quickfix-developers — QuickFIX developers forum

[Quickfix-developers] QuickFix in VB6 app

[Daniel T. <dan...@gm...>]

Hi,

I am doing some freelance work for a firm that is interested in leveraging
the QuickFix engine in their trading application written in VB6. Basically,
since QuickFix does not have a VB6 API, I'm wondering what the best way is
(or anyway, the way you'd recommend) to mesh these two technologies. My
initial thought was to write a small .NET app in either C# or VB.NET to
operate as the "middle-man" of sorts, and to interface with the .NET app in
VB6 via COM. But perhaps it would make more sense to attempt to interop
directly with the QuickFix C++ API in this way? Or is that not possible?

My experience is mainly in .NET, so if rewriting the application in .NET is
the only realistic approach, that is an option (the app is quite small--only
a handful of source code files).

It's probably obvious from this question that I am lacking a significant
amount of knowledge here. A nudge in the right direction, at least, would be
most welcome.

Thanks,
Dan

[Quickfix-developers] Looking for feedback on QuickFIX documentation

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

I'm hoping to once and for all looking to address the legitimate
criticisms regarding the QuickFIX documentation.  I think there is a lot
we can do to make the adoption experience smoother fornew users.  Since
all of you had to go through the pain of learning the FIX protocol and
the QuickFIX library, I feel this crowd will have a lot of useful
feedback.  Since so many of you have signed up for the forums, I thought
that would be an appropriate place to have a more in depth discussion.

For those of you on the forums, please visit this thread:
http://www.quickfixengine.org/forum/comments.php?DiscussionID=6

Otherwise feel free to comment on the mailing list, to myself or
as...@qu...

Re: [Quickfix-developers] How does Resending messages work?

[Fervus <JL...@ge...>]

Thank you very much, that is exactly the information I needed.
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Re: [Quickfix-developers] How does Resending messages work?

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

Hi Josh,

I'll try to give you an idea of how QuickFIX handles these scenarios.

So we are running along and processing messages, sequence numbers are in
order, everything is great, then all of a sudden we get a sequence
number higher than expected.

Ok, so something has been missed.  And it is a requirement of FIX that
we process all messages in order.  What QuickFIX will do in this
scenario is send our a resend request for the missing range, and stick
the out of order message into an in memory queue.  Any new messages that
come in will also be placed at the end of this queue.

At some point the other side will begin resending messages.  Once all
missing messages have been processed, QuickFIX will immediately process
everything that is sitting in the queue.  At this point we should be all
caught up and will be able to process new messages.

No, the other part of your question is for when you are resending
messages.  Messages are stored in the MessageStore (you provide a
MessageStoreFactory in your initialization).  There is a one to one
relationship between a session and a message store.  This store will
store all messages that have been sent on that session until the session
expires.  This gives you the capability to be able to resend any message
if it is requested.  This is important if you are sending trade reports
and someone needs to re-request the days trades.

The scenario you pointed out is different.  What if I sent out an order
2 minutes ago and they re-requests that.  I do NOT want that order to go
out anymore.  We thought of that case as well.  For this you need to
override the toApp call in your Application object.  Here you can
inspect all the outgoing messages.  A common thing to do here would be
to check either for a MsgType of D or an out of date SendingTime and
throw a DoNotSend exception.  This will signal the engine to replace
your message with a gap fill.

This way the other side is satisfied and your message will not be sent
out.

I think that covers the scenarios you were interested in.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers]  How does Resending messages work?
> From: Fervus <JL...@ge...>
> Date: Thu, March 04, 2010 12:24 pm
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I understand that quickfix will automatically handle requesting missing
> messages, what I want to know is how does it handle this?
> 
> Does it store the messages after the missing message and then process them
> after receiving the missing message? Or does it just throw it away and
> request all the messages again?  Or some other way entirely? How long back
> will go looking for lost messages or if I was sending out messages and I get
> a resend request but it was a market order is there a way to intercept that
> message and decide whether I want to really resend that message or not?
> 
> I have looked through the code and these forums and can not find anything
> that tells me this. I am only curious because I do not want to just use some
> system and then if it fails for some reason or I need to adjust how I handle
> missing/lost messages I understand how my adjustments will effect QuickFix
> and my FIX messaging system.
> 
> Thanks
> Josh
> -- 
> View this message in context: http://old.nabble.com/How-does-Resending-messages-work--tp27784661p27784661.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> 
> 
> ------------------------------------------------------------------------------
> Download Intel&#174; 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
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] How does Resending messages work?

[Fervus <JL...@ge...>]

I understand that responding to it is more a FIX issue, but I was wondering
what specifically quickfix does to solve the lost message need to resend
issue, what is their exact solution.
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Re: [Quickfix-developers] How does Resending messages work?

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

I think that's more of a FIX protocol question rather than a
QuickFIX-specific question.  You'd be better off consulting the FIX
specification.

I think volume 2 is the part with the relevant information.

-Grant

On Thu, Mar 4, 2010 at 12:24 PM, Fervus <JL...@ge...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I understand that quickfix will automatically handle requesting missing
> messages, what I want to know is how does it handle this?
>
> Does it store the messages after the missing message and then process them
> after receiving the missing message? Or does it just throw it away and
> request all the messages again?  Or some other way entirely? How long back
> will go looking for lost messages or if I was sending out messages and I get
> a resend request but it was a market order is there a way to intercept that
> message and decide whether I want to really resend that message or not?
>
> I have looked through the code and these forums and can not find anything
> that tells me this. I am only curious because I do not want to just use some
> system and then if it fails for some reason or I need to adjust how I handle
> missing/lost messages I understand how my adjustments will effect QuickFix
> and my FIX messaging system.
>
> Thanks
> Josh
> --
> View this message in context: http://old.nabble.com/How-does-Resending-messages-work--tp27784661p27784661.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Download Intel&#174; 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
>

[Quickfix-developers] How does Resending messages work?

[Fervus <JL...@ge...>]

I understand that quickfix will automatically handle requesting missing
messages, what I want to know is how does it handle this?

Does it store the messages after the missing message and then process them
after receiving the missing message? Or does it just throw it away and
request all the messages again?  Or some other way entirely? How long back
will go looking for lost messages or if I was sending out messages and I get
a resend request but it was a market order is there a way to intercept that
message and decide whether I want to really resend that message or not?

I have looked through the code and these forums and can not find anything
that tells me this. I am only curious because I do not want to just use some
system and then if it fails for some reason or I need to adjust how I handle
missing/lost messages I understand how my adjustments will effect QuickFix
and my FIX messaging system.

Thanks
Josh
-- 
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Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] QuickFIX 1.13.0 is available

[Claudio B. <roc...@gm...>]

On Fri, Feb 26, 2010 at 5:35 PM, <or...@qu...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> QuickFIX 1.13.0 is available at http://www.quickfixengine.org
>
>
Congratulations on the new release. I'll be testing it out in the near
future. Can't wait to see what you've been coming up with.

Cheers :)
-- 
Claudio Bantaloukas http://www.rdfm.org/ammuzzu/

[Quickfix-developers] QuickFIX Forum is now online

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

In the hopes of spurring some more frequent and in-depth discussions,
I've setup a forum for QuickFIX.  You can access it at
http://www.quickfixengine.org/forum

This is an experiment to open up a new line of communication between
developers and users, and hopefully also to get users to communicate
with each other.  The forums and mailing lists will supplement each
other, as I believe they both have strengths and weaknesses.

--oren

[Quickfix-developers] QuickFIX 1.13.0 is available

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

QuickFIX 1.13.0 is available at http://www.quickfixengine.org

Release notes at http://www.quickfixengine.org/NEWS

Alright. We got a new release out now.  There is a good amount of
fixes/updates in this release, but I'm sure the most anticipated is FIX
5.0/FIXT 1.1 support.  Please start setting up your FIX 5.0 connections
because we are eager to get some early feedback on this.  So please
start testing it out in your systems and let us know how it goes.

Some additional notes.  Support for Visual Studio 6 has been dropped. 
It is getting very difficult to get any support from Microsoft here, so
we think it's time to move on.  On the upside we have added support for
Visual Studio 2008 and 2010.  We have also dropped the JNI api.  It was
by far the most difficult to maintain and QuickFIX/J is mature enough
that it can do everything the JNI api could and more.  Switching to
QuickFIX/J is as easy as swapping jar files, so that is what we now
recommend for Java users.

The Python, Ruby, and .NET apis are still fully supported.

We are up to 110,000 downloads for QuickFIX, 50,000 for QuickFIX/J, and
15,000 for the logviewer.  Over 175,000 downloads in all.

I want to thank everyone who has contributed to the product.  I don't
think it is said enough but we get a lot of support from the community. 
Always check the THANKS and CONTRIBUTERS files to see the people who
have helped out.  A special thanks goes to Connamara Systems who have
contributed their time, hardware and developers to the project.  Their
involvement in the project will be increasing.  Expect to see more
contributions from them.

--oren

Re: [Quickfix-developers] Quickfix on OpenVMS

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

Looks like the DataDictionary is having trouble trying to validate one
of the fields.  After you compiled did you run all the unit and
acceptance tests?  Did they all pass?

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Quickfix on OpenVMS
> From: "Gerry Robinson" <ge...@sm...>
> Date: Tue, February 23, 2010 11:02 am
> To: <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I got quickfix running on OpenVMS but I receive the following stack overflow
> error when a data record is received.  Is anyone successfully running
> quickfix on an OpenVMS machine?
> 
>  
> 
> <20100223-14:54:15, FIX.4.2:SWGRAINRPT->REDI, outgoing>
> 
>  
> (8=FIX.4.29=5935=034=15149=SWGRAINRPT52=20100223-14:54:15.00056=REDI10=097)
> 
> <20100223-14:54:17, FIX.4.2:SWGRAINRPT->REDI, incoming>
> 
>   (8=FIX.4.29=5535=049=REDI56=SWGRAINRPT34=14552=20100223-14:53:3210=160)
> 
> <20100223-14:54:24, FIX.4.2:SWGRAINRPT->REDI, incoming>
> 
>  
> (8=FIX.4.29=38335=849=REDI56=SWGRAINRPT34=14650=u782990129=TVG52=20100223-14
> :53:3937=SJU0000211=3002776=072217=TVG00120=0150=239=2
> 
> 1=38FX55=SPT167=OPT200=201003205=20201=1202=1105.000054=238=2444=18.00000032
> =2431=18.00000030=W151=014=246=18.000075=2010022360=2010
> 
> 0223-09:51:0077=0439=SPG311=SPX11501=E11004=28028=829976747054108029=RTC8030
> =TVG8046=E8049=82410=010)
> 
> %CXXL-F-TERMINATE, terminate() or unexpected() called
> 
> %TRACE-F-TRACEBACK, symbolic stack dump follows
> 
>   image    module    routine             line      rel PC           abs PC
> 
> TRACEBACK - Exception occurred during traceback processing
> 
> %SYSTEM-F-STKOVF, stack overflow, PC=FFFFFFFF808D16F8, PS=0000001B
> 
>  GetGSTrades
> 0 00000000008596A8 00000000008596A8
> 
>  GetGSTrades
> 0 00000000008597B4 00000000008597B4
> 
>  GetGSTrades  DATADICTIONARY  convert        71016 0000000000013BB4
> 0000000000676594
> 
>  GetGSTrades  DATADICTIONARY  iterate          76888 0000000000026738
> 0000000000689118
> 
>  GetGSTrades  DATADICTIONARY  validate        97938 0000000000025AB8
> 0000000000688498
> 
>  GetGSTrades  SESSION  next                                  82384
> 0000000000071B98 0000000000618AA8
> 
>  GetGSTrades  SESSION  next                                  82345
> 000000000006F6C0 00000000006165D0
> 
>  GetGSTrades  SOCKETCONNECTION  readMessages
> 
>  
> 81822 000000000000AAB8 00000000005630A8
> 
>  GetGSTrades  SOCKETCONNECTION  read       81715 0000000000007674
> 000000000055FC64
> 
>  GetGSTrades  SOCKETINITIATOR  onData         81772 000000000000C568
> 0000000000542018
> 
>  GetGSTrades  SOCKETCONNECTOR  onEvent  70144 00000000000001E4
> 00000000006E9BF4
> 
>  GetGSTrades  SOCKETMONITOR  processReadSet
> 
>  
> 70294 0000000000003A74 0000000000651D94
> 
>  GetGSTrades  SOCKETMONITOR  block             70250 00000000000038B0
> 0000000000651BD0
> 
>  GetGSTrades  SOCKETCONNECTOR  block        70208 00000000000004C4
> 00000000006E9ED4
> 
>  GetGSTrades  SOCKETINITIATOR  onStart        81668 000000000000A8AC
> 000000000054035C
> 
>  GetGSTrades  INITIATOR  startThread               82749 0000000000014538
> 0000000000577808
> 
>  PTHREAD$RTL
> 0 00000000000576FC 000000007CA656FC
> 
>  PTHREAD$RTL
> 0 0000000000043800 000000007CA51800
> 
>  
> 0 0000000000000000 0000000000000000
> 
>  PTHREAD$RTL
> ?                ?
> 
>  
> 0 FFFFFFFF8037FCE4 FFFFFFFF8037FCE4
> 
> %TRACE-I-END, end of TRACE stack dump<hr>------------------------------------------------------------------------------
> Download Intel&#174; 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

[Quickfix-developers] Quickfix on OpenVMS

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

I got quickfix running on OpenVMS but I receive the following stack overflow
error when a data record is received.  Is anyone successfully running
quickfix on an OpenVMS machine?

 

<20100223-14:54:15, FIX.4.2:SWGRAINRPT->REDI, outgoing>

 
(8=FIX.4.29=5935=034=15149=SWGRAINRPT52=20100223-14:54:15.00056=REDI10=097)

<20100223-14:54:17, FIX.4.2:SWGRAINRPT->REDI, incoming>

  (8=FIX.4.29=5535=049=REDI56=SWGRAINRPT34=14552=20100223-14:53:3210=160)

<20100223-14:54:24, FIX.4.2:SWGRAINRPT->REDI, incoming>

 
(8=FIX.4.29=38335=849=REDI56=SWGRAINRPT34=14650=u782990129=TVG52=20100223-14
:53:3937=SJU0000211=3002776=072217=TVG00120=0150=239=2

1=38FX55=SPT167=OPT200=201003205=20201=1202=1105.000054=238=2444=18.00000032
=2431=18.00000030=W151=014=246=18.000075=2010022360=2010

0223-09:51:0077=0439=SPG311=SPX11501=E11004=28028=829976747054108029=RTC8030
=TVG8046=E8049=82410=010)

%CXXL-F-TERMINATE, terminate() or unexpected() called

%TRACE-F-TRACEBACK, symbolic stack dump follows

  image    module    routine             line      rel PC           abs PC

TRACEBACK - Exception occurred during traceback processing

%SYSTEM-F-STKOVF, stack overflow, PC=FFFFFFFF808D16F8, PS=0000001B

 GetGSTrades
0 00000000008596A8 00000000008596A8

 GetGSTrades
0 00000000008597B4 00000000008597B4

 GetGSTrades  DATADICTIONARY  convert        71016 0000000000013BB4
0000000000676594

 GetGSTrades  DATADICTIONARY  iterate          76888 0000000000026738
0000000000689118

 GetGSTrades  DATADICTIONARY  validate        97938 0000000000025AB8
0000000000688498

 GetGSTrades  SESSION  next                                  82384
0000000000071B98 0000000000618AA8

 GetGSTrades  SESSION  next                                  82345
000000000006F6C0 00000000006165D0

 GetGSTrades  SOCKETCONNECTION  readMessages

 
81822 000000000000AAB8 00000000005630A8

 GetGSTrades  SOCKETCONNECTION  read       81715 0000000000007674
000000000055FC64

 GetGSTrades  SOCKETINITIATOR  onData         81772 000000000000C568
0000000000542018

 GetGSTrades  SOCKETCONNECTOR  onEvent  70144 00000000000001E4
00000000006E9BF4

 GetGSTrades  SOCKETMONITOR  processReadSet

 
70294 0000000000003A74 0000000000651D94

 GetGSTrades  SOCKETMONITOR  block             70250 00000000000038B0
0000000000651BD0

 GetGSTrades  SOCKETCONNECTOR  block        70208 00000000000004C4
00000000006E9ED4

 GetGSTrades  SOCKETINITIATOR  onStart        81668 000000000000A8AC
000000000054035C

 GetGSTrades  INITIATOR  startThread               82749 0000000000014538
0000000000577808

 PTHREAD$RTL
0 00000000000576FC 000000007CA656FC

 PTHREAD$RTL
0 0000000000043800 000000007CA51800

 
0 0000000000000000 0000000000000000

 PTHREAD$RTL
?                ?

 
0 FFFFFFFF8037FCE4 FFFFFFFF8037FCE4

%TRACE-I-END, end of TRACE stack dump

 

[Quickfix-developers] Datadictionary

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

Hi together

1. Is there a way to validate if a conditional value has to be set in the message or not within the datadictionary?
2. Is there a way to vaildate if a field has the right value when another condition is true within the datadictionary?

Thanks for your replies.

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.

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Re: [Quickfix-developers] Logging Incoming Messages in Database ODBC

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

You are probably using the OdbcMessageStore.  A MessageStore is required
for QuickFIX, and is not there for logging.  It is there to keep
messages in case they ever need to be reset.  It is not good for logging
because as you have noticed, only outgoing messages ever need to be
resent, hence no incoming messages.  Also, it is volatile.  If you
decide to reset the session, those messages will be blown away.

Instead, you should lookg at the OdbcLog/OdbcLogFactory.  This is an
optional object which can be passed to the initiator/acceptor.  This
OdbcLog will do true logging for all messages into the messages_log
table. These messages are also persisted indefinitely.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Logging Incoming Messages in Database
> ODBC
> From: AS...@bo...
> Date: Fri, February 19, 2010 5:17 am
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> In our company we are using QuickFix Engine, and configure It to log
> messages in database.
> We use an ODBC connector , that connect to a Sql Serveur 2005 Database.
> 
> The engine writes session data and outgoing messages in the database
> "QuickFix" , table "messages"
> but the Incomming messages are not logged in this table.
> => How to do, to have also incomming messages ?
> 
> - is this feature implemented or a configuration problem from our cfg file
> ?
> 
> thanks for your help.
> 
> Alain SY
> Bourse Direct
> Service Informatique - Developpement
> Tel : (00-33-0) 1-56-43-82-34
> 
> 
> ------------------------------------------------------------------------------
> 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

[Quickfix-developers] Logging Incoming Messages in Database ODBC

[<AS...@bo...>]

Hi,

In our company we are using QuickFix Engine, and configure It to log
messages in database.
We use an ODBC connector , that connect to a Sql Serveur 2005 Database.

The engine writes session data and outgoing messages in the database
"QuickFix" , table "messages"
but the Incomming messages are not logged in this table.
=> How to do, to have also incomming messages ?

- is this feature implemented or a configuration problem from our cfg file
?

thanks for your help.

Alain SY
Bourse Direct
Service Informatique - Developpement
Tel : (00-33-0) 1-56-43-82-34

Re: [Quickfix-developers] Problem building python extension on windows.

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

Hi Fredrik,

We actually have never produced a build for the python library under
windows.  This is why there is no included project file for it.  The
initial assumption was that most python users would be under some sort
of unix, so effort wasn't really put into getting it to work on windows.
 I know that some developers got the ruby version to work in windows, so
I don't see why the same cannot be done for python.

I do not believe the SWIG generated code is the problem.  SWIG should be
generating portable code.  Based on the compiler errors you posted, it
looks like some of the types defined in Microsoft's SDKs are clashing
with types in QuickFIX (INT, CHAR etc). It looks like the reason they
are clashing is due to the using namespace FIX declaration.  I doubt
there is a good reason this declaration needs to be there, we will just
have to specify the namespace when needed.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Problem building python extension on
> windows.
> From: fredrik kant <fre...@gm...>
> Date: Thu, February 18, 2010 3:48 am
> To: qui...@li...
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hi!
> I struggle to build quickfix as an extension module on windows (It was some
> time ago since I done this kind of work...).
> In the windows source I downloaded, *
> qui...@li...* , I see in the QuickFixPython.cpp
> a include statement, "config.h"  which I can't found anywere in the download
> and changed it to config_windows.h (which was found under /src) in a attemp
> to perhaps solve the problem.
> 
> 
> My environment:
> - windows 7, 32-bit
> - visual studio 2008
> - my own compiled version of  python 2.6.
> 
> Anyway, I was able to build both quickfix and Python2.6 out of the box but
> when I try building QuickfixPython a lot of errors can be seen.
> >>>
> QuickfixPython.cpp(24796) : error C2872: 'INT' : ambiguous symbol
>         could be 'C:\Program Files\\Microsoft
> SDKs\Windows\v6.0A\include\windef.
> h(172) : int INT'
>         or       'c:\quickfix-win\quickfix\src\c++\FieldTypes.h(509) :
> FIX::INT'
> >>>
> >>>
> QuickfixPython.cpp(24199) : error C2872: 'CHAR' : ambiguous symbol
>         could be 'C:\Program Files\\Microsoft
> SDKs\Windows\v6.0A\include\winnt.h
> (276) : char CHAR'
>         or       'c:\quickfix-win\quickfix\src\c++\FieldTypes.h(507) :
> FIX::CHAR
> <<<
> etc.
> 
> I haven't investigated this futher and haven't used SWIG before and hope
> that it is perhaps a simple solution to this.
> 
> 
> I tested using:
> - the ordinary distutils way
> - using CodeBlock
> - using Visual Studio (I really sucks when it comes to setup this kind of
> things).
> 
> I also have cygwin(I also downloaded the unix source) and MinGW installed.
> 
> Is there a simple solution to this problem? Perhaps just generating a new
> wrapper using SWIG on windows?
> -- 
> Fredrik Kant
> 
> -- 
> Fredrik Kant
> 
> Kant Consulting AB
> Mobile: +46 70 787 06 01
> www.kantconsulting.se<hr>------------------------------------------------------------------------------
> Download Intel&reg; 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

[Quickfix-developers] Problem building python extension on windows.

[fredrik k. <fre...@gm...>]

Hi!
I struggle to build quickfix as an extension module on windows (It was some
time ago since I done this kind of work...).
In the windows source I downloaded, *
qui...@li...* , I see in the QuickFixPython.cpp
a include statement, "config.h"  which I can't found anywere in the download
and changed it to config_windows.h (which was found under /src) in a attemp
to perhaps solve the problem.


My environment:
- windows 7, 32-bit
- visual studio 2008
- my own compiled version of  python 2.6.

Anyway, I was able to build both quickfix and Python2.6 out of the box but
when I try building QuickfixPython a lot of errors can be seen.
>>>
QuickfixPython.cpp(24796) : error C2872: 'INT' : ambiguous symbol
        could be 'C:\Program Files\\Microsoft
SDKs\Windows\v6.0A\include\windef.
h(172) : int INT'
        or       'c:\quickfix-win\quickfix\src\c++\FieldTypes.h(509) :
FIX::INT'
>>>
>>>
QuickfixPython.cpp(24199) : error C2872: 'CHAR' : ambiguous symbol
        could be 'C:\Program Files\\Microsoft
SDKs\Windows\v6.0A\include\winnt.h
(276) : char CHAR'
        or       'c:\quickfix-win\quickfix\src\c++\FieldTypes.h(507) :
FIX::CHAR
<<<
etc.

I haven't investigated this futher and haven't used SWIG before and hope
that it is perhaps a simple solution to this.


I tested using:
- the ordinary distutils way
- using CodeBlock
- using Visual Studio (I really sucks when it comes to setup this kind of
things).

I also have cygwin(I also downloaded the unix source) and MinGW installed.

Is there a simple solution to this problem? Perhaps just generating a new
wrapper using SWIG on windows?
-- 
Fredrik Kant

-- 
Fredrik Kant

Kant Consulting AB
Mobile: +46 70 787 06 01
www.kantconsulting.se

[Quickfix-developers] CME iLink 2.0 and QuickFix

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

Hello there,

I am trying to use a QuickFix based application to connect CME iLink 2.0 for order routing. I am getting some strange behaviors and I would like to know if someone already did it without change QuickFix source code.

Best regards, 
Clebson Derivan
PS: I search on Archive and the post there doesn't help too much.

[Quickfix-developers] RFC-RFI:cmake support

[Claudio B. <roc...@gm...>]

I'm working on cmake build scripts for quickfix on a git repo @ github.
I am using qf for some internal projects where I work and cmake makes
it possible to easily integrate with our build scripts.
Is there interest in this feature around here? If so, I'll try to keep
the diffs between my branch and the official one minimal and will
submit patches for inclusion in mainline.

Info on cmake: http://www.cmake.org
Cmake is a cross platform build system written in C++. It sports its
own easily readable language tailored for the job, can be easily
customised to do just about anything that needs to be done to build
software, including system checks a-la autotools.

cmake comes with a gazillion of Find scripts out of the box and many
can be added by simply googling around. Most scripts come with BSD
licenses so they can be freely modified and included. Cmake can bring
the autotools goodness to many platforms and can generate project
files for visual studio, eclipse, xcode. It is directly supported by
many ide's including qt creator and kdevelop. It can generate
makefiles for many unix flavors including linux, bsd, aix and hp-ux.
The full list of supported systems is available at the cmake web page.

-- 
Claudio Bantaloukas http://www.rdfm.org/ammuzzu/

[Quickfix-developers] Several questions about quickfix

[Mordechai Y. <Mor...@us...>]

 

 

Hi there,

I'm new with the quickfix stuff and I have several questions regarding
the quickfix library, and I will be more than happy to get answers from
you:

 

I'm planning to develop FIX server that gets FIX request from multiple
clients concurrently. Regarding that,

 

a)      What is the exact meaning of TargetID (i.e. CLIENT1) if I need
to distinguish request from different clients (how can I distiunguish
those request from each other)?

b)      What in general is the meaning of TargetID regarding the server?

c)      How do I add custom fields and custom messages and what is the
exact connection to message cracker object ? 

 

 

 

Regards,

Mordechai Yaakobi 

 

 

 

 


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Re: [Quickfix-developers] executor

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

in the "examples/executor/" folder

http://github.com/quickfix/quickfix/tree/master/examples/executor/csharp/

--
Kenny Stone
Connamara Systems, LLC


On Thu, Jan 28, 2010 at 3:28 PM, Mr G <zip...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> does anyone have a working quickfix executor (exchange simulator) in C#?
>
>
>
> thanks
>
>
>
> ------------------------------------------------------------------------------
> The Planet: dedicated and managed hosting, cloud storage, colocation
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> Choose flexible plans and management services without long-term contracts
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>

Re: [Quickfix-developers] executor

[Mr G <zip...@ya...>]

does anyone have a working quickfix executor (exchange simulator) in C#?
 
thanks


      

[Quickfix-developers] Problem with market datasnapshotfullRefresh

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

Hi all,

	Here we use the FIX 4.4 to sign market data, but we have a problem. In the evening we received a message with all trades executed in the exchange. This message is about 2 megabytes in size, but when it is received by the quickfix memory jumps to more than 2 gigabytes, making the application stop. This occurs because of the high memory usage by quickfix. Is there any way to reduce this increase of memory? What would be the best place where we would have to change the code to solve this stage reached?

Thanks,

Eduardo Jacques
BTG Pactual - IT Front Office BM&F
Praia de Botafogo, 501/5º andar, Botafogo
22250-040 Rio de Janeiro, RJ, Brasil
Telefone +55-21 3262 9617
Fax +55-21 3262 8600
edu...@bt...
www.btgpactual.com



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[Quickfix-developers] PositionReport bundles ?

[Gert V. T. <gv...@go...>]

In ASIC's FIX rules of engagement on short selling reporting (
http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdf),
the following is stated:

"PositionReport messages will be sent in bundles of PositionReports, with
the TotalNumPosReport elements indicating the number of PositionReports
sent. All PositionReports in a bundle are required to be for the same Short
Seller and Submitting Entity parties."

I have managed to create and send one PositionReport message to an acceptor,
but what is meant with 'bundles' in the above context ? is there a way to
add multiple PositionReports to some object which is sent as one message ?
I've searched extensively for 'bundles' in the FIX documentation but without
much luck so far

Is there a generic way to send bundles of any message type?

any help much appreciated,
Gert
SIG

Re: [Quickfix-developers] Re peating Group adding to PositionReport message

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

Add somthing similar to this to your code:
                QuickFix44.PositionReport.SomeGroup grp =
new QuickFix44.PositionReport.SomeGroup();
                grp.setField(new QuickFix.ContraBroker("SGA"));
                posReport.addGroup(grp);

br,
Draupnir


On Wed, Jan 27, 2010 at 23:21, gvanto <gv...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Was wondering if anyone had tips on creating repeating group message in
> relation to short positions for a position report type QuickFix (.Net)
> object:
>
> http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html
>
> [code]
> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>                new PosMaintRptID("TEST_Rpt_ID"),
>                new PosReqResult(2), //no. of position reports
>                new ClearingBusinessDate("20100122"),
>                new Account("SUSQ"),
>                new
> AccountType(AccountType.ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED),
>                new SettlPrice(10.0),
>                new SettlPriceType(SettlPriceType.FINAL),
>                new PriorSettlPrice(10.0)
>                );
> [\code]
>
> I need to now add some position information to this posReport object and I
> believe it has to be done using Groups however not quite sure how to do it
> (what to add to the group, etc) .
>
> Any help would be greatly appreciated,
> gvanto
> --
> View this message in context:
> http://old.nabble.com/Repeating-Group-adding-to-PositionReport-message-tp27334593p27334593.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
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>