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From: Grant B. <gbi...@co...> - 2009-11-04 15:31:36
|
It appears that app TW is sending out your MarketDataRequest just fine.
It is rejecting the app ISLD's market data (35=X) response ("Tag
appears more than once").
Which app, TW or ISLD, are you asking about? When an app receives a
message, it triggers fromApp(), which should almost always call
crack(), which will call onMessage(<type>).
When an app sends a message, the message goes through toApp(), to give
you a chance to intercept or abort the message. Myself, I rarely have
need to use this function.
So, in your apps:
1) TW will invoke toApp() when it sends the MarketDataRequest.
2) When ISLD receives the MarketDataRequest, it will invoke fromApp(),
then crack(), then onMessage(MarketDataRequest).
-Grant
On Wed, Nov 4, 2009 at 4:32 AM, ch...@gm... <ch...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi I want to send a market data request message .
>
> i the Application My fromApp and OnMessage is not getting invoked in
> response to the message; instead ToApp is getting involed.
> Below are logs please have a look and suggest my how to fix this
> issue.............
>
> Thanks,
> Asad
>
> 8=FIX.4.4 9=80 35=4 49=ISLD 56=TW 34=129 52=20091102-19:48:21 43=Y 57=user3
> 123=Y 36=175 10=010
> 8=FIX.4.4 9=203 35=V 1=ACCT1@TW 15=USD 34=108 38=10000 49=TW 50=user3
> 52=20091102-19:48:32.589 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=152
> 8=FIX.4.4 9=174 35=X 49=ISLD 56=TW 34=175 52=20091102-19:48:30 115=BANK1
> 57=user3 262=MARKETDATAID 268=2 279=2 269=0 279=2 269=1 58=Provider
> withdrawing customer from a shared stream. 10=194
> 8=FIX.4.4 9=134 35=3 34=109 49=TW 50=user3 52=20091102-19:48:33.051 56=ISLD
> 128=BANK1 45=175 58=Tag appears more than once 371=269 372=X 373=13 10=019
> 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=176 52=20091102-19:48:30 115=BANK1
> 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63935 15=USD
> 271=10000 299=S.7809825/1100 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
> 271=10000 299=S.7809825/1100 10=173
> 8=FIX.4.4 9=133 35=3 34=110 49=TW 50=user3 52=20091102-19:48:33.270 56=ISLD
> 128=BANK1 45=176 58=Tag appears more than once 371=15 372=X 373=13 10=211
> 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=177 52=20091102-19:48:30 115=BANK1
> 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63910 15=USD
> 271=10000 299=S.7809825/1101 279=0 269=0 55=GBP/USD 270=1.63890 15=USD
> 271=10000 299=S.7809825/1101 10=165
> 8=FIX.4.4 9=133 35=3 34=111 49=TW 50=user3 52=20091102-19:48:33.414 56=ISLD
> 128=BANK1 45=177 58=Tag appears more than once 371=15 372=X 373=13 10=213
> 8=FIX.4.4 9=75 35=1 34=112 49=TW 50=user3 52=20091102-19:48:36.283 56=ISLD
> 112=TEST 10=112
> 8=FIX.4.4 9=71 35=0 49=ISLD 56=TW 34=178 52=20091102-19:48:33 57=user3
> 112=TEST 10=176
> 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=179 52=20091102-19:48:34 115=BANK1
> 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63915 15=USD
> 271=10000 299=S.7809825/1102 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
> 271=10000 299=S.7809825/1102 10=182
> 8=FIX.4.4 9=133 35=3 34=113 49=TW 50=user3 52=20091102-19:48:37.339 56=ISLD
> 128=BANK1 45=179 58=Tag appears more than once 371=15 372=X 373=13 10=227
> 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=180 52=20091102-19:48:37 115=BANK1
> 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63905 15=USD
> 271=10000 299=S.7809825/1103 279=0 269=0 55=GBP/USD 270=1.63885 15=USD
> 271=10000 299=S.7809825/1103 10=178
> 8=FIX.4.4 9=133 35=3 34=114 49=TW 50=user3 52=20091102-19:48:40.364 56=ISLD
> 128=BANK1 45=180 58=Tag appears more than once 371=15 372=X 373=13 10=212
> --
> View this message in context: http://old.nabble.com/market-data-request-message-tp26193248p26193248.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now. http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
|
|
From: Fabio R. <FRe...@1e...> - 2009-11-04 15:30:53
|
So there is no way to create a message from an existing and valid fixstring without getting a crap of a fixstring which doesn't work? ________________________________________ Von: Mikhail Veygman [mve...@gm...] Gesendet: Mittwoch, 4. November 2009 16:25 An: Fabio Renggli Cc: qui...@li... Betreff: Re: [Quickfix-developers] Messagecreation If you notice all the fields after the header are in numeric order. In general it is easier to process this when you have them in some sort of order especially if the internal structures can be represented as arrays and use the field numbers as indexes. - Regards, Mikhail Veygman -----Original Message----- From: Fabio Renggli <FRe...@1e...> To: qui...@li... <qui...@li...> Subject: [Quickfix-developers] Messagecreation Date: Wed, 4 Nov 2009 16:06:35 +0100 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Mikhail V. <mve...@gm...> - 2009-11-04 15:25:35
|
If you notice all the fields after the header are in numeric order. In general it is easier to process this when you have them in some sort of order especially if the internal structures can be represented as arrays and use the field numbers as indexes. - Regards, Mikhail Veygman -----Original Message----- From: Fabio Renggli <FRe...@1e...> To: qui...@li... <qui...@li...> Subject: [Quickfix-developers] Messagecreation Date: Wed, 4 Nov 2009 16:06:35 +0100 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio ------------------------------------------------------------------------------ Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day trial. Simplify your report design, integration and deployment - and focus on what you do best, core application coding. Discover what's new with Crystal Reports now. http://p.sf.net/sfu/bobj-july _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Grant B. <gbi...@co...> - 2009-11-04 15:21:29
|
I believe that, on construction, QuickFIX is converting your string into its internal storage format. On sending, the internal storage is re-string-ified. As long as the order of fields within repeating groups is the same, the two message strings are equivalent. -Grant On Wed, Nov 4, 2009 at 10:06 AM, Fabio Renggli <FRe...@1e...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi > > I try to create a message like this: > > Message message = new Message(string FixString); > > As FixString I put: > > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? > > > > And the afterwards sended message looks like this: > > 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? > > So there the same information in it, but in a totally different order. Can anybody explain me why this happens? > > Best Regards > Fabio > ------------------------------------------------------------------------------ > Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day > trial. Simplify your report design, integration and deployment - and focus on > what you do best, core application coding. Discover what's new with > Crystal Reports now. http://p.sf.net/sfu/bobj-july > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
|
From: Fabio R. <FRe...@1e...> - 2009-11-04 15:07:06
|
Hi I try to create a message like this: Message message = new Message(string FixString); As FixString I put: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:00:03.565?56=Merrill?131=1?146=1?55=101337?167=PUT?541=20101101?225=20091104?240=20101108?206=E?711=1?311=ABBN.VX?457=1?458=CH0012221716?459=I-?462=1?316=120?941=CHF?308=XSWX?318=CHF?10025=1?10060=1?303=1?537=1?54=2?854=0?38=25000?64=20091109?15=CHF?232=1?233=ISDAREF?234=1235465?735=1?695=B?692=3?62=20091030-14:30:50?453=2?448=VON?447=D?452=7?448=MER?447=D?452=17?5508=1?10001=0?10005=0?10010=0?10=227? And the afterwards sended message looks like this: 8=FIX.4.4?9=434?35=R?34=1?49=Vontobel?52=20091104-15:01:00.676?56=Merrill?15=CHF?38=25000?54=2?55=101337?62=20091030-14:30:50?64=20091109?131=1?146=1?167=PUT?206=E?225=20091104?232=1?233=ISDAREF?234=1235465?240=20101108?303=1?308=XSWX?311=ABBN.VX?316=120?318=CHF?447=D?447=D?448=VON?448=MER?452=7?452=17?453=2?457=1?458=CH0012221716?459=I-?462=1?537=1?541=20101101?692=3?695=B?711=1?735=1?854=0?941=CHF?5508=1?10001=0?10005=0?10010=0?10025=1?10060=1?10=228? So there the same information in it, but in a totally different order. Can anybody explain me why this happens? Best Regards Fabio |
|
From: <ch...@gm...> - 2009-11-04 09:32:38
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Hi I want to send a market data request message . i the Application My fromApp and OnMessage is not getting invoked in response to the message; instead ToApp is getting involed. Below are logs please have a look and suggest my how to fix this issue............. Thanks, Asad 8=FIX.4.4 9=80 35=4 49=ISLD 56=TW 34=129 52=20091102-19:48:21 43=Y 57=user3 123=Y 36=175 10=010 8=FIX.4.4 9=203 35=V 1=ACCT1@TW 15=USD 34=108 38=10000 49=TW 50=user3 52=20091102-19:48:32.589 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=152 8=FIX.4.4 9=174 35=X 49=ISLD 56=TW 34=175 52=20091102-19:48:30 115=BANK1 57=user3 262=MARKETDATAID 268=2 279=2 269=0 279=2 269=1 58=Provider withdrawing customer from a shared stream. 10=194 8=FIX.4.4 9=134 35=3 34=109 49=TW 50=user3 52=20091102-19:48:33.051 56=ISLD 128=BANK1 45=175 58=Tag appears more than once 371=269 372=X 373=13 10=019 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=176 52=20091102-19:48:30 115=BANK1 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63935 15=USD 271=10000 299=S.7809825/1100 279=0 269=0 55=GBP/USD 270=1.63885 15=USD 271=10000 299=S.7809825/1100 10=173 8=FIX.4.4 9=133 35=3 34=110 49=TW 50=user3 52=20091102-19:48:33.270 56=ISLD 128=BANK1 45=176 58=Tag appears more than once 371=15 372=X 373=13 10=211 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=177 52=20091102-19:48:30 115=BANK1 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63910 15=USD 271=10000 299=S.7809825/1101 279=0 269=0 55=GBP/USD 270=1.63890 15=USD 271=10000 299=S.7809825/1101 10=165 8=FIX.4.4 9=133 35=3 34=111 49=TW 50=user3 52=20091102-19:48:33.414 56=ISLD 128=BANK1 45=177 58=Tag appears more than once 371=15 372=X 373=13 10=213 8=FIX.4.4 9=75 35=1 34=112 49=TW 50=user3 52=20091102-19:48:36.283 56=ISLD 112=TEST 10=112 8=FIX.4.4 9=71 35=0 49=ISLD 56=TW 34=178 52=20091102-19:48:33 57=user3 112=TEST 10=176 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=179 52=20091102-19:48:34 115=BANK1 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63915 15=USD 271=10000 299=S.7809825/1102 279=0 269=0 55=GBP/USD 270=1.63885 15=USD 271=10000 299=S.7809825/1102 10=182 8=FIX.4.4 9=133 35=3 34=113 49=TW 50=user3 52=20091102-19:48:37.339 56=ISLD 128=BANK1 45=179 58=Tag appears more than once 371=15 372=X 373=13 10=227 8=FIX.4.4 9=237 35=X 49=ISLD 56=TW 34=180 52=20091102-19:48:37 115=BANK1 57=user3 262=MARKETDATAID 268=2 279=0 269=1 55=GBP/USD 270=1.63905 15=USD 271=10000 299=S.7809825/1103 279=0 269=0 55=GBP/USD 270=1.63885 15=USD 271=10000 299=S.7809825/1103 10=178 8=FIX.4.4 9=133 35=3 34=114 49=TW 50=user3 52=20091102-19:48:40.364 56=ISLD 128=BANK1 45=180 58=Tag appears more than once 371=15 372=X 373=13 10=212 -- View this message in context: http://old.nabble.com/market-data-request-message-tp26193248p26193248.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Robert L. <le...@qe...> - 2009-11-03 18:43:07
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One again thanks for the info.... it was unclear from the docs that this is the way it worked. I assumed that to receive messages that are not initiated by some previous request a second listener channel needed to be opened up. Thanks for the clarification. Rob -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, November 03, 2009 1:26 PM To: le...@qe... Cc: qui...@li... Subject: Re: [Quickfix-developers] Do I need one or multiple FIX::Application instances for two way communications? You misunderstand: Think of Initiator as a socket that initiates the connection and Acceptor as a socket that listens for a connection. The communication through either is bi-directional, so in general you will only need 1 implementation of FIX::Application per Initiator or Acceptor whichever one you choose to implement. FIX::Application is a base class that allows you to put in logic for processing messages you receive. You will need some other class to generate and send messages via FIX. - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: [Quickfix-developers] Do I need one or multiple FIX::Application instances for two way communications? Date: Tue, 3 Nov 2009 13:14:15 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html The docs are unclear about this, so I am posting my question to the list. I am working on a solution where my application is to communicate with a FIX server and my application is supposed to send and receive FIX messages. I believe the FIX protocol is asynchronous and therefore a FIX::Application implementation that is configured to be an initiator can only send messages and is not set up to receive messages. So I need to also run a FIX::Application implementation that is configured to be an acceptor. Is this correct? If so, is there any reason why I cant have a single application instantiate multiple FIX::Application instances (one initiator and one acceptor)? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ------------------------------------------------------------------------------ Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Robert L. <le...@qe...> - 2009-11-03 18:32:32
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Thanks for the quick reply on this. I already have a plan for the FIX::Application implementation in the works - assuming this may be the case. I will continue on my path then. Rob -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, November 03, 2009 1:22 PM To: le...@qe... Cc: qui...@li... Subject: RE: [Quickfix-developers] QuickFIX Newbie Question about getting started... It is not possible. In C++ you will have to create a derived class simply to satisfy Pure Virtual function requirements. Also you should ask yourself a simple question: What does QuickFIX know about what you need to do with the message? Even if the implementation of the methods in FIX::Application is done it would probably be a default implementation of "Do Nothing". - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: <le...@qe...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li... Subject: RE: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 13:08:12 -0500 Correct... I am investing whether I could implement my solution without having to implement FIX:Application, but still use the QuickFix library for message translation. If this is not possible, I am currently working on a solution that uses FIX:Application implementation(s) - this is a question for another thread. Thanks, Rob -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, November 03, 2009 12:09 PM To: le...@qe... Cc: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Just to clarify something: You don't want to inherit the FIX::Application to provide your logic for implementation of what to do with the messages and have QuickFIX do it for you? - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 11:42:57 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html However I want to use QuickFIXs application architecture and want to build my own. Should read However I want to use QuickFIXs application architecture and DONT want to build my own. My apologies for the typo and the confusion. Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. From: Robert Levas [mailto:le...@qe...] Sent: Tuesday, November 03, 2009 11:32 AM To: qui...@li... Subject: [Quickfix-developers] QuickFIX Newbie Question about getting started... This probably should be a FAQ. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc and all I need to do is implement an Application interface. However I want to use QuickFIXs application architecture and want to build my own. My questions are Does QuickFIX support this? What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ---------------------------------------------------------------------------- -- Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mikhail V. <mve...@gm...> - 2009-11-03 18:26:18
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You misunderstand: Think of Initiator as a socket that initiates the connection and Acceptor as a socket that listens for a connection. The communication through either is bi-directional, so in general you will only need 1 implementation of FIX::Application per Initiator or Acceptor whichever one you choose to implement. FIX::Application is a base class that allows you to put in logic for processing messages you receive. You will need some other class to generate and send messages via FIX. - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: [Quickfix-developers] Do I need one or multiple FIX::Application instances for two way communications? Date: Tue, 3 Nov 2009 13:14:15 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html The docs are unclear about this, so I am posting my question to the list. I am working on a solution where my application is to communicate with a FIX server and my application is supposed to send and receive FIX messages. I believe the FIX protocol is asynchronous and therefore a FIX::Application implementation that is configured to be an initiator can only send messages and is not set up to receive messages. So I need to also run a FIX::Application implementation that is configured to be an acceptor. Is this correct? If so, is there any reason why I can’t have a single application instantiate multiple FIX::Application instances (one initiator and one acceptor)? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ------------------------------------------------------------------------------ Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Grant B. <gbi...@co...> - 2009-11-03 18:24:38
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The "initiator" and "acceptor" roles simply determine who is connecting and who is waiting for a connection. Otherwise, they are not that different. Both can do two-way communication. It really sounds like you should poke through some of the example programs before proceding further with your investigation. -Grant On Tue, Nov 3, 2009 at 1:14 PM, Robert Levas <le...@qe...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > The docs are unclear about this, so I am posting my question to the list. > > > > I am working on a solution where my application is to communicate with a FIX server and my application is supposed to send and receive FIX messages. I believe the FIX protocol is asynchronous and therefore a FIX::Application implementation that is configured to be an initiator can only send messages and is not set up to receive messages. So I need to also run a FIX::Application implementation that is configured to be an acceptor. > > > > Is this correct? If so, is there any reason why I can’t have a single application instantiate multiple FIX::Application instances (one initiator and one acceptor)? > > > > Thanks, > > Robert Levas > > Systems Architect/Developer > > QED Financial Systems, Inc. > > 10,000 Sagemore > Marlton, New Jersey 08053 USA > > tel 856.797.1200 > > fax 856.797.9719 > > email le...@QE... > > This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named > above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution > or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, > which is the exclusive property of QED Financial Systems. > > > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Mikhail V. <mve...@gm...> - 2009-11-03 18:22:05
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It is not possible. In C++ you will have to create a derived class simply to satisfy Pure Virtual function requirements. Also you should ask yourself a simple question: What does QuickFIX know about what you need to do with the message? Even if the implementation of the methods in FIX::Application is done it would probably be a default implementation of "Do Nothing". - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: <le...@qe...> To: 'Mikhail Veygman' <mve...@gm...> Cc: qui...@li... Subject: RE: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 13:08:12 -0500 Correct... I am investing whether I could implement my solution without having to implement FIX:Application, but still use the QuickFix library for message translation. If this is not possible, I am currently working on a solution that uses FIX:Application implementation(s) - this is a question for another thread. Thanks, Rob -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, November 03, 2009 12:09 PM To: le...@qe... Cc: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Just to clarify something: You don't want to inherit the FIX::Application to provide your logic for implementation of what to do with the messages and have QuickFIX do it for you? - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 11:42:57 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html However I want to use QuickFIXs application architecture and want to build my own. Should read However I want to use QuickFIXs application architecture and DONT want to build my own. My apologies for the typo and the confusion. Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. From: Robert Levas [mailto:le...@qe...] Sent: Tuesday, November 03, 2009 11:32 AM To: qui...@li... Subject: [Quickfix-developers] QuickFIX Newbie Question about getting started... This probably should be a FAQ. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc and all I need to do is implement an Application interface. However I want to use QuickFIXs application architecture and want to build my own. My questions are Does QuickFIX support this? What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ------------------------------------------------------------------------------ Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Robert L. <le...@qe...> - 2009-11-03 18:14:29
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The docs are unclear about this, so I am posting my question to the list. I am working on a solution where my application is to communicate with a FIX server and my application is supposed to send and receive FIX messages. I believe the FIX protocol is asynchronous and therefore a FIX::Application implementation that is configured to be an initiator can only send messages and is not set up to receive messages. So I need to also run a FIX::Application implementation that is configured to be an acceptor. Is this correct? If so, is there any reason why I can't have a single application instantiate multiple FIX::Application instances (one initiator and one acceptor)? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email <mailto:le...@QE...> le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. |
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From: Robert L. <le...@qe...> - 2009-11-03 18:08:26
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Correct... I am investing whether I could implement my solution without having to implement FIX:Application, but still use the QuickFix library for message translation. If this is not possible, I am currently working on a solution that uses FIX:Application implementation(s) - this is a question for another thread. Thanks, Rob -----Original Message----- From: Mikhail Veygman [mailto:mve...@gm...] Sent: Tuesday, November 03, 2009 12:09 PM To: le...@qe... Cc: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Just to clarify something: You don't want to inherit the FIX::Application to provide your logic for implementation of what to do with the messages and have QuickFIX do it for you? - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 11:42:57 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html However I want to use QuickFIXs application architecture and want to build my own. Should read However I want to use QuickFIXs application architecture and DONT want to build my own. My apologies for the typo and the confusion. Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. From: Robert Levas [mailto:le...@qe...] Sent: Tuesday, November 03, 2009 11:32 AM To: qui...@li... Subject: [Quickfix-developers] QuickFIX Newbie Question about getting started... This probably should be a FAQ. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc and all I need to do is implement an Application interface. However I want to use QuickFIXs application architecture and want to build my own. My questions are Does QuickFIX support this? What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ------------------------------------------------------------------------------ Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Mikhail V. <mve...@gm...> - 2009-11-03 17:09:37
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Just to clarify something: You don't want to inherit the FIX::Application to provide your logic for implementation of what to do with the messages and have QuickFIX do it for you? - Regards, Mikhail Veygman -----Original Message----- From: Robert Levas <le...@qe...> Reply-to: le...@qe... To: qui...@li... Subject: Re: [Quickfix-developers] QuickFIX Newbie Question about getting started... Date: Tue, 3 Nov 2009 11:42:57 -0500 QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html “However I want to use QuickFIX’s application architecture and want to build my own.” Should read “However I want to use QuickFIX’s application architecture and DON’T want to build my own.” My apologies for the typo and the confusion. Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. From: Robert Levas [mailto:le...@qe...] Sent: Tuesday, November 03, 2009 11:32 AM To: qui...@li... Subject: [Quickfix-developers] QuickFIX Newbie Question about getting started... This probably should be a FAQ…. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc… and all I need to do is implement an Application interface. However I want to use QuickFIX’s application architecture and want to build my own. My questions are · Does QuickFIX support this? · What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. ------------------------------------------------------------------------------ Come build with us! The BlackBerry(R) Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9 - 12, 2009. Register now! http://p.sf.net/sfu/devconference _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: Robert L. <le...@qe...> - 2009-11-03 16:43:12
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"However I want to use QuickFIX's application architecture and want to build my own." Should read "However I want to use QuickFIX's application architecture and DON'T want to build my own." My apologies for the typo and the confusion. Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. From: Robert Levas [mailto:le...@qe...] Sent: Tuesday, November 03, 2009 11:32 AM To: qui...@li... Subject: [Quickfix-developers] QuickFIX Newbie Question about getting started... This probably should be a FAQ.. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc. and all I need to do is implement an Application interface. However I want to use QuickFIX's application architecture and want to build my own. My questions are . Does QuickFIX support this? . What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. |
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From: Robert L. <le...@qe...> - 2009-11-03 16:32:33
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This probably should be a FAQ.. All of the docs I found on the site (http://www.quickfixengine.org/quickfix/doc/html/index.html), indicate that QuickFIX wants to do the connection management, logging, and etc. and all I need to do is implement an Application interface. However I want to use QuickFIX's application architecture and want to build my own. My questions are . Does QuickFIX support this? . What classes should I look at in order to simply use QuickFIX to build and parse FIX messages for me? Thanks, Robert Levas Systems Architect/Developer QED Financial Systems, Inc. 10,000 Sagemore Marlton, New Jersey 08053 USA tel 856.797.1200 fax 856.797.9719 email <mailto:le...@QE...> le...@QE... This electronic message is intended only for the receipt by, and the personal and confidential use of, the designated recipient(s) named above. If you are not an intended recipient of this electronic message you are hereby notified that any review, dissemination, distribution or copy of this message is strictly prohibited. QED Financial Systems, Inc. reserves all rights to the content of this electronic message, which is the exclusive property of QED Financial Systems. |
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From: choudhry a. <ch...@gm...> - 2009-11-02 20:10:04
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Thnaks for Reply Grant, I worked on it and got struck in to another issue, Here is my log file below. My fromApp and OnMessage is not getting invoked, instret ToApp is getting involed. Below are logs please have a look and sugest my hzv to fix it............. 8=FIX.4.49=8035=449=ISLD56=TW34=12952=20091102-19:48:2143=Y57=user3123=Y36=17510=010 8=FIX.4.49=20335=V1=ACCT1@TW 15=USD34=10838=1000049=TW50=user352=20091102-19:48:32.58955=GBP/USD56=ISLD57=qfstream108=10146=1265=0448=BANK1453=1262=MARKETDATAID263=1264=1267=2269=0269=110=152 8=FIX.4.49=17435=X49=ISLD56=TW34=17552=20091102-19:48:30115=BANK157=user3262=MARKETDATAID268=2279=2269=0279=2269=158=Provider withdrawing customer from a shared stream.10=194 8=FIX.4.49=13435=334=10949=TW50=user352=20091102-19:48:33.05156=ISLD128=BANK145=17558=Tag appears more than once371=269372=X373=1310=019 8=FIX.4.49=23735=X49=ISLD56=TW34=17652=20091102-19:48:30115=BANK157=user3262=MARKETDATAID268=2279=0269=155=GBP/USD270=1.6393515=USD271=10000299=S.7809825/1100279=0269=055=GBP/USD270=1.6388515=USD271=10000299=S.7809825/110010=173 8=FIX.4.49=13335=334=11049=TW50=user352=20091102-19:48:33.27056=ISLD128=BANK145=17658=Tag appears more than once371=15372=X373=1310=211 8=FIX.4.49=23735=X49=ISLD56=TW34=17752=20091102-19:48:30115=BANK157=user3262=MARKETDATAID268=2279=0269=155=GBP/USD270=1.6391015=USD271=10000299=S.7809825/1101279=0269=055=GBP/USD270=1.6389015=USD271=10000299=S.7809825/110110=165 8=FIX.4.49=13335=334=11149=TW50=user352=20091102-19:48:33.41456=ISLD128=BANK145=17758=Tag appears more than once371=15372=X373=1310=213 8=FIX.4.49=7535=134=11249=TW50=user352=20091102-19:48:36.28356=ISLD112=TEST10=112 8=FIX.4.49=7135=049=ISLD56=TW34=17852=20091102-19:48:3357=user3112=TEST10=176 8=FIX.4.49=23735=X49=ISLD56=TW34=17952=20091102-19:48:34115=BANK157=user3262=MARKETDATAID268=2279=0269=155=GBP/USD270=1.6391515=USD271=10000299=S.7809825/1102279=0269=055=GBP/USD270=1.6388515=USD271=10000299=S.7809825/110210=182 8=FIX.4.49=13335=334=11349=TW50=user352=20091102-19:48:37.33956=ISLD128=BANK145=17958=Tag appears more than once371=15372=X373=1310=227 8=FIX.4.49=23735=X49=ISLD56=TW34=18052=20091102-19:48:37115=BANK157=user3262=MARKETDATAID268=2279=0269=155=GBP/USD270=1.6390515=USD271=10000299=S.7809825/1103279=0269=055=GBP/USD270=1.6388515=USD271=10000299=S.7809825/110310=178 8=FIX.4.49=13335=334=11449=TW50=user352=20091102-19:48:40.36456=ISLD128=BANK145=18058=Tag appears more than once371=15372=X373=1310=212 On Mon, Nov 2, 2009 at 9:14 PM, Grant Birchmeier <gbi...@co...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I think this error is because you have two instances of 269=1 in your > request, which doesn't really make sense. If you have multiple 269 > tags, each needs to have a different value. > > > > On Mon, Nov 2, 2009 at 5:40 AM, ch...@gm... <ch...@gm...> > wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > > > Hi, > > > > I am struck with sending a market data request. Can anyone help me in > this. > > > > below is my log file. Firstly it was getting error for repeating tag of > > party ID. i removed that and tried it for single party (Bank), but still > > unable to fix the issue. Please advise me how to resolve this issue > > "58=:MDEntryType[269] must be unique.1 was not unique" and after that i > need > > to send Party ID as a repeating tag. > > > > Thanks, > > Asad > > > > > > 8=FIX.4.4 9=202 35=V 1=AC1@TW 15=USD 34=18 38=10000 49=TW 50=user3 > > 52=20091028-19:13:01.332 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=1 269=1 10=085 > > 8=FIX.4.4 9=134 35=Y 49=ISLD 56=TW 34=16 52=20091028-19:13:02 57=user3 > > 262=MARKETDATAID 58=:MDEntryType[269] must be unique.1 was not unique. 1 > > 10=119 > > 8=FIX.4.4 9=102 35=j 34=19 49=TW 52=20091028-19:13:01.717 56=ISLD 45=16 > > 58=Unsupported Message Type 372=Y 380=3 10=064 > > -- > > View this message in context: > http://old.nabble.com/problems-in-sendign-market-dat-request.-tp26156665p26156665.html > > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > > > > > ------------------------------------------------------------------------------ > > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > > is the only developer event you need to attend this year. Jumpstart your > > developing skills, take BlackBerry mobile applications to market and stay > > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > > http://p.sf.net/sfu/devconference > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Grant B. <gbi...@co...> - 2009-11-02 17:26:20
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I think this error is because you have two instances of 269=1 in your request, which doesn't really make sense. If you have multiple 269 tags, each needs to have a different value. On Mon, Nov 2, 2009 at 5:40 AM, ch...@gm... <ch...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am struck with sending a market data request. Can anyone help me in this. > > below is my log file. Firstly it was getting error for repeating tag of > party ID. i removed that and tried it for single party (Bank), but still > unable to fix the issue. Please advise me how to resolve this issue > "58=:MDEntryType[269] must be unique.1 was not unique" and after that i need > to send Party ID as a repeating tag. > > Thanks, > Asad > > > 8=FIX.4.4 9=202 35=V 1=AC1@TW 15=USD 34=18 38=10000 49=TW 50=user3 > 52=20091028-19:13:01.332 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=1 269=1 10=085 > 8=FIX.4.4 9=134 35=Y 49=ISLD 56=TW 34=16 52=20091028-19:13:02 57=user3 > 262=MARKETDATAID 58=:MDEntryType[269] must be unique.1 was not unique. 1 > 10=119 > 8=FIX.4.4 9=102 35=j 34=19 49=TW 52=20091028-19:13:01.717 56=ISLD 45=16 > 58=Unsupported Message Type 372=Y 380=3 10=064 > -- > View this message in context: http://old.nabble.com/problems-in-sendign-market-dat-request.-tp26156665p26156665.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Grant B. <gbi...@co...> - 2009-11-02 16:20:07
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I think this error is because you have two instances of 269=1 in your request, which doesn't really make sense. If you have multiple 269 tags, each needs to have a different value. On Mon, Nov 2, 2009 at 5:40 AM, ch...@gm... <ch...@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am struck with sending a market data request. Can anyone help me in this. > > below is my log file. Firstly it was getting error for repeating tag of > party ID. i removed that and tried it for single party (Bank), but still > unable to fix the issue. Please advise me how to resolve this issue > "58=:MDEntryType[269] must be unique.1 was not unique" and after that i need > to send Party ID as a repeating tag. > > Thanks, > Asad > > > 8=FIX.4.4 9=202 35=V 1=AC1@TW 15=USD 34=18 38=10000 49=TW 50=user3 > 52=20091028-19:13:01.332 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=1 269=1 10=085 > 8=FIX.4.4 9=134 35=Y 49=ISLD 56=TW 34=16 52=20091028-19:13:02 57=user3 > 262=MARKETDATAID 58=:MDEntryType[269] must be unique.1 was not unique. 1 > 10=119 > 8=FIX.4.4 9=102 35=j 34=19 49=TW 52=20091028-19:13:01.717 56=ISLD 45=16 > 58=Unsupported Message Type 372=Y 380=3 10=064 > -- > View this message in context: http://old.nabble.com/problems-in-sendign-market-dat-request.-tp26156665p26156665.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry(R) Developer Conference in SF, CA > is the only developer event you need to attend this year. Jumpstart your > developing skills, take BlackBerry mobile applications to market and stay > ahead of the curve. Join us from November 9 - 12, 2009. Register now! > http://p.sf.net/sfu/devconference > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: <ch...@gm...> - 2009-11-02 10:41:11
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Hi, I am struck with sending a market data request. Can anyone help me in this. below is my log file. Firstly it was getting error for repeating tag of party ID. i removed that and tried it for single party (Bank), but still unable to fix the issue. Please advise me how to resolve this issue "58=:MDEntryType[269] must be unique.1 was not unique" and after that i need to send Party ID as a repeating tag. Thanks, Asad 8=FIX.4.4 9=202 35=V 1=AC1@TW 15=USD 34=18 38=10000 49=TW 50=user3 52=20091028-19:13:01.332 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=1 269=1 10=085 8=FIX.4.4 9=134 35=Y 49=ISLD 56=TW 34=16 52=20091028-19:13:02 57=user3 262=MARKETDATAID 58=:MDEntryType[269] must be unique.1 was not unique. 1 10=119 8=FIX.4.4 9=102 35=j 34=19 49=TW 52=20091028-19:13:01.717 56=ISLD 45=16 58=Unsupported Message Type 372=Y 380=3 10=064 -- View this message in context: http://old.nabble.com/problems-in-sendign-market-dat-request.-tp26156665p26156665.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Fabio R. <FRe...@1e...> - 2009-10-28 14:34:11
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I dont want to know how i use it typesafe. I really want to use the general class Group, but i can't figure out hot to use it. ________________________________________ Von: Kenny Stone [ks...@co...] Gesendet: Mittwoch, 28. Oktober 2009 15:27 An: Qui...@li... Betreff: Re: [Quickfix-developers] Group QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html |
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From: Kenny S. <ks...@co...> - 2009-10-28 14:28:22
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http://quickfixengine.org/quickfix/doc/html/repeating_groups.html -- Kenny Stone Connamara Systems, LLC |
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From: Fabio R. <FRe...@1e...> - 2009-10-28 14:19:49
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Hello Together Can anyone explain how i can use QuickFix.Group(int field, int delim)? Thanks and regards Fabio |
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From: Blabos de B. <bl...@gm...> - 2009-10-28 13:09:38
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Hi people, I'm currently working on a company that provides a FIX Gateway Apllication wrote in C++. This software receives messages from a variety of protocols, translate them to FIX Messages, and then forward these messages using the FIX protocol. When our software starts up, it read the configuration files and creates the sessions according them. The FIX Sessions (and the Sessions of other protocols) are created all on start up, using a unique FIX Application and a single SocketInitiator. Recently a client requested that a given Session may be restarted and new sessions be added without restart all other sessions. I searched into documentation of libquickfix, mailing lists and google, and cannot found clear information about it. Is this possible? Is it possible to add new individual sessions to a running FIX Aapplication without touch another sessions with an elegant solution? Make sense? An approach that I found possible was to create an application for each session, but I think this is POG. Am I wrong? If I lost it into documentation, please, can anyone send me to the correct documentation? Thanks |
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From: Fabio R. <FRe...@1e...> - 2009-10-28 08:14:16
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<message> <header> <field number=x></field> </header <body> <field number=x></field> <group><field number=x></field></group> </body> |
98 messages has been excluded from this view by a project administrator.
