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From: gtsafas <gt...@rb...> - 2010-04-09 07:27:23
|
I thought the only Issue was it not pulling down from [Default]. Is the work around not to just put them under [Session]? I agree I would like to upgrade but we are about to go into production in the next few days. Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Unfortunately if you will be receiving repeating groups you must have a > data dictionary. That is the only way for QuickFIX to know what fields > belong to groups. Otherwise there is no way to accurately parse the > messages as it will not know when a group starts and when it ends. You > can use those settings, however if a custom field has been added to a > group it will cause you problems unless it is in your data dictionary. > I would also recommend you use 1.13.3, as earlier versions of 1.13.x > have a bug with those settings. > > --oren > >> -------- Original Message -------- >> Subject: Re: [Quickfix-developers] Custom Repeating Group Rejects when >> DataDict=N (C++) >> From: "George Tsafas" <GT...@rb...> >> Date: Thu, April 08, 2010 11:16 pm >> To: <or...@qu...> >> Cc: qui...@li... >> >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> I have those changes in my DataDictionary. But I have opted to not use a >> DataDictionary so that I do not reject execution reports for bad tag >> values. IE one of our sessions sent me 18=H the other day because they >> were passed this value. >> >> How do I Allow all values and this repeating group, I read somewhere that >> someone said removing all enum's from fields would allow any value. But >> wouldnt this leave me open for different tags? Or is that covered by >> >> ValidateFieldsHaveValues=N >> ValidateUserDefinedFields=N >> ValidateFieldsOutOfOrder=N >> >> ? >> >> Thank you for your prompt reply Oren. >> >> >> -----Original Message----- >> From: or...@qu... [mailto:or...@qu...] >> Sent: Thu 4/8/2010 9:02 PM >> To: George Tsafas >> Cc: qui...@li... >> Subject: RE: [Quickfix-developers] Custom Repeating Group Rejects when >> DataDict=N (C++) >> >> Make sure you update your data dictionary file with the same changes. >> >> --oren >> >> > -------- Original Message -------- >> > Subject: [Quickfix-developers] Custom Repeating Group Rejects when >> > DataDict=N (C++) >> > From: gtsafas <gt...@rb...> >> > Date: Thu, April 08, 2010 10:44 pm >> > To: qui...@li... >> > >> > >> > QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> > QuickFIX Support: http://www.quickfixengine.org/services.html >> > >> > >> > I searched through the forums to figure out how to add a custom group. >> I am >> > mainly using my engine to catch Execution Reports. As I do not want to >> > reject any (I.E. Bad Values) I have opted to disable my DataDictionary. >> This >> > seems to be working fine for everything, except for a custom repeating >> > group. >> > >> > I modified my fix42/ExecutionReport.h to add the new group, In the >> > ExecutionReport.h I first defined my custom tags using the FIX >> namespace. >> > >> > ---Modified ExectionReport.h--- >> > >> > namespace FIX{ >> > USER_DEFINE_INT(NumCharges,8125); >> > USER_DEFINE_STRING(ChargeName,8126); >> > USER_DEFINE_STRING(ChargeType,8127); >> > USER_DEFINE_STRING(ChargeRate,8128); >> > USER_DEFINE_STRING(ChargeAmount,8129); >> > } >> > >> > Then inside FIX42 Namespace I added this after NoContraBrokers >> > >> > class GroupCharges: public FIX::Group{ >> > public: >> > GroupCharges() : >> > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {} >> > FIELD_SET(*this, FIX::ChargeName); >> > FIELD_SET(*this, FIX::ChargeType); >> > FIELD_SET(*this, FIX::ChargeRate); >> > FIELD_SET(*this, FIX::ChargeAmount); >> > }; >> > >> > ---End ExecutionReport.h--- >> > >> > >> > Now inside my application I am attempting the following. >> > >> > >> > >> > ---Application.cpp--- >> > >> > //This is inside void Application::onMessage( const >> FIX42::ExecutionReport& >> > message, const FIX::SessionID& ) >> > >> > >> > FIX::NumCharges fNumCharges; >> > if (message.isSetField(fNumCharges)){ >> > message.getField(fNumCharges); >> > >> > >> > FIX42::ExecutionReport::GroupCharges group; >> > FIX::ChargeName fChargeName; >> > FIX::ChargeType fChargeType; >> > FIX::ChargeRate fChargeRate; >> > FIX::ChargeAmount fChargeAmount; >> > >> > >> > for (int i=0; i<fNumCharges.getValue();i++){ >> > >> > message.getGroup(i+1,group); >> > group.get(fChargeName); >> > group.get(fChargeType); >> > group.get(fChargeRate); >> > group.get(fChargeAmount); >> > >> > } >> > } >> > >> > ---End Application.cpp--- >> > >> > >> > >> > End result is, This rejects due to repeating tag in message. Can >> someone >> > point out what is wrong with my logic? >> > >> > >> > Appreciate it Very Much. Thank You >> > >> > -George >> > >> > >> > >> > -- >> > View this message in context: >> http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html >> > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> > >> > >> > >> ------------------------------------------------------------------------------ >> > Download Intel® Parallel Studio Eval >> > Try the new software tools for yourself. Speed compiling, find bugs >> > proactively, and fine-tune applications for parallel performance. >> > See why Intel Parallel Studio got high marks during beta. >> > http://p.sf.net/sfu/intel-sw-dev >> > _______________________________________________ >> > Quickfix-developers mailing list >> > Qui...@li... >> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> >> >> ------------------------------------------------------------------------------ >> Download Intel® Parallel Studio Eval >> Try the new software tools for yourself. Speed compiling, find bugs >> proactively, and fine-tune applications for parallel performance. >> See why Intel Parallel Studio got high marks during beta. >> http://p.sf.net/sfu/intel-sw-dev >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28188590.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: <or...@qu...> - 2010-04-09 06:23:57
|
Unfortunately if you will be receiving repeating groups you must have a data dictionary. That is the only way for QuickFIX to know what fields belong to groups. Otherwise there is no way to accurately parse the messages as it will not know when a group starts and when it ends. You can use those settings, however if a custom field has been added to a group it will cause you problems unless it is in your data dictionary. I would also recommend you use 1.13.3, as earlier versions of 1.13.x have a bug with those settings. --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] Custom Repeating Group Rejects when > DataDict=N (C++) > From: "George Tsafas" <GT...@rb...> > Date: Thu, April 08, 2010 11:16 pm > To: <or...@qu...> > Cc: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I have those changes in my DataDictionary. But I have opted to not use a DataDictionary so that I do not reject execution reports for bad tag values. IE one of our sessions sent me 18=H the other day because they were passed this value. > > How do I Allow all values and this repeating group, I read somewhere that someone said removing all enum's from fields would allow any value. But wouldnt this leave me open for different tags? Or is that covered by > > ValidateFieldsHaveValues=N > ValidateUserDefinedFields=N > ValidateFieldsOutOfOrder=N > > ? > > Thank you for your prompt reply Oren. > > > -----Original Message----- > From: or...@qu... [mailto:or...@qu...] > Sent: Thu 4/8/2010 9:02 PM > To: George Tsafas > Cc: qui...@li... > Subject: RE: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++) > > Make sure you update your data dictionary file with the same changes. > > --oren > > > -------- Original Message -------- > > Subject: [Quickfix-developers] Custom Repeating Group Rejects when > > DataDict=N (C++) > > From: gtsafas <gt...@rb...> > > Date: Thu, April 08, 2010 10:44 pm > > To: qui...@li... > > > > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > I searched through the forums to figure out how to add a custom group. I am > > mainly using my engine to catch Execution Reports. As I do not want to > > reject any (I.E. Bad Values) I have opted to disable my DataDictionary. This > > seems to be working fine for everything, except for a custom repeating > > group. > > > > I modified my fix42/ExecutionReport.h to add the new group, In the > > ExecutionReport.h I first defined my custom tags using the FIX namespace. > > > > ---Modified ExectionReport.h--- > > > > namespace FIX{ > > USER_DEFINE_INT(NumCharges,8125); > > USER_DEFINE_STRING(ChargeName,8126); > > USER_DEFINE_STRING(ChargeType,8127); > > USER_DEFINE_STRING(ChargeRate,8128); > > USER_DEFINE_STRING(ChargeAmount,8129); > > } > > > > Then inside FIX42 Namespace I added this after NoContraBrokers > > > > class GroupCharges: public FIX::Group{ > > public: > > GroupCharges() : > > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {} > > FIELD_SET(*this, FIX::ChargeName); > > FIELD_SET(*this, FIX::ChargeType); > > FIELD_SET(*this, FIX::ChargeRate); > > FIELD_SET(*this, FIX::ChargeAmount); > > }; > > > > ---End ExecutionReport.h--- > > > > > > Now inside my application I am attempting the following. > > > > > > > > ---Application.cpp--- > > > > //This is inside void Application::onMessage( const FIX42::ExecutionReport& > > message, const FIX::SessionID& ) > > > > > > FIX::NumCharges fNumCharges; > > if (message.isSetField(fNumCharges)){ > > message.getField(fNumCharges); > > > > > > FIX42::ExecutionReport::GroupCharges group; > > FIX::ChargeName fChargeName; > > FIX::ChargeType fChargeType; > > FIX::ChargeRate fChargeRate; > > FIX::ChargeAmount fChargeAmount; > > > > > > for (int i=0; i<fNumCharges.getValue();i++){ > > > > message.getGroup(i+1,group); > > group.get(fChargeName); > > group.get(fChargeType); > > group.get(fChargeRate); > > group.get(fChargeAmount); > > > > } > > } > > > > ---End Application.cpp--- > > > > > > > > End result is, This rejects due to repeating tag in message. Can someone > > point out what is wrong with my logic? > > > > > > Appreciate it Very Much. Thank You > > > > -George > > > > > > > > -- > > View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > ------------------------------------------------------------------------------ > > Download Intel® Parallel Studio Eval > > Try the new software tools for yourself. Speed compiling, find bugs > > proactively, and fine-tune applications for parallel performance. > > See why Intel Parallel Studio got high marks during beta. > > http://p.sf.net/sfu/intel-sw-dev > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: George T. <GT...@rb...> - 2010-04-09 04:16:48
|
I have those changes in my DataDictionary. But I have opted to not use a DataDictionary so that I do not reject execution reports for bad tag values. IE one of our sessions sent me 18=H the other day because they were passed this value. How do I Allow all values and this repeating group, I read somewhere that someone said removing all enum's from fields would allow any value. But wouldnt this leave me open for different tags? Or is that covered by ValidateFieldsHaveValues=N ValidateUserDefinedFields=N ValidateFieldsOutOfOrder=N ? Thank you for your prompt reply Oren. -----Original Message----- From: or...@qu... [mailto:or...@qu...] Sent: Thu 4/8/2010 9:02 PM To: George Tsafas Cc: qui...@li... Subject: RE: [Quickfix-developers] Custom Repeating Group Rejects when DataDict=N (C++) Make sure you update your data dictionary file with the same changes. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Custom Repeating Group Rejects when > DataDict=N (C++) > From: gtsafas <gt...@rb...> > Date: Thu, April 08, 2010 10:44 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I searched through the forums to figure out how to add a custom group. I am > mainly using my engine to catch Execution Reports. As I do not want to > reject any (I.E. Bad Values) I have opted to disable my DataDictionary. This > seems to be working fine for everything, except for a custom repeating > group. > > I modified my fix42/ExecutionReport.h to add the new group, In the > ExecutionReport.h I first defined my custom tags using the FIX namespace. > > ---Modified ExectionReport.h--- > > namespace FIX{ > USER_DEFINE_INT(NumCharges,8125); > USER_DEFINE_STRING(ChargeName,8126); > USER_DEFINE_STRING(ChargeType,8127); > USER_DEFINE_STRING(ChargeRate,8128); > USER_DEFINE_STRING(ChargeAmount,8129); > } > > Then inside FIX42 Namespace I added this after NoContraBrokers > > class GroupCharges: public FIX::Group{ > public: > GroupCharges() : > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {} > FIELD_SET(*this, FIX::ChargeName); > FIELD_SET(*this, FIX::ChargeType); > FIELD_SET(*this, FIX::ChargeRate); > FIELD_SET(*this, FIX::ChargeAmount); > }; > > ---End ExecutionReport.h--- > > > Now inside my application I am attempting the following. > > > > ---Application.cpp--- > > //This is inside void Application::onMessage( const FIX42::ExecutionReport& > message, const FIX::SessionID& ) > > > FIX::NumCharges fNumCharges; > if (message.isSetField(fNumCharges)){ > message.getField(fNumCharges); > > > FIX42::ExecutionReport::GroupCharges group; > FIX::ChargeName fChargeName; > FIX::ChargeType fChargeType; > FIX::ChargeRate fChargeRate; > FIX::ChargeAmount fChargeAmount; > > > for (int i=0; i<fNumCharges.getValue();i++){ > > message.getGroup(i+1,group); > group.get(fChargeName); > group.get(fChargeType); > group.get(fChargeRate); > group.get(fChargeAmount); > > } > } > > ---End Application.cpp--- > > > > End result is, This rejects due to repeating tag in message. Can someone > point out what is wrong with my logic? > > > Appreciate it Very Much. Thank You > > -George > > > > -- > View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: <or...@qu...> - 2010-04-09 04:02:52
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Make sure you update your data dictionary file with the same changes. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Custom Repeating Group Rejects when > DataDict=N (C++) > From: gtsafas <gt...@rb...> > Date: Thu, April 08, 2010 10:44 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I searched through the forums to figure out how to add a custom group. I am > mainly using my engine to catch Execution Reports. As I do not want to > reject any (I.E. Bad Values) I have opted to disable my DataDictionary. This > seems to be working fine for everything, except for a custom repeating > group. > > I modified my fix42/ExecutionReport.h to add the new group, In the > ExecutionReport.h I first defined my custom tags using the FIX namespace. > > ---Modified ExectionReport.h--- > > namespace FIX{ > USER_DEFINE_INT(NumCharges,8125); > USER_DEFINE_STRING(ChargeName,8126); > USER_DEFINE_STRING(ChargeType,8127); > USER_DEFINE_STRING(ChargeRate,8128); > USER_DEFINE_STRING(ChargeAmount,8129); > } > > Then inside FIX42 Namespace I added this after NoContraBrokers > > class GroupCharges: public FIX::Group{ > public: > GroupCharges() : > FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {} > FIELD_SET(*this, FIX::ChargeName); > FIELD_SET(*this, FIX::ChargeType); > FIELD_SET(*this, FIX::ChargeRate); > FIELD_SET(*this, FIX::ChargeAmount); > }; > > ---End ExecutionReport.h--- > > > Now inside my application I am attempting the following. > > > > ---Application.cpp--- > > //This is inside void Application::onMessage( const FIX42::ExecutionReport& > message, const FIX::SessionID& ) > > > FIX::NumCharges fNumCharges; > if (message.isSetField(fNumCharges)){ > message.getField(fNumCharges); > > > FIX42::ExecutionReport::GroupCharges group; > FIX::ChargeName fChargeName; > FIX::ChargeType fChargeType; > FIX::ChargeRate fChargeRate; > FIX::ChargeAmount fChargeAmount; > > > for (int i=0; i<fNumCharges.getValue();i++){ > > message.getGroup(i+1,group); > group.get(fChargeName); > group.get(fChargeType); > group.get(fChargeRate); > group.get(fChargeAmount); > > } > } > > ---End Application.cpp--- > > > > End result is, This rejects due to repeating tag in message. Can someone > point out what is wrong with my logic? > > > Appreciate it Very Much. Thank You > > -George > > > > -- > View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: gtsafas <gt...@rb...> - 2010-04-09 03:45:03
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I searched through the forums to figure out how to add a custom group. I am
mainly using my engine to catch Execution Reports. As I do not want to
reject any (I.E. Bad Values) I have opted to disable my DataDictionary. This
seems to be working fine for everything, except for a custom repeating
group.
I modified my fix42/ExecutionReport.h to add the new group, In the
ExecutionReport.h I first defined my custom tags using the FIX namespace.
---Modified ExectionReport.h---
namespace FIX{
USER_DEFINE_INT(NumCharges,8125);
USER_DEFINE_STRING(ChargeName,8126);
USER_DEFINE_STRING(ChargeType,8127);
USER_DEFINE_STRING(ChargeRate,8128);
USER_DEFINE_STRING(ChargeAmount,8129);
}
Then inside FIX42 Namespace I added this after NoContraBrokers
class GroupCharges: public FIX::Group{
public:
GroupCharges() :
FIX::Group(8125,8126,FIX::message_order(8126,8127,8128,8129,0)) {}
FIELD_SET(*this, FIX::ChargeName);
FIELD_SET(*this, FIX::ChargeType);
FIELD_SET(*this, FIX::ChargeRate);
FIELD_SET(*this, FIX::ChargeAmount);
};
---End ExecutionReport.h---
Now inside my application I am attempting the following.
---Application.cpp---
//This is inside void Application::onMessage( const FIX42::ExecutionReport&
message, const FIX::SessionID& )
FIX::NumCharges fNumCharges;
if (message.isSetField(fNumCharges)){
message.getField(fNumCharges);
FIX42::ExecutionReport::GroupCharges group;
FIX::ChargeName fChargeName;
FIX::ChargeType fChargeType;
FIX::ChargeRate fChargeRate;
FIX::ChargeAmount fChargeAmount;
for (int i=0; i<fNumCharges.getValue();i++){
message.getGroup(i+1,group);
group.get(fChargeName);
group.get(fChargeType);
group.get(fChargeRate);
group.get(fChargeAmount);
}
}
---End Application.cpp---
End result is, This rejects due to repeating tag in message. Can someone
point out what is wrong with my logic?
Appreciate it Very Much. Thank You
-George
--
View this message in context: http://old.nabble.com/Custom-Repeating-Group-Rejects-when-DataDict%3DN-%28C%2B%2B%29-tp28187295p28187295.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
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From: Kenny S. <ks...@co...> - 2010-04-08 18:02:54
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It should only resend the messages if a gap fill was necessary. -- Kenny Stone Connamara Systems, LLC On Wed, Apr 7, 2010 at 5:49 PM, EclipseCap <tob...@ec...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I'm intentionally sending some orders without the symbol to force a reject > message 35=3 coming back the other way. I'm cracking on fromAdmin and the > onMessage(QuickFix42.Reject rejectMessage, SessionID session) is being > called. However, whenever I log off and back onto the ordermatch test > acceptor I get all of the rejection messages over again. > > Do I need to send some acknowledgment of the rejection so it doesn't keep > beating me over the head with it or is there some session level thing I > need > to adjust. > > Thanks, > > Tim > -- > View this message in context: > http://old.nabble.com/Reject-Acknowledgement-tp28171973p28171973.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: EclipseCap <tob...@ec...> - 2010-04-07 22:49:40
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I'm intentionally sending some orders without the symbol to force a reject message 35=3 coming back the other way. I'm cracking on fromAdmin and the onMessage(QuickFix42.Reject rejectMessage, SessionID session) is being called. However, whenever I log off and back onto the ordermatch test acceptor I get all of the rejection messages over again. Do I need to send some acknowledgment of the rejection so it doesn't keep beating me over the head with it or is there some session level thing I need to adjust. Thanks, Tim -- View this message in context: http://old.nabble.com/Reject-Acknowledgement-tp28171973p28171973.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2010-04-06 17:08:39
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QuickFIX 1.13.3 is available at http://www.quickfixengine.org Release notes at http://www.quickfixengine.org/NEWS This release brings us completely up to date with the spec with the addition of SP1 and SP2. We cleaned up the xml and code generators a lot. It will now be very easy to keep up to date with the spec. Next time a new version of the FIX protocol is released, we should be able to get a new version of QuickFIX out in a few days. There are also some bugfixes. Most notably we have addressed the bug that would cause QuickFIX to validate user defined fields even though the config file tells it not to. This is the bug that had been affecting the most people lately. --oren |
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From: gtsafas <gt...@rb...> - 2010-04-05 18:58:09
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Oren Miller wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > You will need to add the custom fields to the fields section in the data > dictionary, and the new group should be added to the appropriate > message. Doing this should allow you to accept the messages. Once the > messages are being passed to you, you can use the getGroup methods to > pull them out where field 10000 is the group identifier. > > --oren > >> -------- Original Message -------- >> Subject: [Quickfix-developers] Re peating Group of Tags >> From: gtsafas <gt...@rb...> >> Date: Mon, April 05, 2010 11:07 am >> To: qui...@li... >> >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hello all. We have have created a new connection today and the other side >> will send us repeating groups of custom tags. This is based off charges >> in >> their spec. For example they will send me custom tags >> >> 10000=4 this represents 4 charges >> >> 10001=1 >> 10002=USD >> 10003=GT >> >> 10001=44 >> 10002=EU >> 10003=XA >> >> 10001=14 >> 10002=USD >> 10003=BA >> >> >> This is all received in one single message. Is there a method built into >> QuickFIX To handle such a thing? Or does anyone have any suggestions they >> may be able to offer? >> -- >> View this message in context: >> http://old.nabble.com/Repeating-Group-of-Tags-tp28141592p28141592.html >> Sent from the QuickFIX - Dev mailing list archive at Nabble.com. >> >> >> ------------------------------------------------------------------------------ >> Download Intel® Parallel Studio Eval >> Try the new software tools for yourself. Speed compiling, find bugs >> proactively, and fine-tune applications for parallel performance. >> See why Intel Parallel Studio got high marks during beta. >> http://p.sf.net/sfu/intel-sw-dev >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > Oren I moved this to the Original Thread. Thank you, I ended up editing my fix42/ExecutionReport.h Adding the names using namespace FIX{ USER_DEFINE_INT(NoRep,10000); USER_DEFINE_STRING(CName,10001); USER_DEFINE_STRING(CType,10002); } then I added my class class NewGroup: public FIX::Group{ public: NewGroup() : FIX::Group(10000,10001,FIX::message_order(10001,10002,0)) {} FIELD_SET(*this, FIX::CName); FIELD_SET(*this, FIX::CType); }; I will migrate this to my app after done testing. -- View this message in context: http://old.nabble.com/Repeating-Group-of-Tags-tp28141592p28143551.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2010-04-05 18:31:33
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You will need to add the custom fields to the fields section in the data dictionary, and the new group should be added to the appropriate message. Doing this should allow you to accept the messages. Once the messages are being passed to you, you can use the getGroup methods to pull them out where field 10000 is the group identifier. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Re peating Group of Tags > From: gtsafas <gt...@rb...> > Date: Mon, April 05, 2010 11:07 am > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hello all. We have have created a new connection today and the other side > will send us repeating groups of custom tags. This is based off charges in > their spec. For example they will send me custom tags > > 10000=4 this represents 4 charges > > 10001=1 > 10002=USD > 10003=GT > > 10001=44 > 10002=EU > 10003=XA > > 10001=14 > 10002=USD > 10003=BA > > > This is all received in one single message. Is there a method built into > QuickFIX To handle such a thing? Or does anyone have any suggestions they > may be able to offer? > -- > View this message in context: http://old.nabble.com/Repeating-Group-of-Tags-tp28141592p28141592.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: gtsafas <gt...@rb...> - 2010-04-05 16:07:22
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Hello all. We have have created a new connection today and the other side will send us repeating groups of custom tags. This is based off charges in their spec. For example they will send me custom tags 10000=4 this represents 4 charges 10001=1 10002=USD 10003=GT 10001=44 10002=EU 10003=XA 10001=14 10002=USD 10003=BA This is all received in one single message. Is there a method built into QuickFIX To handle such a thing? Or does anyone have any suggestions they may be able to offer? -- View this message in context: http://old.nabble.com/Repeating-Group-of-Tags-tp28141592p28141592.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2010-04-01 17:35:59
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Marco, Are you trying to send message, receive messages, or both? Also, if you are sending, is the order of the fields withing the message important? --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] Group > From: Marco Barragan <mba...@ne...> > Date: Wed, March 31, 2010 3:33 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > You have any clue about this already? have the same problem, i need use > MultiLeg custom tags for FIX 4.2 and create the multi leg group in an > SingleOrder messsage. > > Thanks in advance. > > Fabio Renggli-2 wrote: > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > I dont want to know how i use it typesafe. I really want to use the > > general class Group, but i can't figure out hot to use it. > > > > ________________________________________ > > Von: Kenny Stone [ks...@co...] > > Gesendet: Mittwoch, 28. Oktober 2009 15:27 > > An: Qui...@li... > > Betreff: Re: [Quickfix-developers] Group > > > > QuickFIX Documentation: > > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > ------------------------------------------------------------------------------ > > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > > is the only developer event you need to attend this year. Jumpstart your > > developing skills, take BlackBerry mobile applications to market and stay > > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > > http://p.sf.net/sfu/devconference > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > > -- > View this message in context: http://old.nabble.com/Group-tp26090719p28074834.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Marco B. <mba...@ne...> - 2010-03-31 20:33:35
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You have any clue about this already? have the same problem, i need use MultiLeg custom tags for FIX 4.2 and create the multi leg group in an SingleOrder messsage. Thanks in advance. Fabio Renggli-2 wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I dont want to know how i use it typesafe. I really want to use the > general class Group, but i can't figure out hot to use it. > > ________________________________________ > Von: Kenny Stone [ks...@co...] > Gesendet: Mittwoch, 28. Oktober 2009 15:27 > An: Qui...@li... > Betreff: Re: [Quickfix-developers] Group > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > -- View this message in context: http://old.nabble.com/Group-tp26090719p28074834.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Marco B. <mba...@ne...> - 2010-03-31 15:35:00
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I'm doing the same with Multi Leg Order for 4.2 and Custom fields, my problem is with the class "Group" i can't find the way to use it properly, and the answers are alwas to that crapy "help" page that is useless for custom tags and real life problems, i want ask you if you already find out how to make it the groups correctly. -- View this message in context: http://old.nabble.com/QuickFix-repeating-group-issue-tp17737682p28074691.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2010-03-30 22:31:05
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I don't know of a firm based out of New York, but Connamara Systems based out of Chicago has done work for New York firms in the past. http://www.connamara.com > -------- Original Message -------- > Subject: [Quickfix-developers] quickFIX consulting firms in nyc.... > From: Mr G <zip...@ya...> > Date: Tue, March 30, 2010 1:55 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > can someone recommend some quickFIX consulting firms in nyc area? > > thanks > > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: <or...@qu...> - 2010-03-30 22:28:47
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There is a bug in the latest release concerning the validation. In order to work around it for now you need to move your validation parameters to the [SESSION] section of your config files, they are not getting pulled from the [DEFAULT] section. A new release with a fix will be going out shortly. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Ignore Bad Values but not Reject > Message > From: gtsafas <gt...@rb...> > Date: Tue, March 30, 2010 1:40 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am receiving Execution Reports. I am trying to make it so I do not reject > messages that have a bad value in the Tag. I did not see anything in the > Config, I am using. Is this a programming change I will have to make? > I am also > > > [DEFAULT] > ResetOnDisconnect=N > ResetOnLogout=Y > ConnectionType=initiator > ReconnectInterval=1 > HeartBtInt=30 > FileStorePath=store/ > StartTime=10:30:00 > EndTime=21:30:00 > AllowUnknownMsgFields=Y > ValidateFieldsOutOfOrder=N > MillisecondsInTimeStamp=Y > ValidateFieldsHaveValues=N > ValidateUserDefinedFields=N > FileIncludeMilliseconds=Y > SendResetSeqNum=Y > UseDataDictionary=Y > DataDictionary=/etc/FIXIT/dictionary/FIX42_custom.xml > -- > View this message in context: http://old.nabble.com/Ignore-Bad-Values-but-not-Reject-Message-tp28086723p28086723.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Kenny S. <ks...@co...> - 2010-03-30 19:18:01
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Add the tags and values to your data dictionary. -- Kenny Stone Connamara Systems, LLC On Tue, Mar 30, 2010 at 1:40 PM, gtsafas <gt...@rb...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > I am receiving Execution Reports. I am trying to make it so I do not reject > messages that have a bad value in the Tag. I did not see anything in the > Config, I am using. Is this a programming change I will have to make? > I am also > > > [DEFAULT] > ResetOnDisconnect=N > ResetOnLogout=Y > ConnectionType=initiator > ReconnectInterval=1 > HeartBtInt=30 > FileStorePath=store/ > StartTime=10:30:00 > EndTime=21:30:00 > AllowUnknownMsgFields=Y > ValidateFieldsOutOfOrder=N > MillisecondsInTimeStamp=Y > ValidateFieldsHaveValues=N > ValidateUserDefinedFields=N > FileIncludeMilliseconds=Y > SendResetSeqNum=Y > UseDataDictionary=Y > DataDictionary=/etc/FIXIT/dictionary/FIX42_custom.xml > -- > View this message in context: > http://old.nabble.com/Ignore-Bad-Values-but-not-Reject-Message-tp28086723p28086723.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > ------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Mr G <zip...@ya...> - 2010-03-30 18:55:15
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can someone recommend some quickFIX consulting firms in nyc area?
thanks
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From: gtsafas <gt...@rb...> - 2010-03-30 18:40:22
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I am receiving Execution Reports. I am trying to make it so I do not reject messages that have a bad value in the Tag. I did not see anything in the Config, I am using. Is this a programming change I will have to make? I am also [DEFAULT] ResetOnDisconnect=N ResetOnLogout=Y ConnectionType=initiator ReconnectInterval=1 HeartBtInt=30 FileStorePath=store/ StartTime=10:30:00 EndTime=21:30:00 AllowUnknownMsgFields=Y ValidateFieldsOutOfOrder=N MillisecondsInTimeStamp=Y ValidateFieldsHaveValues=N ValidateUserDefinedFields=N FileIncludeMilliseconds=Y SendResetSeqNum=Y UseDataDictionary=Y DataDictionary=/etc/FIXIT/dictionary/FIX42_custom.xml -- View this message in context: http://old.nabble.com/Ignore-Bad-Values-but-not-Reject-Message-tp28086723p28086723.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <or...@qu...> - 2010-03-29 18:43:01
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Do all of your unit and acceptance tests pass? > -------- Original Message -------- > Subject: [Quickfix-developers] OpenVMS Port 1.13.2. > From: "Gerry Robinson" <ge...@sm...> > Date: Mon, March 29, 2010 12:40 pm > To: <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am getting the following crash when running. Doesn't happen when program > is compiled with debugging on. > > > > <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Created session) > > <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Connecting to 207.17.44.102 on port 41811) > > <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, outgoing> > > > (8=FIX.4.29=7035=A34=1649=SWGRAINRPT52=20100329-17:22:14.00056=REDI98=0108=3 > 010=088) > > <20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Initiated logon request) > > <20100329-17:22:16.000, FIX.4.2:SWGRAINRPT->REDI, incoming> > > > (8=FIX.4.29=6635=A49=REDI56=SWGRAINRPT34=1752=20100329-17:21:2298=0108=3010= > 158) > > %CXXL-F-TERMINATE, terminate() or unexpected() called > > %TRACE-F-TRACEBACK, symbolic stack dump follows > > Image module routine > line rel PC abs PC > > GetGSTrades > 0 000000000094FF18 000000000094FF18 > > GetGSTrades > 0 0000000000950024 0000000000950024 > > GetGSTrades SESSION verify > 62344 0000000000067B24 00000000007315E4 > > GetGSTrades SESSION nextLogon > 70365 000000000002C7B0 00000000006F6270 > > GetGSTrades SESSION next > 71490 000000000007CF54 0000000000746A14 > > GetGSTrades SESSION next > 71420 0000000000076130 000000000073FBF0 > > GetGSTrades SOCKETCONNECTION readMessages 71217 000000000000B00C > 000000000065724C > > GetGSTrades SOCKETCONNECTION read 71107 > 0000000000007A04 0000000000653C44 > > GetGSTrades SOCKETINITIATOR onData 70936 > 000000000000D388 0000000000632388 > > GetGSTrades SOCKETCONNECTOR onEvent 57637 > 00000000000001E4 00000000007E75A4 > > GetGSTrades SOCKETMONITOR processReadSet 57789 > 0000000000003A94 000000000075D4B4 > > GetGSTrades SOCKETMONITOR block 57745 > 00000000000038C0 000000000075D2E0 > > GetGSTrades SOCKETCONNECTOR block 57714 > 0000000000000534 00000000007E78F4 > > GetGSTrades SOCKETINITIATOR onStart 70830 > 000000000000B574 0000000000630574 > > GetGSTrades INITIATOR startThread 71577 > 00000000000146A8 0000000000672298 > > PTHREAD$RTL > 0 00000000000576FC FFFFFFFF80A776FC > > PTHREAD$RTL > 0 0000000000043800 FFFFFFFF80A63800 > > > 0 0000000000000000 0000000000000000 > > PTHREAD$RTL ? > ? 0 FFFFFFFF8037FCE4 FFFFFFFF8037FCE4 > > %TRACE-I-END, end of TRACE stack dump > > > > > > > > > > Session.lis follows: > > > > 62340 /// Get direct access to a field through a pointer > > 62341 const FieldBase* const getFieldPtr( int field ) > > 62342 const throw( FieldNotFound ) > > 62343 { > > 62344 return &getFieldRef( field ); > > 62345 } > > 62346 > > > > > > > > With debugging on: > > > > DBG> go > > <20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Created session) > > %DEBUG-I-DYNIMGSET, setting image LIBRTL > > %DEBUG-I-DYNMODSET, setting module LIB$FIND_IMAGE > > %DEBUG-I-DYNLNGSET, setting language BLISS > > <20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Connecting to 207.17.44.102 on port 41811) > > <20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, outgoing> > > > (8=FIX.4.29=6935=A34=449=SWGRAINRPT52=20100329-13:02:30.00056=REDI98=0108=30 > 10=037) > > <20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Initiated logon request) > > <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, incoming> > > > (8=FIX.4.29=6535=A49=REDI56=SWGRAINRPT34=352=20100329-13:01:3998=0108=3010=1 > 06) > > <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Received logon response) > > <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (MsgSeqNum too high, expecting 1 but received 3) > > <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, outgoing> > > > (8=FIX.4.29=6635=234=549=SWGRAINRPT52=20100329-13:02:33.00056=REDI7=116=010= > 121) > > <20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event> > > (Sent ResendRequest FROM: 1 TO: 0) > > > > Logon - FIX.4.2:SWGRAINRPT->REDI > > <20100329-13:02:34.000, FIX.4.2:SWGRAINRPT->REDI, incoming> > > (8=FIX.4.29=5835=449=REDI56=SWGRAINRPT34=452=20100329-13:01:4036=410=026) > > > > > > Thanks, > > > > Gerry<hr>------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev<hr>_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: <or...@qu...> - 2010-03-29 18:11:48
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The first scenario, yes. The second scenario we do not currently support, but would like to. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Multiple sessions / one SocketInitiatro > From: Fabio Renggli <FRe...@1e...> > Date: Mon, March 29, 2010 7:33 am > To: "qui...@li..." > <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hi together > > I want to implement the following scenario: > > - Multiple parties/sessions on multiple ip/ports > - Dynamic adding and removing of parties/sessions > > Is it possible to implement this with only one implementation of the Application Class and only one SocketInitiator? > > Mit freundlichen Grüssen / Kind regards > 1eEurope (Switzerland) AG > > Fabio Renggli > Technology Consultant > --------------------------------- > > 1eEurope (Switzerland) AG > Seestrasse 97 > CH-8800 Thalwil > > Tel. Direkt: +41 (0) 44 722 86 05 > Tel. Zentrale: +41 (0) 44 722 75 55 > > fre...@1e...<mailto:MB...@1e...> > www.1eEurope.ch<http://www.1eeurope.ch/> > > This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person. > > E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company.<hr>------------------------------------------------------------------------------ > Download Intel® Parallel Studio Eval > Try the new software tools for yourself. Speed compiling, find bugs > proactively, and fine-tune applications for parallel performance. > See why Intel Parallel Studio got high marks during beta. > http://p.sf.net/sfu/intel-sw-dev<hr>_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Gerry R. <ge...@sm...> - 2010-03-29 17:54:43
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I am getting the following crash when running. Doesn't happen when program
is compiled with debugging on.
<20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Created session)
<20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Connecting to 207.17.44.102 on port 41811)
<20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
(8=FIX.4.29=7035=A34=1649=SWGRAINRPT52=20100329-17:22:14.00056=REDI98=0108=3
010=088)
<20100329-17:22:14.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Initiated logon request)
<20100329-17:22:16.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
(8=FIX.4.29=6635=A49=REDI56=SWGRAINRPT34=1752=20100329-17:21:2298=0108=3010=
158)
%CXXL-F-TERMINATE, terminate() or unexpected() called
%TRACE-F-TRACEBACK, symbolic stack dump follows
Image module routine
line rel PC abs PC
GetGSTrades
0 000000000094FF18 000000000094FF18
GetGSTrades
0 0000000000950024 0000000000950024
GetGSTrades SESSION verify
62344 0000000000067B24 00000000007315E4
GetGSTrades SESSION nextLogon
70365 000000000002C7B0 00000000006F6270
GetGSTrades SESSION next
71490 000000000007CF54 0000000000746A14
GetGSTrades SESSION next
71420 0000000000076130 000000000073FBF0
GetGSTrades SOCKETCONNECTION readMessages 71217 000000000000B00C
000000000065724C
GetGSTrades SOCKETCONNECTION read 71107
0000000000007A04 0000000000653C44
GetGSTrades SOCKETINITIATOR onData 70936
000000000000D388 0000000000632388
GetGSTrades SOCKETCONNECTOR onEvent 57637
00000000000001E4 00000000007E75A4
GetGSTrades SOCKETMONITOR processReadSet 57789
0000000000003A94 000000000075D4B4
GetGSTrades SOCKETMONITOR block 57745
00000000000038C0 000000000075D2E0
GetGSTrades SOCKETCONNECTOR block 57714
0000000000000534 00000000007E78F4
GetGSTrades SOCKETINITIATOR onStart 70830
000000000000B574 0000000000630574
GetGSTrades INITIATOR startThread 71577
00000000000146A8 0000000000672298
PTHREAD$RTL
0 00000000000576FC FFFFFFFF80A776FC
PTHREAD$RTL
0 0000000000043800 FFFFFFFF80A63800
0 0000000000000000 0000000000000000
PTHREAD$RTL ?
? 0 FFFFFFFF8037FCE4 FFFFFFFF8037FCE4
%TRACE-I-END, end of TRACE stack dump
Session.lis follows:
62340 /// Get direct access to a field through a pointer
62341 const FieldBase* const getFieldPtr( int field )
62342 const throw( FieldNotFound )
62343 {
62344 return &getFieldRef( field );
62345 }
62346
With debugging on:
DBG> go
<20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Created session)
%DEBUG-I-DYNIMGSET, setting image LIBRTL
%DEBUG-I-DYNMODSET, setting module LIB$FIND_IMAGE
%DEBUG-I-DYNLNGSET, setting language BLISS
<20100329-13:02:30.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Connecting to 207.17.44.102 on port 41811)
<20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
(8=FIX.4.29=6935=A34=449=SWGRAINRPT52=20100329-13:02:30.00056=REDI98=0108=30
10=037)
<20100329-13:02:31.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Initiated logon request)
<20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
(8=FIX.4.29=6535=A49=REDI56=SWGRAINRPT34=352=20100329-13:01:3998=0108=3010=1
06)
<20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Received logon response)
<20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
(MsgSeqNum too high, expecting 1 but received 3)
<20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, outgoing>
(8=FIX.4.29=6635=234=549=SWGRAINRPT52=20100329-13:02:33.00056=REDI7=116=010=
121)
<20100329-13:02:33.000, FIX.4.2:SWGRAINRPT->REDI, event>
(Sent ResendRequest FROM: 1 TO: 0)
Logon - FIX.4.2:SWGRAINRPT->REDI
<20100329-13:02:34.000, FIX.4.2:SWGRAINRPT->REDI, incoming>
(8=FIX.4.29=5835=449=REDI56=SWGRAINRPT34=452=20100329-13:01:4036=410=026)
Thanks,
Gerry
|
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From: Fabio R. <FRe...@1e...> - 2010-03-29 12:46:48
|
Hi together I want to implement the following scenario: - Multiple parties/sessions on multiple ip/ports - Dynamic adding and removing of parties/sessions Is it possible to implement this with only one implementation of the Application Class and only one SocketInitiator? Mit freundlichen Grüssen / Kind regards 1eEurope (Switzerland) AG Fabio Renggli Technology Consultant --------------------------------- 1eEurope (Switzerland) AG Seestrasse 97 CH-8800 Thalwil Tel. Direkt: +41 (0) 44 722 86 05 Tel. Zentrale: +41 (0) 44 722 75 55 fre...@1e...<mailto:MB...@1e...> www.1eEurope.ch<http://www.1eeurope.ch/> This message may contain confidential information and is intended only for the individual named. If you are not the named addressee, please notify the sender immediately and do not disclose, copy or distribute the content to any other person. E-Mail transmission cannot be guaranteed to be secure or error-free as information can be intercepted, lost, destroyed, arrive late, incomplete or contain any viruses. Any contractual representations contained herein on behalf of this company must not be taken as final, and are entirely subject to contracts signed formally by an authorised representative of this company. |
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From: Francis G. <fr...@at...> - 2010-03-28 01:09:30
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I forgot to mention I am using the latest QF 1.13.2 from .NET 2.0. |
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From: Francis G. <fr...@at...> - 2010-03-27 09:20:41
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Hi, I have used QF for a few years an it works splendidly. I am now trying to connect to a another provider and I have these lines in the [DEFAULT] section of the config file: UseDataDictionary=Y DataDictionary=FIX44.xml ValidateUserDefinedFields=N But I still get Rejects with "Invalid tag number" for all user-defined tags that are not in the DataDictionary. Shouldn't they be ignored by QF? OUT: Reject 8=FIX.4.4 9=107 35=3 34=5 49=DEMO 52=20100326-16:04:24.405 56=XYZ 45=3 58=Invalid tag number 371=10402 372=BG 373=0 10=175 Thanks, Francis Gingras |
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