quickfix-developers — QuickFIX developers forum

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

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

Ok I think I'm making progress:

QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
                new PosMaintRptID("TEST_Rpt_ID"),
                new PosReqResult(1), //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)
                );

            //posReport.setField(new TotalNumPosReports(1)); //sending only
1 PosReport
            posReport.set(new TotalNumPosReports(1));

            //PARTIES block
            QuickFix44.PositionReport.NoPartyIDs ptyID_grp1 =
                new QuickFix44.PositionReport.NoPartyIDs();
            ptyID_grp1.set(new PartyID("23082467605")); //ABN: 23 082 467
605
            ptyID_grp1.set(new PartyIDSource('9'));
            ptyID_grp1.set(new PartyRole(66)); //
http://btobits.com/fixopaedia/fixdic50/tag_452_PartyRole_.html?version=5.0&q=PartyRole
            ptyID_grp1.set(new NoPartySubIDs(0));
            posReport.addGroup(ptyID_grp1);

            //INSTRUMENT
            posReport.set(new Symbol("BHP.AX"));


Have a quick Question: What is the significance of Component Blocks? For
example the <Instrument> component block - should this necessarily be a
repeating group as well ?  (There doesn't seem to be a Instrument group
class in QuickFix or is there?)

thanks again for help,
Gert


On Thu, Jan 28, 2010 at 11:01 AM, Gert Van Tonder <gv...@go...>wrote:

> Hi Draupnir thanks for the reply.
>
> I can see how to create groups however I am having trouble seeing how the
> structure of the PositionReport relates to position information.
>
> For example, lets say I have just 1 position and we are short 10000 stocks
> of BHP.AX <http://bhp.ax/> - this involves us (SUSQ) and a counterparty
> (lets say commonwealth bank, CBA) and some information *about this
> particular position*.
>
> In the ASIC FIX rules of engagement document
> http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdfon page 20 the message is described. On page 21 it gets to Tag no 453
> (NoPartyIDs tag).
>
> Now I expect to have to create a group after this, only I don't know what
> group to create (I would have expected something like a 'Position' group
> since the information is 'grouped' by position). But the available groups
> (in QuickFix44.PositionReport class) are only:
> NoPartyIDs
> NoPositions
> NoPosAmt
> ...
>
> ------------------------
>
>
> QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
>                 new PosMaintRptID("TEST_Rpt_ID"),
>                 new PosReqResult(1), //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), //why is settlement price required
> here?
>
>                 new SettlPriceType(SettlPriceType.FINAL),
>                 new PriorSettlPrice(10.0)
>                 );
>
>             posReport.setField(new TotalNumPosReports(1)); //sending only 1
> PosReport
>             posReport.setField(new NoPartyIDs(2)); //submitting entity &
> short-seller's details - not sure if this is right?
>
>     // now what to do?
>
> ------------------------------
> -------------
>
> Perhaps I am misunderstanding how positions are grouped and that rather
> each position (short 10000 BHP.AX <http://bhp.ax/> ) maps to only ONE
> PositionReport object ?? (and then these are in turn added to a group?
> however doesn't like from the doco that this is the case).
>
>
> Thanks again for your help, much appreciated.
>
>
> On Thu, Jan 28, 2010 at 10:32 AM, Draupnir Guðmundsson - Libra <
> dra...@li...> wrote:
>
>> 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.
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> The Planet: dedicated and managed hosting, cloud storage, colocation
>>> Stay online with enterprise data centers and the best network in the
>>> business
>>> Choose flexible plans and management services without long-term contracts
>>> Personal 24x7 support from experience hosting pros just a phone call
>>> away.
>>> http://p.sf.net/sfu/theplanet-com
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>

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

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

Hi Draupnir thanks for the reply.

I can see how to create groups however I am having trouble seeing how the
structure of the PositionReport relates to position information.

For example, lets say I have just 1 position and we are short 10000 stocks
of BHP.AX <http://bhp.ax/> - this involves us (SUSQ) and a counterparty
(lets say commonwealth bank, CBA) and some information *about this
particular position*.

In the ASIC FIX rules of engagement document
http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/ShortSellingReporting-RulesOfEngagement.pdf/$file/ShortSellingReporting-RulesOfEngagement.pdfon
page 20 the message is described. On page 21 it gets to Tag no 453
(NoPartyIDs tag).

Now I expect to have to create a group after this, only I don't know what
group to create (I would have expected something like a 'Position' group
since the information is 'grouped' by position). But the available groups
(in QuickFix44.PositionReport class) are only:
NoPartyIDs
NoPositions
NoPosAmt
...

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


QuickFix44.PositionReport posReport = new QuickFix44.PositionReport(
                new PosMaintRptID("TEST_Rpt_ID"),
                new PosReqResult(1), //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), //why is settlement price required
here?

                new SettlPriceType(SettlPriceType.FINAL),
                new PriorSettlPrice(10.0)
                );

            posReport.setField(new TotalNumPosReports(1)); //sending only 1
PosReport
            posReport.setField(new NoPartyIDs(2)); //submitting entity &
short-seller's details - not sure if this is right?

    // now what to do?

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

Perhaps I am misunderstanding how positions are grouped and that rather each
position (short 10000 BHP.AX <http://bhp.ax/> ) maps to only ONE
PositionReport object ?? (and then these are in turn added to a group?
however doesn't like from the doco that this is the case).


Thanks again for your help, much appreciated.


On Thu, Jan 28, 2010 at 10:32 AM, Draupnir Guðmundsson - Libra <
dra...@li...> wrote:

> 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.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> The Planet: dedicated and managed hosting, cloud storage, colocation
>> Stay online with enterprise data centers and the best network in the
>> business
>> Choose flexible plans and management services without long-term contracts
>> Personal 24x7 support from experience hosting pros just a phone call away.
>> http://p.sf.net/sfu/theplanet-com
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>

Re: [Quickfix-developers] PositionReport in QuickFix - please help!

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

>From the documentation:

    // create a market data message
    *FIX42::MarketDataSnapshotFullRefresh message(FIX::Symbol("QF"));*

    // repeating group in the form of MessageName::NoField
    *FIX42::MarketDataSnapshotFullRefresh::NoMDEntries group;
    group.set(FIX::MDEntryType('0'));
    group.set(FIX::MDEntryPx(12.32));
    group.set(FIX::MDEntrySize(100));
    group.set(FIX::OrderID("ORDERID"));
    message.addGroup(group);*

    // no need to create a new group class if we are reusing the fields
    *group.set(FIX::MDEntryType('1'));
    group.set(FIX::MDEntryPx(12.32));
    group.set(FIX::MDEntrySize(100));
    group.set(FIX::OrderID("ORDERID"));
    message.addGroup(group);*

*What's not clear?*

*

Some code might be helpful.
*

--
Kenny Stone
Connamara Systems, LLC


On Wed, Jan 27, 2010 at 5:06 PM, Gert Van Tonder <gv...@go...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> If anyone has successfully created a PositionReport using QuickFix I would
> be very grateful for help on this matter.
>
> I'm having alot of trouble mapping this:
> http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html
>
> to a PositionReport message object in QuickFix 4.4.
>
> I can create the PositionReport object OK, but need to then add position
> information to the message object using groups (this is all I know) only not
> sure exactly how to do it the documentation is not very clear.
>
> Many many thanks for any help,
> Gert
>
>
>
> ------------------------------------------------------------------------------
> The Planet: dedicated and managed hosting, cloud storage, colocation
> Stay online with enterprise data centers and the best network in the
> business
> Choose flexible plans and management services without long-term contracts
> Personal 24x7 support from experience hosting pros just a phone call away.
> http://p.sf.net/sfu/theplanet-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

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

[gvanto <gv...@gm...>]

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.

[Quickfix-developers] PositionReport in QuickFix - please help!

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

If anyone has successfully created a PositionReport using QuickFix I would
be very grateful for help on this matter.

I'm having alot of trouble mapping this:
http://btobits.com/fixopaedia/fixdic50/message_Position_Report_AP_.html

to a PositionReport message object in QuickFix 4.4.

I can create the PositionReport object OK, but need to then add position
information to the message object using groups (this is all I know) only not
sure exactly how to do it the documentation is not very clear.

Many many thanks for any help,
Gert

Re: [Quickfix-developers] Enabling Quick FIX Log (FileLogPath)

[Vipula <vi...@gm...>]

Hi Ned,
It worked. It was the way I had initialized the SocketInitiator. I had been
passing ScreenLogFactory which sent the messages to the console rather than
to the disk log. Thanks for directing me to the right direction.

Many Thanks
Vipula

2010/1/26 <Ned...@ao...>

>  Hey Vipula,
>
>     I don't know if I can be of much help, but I did look at an application
> from a couple of years ago. In it there was an include for a filelog and
> some code which instantiates a logging method; however I don't know if this
> is in regard to the QuickFix logging or if I needed it to do my own logging.
> Sorry I just can't remember.
>
> Regardless I've included a couple of lines of code below and also attached
> the particular source file where these lines of code were pasted from.
>
>     I hope this helps.
>
> Good luck
>
> Ned
>
> #include "QuickFix/FileLog.h"
>
> BOOL CTestDlg::DoConnect()
> {
>  // Make a connection
>
>  try
>    {
>       std::string config = RegistryGetString(m_regsection,"Configpath");
>     m_application.m_testdlg = this;
>
>     FIX::SessionSettings settings( config );
>     FIX::FileStoreFactory storeFactory( settings );
>     FIX::FileLogFactory logFactory( settings );
>
>     m_initiator = new FIX::SocketInitiator( m_application,
>     storeFactory, settings, logFactory );
>
>     // set timer to poll connection
>     SetTimer(TIMER_ID_POLL_CONNECTION, 500, NULL);
>
>    }
>  catch ( std::exception & e )
>    {
>     CString errormsg = e.what();
>     LogErrText(&errormsg);
>     m_connected = FALSE;
>     BrokenChain();
>     return FALSE;
>    }
>
>  m_connected = TRUE;
>  WholeChain();
>  return TRUE;
> }
>
>  In a message dated 1/25/2010 12:12:22 P.M. Eastern Standard Time,
> vi...@gm... writes:
>
> Hi Ned,
> There is a sample config file on the quick fix site but couldn't locate any
> in the samples folder.
>
> Thanks
> Vipula
>
> 2010/1/25 <ned...@ao...>
>
>> Hello Vipula,
>>
>>      It's been a while, I can't remember but you may want to look at the
>> configuration files from the sample applications that come with the download
>> from the website.
>>
>> http://www.quickfixengine.org/quickfix/doc/html/examples.html
>>
>>      Hope this helps.
>>
>> Good luck
>>
>> Ned
>>
>>
>>
>>
>>
>>
>>   -----Original Message-----
>> From: Vipula <vi...@gm...>
>> To: qui...@li... <
>> qui...@li...>
>> Sent: Mon, Jan 25, 2010 6:34 am
>> Subject: [Quickfix-developers] Enabling Quick FIX Log (FileLogPath)
>>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi,
>> My apologies if this was asked before in the forum but I couldn't find it
>> when searched.
>>
>> I have specified a valid directory with write access in the config file
>> but the FIX client doesn't generate any logs. Do I need to explicitly enable
>> logging ?
>>
>>
>> [DEFAULT]
>> ConnectionType=initiator
>> ReconnectInterval=10
>> HeartBtInt=10
>> FileStorePath=C:\QFIX\filestorepath
>> StartTime=00:00:01
>> EndTime=23:00:00
>> ResetOnLogon=N
>> UseDataDictionary=N
>> SocketConnectHost=server
>> SocketConnectPort=8080
>> #ReconnectInterval=10
>> *FileLogPath=C:\QFIX\FileLogPath*
>>
>> [SESSION]
>> BeginString=FIX.4.2
>> SenderCompID=VII
>> TargetCompID=VIA
>> DataDictionary=C:\QFIX\filestorepath\FIX.4.2.xml
>>
>>
>> Many Thanks.
>> Vipula
>>
>>
>> ------------------------------------------------------------------------------
>> Throughout its 18-year history, RSA Conference consistently attracts the
>> world's best and brightest in the field, creating opportunities for Conference
>> attendees to learn about information security's most important issues through
>> interactions with peers, luminaries and emerging and established companies.http://p.sf.net/sfu/rsaconf-dev2dev
>>
>> _______________________________________________
>> Quickfix-developers mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>

Re: [Quickfix-developers] Unable to send Market Data Request to FIX server

[choudhry a. <ch...@gm...>]

Thanks for your reply Hei, actually the issue which i am facing is that when
I initiate a connection to a FIX server.
After login success when send Market Data Request in response to the Market
Data Request the 'fromAPP' should get invoked, but in my case 'fromAPP' is
not getting invoked instead 'toAPP' callback is getting invoked. may be i am
not filling or changing the tags properly or some else issue. If you can
have a look at my qfixlogs given below and suggest me that what exactly is
causing the problem?


I have read through the  documentation but i cant find out that wether the
tags i filled are correct? My code and config for filling the market data
request is also given can you please take a look at it as well.



Here is my QuickFIX event log.

20100124-17:40:16 : Created session
20100124-17:40:16 : Connecting to 127.0.0.1 on port 9000
20100124-17:40:17 : Disconnecting
20100124-17:40:37 : Connecting to 127.0.0.1 on port 9000
20100124-17:40:38 : Disconnecting
20100124-17:41:37 : Created session
20100124-17:41:37 : Connecting to 127.0.0.1 on port 9000
20100124-17:41:37 : Initiated logon request
20100124-17:41:39 : Received logon response
20100124-17:41:44 : Message 2 Rejected: Tag appears more than once:269
20100124-17:41:51 : Sent test request TEST
20100124-17:42:05 : Message 5 Rejected: Unsupported Message Type
20100124-17:42:25 : Initiated logout request
20100124-17:42:25 : Received logout response
20100124-17:42:25 : Disconnecting

My Message log is as follows

MY qfix logs are as follows:

8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124
8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124-

17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026
8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider


withdrawing customer from a shared stream.10=072
8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag
appears more than once371=269372=X373=1310=064
8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002
8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065
8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238
8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124-

17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023
8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting


to start a stream from a provider (BANK1)

which is already streaming for GBP.USD10=125
8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported
Message Type372=Y380=310=200
8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033
8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237
8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035
8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245
8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041



On Mon, Jan 25, 2010 at 6:28 AM, Hei Chan <str...@ya...> wrote:

>  Check the event log generated by QuickFIX.
> If you don't see any problem, you should contact the market data provider
> since it is provider specific (most the time).
>
>  ------------------------------
> *From:* "ch...@gm..." <ch...@gm...>
> *To:* qui...@li...
> *Sent:* Sun, January 24, 2010 9:50:08 AM
> *Subject:* [Quickfix-developers] Unable to send Market Data Request to FIX
> server
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> Hi am trying send MarketDataRequest to fix server, But i am unable get the
> desired reponse from FIX.
>
> Can any one guide me whats the issue.
>
> Thanks,
> Asad
>
>
> Given below is my code for market data request.
>
> void Application::queryMarketDataRequest()
> {
>   //int version = queryVersion();
>   std::cout << "\nMarketDataRequest\n";
>
>
>     FIX::Message message;
>     message = queryMarketDataRequest44();
>
>     message.getHeader().setField(35, "V");
>     message.getHeader().setField(265, "0");
>     message.getHeader().setField(1, "ACCT1@TW");
>     //message.getHeader().setField(267, "2");
>     message.getHeader().setField(146, "1");
>     message.getHeader().setField(55, "GBP/USD");
>     message.getHeader().setField(38, "10000");
>     message.getHeader().setField(15, "USD");//?????
>     message.getHeader().setField(453, "1");
>
>     message.getHeader().setField(448, "BANK1");
>
>     message.getHeader().setField(108, "10");
>
>
>
>
>   FIX::Session::sendToTarget( message,"FIXMDR" );
> }
>
>
> FIX44::MarketDataRequest Application::queryMarketDataRequest44()
> {
>
>
>   FIX::MDReqID mdReqID( "MARKETDATAID" );
>   FIX::SubscriptionRequestType subType(
> FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
>   FIX::MarketDepth marketDepth( 1 );
>
>   FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
>   FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
>   //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER );
>     FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
>     marketDataEntryGroup.set( mdEntryType );
>     message.addGroup( marketDataEntryGroup );
>
>
>     FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
>     marketDataEntryGroup.set( mdEntryType1 );
>     message.addGroup( marketDataEntryGroup );
>
>
>     message.getHeader().setField(FIX::SenderCompID("TW"));
>     message.getHeader().setField(FIX::TargetCompID("ISLD"));
>     message.getHeader().setField(FIX::TargetSubID("qfstream"));
>     message.getHeader().setField(FIX::SenderSubID("user3"));
>
>
>   std::cout << message.toString() << std::endl;
>
>   return message;
> }
>
> MY qfix logs are as follows:
>
>
> 8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124
>
> 8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076
> 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124-
>
>
> 17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026
> 8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider
>
>
> withdrawing customer from a shared stream.10=072
>
> 8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag
> appears more than once371=269372=X373=1310=064
>
> 8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002
> 8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065
> 8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238
> 8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040
> 8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124-
>
>
> 17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023
> 8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting
>
>
> to start a stream from a provider (BANK1)
>
> which is already streaming for GBP.USD10=125
>
> 8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported
> Message Type372=Y380=310=200
> 8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033
> 8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237
> 8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035
> 8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245
> 8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041
>
>
>
> Here is the config file:
>
>
> # default settings for sessions
> [DEFAULT]
> ConnectionType=initiator
> ReconnectInterval=20
> LogonTimeout=30
> StartTime=00:00:00
> EndTime=23:00:00
> HeartBtInt=10
> #SocketConnectHost=localhost
> SocketConnectHost=127.0.0.1
> SocketConnectPort=9000
> FileLogPath=c:\qfixlogs\
> FileStorePath=c:\qfixstore\
> [SESSION]
> BeginString=FIX.4.4
> TargetCompID=ISLD
> SessionQualifier=FIXMDR
> TargetSubID=qfstream
> SenderCompID=TW
> SenderSubID=user3
> RawData=1234567
> HeartBtInt=10
> FileLogPath=c:\qfixlogs\
> FileStorePath=c:\qfixstore\
> UseDataDictionary=N
> DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml
>
>
> --
> View this message in context:
> http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com<http://nabble.com/>
> .
>
>
>
> ------------------------------------------------------------------------------
> Throughout its 18-year history, RSA Conference consistently attracts the
> world's best and brightest in the field, creating opportunities for
> Conference
> attendees to learn about information security's most important issues
> through
> interactions with peers, luminaries and emerging and established companies.
> http://p.sf.net/sfu/rsaconf-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

Re: [Quickfix-developers] Enabling Quick FIX Log (FileLogPath)

[Aleksey C. <ale...@gm...>]

Vipula,

Setting the file log path should enable logging, exactly as you did.
Remember that in the case QuickFIX won't be able to estabilish a TCP
connection with any of the peers provided, the issue will be reported
on the event log but the message log will still remain empty. You may
recheck your directory permissions and if QuickFIX is not throwing
some ConfigError describing any file-open problems.

Cheers,

Alek

2010/1/25 Vipula <vi...@gm...>
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
> My apologies if this was asked before in the forum but I couldn't find it when searched.
>
> I have specified a valid directory with write access in the config file but the FIX client doesn't generate any logs. Do I need to explicitly enable logging ?
>
>
> [DEFAULT]
> ConnectionType=initiator
> ReconnectInterval=10
> HeartBtInt=10
> FileStorePath=C:\QFIX\filestorepath
> StartTime=00:00:01
> EndTime=23:00:00
> ResetOnLogon=N
> UseDataDictionary=N
> SocketConnectHost=server
> SocketConnectPort=8080
> #ReconnectInterval=10
> FileLogPath=C:\QFIX\FileLogPath
>
> [SESSION]
> BeginString=FIX.4.2
> SenderCompID=VII
> TargetCompID=VIA
> DataDictionary=C:\QFIX\filestorepath\FIX.4.2.xml
>
>
> Many Thanks.
> Vipula
>
>
>
> ------------------------------------------------------------------------------
> Throughout its 18-year history, RSA Conference consistently attracts the
> world's best and brightest in the field, creating opportunities for Conference
> attendees to learn about information security's most important issues through
> interactions with peers, luminaries and emerging and established companies.
> http://p.sf.net/sfu/rsaconf-dev2dev
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] error while executing bootstrap command

[Aniruddha N <ani...@tc...>]

hi

I have ubuntu installed on my system. on which I have downloaded .gz on to
it and tried extracting the folder. Then while executing ./bootstrap
command I am getting error. Has anyone faced this issue before and can help
me?...

The script invokes aclocal script on line 6 but there is no such file as
seen upon extraction.


-Aniruddha.

=====-----=====-----=====
Notice: The information contained in this e-mail
message and/or attachments to it may contain 
confidential or privileged information. If you are 
not the intended recipient, any dissemination, use, 
review, distribution, printing or copying of the 
information contained in this e-mail message 
and/or attachments to it are strictly prohibited. If 
you have received this communication in error, 
please notify us by reply e-mail or telephone and 
immediately and permanently delete the message 
and any attachments. Thank you

[Quickfix-developers] Enabling Quick FIX Log (FileLogPath)

[Vipula <vi...@gm...>]

Hi,
My apologies if this was asked before in the forum but I couldn't find it
when searched.

I have specified a valid directory with write access in the config file but
the FIX client doesn't generate any logs. Do I need to explicitly enable
logging ?


[DEFAULT]
ConnectionType=initiator
ReconnectInterval=10
HeartBtInt=10
FileStorePath=C:\QFIX\filestorepath
StartTime=00:00:01
EndTime=23:00:00
ResetOnLogon=N
UseDataDictionary=N
SocketConnectHost=server
SocketConnectPort=8080
#ReconnectInterval=10
*FileLogPath=C:\QFIX\FileLogPath*

[SESSION]
BeginString=FIX.4.2
SenderCompID=VII
TargetCompID=VIA
DataDictionary=C:\QFIX\filestorepath\FIX.4.2.xml


Many Thanks.
Vipula

Re: [Quickfix-developers] Unable to send Market Data Request to FIX server

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

Check the event log generated by QuickFIX.
If you don't see any problem, you should contact the market data provider since it is provider specific (most the time).



________________________________
From: "ch...@gm..." <ch...@gm...>
To: qui...@li...
Sent: Sun, January 24, 2010 9:50:08 AM
Subject: [Quickfix-developers] Unable to send Market Data Request to FIX server

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


Hi,

Hi am trying send MarketDataRequest to fix server, But i am unable get the
desired reponse from FIX.

Can any one guide me whats the issue.

Thanks,
Asad


Given below is my code for market data request.

void Application::queryMarketDataRequest()
{
  //int version = queryVersion();
  std::cout << "\nMarketDataRequest\n";


    FIX::Message message;
    message = queryMarketDataRequest44();

    message.getHeader().setField(35, "V");
    message.getHeader().setField(265, "0");
    message.getHeader().setField(1, "ACCT1@TW");
    //message.getHeader().setField(267, "2");
    message.getHeader().setField(146, "1");
    message.getHeader().setField(55, "GBP/USD");
    message.getHeader().setField(38, "10000");
    message.getHeader().setField(15, "USD");//?????
    message.getHeader().setField(453, "1");

    message.getHeader().setField(448, "BANK1");

    message.getHeader().setField(108, "10");




  FIX::Session::sendToTarget( message,"FIXMDR" );
}


FIX44::MarketDataRequest Application::queryMarketDataRequest44()
{

    
  FIX::MDReqID mdReqID( "MARKETDATAID" );
  FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
  FIX::MarketDepth marketDepth( 1 );

  FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
  FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
  //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER );
    FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
    marketDataEntryGroup.set( mdEntryType );
    message.addGroup( marketDataEntryGroup );

  
    FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
    marketDataEntryGroup.set( mdEntryType1 );
    message.addGroup( marketDataEntryGroup );


    message.getHeader().setField(FIX::SenderCompID("TW"));
    message.getHeader().setField(FIX::TargetCompID("ISLD"));
    message.getHeader().setField(FIX::TargetSubID("qfstream"));
    message.getHeader().setField(FIX::SenderSubID("user3"));


  std::cout << message.toString() << std::endl;

  return message;
}

MY qfix logs are as follows:

8=FIX.4.49=8835=A34=149=TW50=user352=20100124-17:41:37.69756=ISLD96=12345678998=0108=1010=124
8=FIX.4.49=7235=A49=ISLD56=TW34=152=20100124-17:41:3557=user3108=1098=010=076
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=238=1000049=TW50=user352=20100124-

17:41:44.22855=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=026
8=FIX.4.49=17235=X49=ISLD56=TW34=252=20100124-17:41:40115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider 

withdrawing customer from a shared stream.10=072
8=FIX.4.49=13035=334=349=TW50=user352=20100124-17:41:44.86756=ISLD128=BANK145=258=Tag
appears more than once371=269372=X373=1310=064
8=FIX.4.49=7335=134=449=TW50=user352=20100124-17:41:51.67556=ISLD112=TEST10=002
8=FIX.4.49=6935=049=ISLD56=TW34=352=20100124-17:41:4757=user3112=TEST10=065
8=FIX.4.49=6435=034=549=TW50=user352=20100124-17:42:01.67756=ISLD10=238
8=FIX.4.49=6035=049=ISLD56=TW34=452=20100124-17:41:5757=user310=040
8=FIX.4.49=20135=V1=ACCT1@TW15=USD34=638=1000049=TW50=user352=20100124-

17:42:05.01655=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=023
8=FIX.4.49=17335=Y49=ISLD56=TW34=552=20100124-17:42:0157=user3262=MARKETDATAID58=:Requesting
to start a stream from a provider (BANK1) 

which is already streaming for GBP.USD10=125
8=FIX.4.49=10035=j34=749=TW52=20100124-17:42:05.42056=ISLD45=558=Unsupported
Message Type372=Y380=310=200
8=FIX.4.49=6035=049=ISLD56=TW34=652=20100124-17:42:1157=user310=033
8=FIX.4.49=6435=034=849=TW50=user352=20100124-17:42:15.41656=ISLD10=237
8=FIX.4.49=6035=049=ISLD56=TW34=752=20100124-17:42:2157=user310=035
8=FIX.4.49=6435=534=949=TW50=user352=20100124-17:42:25.41756=ISLD10=245
8=FIX.4.49=6035=549=ISLD56=TW34=852=20100124-17:42:2157=user310=041


Here is the config file:


# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
LogonTimeout=30
StartTime=00:00:00
EndTime=23:00:00
HeartBtInt=10
#SocketConnectHost=localhost
SocketConnectHost=127.0.0.1
SocketConnectPort=9000
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
[SESSION]
BeginString=FIX.4.4
TargetCompID=ISLD
SessionQualifier=FIXMDR
TargetSubID=qfstream
SenderCompID=TW
SenderSubID=user3
RawData=1234567
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
UseDataDictionary=N
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml


-- 
View this message in context: http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


------------------------------------------------------------------------------
Throughout its 18-year history, RSA Conference consistently attracts the
world's best and brightest in the field, creating opportunities for Conference
attendees to learn about information security's most important issues through
interactions with peers, luminaries and emerging and established companies.
http://p.sf.net/sfu/rsaconf-dev2dev
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers



      

[Quickfix-developers] Unable to send Market Data Request to FIX server

[<ch...@gm...>]

Hi,

Hi am trying send MarketDataRequest to fix server, But i am unable get the
desired reponse from FIX.

Can any one guide me whats the issue.

Thanks,
Asad


Given below is my code for market data request.

void Application::queryMarketDataRequest()
{
  //int version = queryVersion();
  std::cout << "\nMarketDataRequest\n";
 

	FIX::Message message;
	message = queryMarketDataRequest44();

	message.getHeader().setField(35, "V");
	message.getHeader().setField(265, "0");
	message.getHeader().setField(1, "ACCT1@TW");
	//message.getHeader().setField(267, "2");
	message.getHeader().setField(146, "1");
	message.getHeader().setField(55, "GBP/USD");
	message.getHeader().setField(38, "10000");
	message.getHeader().setField(15, "USD");//?????
	message.getHeader().setField(453, "1");

	message.getHeader().setField(448, "BANK1");

	message.getHeader().setField(108, "10");




  FIX::Session::sendToTarget( message,"FIXMDR" );
}


FIX44::MarketDataRequest Application::queryMarketDataRequest44()
{

	
  FIX::MDReqID mdReqID( "MARKETDATAID" );
  FIX::SubscriptionRequestType subType(
FIX::SubscriptionRequestType_SNAPSHOT_PLUS_UPDATES );
  FIX::MarketDepth marketDepth( 1 );

  FIX44::MarketDataRequest::NoMDEntryTypes marketDataEntryGroup;
  FIX::MDEntryType mdEntryType( FIX::MDEntryType_BID );
  //FIX::MDEntryType mdEntryType( FIX::MDEntryType_OFFER );
	FIX44::MarketDataRequest message( mdReqID, subType, marketDepth );
	marketDataEntryGroup.set( mdEntryType );
	message.addGroup( marketDataEntryGroup );

  
	FIX::MDEntryType mdEntryType1( FIX::MDEntryType_OFFER );
	marketDataEntryGroup.set( mdEntryType1 );
	message.addGroup( marketDataEntryGroup );


	message.getHeader().setField(FIX::SenderCompID("TW"));
	message.getHeader().setField(FIX::TargetCompID("ISLD"));
	message.getHeader().setField(FIX::TargetSubID("qfstream"));
	message.getHeader().setField(FIX::SenderSubID("user3"));


  std::cout << message.toString() << std::endl;

  return message;
}

MY qfix logs are as follows:

8=FIX.4.4
9=88
35=A
34=1
49=TW
50=user3
52=20100124-17:41:37.697
56=ISLD
96=123456789
98=0
108=10
10=124

8=FIX.4.4
9=72
35=A
49=ISLD
56=TW
34=1
52=20100124-17:41:35
57=user3
108=10
98=0
10=076

8=FIX.4.4
9=201
35=V
1=ACCT1@TW
15=USD
34=2
38=10000
49=TW
50=user3
52=20100124-

17:41:44.228
55=GBP/USD
56=ISLD
57=qfstream
108=10
146=1
265=0
448=BANK1
453=1
262=MARKETDATAID
263=1
264=1
267=2
269=0
269=1
10=026

8=FIX.4.4
9=172
35=X
49=ISLD
56=TW
34=2
52=20100124-17:41:40
115=BANK1
57=user3
262=MARKETDATAID
268=2
279=2
269=0
279=2
269=1
58=Provider 

withdrawing customer from a shared stream.
10=072

8=FIX.4.4
9=130
35=3
34=3
49=TW
50=user3
52=20100124-17:41:44.867
56=ISLD
128=BANK1
45=2
58=Tag
appears more than once
371=269
372=X
373=13
10=064

8=FIX.4.4
9=73
35=1
34=4
49=TW
50=user3
52=20100124-17:41:51.675
56=ISLD
112=TEST
10=002

8=FIX.4.4
9=69
35=0
49=ISLD
56=TW
34=3
52=20100124-17:41:47
57=user3
112=TEST
10=065

8=FIX.4.4
9=64
35=0
34=5
49=TW
50=user3
52=20100124-17:42:01.677
56=ISLD
10=238

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=4
52=20100124-17:41:57
57=user3
10=040

8=FIX.4.4
9=201
35=V
1=ACCT1@TW
15=USD
34=6
38=10000
49=TW
50=user3
52=20100124-

17:42:05.016
55=GBP/USD
56=ISLD
57=qfstream
108=10
146=1
265=0
448=BANK1
453=1
262=MARKETDATAID
263=1
264=1
267=2
269=0
269=1
10=023

8=FIX.4.4
9=173
35=Y
49=ISLD
56=TW
34=5
52=20100124-17:42:01
57=user3
262=MARKETDATAID
58=:Requesting
to start a stream from a provider (BANK1) 

which is already streaming for GBP.USD
10=125

8=FIX.4.4
9=100
35=j
34=7
49=TW
52=20100124-17:42:05.420
56=ISLD
45=5
58=Unsupported
Message Type
372=Y
380=3
10=200

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=6
52=20100124-17:42:11
57=user3
10=033

8=FIX.4.4
9=64
35=0
34=8
49=TW
50=user3
52=20100124-17:42:15.416
56=ISLD
10=237

8=FIX.4.4
9=60
35=0
49=ISLD
56=TW
34=7
52=20100124-17:42:21
57=user3
10=035

8=FIX.4.4
9=64
35=5
34=9
49=TW
50=user3
52=20100124-17:42:25.417
56=ISLD
10=245

8=FIX.4.4
9=60
35=5
49=ISLD
56=TW
34=8
52=20100124-17:42:21
57=user3
10=041



Here is the config file:


# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
LogonTimeout=30
StartTime=00:00:00
EndTime=23:00:00
HeartBtInt=10
#SocketConnectHost=localhost
SocketConnectHost=127.0.0.1
SocketConnectPort=9000
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
[SESSION]
BeginString=FIX.4.4
TargetCompID=ISLD
SessionQualifier=FIXMDR
TargetSubID=qfstream
SenderCompID=TW
SenderSubID=user3
RawData=1234567
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
UseDataDictionary=N
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml


-- 
View this message in context: http://old.nabble.com/Unable-to-send-Market-Data-Request-to-FIX-server-tp27297363p27297363.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] QuickFix Logging Enquiry

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

I don't believe that the file logger that comes with quickfix does this.

You can make your own file logging class to behave how you want -
just inherit from the abstract base class "Log" and pass it to the
application's constructor.  You could write an adapter for something like
log4cxx pretty easily or modify the QuickFIX file logger to do what you
want.

--
Kenny Stone
Connamara Systems, LLC


On Sat, Jan 23, 2010 at 10:01 AM, Nigil Chua <nig...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All,
>
> I am new to QuickFix and I am just wondering how big can the messages.log
> and event.log goes?
> Currently I am storing them in text format via the .cfg file.
>
> 1. Does it just append the log regardless of its size?
> 2. Is there a way to configure the QuickFix Logging say like per day basic
> (Logging By Day) rather than the whole trunk of Fix Message in one file cos
> I am having issues trying to find
> the actual FIX message?
> 3. How do I capture all those FIX messages?, apparently QuickFix only
> capture those message that is listed in the FIX42.xml, is there a way to get
> the raw data for incoming fix message?
>
> eg.  messages.22.01.2010.log
>
>
> Best Regards,
> LaVey
>
> ------------------------------
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> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] QuickFix Logging Enquiry

[Nigil C. <nig...@ya...>]

Hi All, 

I am new to QuickFix and I am just wondering how big can the messages.log and event.log goes? 
Currently I am storing them in text format via the .cfg file. 


1. Does it just append the log regardless of its size? 
2. Is there a way to configure the QuickFix Logging say like per day basic (Logging By Day) rather than the whole trunk of Fix Message in one file cos I am having issues trying to find 
the actual FIX message?   
3. How do I capture all those FIX messages?, apparently QuickFix only capture those message that is listed in the FIX42.xml, is there a way to get the raw data for incoming fix message?

eg.  messages.22.01.2010.log 


Best Regards, 
LaVey 



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[Quickfix-developers] Event Log File

[<ma...@at...>]

I have a quickfix session that does only price feeds. I don't want to use log file because it will get very big very quickly. I do want to get the event log file for this session. 
Is there a way to have Quickfix create only event log file without saving messages file. 

Re: [Quickfix-developers] Issues trying to parse an outgoing logon message in ruby-based implementation of an initiator

[Al <bro...@gm...>]

To follow up, I'm wondering if the make warnings are related to this
issue I'm facing.

g++ -I. -I. -I/usr/lib64/ruby/1.8/x86_64-linux -I. -I../../include
-fPIC -fmessage-length=0 -O2 -Wall -D_FORTIFY_SOURCE=2
-fstack-protector -funwind-tables -fasynchronous-unwind-tables -g -g
-fno-strict-aliasing  -fPIC   -g -c QuickfixRuby.cpp
In file included from QuickfixRuby.cpp:3588:
QuickfixRuby.h:14: warning: declaration ‘class Swig::Director’ does
not declare anything
QuickfixRuby.cpp: In function ‘VALUE _wrap_new_FieldMap(int, VALUE*, VALUE)’:
QuickfixRuby.cpp:12186: warning: ‘argv[0]’ may be used uninitialized
in this function
QuickfixRuby.cpp: In function ‘VALUE _wrap_new_ResetSeqNumFlag(int,
VALUE*, VALUE)’:
QuickfixRuby.cpp:30796: warning: ‘argv[0]’ may be used uninitialized
in this function
QuickfixRuby.cpp: In function ‘VALUE _wrap_new_IOINaturalFlag(int,
VALUE*, VALUE)’:

and the warnings continue on for over 1800 lines at the fail: label of
each SWIG wrapper in QuickfixRuby.cpp.


Thanks in advance to anyone who can help,



-Al


On Wed, Jan 13, 2010 at 11:12 AM, Al <bro...@gm...> wrote:
> Hi.
>
> I'm having issues with a ruby implementation of an Initiator.  I'm
> required to attach the password in tag 554 to be embedded into the FIX
> login message for 35=A.  Using "password" in the cfg file does not
> work.  (It’s in the FIx4.4 spec but not in the Fix4.2 spec, which is
> what I’m supposed to use.)
>
> So, I added some code in my toAdmin method  to embed the password into
> the message.  For some reason, I get an “undefined method” error right
> where I need to parse the message.  It seems that whatever is getting
> passed through the method toAdmin into the message parameter isn’t
> actually the type of object I’m expecting.  But my little debug line
> suggests that it is.  (I tried to use Marshal to take a better peak
> into message, but got a "no marshal_dump is defined for class
> Quickfix::SessionID" error.)
>
>    def toAdmin(sessionID, message)
>      puts "toAdmin: #{message.to_s}\n"  # debug:  Displays “toAdmin:
> FIX.4.2:GBR->LIME”
>
>      beginString = Quickfix::BeginString.new
>      msgType = Quickfix::MsgType.new
>      message.getHeader().getField( beginString )  # Error: undefined
> method `getHeader'
>      message.getHeader().getField( msgType )
>
>      if msgType.getValue() == "A"
>        add_logon_field(message);
>      end
>
>    rescue Exception => e
>    print "Error: #{$!}\n"
>    print e.backtrace
>    end
>
>
> Output:
>
>  <20100113-17:03:21, FIX.4.2:GBR->LIME, event>
>    (Created session)
>  <20100113-17:03:21, FIX.4.2:GBR->LIME, event>
>    (Connecting to xx.xxx.xxx.xxx on port 9650)
>  toAdmin: FIX.4.2:GBR->LIME
>  Error: undefined method `getHeader' for FIX.4.2:GBR->LIME:Quickfix::SessionID
>  lime.rb:31:in `toAdmin'../lib/ruby/quickfix_ruby.rb:6:in
> `block'../lib/ruby/quickfix_ruby.rb:6:in
> `start'../lib/ruby/quickfix_ruby.rb:6:in
> `initialize'../lib/ruby/quickfix_ruby.rb:6:in
> `new'../lib/ruby/quickfix_ruby.rb:6:in
> `start'lime.rb:116<20100113-17:03:22, FIX.4.2:GBR->LIME, outgoing>
>    (8=FIX.4.29=6635=A34=4949=GBR52=20100113-17:03:22.00256=LIME98=0108=3010=253)
>  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
>    (Initiated logon request)
>  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
>    (Socket Error: Connection reset by peer.)
>  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
>    (Disconnecting)
>
>
>
> I appreciate any help/suggestions.
>
>
> Best,
>
>
> -Al
>

[Quickfix-developers] Issues trying to parse an outgoing logon message in ruby-based implementation of an initiator

[Al <bro...@gm...>]

Hi.

I'm having issues with a ruby implementation of an Initiator.  I'm
required to attach the password in tag 554 to be embedded into the FIX
login message for 35=A.  Using "password" in the cfg file does not
work.  (It’s in the FIx4.4 spec but not in the Fix4.2 spec, which is
what I’m supposed to use.)

So, I added some code in my toAdmin method  to embed the password into
the message.  For some reason, I get an “undefined method” error right
where I need to parse the message.  It seems that whatever is getting
passed through the method toAdmin into the message parameter isn’t
actually the type of object I’m expecting.  But my little debug line
suggests that it is.  (I tried to use Marshal to take a better peak
into message, but got a "no marshal_dump is defined for class
Quickfix::SessionID" error.)

   def toAdmin(sessionID, message)
     puts "toAdmin: #{message.to_s}\n"  # debug:  Displays “toAdmin:
FIX.4.2:GBR->LIME”

     beginString = Quickfix::BeginString.new
     msgType = Quickfix::MsgType.new
     message.getHeader().getField( beginString )  # Error: undefined
method `getHeader'
     message.getHeader().getField( msgType )

     if msgType.getValue() == "A"
       add_logon_field(message);
     end

   rescue Exception => e
    print "Error: #{$!}\n"
    print e.backtrace
   end


Output:

  <20100113-17:03:21, FIX.4.2:GBR->LIME, event>
    (Created session)
  <20100113-17:03:21, FIX.4.2:GBR->LIME, event>
    (Connecting to xx.xxx.xxx.xxx on port 9650)
  toAdmin: FIX.4.2:GBR->LIME
  Error: undefined method `getHeader' for FIX.4.2:GBR->LIME:Quickfix::SessionID
  lime.rb:31:in `toAdmin'../lib/ruby/quickfix_ruby.rb:6:in
`block'../lib/ruby/quickfix_ruby.rb:6:in
`start'../lib/ruby/quickfix_ruby.rb:6:in
`initialize'../lib/ruby/quickfix_ruby.rb:6:in
`new'../lib/ruby/quickfix_ruby.rb:6:in
`start'lime.rb:116<20100113-17:03:22, FIX.4.2:GBR->LIME, outgoing>
    (8=FIX.4.29=6635=A34=4949=GBR52=20100113-17:03:22.00256=LIME98=0108=3010=253)
  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
    (Initiated logon request)
  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
    (Socket Error: Connection reset by peer.)
  <20100113-17:03:22, FIX.4.2:GBR->LIME, event>
    (Disconnecting)



I appreciate any help/suggestions.


Best,


-Al

Re: [Quickfix-developers] SendToTarget...

[Igor S. <se...@tb...>]

Hi,

It might seem like a late follow-up question on this, but let me try 
anyway -- how do you handle such "undelivered FIX messages"?

There should be a business object representing order or similar entry 
that corresponds to the undelivered FIX message the resending was 
prohibited for, hence, it seems like one would have tried to update that 
order somehow (e.g. close it) to reflect its new status.

The problem comes when the other side *did* receive that particular FIX 
message which is anyway asked for retransmission, e.g. because another 
message with lower number is missed.

Scenario:
- client logs in (logon from server is also received)
- server sees gap, and requests for resend of message in range [N..0]
- client sends NewOrderSingle with seqnum N+m -- there is no way for 
client to know that FIX resync is taking place there actually
- server receives &queues NewOrderSingle with seqnum N+m since it is 
performing sync
- client realizes that the NewOrderSingle with seqnum N+m was asked for 
resending... and prohibits its resend using the code snippet below
- client updates internal business object (e.g. closes the order)
- client receives execution report on that NewOrderSingle

Here comes the question: what would be the best handling of that 
situation at client side?

As it is seen in the scenario above FIX client has no true knowledge if 
a particular FIX message was received by other side or not when this FIX 
message is being resent.
So, the decision to update the corresponding business object can't be 
made at this point -- client might end up with closed order which 
receives an execution report (e.g. with trade) from venue later on.

It seems like the only action client can made in addition to suppressed 
resend of NewOrderSingle (here I mean only this type of messages) is to 
issue OrderCancelRequest on it and keep internal business object intact, 
and update the actual business object either on successful ACK from 
venue about deletion (with possibly other execution reports prior to 
that) _or_ on order cancel reject stating failed deletion.

Any advice would be greatly appreciated.

Thanks in advance,
Igor



On 6/9/2009 8:50 PM, Brian Erst wrote:
> John -
>
> As I understand SendToTarget, it's going to increment the outbound 
> sequence number being used by QuickFix, regardless of whether the 
> message actually got sent. So when you reconnect, the login will be 
> using a higher sequence number, which will cause a "sequence-resend" 
> scenario.
>
> Example: You are at seq #12 when you drop your network connection. Two 
> new orders get sent to SendToTarget while you are still down, 
> incrementing the seq # to 14. QuickFIX reestablishes the connection by 
> relogging in, using seq #15. Your counterparty was expecting #13, so 
> it asks for everything from 13 to 14.
>
> At this point, unless you've turned off PersistMessages in the config 
> file, QuickFIX will resend the two orders. BUT, you have control over 
> whether they are sent via inspecting the PossDup flag - the PossDup 
> flag is set on any message sent due to a resend request, even if it 
> never actually got out the door the first time.
>
> At that point, I will quote a previous email:
>
> You can add code like the following to your "toApp" callback:
>
> void ExampleApp::toApp(FIX::Message& message, const FIX::SessionID& 
> sessionID) throw(FIX::DoNotSend)
> {
>     // Don't send messages that are being resent
>     try
>     {
>         FIX::PossDupFlag possDupFlag;
>         message.getHeader().getField( possDupFlag );
>         if (possDupFlag)
>             throw FIX::DoNotSend();
>     }
>     catch ( FIX::FieldNotFound& ) {}
>
>     // Do any other processing...
> }
>
> QuickFIX will set the PossDup flag on any message that is being 
> resent. You can use that flag to prevent all (or a subset) of messages 
> from being resent by simply throwing the DoNotSend exception.
>
> My rule of thumb is never resend messages that increase market risk 
> (orders, amendments), but it's OK to resend messages that decrease 
> risk (cancels) or report status (execution reports).
>
> - Brian Erst
> Thynk Software, Inc.
>
> ------------------------------------------------------------------------
> *From:* John Haldi <jr...@ya...>
> *To:* qui...@li...
> *Sent:* Tuesday, June 9, 2009 10:20:02 AM
> *Subject:* [Quickfix-developers] SendToTarget...
>
> QuickFIX Documentation: 
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I am interested in designing behavior in my application such that I 
> intelligently handle a scenario whereby SendToTarget might return False.
>
> The scenario I am interested in handling is one where the FIX 
> connection has been lost and I attempt to send a new order to the 
> exchange.  My problem (as I understand it) is that if I call 
> SendToTarget while the connection is down, QuickFix will store the 
> message for later transmission when the session gets reestablished.  
> If you can imagine a scenario where a user tries to send an order 
> which fails (perhaps because the network connection to the workstation 
> is down), I have a potential issue with the order subsequently being 
> transmitted at a later time when the connection is reestablished.  If 
> the market has moved since, the order may now be so far away (or 
> through) the market that sending it would be a big issue.
>
> Does anybody have any insight as to what circumstances might cause 
> SendToTarget to fail?  Similarly does anybody have any suggestions on 
> how I might construct my application such that if a SendToTarget 
> fails, the attempted NewOrderSingle is discarded and NOT sent on a 
> subsequent reconnection?  (fyi I'm using the generic QF build out of 
> the box in a .NET environment.)
>
> I have constructed my code such that I do check that the session is 
> logged on immediately prior to attempting to send the order, but this 
> leaves the possibility that the session drops immediately after I 
> check isLoggedOn but before I attempt to SendToTarget.
>
> Any advice would be greatly appreciated.
>
> Many thanks,
>
>     John

Re: [Quickfix-developers] MemoryStoreFactory?

[Andrei G. <an...@gm...>]

On Thu, Jan 7, 2010 at 10:14 PM, Hei Chan <str...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> According to the comment ("This will lose all data on process terminition. This class should only be used for test applications, never in production.") in MemoryStoreFactory.h, I should not use it in any production environment.
> I am curious whether it is okay to use such class if my app has ResetOnDisconnect=Y and ResetOnLogout=Y sincerestarting my app does not require previous sequence number either.
> Thanks in advance.

If your application is not affected by message loss on process
failures, I believe you are ok.

[Quickfix-developers] MemoryStoreFactory?

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

Hi,

According to the comment ("This will lose all data on process terminition. This class should only be used for test applications, never in production.") in MemoryStoreFactory.h, I should not use it in any production environment.
I am curious whether it is okay to use such class if my app has ResetOnDisconnect=Y and ResetOnLogout=Y sincerestarting my app does not require previous sequence number either.
Thanks in advance.


Cheers,
Hei



      

Re: [Quickfix-developers] RES: build issue

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

libxml2-dev needs to be installed.

--
Kenny Stone
Connamara Systems, LLC


On Wed, Jan 6, 2010 at 5:35 AM, Clebson Derivan Ferreira Paz <
Cle...@cm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hei Chan,
>
> It seems like g++ is not finding libxml, do you have it installed ? check
> on g++ command line if it add "-lxml"  flag.
>
> Cheers,
> Clebson
>
> -----Mensagem original-----
> De: Hei Chan [mailto:str...@ya...]
> Enviada em: segunda-feira, 4 de janeiro de 2010 20:53
> Para: qui...@li...;
> qui...@li...
> Assunto: [Quickfix-developers] build issue
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> ------------------------------------------------------------------------------
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> A streamlined, 14 day to market process makes app distribution fast and
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> Join now and get one step closer to millions of Verizon customers
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> _______________________________________________
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>

Re: [Quickfix-developers] FIX 5.0 support for C++ quickfix

[manuel s. <man...@gm...>]

Thanks a lot for your reply.

Best regards,
Manuel.

On Wed, Jan 6, 2010 at 10:58 AM, Clebson Derivan Ferreira Paz <
Cle...@cm...> wrote:

> Manuel,
>
> As far as I know there is no plans to release a new version of quickfix. I
> have following changes on subversion and the only new things added to the
> project are unit tests and some updates on projects files.
>
> I don't checked yet, but IMHO we can use quickfix itself to parser FIX5.0
> messages just using the FIX::Message(const std::string&, ... ) class
> constructor.
>
> Cheers,
> Clebson
>
>
> -----Mensagem original-----
> De: manuel saraiva [mailto:man...@gm...]
> Enviada em: terça-feira, 5 de janeiro de 2010 14:51
> Para: qui...@li...
> Assunto: [Quickfix-developers] FIX 5.0 support for C++ quickfix
>
> Does anyone know if there will be a FIX 5.0 support for quickfix anytime
> soon?
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>

[Quickfix-developers] RES: build issue

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

Hei Chan,

It seems like g++ is not finding libxml, do you have it installed ? check on g++ command line if it add "-lxml"  flag.

Cheers,
Clebson 

-----Mensagem original-----
De: Hei Chan [mailto:str...@ya...] 
Enviada em: segunda-feira, 4 de janeiro de 2010 20:53
Para: qui...@li...; qui...@li...
Assunto: [Quickfix-developers] build issue

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

[Quickfix-developers] RES: FIX 5.0 support for C++ quickfix

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

Manuel, 

As far as I know there is no plans to release a new version of quickfix. I have following changes on subversion and the only new things added to the project are unit tests and some updates on projects files.

I don't checked yet, but IMHO we can use quickfix itself to parser FIX5.0 messages just using the FIX::Message(const std::string&, ... ) class constructor.

Cheers,
Clebson


-----Mensagem original-----
De: manuel saraiva [mailto:man...@gm...] 
Enviada em: terça-feira, 5 de janeiro de 2010 14:51
Para: qui...@li...
Assunto: [Quickfix-developers] FIX 5.0 support for C++ quickfix

Does anyone know if there will be a FIX 5.0 support for quickfix anytime soon?

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

[Quickfix-developers] Segfault with ruby build

[Al <bro...@gm...>]

Hello,

I recently built QuickFix 1.12.4 using

 ./configure --with-ruby --prefix=/usr/local

and while I'm able to get the bin/run_executor_ruby script running,
hours later I get the following error:

 [server:~/qf5/quickfix/bin]$ ruby run_executor_ruby
 ../examples/executor/ruby/executor.rb:102: [BUG] Segmentation fault
 ruby 1.8.5 (2006-08-25) [i586-linux]

 run_executor_ruby: line 6: 10399 Aborted                 ruby -I
../lib/ruby ../examples/executor/ruby/executor.rb cfg/executor.cfg
 [server:~/qf5/quickfix/bin]$

And from here on, I'm unable to get the example code to run again.
The segfault appears to take place in this part of the code in
examples/executor/ruby/executor.rb:

       acceptor = Quickfix::SocketAcceptor.new( application,
storeFactory, settings, logFactory )



And, so far, the only way I can get things to run again is to build
again from source.

Any thoughts?

Best,

-Al