIE#52=20100608-17:05:06.309#56=CATS
> OS#122=20100608-17:05:06.309#128=2123#129=catsos#145=RCBVIE#22=4#48=DE
> 000HV5BU04#55=catsos#107=this
> and
> that#117=12760167506290#131=12760167506290#132=100.000000#133=101.0000
> 00#134=200#135=200#167=OPT#200=201102#201=1#202=75.000000#205=24#206=S
> #231=10.000000#10=165#
> > 
> > And those are the rejects sent out by quickfixj:
> >
> 8=FIX.4.2#9=120#35=j#34=80#49=CATSOS#52=20100608-17:06:54.472#56=RCBVI
> E#45=109#58=Conditionally Required Field Missing 
> (35)#372=b#380=5#10=194#
> > 
> >
> 8=FIX.4.2#9=120#35=j#34=81#49=CATSOS#52=20100608-17:06:54.472#56=RCBVI
> E#45=110#58=Conditionally Required Field Missing 
> (35)#372=S#380=5#10=172#
> > 
> > I don't receive the messages in the fromApp method and
> reviewing the source of Session.java i see that 35 (the number 
> appended to the reject reason) is really the field quickfix think to 
> be missing (which i do believe instead to be it's present see the dump 
> above).
> > 
> > I'm using the following config regarding validation:
> >   DataDictionary=FIX42.xml
> >   UseDataDictionary=Y
> >   ValidateUserDefinedFields=N
> >   AllowUnknownMsgFields=Y
> >   CheckLatency=N
> >   ValidateFieldsOutOfOrder=N
> > 
> > but trying with UseDataDictionary=N has no effect
> whatsoever. 
> > Anyone has an idea of what might be going on? 
> > 
> > Regards,
> > Marcello
> > 
> > 
> > 
> > 
> >       
> > 
> >
> ----------------------------------------------------------------------
> --------
> > 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

Re: [Quickfix-developers] Conditionally Required Field Missing (35)

[Marco N. <sg...@ya...>]

Oren, thanks for the hint, i will look into it as soon as i get back
to work (i'm ill @ home right now). Sorry for having posted on the wrong mailing list. It should have been quickfixJ from the beginning. 

For the time being i got around this brutally hacking the source of quickfixj (my app is not meant to be a production ready system so, i could afford it), still i want to understand what's going on. 

Thanks again and sorry for posting to the wrong list.

Marco

--- Gio 10/6/10, or...@qu... <or...@qu...> ha scritto:

> Da: or...@qu... <or...@qu...>
> Oggetto: RE: [Quickfix-developers] Conditionally Required Field Missing (35)
> A: "Marco Nicolini" <sg...@ya...>
> Cc: qui...@li...
> Data: Giovedì 10 giugno 2010, 15:15
> Marco,
> 
> Does this happen even if your fromApp method is
> empty?  I'm trying to
> determine if the engine itself is causing a problem or your
> code.  Also
> you might want to post this to thie quickfixj mailing list
> if you
> haven't already.
> 
> --oren
> 
> > -------- Original Message --------
> > Subject: [Quickfix-developers] Conditionally Required
> Field Missing
> > (35)
> > From: Marco Nicolini <sg...@ya...>
> > Date: Tue, June 08, 2010 12:39 pm
> > To: qui...@li...
> > 
> > 
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> > 
> > Hello, 
> > I'm developing a quick app to do some testing, and
> i've found out that quickfixj sends a business reject
> message with no apparent (at least to me) reason:
> > 
> > After my app sends a request for quote, the system i'm
> testing against sends a 35=b and a 35=S (quote) messages:
> > 
> >
> 8=FIX.4.2#9=325#35=b#34=109#49=RCBVIE#52=20100608-17:05:06.305#56=CATSOS#122=20100608-17:05:06.305#128=2123#129=catsos#145=RCBVIE#131=12760167506290#117=12760167506290#297=100#296=1#302=1#311=XXX#304=1#295=1#299=1#55=catsos#48=DE000HV5BU04#22=4#167=OPT#200=201102#205=24#201=1#202=75.000000#206=S#231=10.000000#107=this
> and that#10=003#
> > 
> >
> 8=FIX.4.2#9=325#35=S#34=110#49=RCBVIE#52=20100608-17:05:06.309#56=CATSOS#122=20100608-17:05:06.309#128=2123#129=catsos#145=RCBVIE#22=4#48=DE000HV5BU04#55=catsos#107=this
> and
> that#117=12760167506290#131=12760167506290#132=100.000000#133=101.000000#134=200#135=200#167=OPT#200=201102#201=1#202=75.000000#205=24#206=S#231=10.000000#10=165#
> > 
> > And those are the rejects sent out by quickfixj:
> >
> 8=FIX.4.2#9=120#35=j#34=80#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=109#58=Conditionally
> Required Field Missing (35)#372=b#380=5#10=194#
> > 
> >
> 8=FIX.4.2#9=120#35=j#34=81#49=CATSOS#52=20100608-17:06:54.472#56=RCBVIE#45=110#58=Conditionally
> Required Field Missing (35)#372=S#380=5#10=172#
> > 
> > I don't receive the messages in the fromApp method and
> reviewing the source of Session.java i see that 35 (the
> number appended to the reject reason) is really the field
> quickfix think to be missing (which i do believe instead to
> be it's present see the dump above).
> > 
> > I'm using the following config regarding validation:
> >   DataDictionary=FIX42.xml
> >   UseDataDictionary=Y
> >   ValidateUserDefinedFields=N
> >   AllowUnknownMsgFields=Y
> >   CheckLatency=N
> >   ValidateFieldsOutOfOrder=N
> > 
> > but trying with UseDataDictionary=N has no effect
> whatsoever. 
> > Anyone has an idea of what might be going on? 
> > 
> > Regards,
> > Marcello
> > 
> > 
> > 
> > 
> >       
> > 
> >
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