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From: Fabio R. <FRe...@1e...> - 2009-10-28 08:03:06
|
Hi together I want to add groups to a message, but i want to do it in the least typesafe way. As an example: I get an xml which looks like this: <message> <header> <field number=x></field> </header <body> <field number=x></field> <group><field number=x></field></group> </body> I want to create the fix message now without knowing what type the message is. So can anyone give me an example how to do this? Thank you and best regards Fabio |
|
From: George H. <ge...@so...> - 2009-10-28 02:13:37
|
Kenny, Your constructor is just perfect. Much better than my logic and it doesn't rely on numbers to set fields. Lowers the chance of making a mistake. I will incorporate it into my code. -George On Oct 27, 2009, at 9:36 PM, Kenny Stone wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Seems like this constructor would be easier: > > SessionID( const std::string& beginString, > const std::string& senderCompID, > const std::string& targetCompID, > const std::string& sessionQualifier = "" ) > > On Tue, Oct 27, 2009 at 7:47 PM, George Hrysanthopoulos <ge...@so... > > wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Sorry everyone, > > I think I need to walk away from this computer. I am losing my mind. > > To answer my own question: > > SessionID is made up of fields: 8, 49 and 56 and it must look like: > "StringField8":"StringField49"->"StringField56". > > I can build it up: > > FIX::Message quickFixMessage; > std::string s; > > quickFixMessage.getHeader().setField(8, "FIX.4.2"); > quickFixMessage.getHeader().setField(49, "CLIENT1"); > quickFixMessage.getHeader().setField(56, "EXECUTOR"); > > // Now, from the message I can do: > s = quickFixMessage.getHeader().getField(8) + ":" \ > + quickFixMessage.getHeader().getField(49) + "->" \ > + quickFixMessage.getHeader().getField(56); > > // Get SessionID: > > sessionID.fromString(s); > > // Or if you prefer: > > try > { > sessionID = quickFixMessage.getSessionID(); > } > catch ( std::exception & e ) > { > myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s\n", e.what()); > } > > Does Anyone here see a problem with this logic? > > -George > > > On Oct 27, 2009, at 8:17 PM, George Hrysanthopoulos wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hello everyone, >> >> I think I almost got this problem solved. I just need one more >> piece to the puzzle. >> >> In my previous msg I was working within: "Application::fromApp" >> >> Now, I am working within "Application::run()". >> >> I know that my "RawMessage" contains the SessionID. It should be >> field: 56. >> My question is how do I create a session ID from a string? >> >> I can use the session ID to get the data dictionary. >> >> Once I have a data dictionary, I can validate the message: >> "quickFixMessage = FIX::Message( RawMessage, dict )" >> >> As shown in my previous message. >> >> Thank you in advance. >> >> George Hrysanthopoulos >> >> On Oct 15, 2009, at 9:46 PM, Kenny Stone wrote: >> >>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> You could also use the file store or logs that QuickFIX creates. >>> >>> On Thu, Oct 15, 2009 at 8:16 PM, George Hrysanthopoulos <ge...@so... >>> > wrote: >>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Andrei, >>> >>> Thank you for the quick and very helpful reply. >>> >>> Just as you said, "QuickFIX::Message.toString()" did the trick. >>> >>> Here is my test code to get a string from a message and back again: >>> >>> >>> 52 void Application::fromApp( const FIX::Message& message, const >>> FIX::SessionID& sessionID ) >>> 53 throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, >>> FIX::IncorrectTagValue, FIX::UnsupportedMessageType ) >>> 54 { >>> 55 struct timeval tv; >>> 56 struct timezone tz; >>> 57 struct tm *tm; >>> 58 std::string RawMessage; >>> 59 std::string RawMessageXL; >>> 60 >>> 61 FIX::MsgType msgtype; >>> 62 FIX::Message quickFixMessage; >>> 63 >>> 64 crack( message, sessionID ); >>> 65 message.getHeader().getField( msgtype ); >>> 66 >>> 67 gettimeofday(&tv, &tz); >>> 68 tm=localtime(&tv.tv_sec); >>> 69 myLog(VERBOSE_L1, "Ticket Incoming: %d:%02d:%02d.%d\n", tm- >>> >tm_hour, tm->tm_min, tm->tm_sec, (int)tv.tv_usec); >>> 70 >>> 71 // >>> 72 // >>> 73 // Here is the "message" -> string -> "message" again >>> 74 // >>> 75 message.toString(RawMessage); >>> 76 >>> 77 myLogV(VERBOSE_L2, "MSG Type: %s\n", msgtype); >>> 78 myLog(VERBOSE_L2, "Incoming Data:\n\t\t%s\n", >>> RawMessage.c_str()); >>> 79 // >>> 80 // >>> 81 // >>> 82 FIX::Session* pSession = >>> FIX::Session::lookupSession( sessionID ); >>> 83 FIX::DataDictionary dict; >>> 84 dict = pSession->getDataDictionary(); >>> 85 try >>> 86 { >>> 87 quickFixMessage = FIX::Message( RawMessage, >>> dict ); >>> 88 } >>> 89 catch ( std::exception & e ) >>> 90 { >>> 91 myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s >>> \n", e.what()); >>> 92 } >>> 93 myLogV(ALWAYS_PRINT, "\"XLData\":\n\t\t%s\n", >>> quickFixMessage); >>> ... >>> ... >>> >>> >>> You might as why bother? Well, with the outgoing messages in their >>> original format (in a file) >>> I can replay/resend a bunch of messages (in case of problems). >>> >>> Again, many thanks, >>> >>> George >>> >>> >>> On Oct 15, 2009, at 3:02 PM, Andrei Goldchleger wrote: >>> >>> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >>> > QuickFIX Support: http://www.quickfixengine.org/services.html >>> > >>> > On Thu, Oct 15, 2009 at 1:43 PM, George Hrysanthopoulos >>> > <ge...@so...> wrote: >>> >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html >>> >> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >> >>> >> Hello everyone, >>> >> >>> >> Quick question: >>> >> >>> >> From my acceptor app, I want to get the raw data stream for a >>> >> message >>> >> (session or otherwise) >>> >> including all field separators (0x01), etc. >>> >> >>> >> I want to dump this to a file later. >>> >> >>> >> How do I get this raw message? >>> >> >>> >> Many thanks, >>> >> >>> >> George Hrysanthopoulos >>> > >>> > Use the QuickFIX::Message.toString() in the fromApp() and >>> fromAdmin() >>> > callbacks. >>> > >>> > >>> ------------------------------------------------------------------------------ >>> > 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 >>> >>> >>> >>> -- >>> Kenny Stone >>> Connamara Systems, LLC >>> ------------------------------------------------------------------------------ >>> 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 > > > ------------------------------------------------------------------------------ > 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 > > > > -- > Kenny Stone > Connamara Systems, LLC > ------------------------------------------------------------------------------ > 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 |
|
From: Kenny S. <ks...@co...> - 2009-10-28 01:58:28
|
Seems like this constructor would be easier:
SessionID( const std::string& beginString,
const std::string& senderCompID,
const std::string& targetCompID,
const std::string& sessionQualifier = "" )
On Tue, Oct 27, 2009 at 7:47 PM, George Hrysanthopoulos <
ge...@so...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Sorry everyone,
>
> I think I need to walk away from this computer. I am losing my mind.
>
> To answer my own question:
>
> SessionID is made up of fields: 8, 49 and 56 and it must look like:
> "StringField8":"StringField49"->"StringField56".
>
> I can build it up:
>
> FIX::Message quickFixMessage;
> std::string s;
>
> quickFixMessage.getHeader().setField(8, "FIX.4.2");
> quickFixMessage.getHeader().setField(49, "CLIENT1");
> quickFixMessage.getHeader().setField(56, "EXECUTOR");
>
> // Now, from the message I can do:
> s = quickFixMessage.getHeader().getField(8) + ":" \
> + quickFixMessage.getHeader().getField(49) + "->" \
> + quickFixMessage.getHeader().getField(56);
>
> // Get SessionID:
>
> sessionID.fromString(s);
>
> // Or if you prefer:
>
> try
> {
> sessionID = quickFixMessage.getSessionID();
> }
> catch ( std::exception & e )
> {
> myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s\n", e.what());
> }
>
> Does Anyone here see a problem with this logic?
>
> -George
>
>
> On Oct 27, 2009, at 8:17 PM, George Hrysanthopoulos wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello everyone,
>
> I think I almost got this problem solved. I just need one more piece to the
> puzzle.
>
> In my previous msg I was working within: "Application::fromApp"
>
> Now, I am working within "Application::run()".
>
> I know that my "RawMessage" contains the SessionID. It should be field: 56.
> My question is how do I create a session ID from a string?
>
> I can use the session ID to get the data dictionary.
>
> Once I have a data dictionary, I can validate the message:
> "quickFixMessage = FIX::Message( RawMessage, dict )"
>
> As shown in my previous message.
>
> Thank you in advance.
>
> George Hrysanthopoulos
>
> On Oct 15, 2009, at 9:46 PM, Kenny Stone wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> You could also use the file store or logs that QuickFIX creates.
>
> On Thu, Oct 15, 2009 at 8:16 PM, George Hrysanthopoulos <
> ge...@so...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Andrei,
>>
>> Thank you for the quick and very helpful reply.
>>
>> Just as you said, "QuickFIX::Message.toString()" did the trick.
>>
>> Here is my test code to get a string from a message and back again:
>>
>>
>> 52 void Application::fromApp( const FIX::Message& message, const
>> FIX::SessionID& sessionID )
>> 53 throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
>> FIX::IncorrectTagValue, FIX::UnsupportedMessageType )
>> 54 {
>> 55 struct timeval tv;
>> 56 struct timezone tz;
>> 57 struct tm *tm;
>> 58 std::string RawMessage;
>> 59 std::string RawMessageXL;
>> 60
>> 61 FIX::MsgType msgtype;
>> 62 FIX::Message quickFixMessage;
>> 63
>> 64 crack( message, sessionID );
>> 65 message.getHeader().getField( msgtype );
>> 66
>> 67 gettimeofday(&tv, &tz);
>> 68 tm=localtime(&tv.tv_sec);
>> 69 myLog(VERBOSE_L1, "Ticket Incoming: %d:%02d:%02d.%d\n", tm-
>> >tm_hour, tm->tm_min, tm->tm_sec, (int)tv.tv_usec);
>> 70
>> 71 //
>> 72 //
>> 73 // Here is the "message" -> string -> "message" again
>> 74 //
>> 75 message.toString(RawMessage);
>> 76
>> 77 myLogV(VERBOSE_L2, "MSG Type: %s\n", msgtype);
>> 78 myLog(VERBOSE_L2, "Incoming Data:\n\t\t%s\n",
>> RawMessage.c_str());
>> 79 //
>> 80 //
>> 81 //
>> 82 FIX::Session* pSession =
>> FIX::Session::lookupSession( sessionID );
>> 83 FIX::DataDictionary dict;
>> 84 dict = pSession->getDataDictionary();
>> 85 try
>> 86 {
>> 87 quickFixMessage = FIX::Message( RawMessage, dict );
>> 88 }
>> 89 catch ( std::exception & e )
>> 90 {
>> 91 myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s
>> \n", e.what());
>> 92 }
>> 93 myLogV(ALWAYS_PRINT, "\"XLData\":\n\t\t%s\n",
>> quickFixMessage);
>> ...
>> ...
>>
>>
>> You might as why bother? Well, with the outgoing messages in their
>> original format (in a file)
>> I can replay/resend a bunch of messages (in case of problems).
>>
>> Again, many thanks,
>>
>> George
>>
>>
>> On Oct 15, 2009, at 3:02 PM, Andrei Goldchleger wrote:
>>
>> > QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> > On Thu, Oct 15, 2009 at 1:43 PM, George Hrysanthopoulos
>> > <ge...@so...> wrote:
>> >> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> >> QuickFIX Support: http://www.quickfixengine.org/services.html
>> >>
>> >> Hello everyone,
>> >>
>> >> Quick question:
>> >>
>> >> From my acceptor app, I want to get the raw data stream for a
>> >> message
>> >> (session or otherwise)
>> >> including all field separators (0x01), etc.
>> >>
>> >> I want to dump this to a file later.
>> >>
>> >> How do I get this raw message?
>> >>
>> >> Many thanks,
>> >>
>> >> George Hrysanthopoulos
>> >
>> > Use the QuickFIX::Message.toString() in the fromApp() and fromAdmin()
>> > callbacks.
>> >
>> >
>> ------------------------------------------------------------------------------
>> > 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
>>
>
>
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
> ------------------------------------------------------------------------------
> 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
>
>
>
>
> ------------------------------------------------------------------------------
> 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
>
--
Kenny Stone
Connamara Systems, LLC
|
|
From: George H. <ge...@so...> - 2009-10-28 00:47:51
|
Sorry everyone,
I think I need to walk away from this computer. I am losing my mind.
To answer my own question:
SessionID is made up of fields: 8, 49 and 56 and it must look like:
"StringField8":"StringField49"->"StringField56".
I can build it up:
FIX::Message quickFixMessage;
std::string s;
quickFixMessage.getHeader().setField(8, "FIX.4.2");
quickFixMessage.getHeader().setField(49, "CLIENT1");
quickFixMessage.getHeader().setField(56, "EXECUTOR");
// Now, from the message I can do:
s = quickFixMessage.getHeader().getField(8) + ":" \
+ quickFixMessage.getHeader().getField(49) + "->" \
+ quickFixMessage.getHeader().getField(56);
// Get SessionID:
sessionID.fromString(s);
// Or if you prefer:
try
{
sessionID = quickFixMessage.getSessionID();
}
catch ( std::exception & e )
{
myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s\n", e.what());
}
Does Anyone here see a problem with this logic?
-George
On Oct 27, 2009, at 8:17 PM, George Hrysanthopoulos wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello everyone,
>
> I think I almost got this problem solved. I just need one more piece
> to the puzzle.
>
> In my previous msg I was working within: "Application::fromApp"
>
> Now, I am working within "Application::run()".
>
> I know that my "RawMessage" contains the SessionID. It should be
> field: 56.
> My question is how do I create a session ID from a string?
>
> I can use the session ID to get the data dictionary.
>
> Once I have a data dictionary, I can validate the message:
> "quickFixMessage = FIX::Message( RawMessage, dict )"
>
> As shown in my previous message.
>
> Thank you in advance.
>
> George Hrysanthopoulos
>
> On Oct 15, 2009, at 9:46 PM, Kenny Stone wrote:
>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> You could also use the file store or logs that QuickFIX creates.
>>
>> On Thu, Oct 15, 2009 at 8:16 PM, George Hrysanthopoulos <ge...@so...
>> > wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Andrei,
>>
>> Thank you for the quick and very helpful reply.
>>
>> Just as you said, "QuickFIX::Message.toString()" did the trick.
>>
>> Here is my test code to get a string from a message and back again:
>>
>>
>> 52 void Application::fromApp( const FIX::Message& message, const
>> FIX::SessionID& sessionID )
>> 53 throw( FIX::FieldNotFound, FIX::IncorrectDataFormat,
>> FIX::IncorrectTagValue, FIX::UnsupportedMessageType )
>> 54 {
>> 55 struct timeval tv;
>> 56 struct timezone tz;
>> 57 struct tm *tm;
>> 58 std::string RawMessage;
>> 59 std::string RawMessageXL;
>> 60
>> 61 FIX::MsgType msgtype;
>> 62 FIX::Message quickFixMessage;
>> 63
>> 64 crack( message, sessionID );
>> 65 message.getHeader().getField( msgtype );
>> 66
>> 67 gettimeofday(&tv, &tz);
>> 68 tm=localtime(&tv.tv_sec);
>> 69 myLog(VERBOSE_L1, "Ticket Incoming: %d:%02d:%02d.%d\n", tm-
>> >tm_hour, tm->tm_min, tm->tm_sec, (int)tv.tv_usec);
>> 70
>> 71 //
>> 72 //
>> 73 // Here is the "message" -> string -> "message" again
>> 74 //
>> 75 message.toString(RawMessage);
>> 76
>> 77 myLogV(VERBOSE_L2, "MSG Type: %s\n", msgtype);
>> 78 myLog(VERBOSE_L2, "Incoming Data:\n\t\t%s\n",
>> RawMessage.c_str());
>> 79 //
>> 80 //
>> 81 //
>> 82 FIX::Session* pSession =
>> FIX::Session::lookupSession( sessionID );
>> 83 FIX::DataDictionary dict;
>> 84 dict = pSession->getDataDictionary();
>> 85 try
>> 86 {
>> 87 quickFixMessage = FIX::Message( RawMessage,
>> dict );
>> 88 }
>> 89 catch ( std::exception & e )
>> 90 {
>> 91 myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s
>> \n", e.what());
>> 92 }
>> 93 myLogV(ALWAYS_PRINT, "\"XLData\":\n\t\t%s\n",
>> quickFixMessage);
>> ...
>> ...
>>
>>
>> You might as why bother? Well, with the outgoing messages in their
>> original format (in a file)
>> I can replay/resend a bunch of messages (in case of problems).
>>
>> Again, many thanks,
>>
>> George
>>
>>
>> On Oct 15, 2009, at 3:02 PM, Andrei Goldchleger wrote:
>>
>> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> > QuickFIX Support: http://www.quickfixengine.org/services.html
>> >
>> > On Thu, Oct 15, 2009 at 1:43 PM, George Hrysanthopoulos
>> > <ge...@so...> wrote:
>> >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> >> QuickFIX Support: http://www.quickfixengine.org/services.html
>> >>
>> >> Hello everyone,
>> >>
>> >> Quick question:
>> >>
>> >> From my acceptor app, I want to get the raw data stream for a
>> >> message
>> >> (session or otherwise)
>> >> including all field separators (0x01), etc.
>> >>
>> >> I want to dump this to a file later.
>> >>
>> >> How do I get this raw message?
>> >>
>> >> Many thanks,
>> >>
>> >> George Hrysanthopoulos
>> >
>> > Use the QuickFIX::Message.toString() in the fromApp() and
>> fromAdmin()
>> > callbacks.
>> >
>> >
>> ------------------------------------------------------------------------------
>> > 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
>>
>>
>>
>> --
>> Kenny Stone
>> Connamara Systems, LLC
>> ------------------------------------------------------------------------------
>> 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
|
|
From: George H. <ge...@so...> - 2009-10-28 00:25:25
|
Hello everyone, I think I almost got this problem solved. I just need one more piece to the puzzle. In my previous msg I was working within: "Application::fromApp" Now, I am working within "Application::run()". I know that my "RawMessage" contains the SessionID. It should be field: 56. My question is how do I create a session ID from a string? I can use the session ID to get the data dictionary. Once I have a data dictionary, I can validate the message: "quickFixMessage = FIX::Message( RawMessage, dict )" As shown in my previous message. Thank you in advance. George Hrysanthopoulos On Oct 15, 2009, at 9:46 PM, Kenny Stone wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > You could also use the file store or logs that QuickFIX creates. > > On Thu, Oct 15, 2009 at 8:16 PM, George Hrysanthopoulos <ge...@so... > > wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Andrei, > > Thank you for the quick and very helpful reply. > > Just as you said, "QuickFIX::Message.toString()" did the trick. > > Here is my test code to get a string from a message and back again: > > > 52 void Application::fromApp( const FIX::Message& message, const > FIX::SessionID& sessionID ) > 53 throw( FIX::FieldNotFound, FIX::IncorrectDataFormat, > FIX::IncorrectTagValue, FIX::UnsupportedMessageType ) > 54 { > 55 struct timeval tv; > 56 struct timezone tz; > 57 struct tm *tm; > 58 std::string RawMessage; > 59 std::string RawMessageXL; > 60 > 61 FIX::MsgType msgtype; > 62 FIX::Message quickFixMessage; > 63 > 64 crack( message, sessionID ); > 65 message.getHeader().getField( msgtype ); > 66 > 67 gettimeofday(&tv, &tz); > 68 tm=localtime(&tv.tv_sec); > 69 myLog(VERBOSE_L1, "Ticket Incoming: %d:%02d:%02d.%d\n", tm- > >tm_hour, tm->tm_min, tm->tm_sec, (int)tv.tv_usec); > 70 > 71 // > 72 // > 73 // Here is the "message" -> string -> "message" again > 74 // > 75 message.toString(RawMessage); > 76 > 77 myLogV(VERBOSE_L2, "MSG Type: %s\n", msgtype); > 78 myLog(VERBOSE_L2, "Incoming Data:\n\t\t%s\n", > RawMessage.c_str()); > 79 // > 80 // > 81 // > 82 FIX::Session* pSession = > FIX::Session::lookupSession( sessionID ); > 83 FIX::DataDictionary dict; > 84 dict = pSession->getDataDictionary(); > 85 try > 86 { > 87 quickFixMessage = FIX::Message( RawMessage, > dict ); > 88 } > 89 catch ( std::exception & e ) > 90 { > 91 myLogV(ALWAYS_PRINT, "\"fromApp\" Exception: %s > \n", e.what()); > 92 } > 93 myLogV(ALWAYS_PRINT, "\"XLData\":\n\t\t%s\n", > quickFixMessage); > ... > ... > > > You might as why bother? Well, with the outgoing messages in their > original format (in a file) > I can replay/resend a bunch of messages (in case of problems). > > Again, many thanks, > > George > > > On Oct 15, 2009, at 3:02 PM, Andrei Goldchleger wrote: > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > On Thu, Oct 15, 2009 at 1:43 PM, George Hrysanthopoulos > > <ge...@so...> wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > >> QuickFIX Support: http://www.quickfixengine.org/services.html > >> > >> Hello everyone, > >> > >> Quick question: > >> > >> From my acceptor app, I want to get the raw data stream for a > >> message > >> (session or otherwise) > >> including all field separators (0x01), etc. > >> > >> I want to dump this to a file later. > >> > >> How do I get this raw message? > >> > >> Many thanks, > >> > >> George Hrysanthopoulos > > > > Use the QuickFIX::Message.toString() in the fromApp() and fromAdmin > () > > callbacks. > > > > > ------------------------------------------------------------------------------ > > 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 > > > > -- > Kenny Stone > Connamara Systems, LLC > ------------------------------------------------------------------------------ > 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 |
|
From: Johnson L. R <Lee...@sr...> - 2009-10-27 21:09:03
|
I am using QuickFix to connect to ICE. I have noticed that occasionally, my QuickFix Initiator sends TestReqID in the Heartbeat; ICE does not seem to want to respond and I get logged out. This feature seems to only happen in the afternoons and not the mornings. How do I turn off this feature? Any TestReqID in the Heartbeat from ICE I have no trouble with. Thank you for your help. Lee Johnson Lee...@sr... Salt River Project Supply and Trading Support |
|
From: Jaromír Š. <mir...@gm...> - 2009-10-27 19:12:48
|
3 more comments on this: To add new session to sessions that are specified in the configuration file it is possible to copy content of the file into string and then append configuration of new session (that should be created dynamically) and then create SessionSettings object from the result stream (as shown in my first reply). I used this solution because I needed to create Initiator / Acceptor object for each session specified in the configuration file. Or maybe it is possible to use set method from SessionSettings class and pass the new session id to this method. But I have not tested this. There are two problems in the code that was sent by Regis: 1) It is not clear whether settings.getSessions() returns reference to internal structure that is used by SessionSettings class. 2)Settings of the session that was added was not specified. Jaromir 2009/10/27 Jaromír Šatánek <mir...@gm...> > Hi Regis, > > I am not quite sure whether it is exactly what you want, but following code > should help: > > The main idea is to construct dynamically configuration string of new > session and from > this string new session can be created easily. > > // configuration is a string containing text which is is typicaly content > of QuickFix configuration file. > // You can build this string dynamically according to the session you want > to create. > SessionSettings localSettings = new SessionSettings(new MemoryStream( > Encoding.Default.GetBytes(configuration))); > > session = localSettings.getSessions()[0] as SessionID; > > FileStoreFactory storeFactory = new FileStoreFactory(localSettings); > MessageFactory messageFactory = new DefaultMessageFactory(); > > > FileLogFactoryEx fileLogFactory = new FileLogFactoryEx(localSettings, > session); > > fileLogFactory.OnSessionEvent += new > OnSessionEventHandler(connector.fileLogFactory_OnSessionEvent); > > > socketAcceptor = new SocketAcceptor(application, storeFactory, > localSettings, fileLogFactory, messageFactory); > > > Jaromir > > On Tue, Oct 27, 2009 at 2:57 PM, <reg...@ho...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi, >> >> I am trying to add a few session dynamically at startup: >> >> SessionSettings settings = new SessionSettings(filename); >> SessionID sess = new SessionID("FIX.4.4", "Sender", "Target"); >> settings.getSessions().Add(sess); >> FileStoreFactory factory = new FileStoreFactory(settings); >> FileLogFactory fileLogFactory = new FileLogFactory(settings); >> QuickFix.MessageFactory messageFactory = new DefaultMessageFactory(); >> _qfFixAcceptor = new ThreadedSocketAcceptor(this, factory, settings, >> fileLogFactory, messageFactory); >> _qfFixAcceptor.start(); >> >> Does not work. >> >> Any idea what I am doing wrong? >> >> Thanks, >> >> Regis >> >> >> >> ------------------------------------------------------------------------------ >> 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 >> > > |
|
From: Jaromír Š. <mir...@gm...> - 2009-10-27 17:09:16
|
Hi Regis,
I am not quite sure whether it is exactly what you want, but following code
should help:
The main idea is to construct dynamically configuration string of new
session and from
this string new session can be created easily.
// configuration is a string containing text which is is typicaly content of
QuickFix configuration file.
// You can build this string dynamically according to the session you want
to create.
SessionSettings localSettings = new SessionSettings(new MemoryStream(
Encoding.Default.GetBytes(configuration)));
session = localSettings.getSessions()[0] as SessionID;
FileStoreFactory storeFactory = new FileStoreFactory(localSettings);
MessageFactory messageFactory = new DefaultMessageFactory();
FileLogFactoryEx fileLogFactory = new FileLogFactoryEx(localSettings,
session);
fileLogFactory.OnSessionEvent += new
OnSessionEventHandler(connector.fileLogFactory_OnSessionEvent);
socketAcceptor = new SocketAcceptor(application, storeFactory,
localSettings, fileLogFactory, messageFactory);
Jaromir
On Tue, Oct 27, 2009 at 2:57 PM, <reg...@ho...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> I am trying to add a few session dynamically at startup:
>
> SessionSettings settings = new SessionSettings(filename);
> SessionID sess = new SessionID("FIX.4.4", "Sender", "Target");
> settings.getSessions().Add(sess);
> FileStoreFactory factory = new FileStoreFactory(settings);
> FileLogFactory fileLogFactory = new FileLogFactory(settings);
> QuickFix.MessageFactory messageFactory = new DefaultMessageFactory();
> _qfFixAcceptor = new ThreadedSocketAcceptor(this, factory, settings,
> fileLogFactory, messageFactory);
> _qfFixAcceptor.start();
>
> Does not work.
>
> Any idea what I am doing wrong?
>
> Thanks,
>
> Regis
>
>
>
> ------------------------------------------------------------------------------
> 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
>
|
|
From: <reg...@ho...> - 2009-10-27 13:58:15
|
Hi,
I am trying to add a few session dynamically at startup:
SessionSettings settings = new SessionSettings(filename);
SessionID sess = new SessionID("FIX.4.4", "Sender", "Target");
settings.getSessions().Add(sess);
FileStoreFactory factory = new FileStoreFactory(settings);
FileLogFactory fileLogFactory = new FileLogFactory(settings);
QuickFix.MessageFactory messageFactory = new DefaultMessageFactory();
_qfFixAcceptor = new ThreadedSocketAcceptor(this, factory, settings,
fileLogFactory, messageFactory);
_qfFixAcceptor.start();
Does not work.
Any idea what I am doing wrong?
Thanks,
Regis
|
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From: <ch...@gm...> - 2009-10-26 12:31:09
|
Hi, I am trying to send a market data request. I have handled other tags but struck with tag 448 PartyId. I reied tto add 5 parties IDs but it picks the last one only, the FIX server respond that 4 more party ID are required. Can any one guide me how can i add repeating tag specifically Party Id. i have gone over the quickfix documentation for repeating tags but unable to fix it for partyID. If any one can share his code for adding multiple partyID that will be great. Thanks, Asad -- View this message in context: http://www.nabble.com/How-to-send-repeating-tag-PartyID-in-market-data-request.-tp26058627p26058627.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Peter L. <pet...@eQ...> - 2009-10-23 22:58:16
|
Hi, > Hi, my config file in given below: > > I want to have tow session 1 for Qfstream and other for Qftrade. > > now the 1st issue is it alwaye pick the file log path and store path of 2nd > session defned.... As your BeginString, TargetCompID and SenderCompID are all the same for both sessions, you'd better to put a SessionQualifier to at least one of your sessions. This will separate it from the other. > as the qfix do not automatically pick up the arget sub id so i using > toAdmin callback as if teh 1st time the call back is invoked send the > target sub ID as Qfstream else qftrade. I'm not sure I understand you fully, but this doesn't look OK. 2 issues: 1. Do you really need to send TargetSubID in admin messages? Or rather in application messages? If so, use toApp... 2. More importantly, instead of "counting", you should investigate the SessionID you receive in the callback's parameter. Based on SessionQualifier you can distinct your two defined sessions and can decide which TargetSubID to send. HTH, Peter > i onle getting logon for qfstream > session. and the only los are sreated at the location of 2nd session > defined... while no log file is created at fle log path of 1sr session > defined in config. > > Here is the log file and config file > > 8=FIX.4.4 9=103 35=A 34=17 49=TW 50=user1 52=20091023-17:09:37.033 56=FXALL > 57=qfstream 96=123456 98=0 108=10 10=160 > 8=FIX.4.4 9=91 35=A 49=FXALL 56=TW 34=20 52=20091023-17:09:35.930 57=user1 > 50=qfstream 108=10 98=0 10=026 > 8=FIX.4.4 9=67 35=0 34=18 49=TW 50=user1 52=20091023-17:09:47.035 56=FXALL > 10=238 > 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=21 52=20091023-17:09:45.931 > 57=trader1 50=qfstream 10=251 > 8=FIX.4.4 9=67 35=0 34=19 49=TW 50=user1 52=20091023-17:09:57.039 56=FXALL > 10=244 > 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=22 52=20091023-17:09:55.932 > 57=trader1 50=qfstream 10=254 > 8=FIX.4.4 9=67 35=0 34=20 49=TW 50=user1 52=20091023-17:10:07.043 56=FXALL > 10=218 > 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=23 52=20091023-17:10:05.932 > 57=trader1 50=qfstream 10=242 > 8=FIX.4.4 9=67 35=0 34=21 49=TW 50=user1 52=20091023-17:10:17.047 56=FXALL > 10=224 > 8=FIX.4.4 9=79 35=5 49=FXALL 56=TW 34=30 52=20091023-17:11:09.683 57=user1 > 50=qfstream 10=253 > > > # 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* > TargetSubID=qftrade > SenderCompID=TW > SenderSubID=user1 > RawData=123456 > HeartBtInt=10 > FileLogPath=c:\qfixlogs\ > FileStorePath=c:\qfixstore\ > DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml > > [SESSION] > BeginString=FIX.4.4 > TargetCompID=*ISLD* > TargetSubID=qfstream > SenderCompID=TW > SenderSubID=uer1 > RawData=123456 > HeartBtInt=10 > FileLogPath=c:\qfixlogs_acp\ > FileStorePath=c:\qfixstore_acp\ > DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml > |
|
From: choudhry a. <ch...@gm...> - 2009-10-23 17:23:12
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Hi, my config file in given below: I want to have tow session 1 for Qfstream and other for Qftrade. now the 1st issue is it alwaye pick the file log path and store path of 2nd session defned.... as the qfix do not automatically pick up the arget sub id so i using toAdmin callback as if teh 1st time the call back is invoked send the target sub ID as Qfstream else qftrade. i onle getting logon for qfstream session. and the only los are sreated at the location of 2nd session defined... while no log file is created at fle log path of 1sr session defined in config. Here is the log file and config file 8=FIX.4.4 9=103 35=A 34=17 49=TW 50=user1 52=20091023-17:09:37.033 56=FXALL 57=qfstream 96=123456 98=0 108=10 10=160 8=FIX.4.4 9=91 35=A 49=FXALL 56=TW 34=20 52=20091023-17:09:35.930 57=user1 50=qfstream 108=10 98=0 10=026 8=FIX.4.4 9=67 35=0 34=18 49=TW 50=user1 52=20091023-17:09:47.035 56=FXALL 10=238 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=21 52=20091023-17:09:45.931 57=trader1 50=qfstream 10=251 8=FIX.4.4 9=67 35=0 34=19 49=TW 50=user1 52=20091023-17:09:57.039 56=FXALL 10=244 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=22 52=20091023-17:09:55.932 57=trader1 50=qfstream 10=254 8=FIX.4.4 9=67 35=0 34=20 49=TW 50=user1 52=20091023-17:10:07.043 56=FXALL 10=218 8=FIX.4.4 9=79 35=0 49=FXALL 56=TW 34=23 52=20091023-17:10:05.932 57=trader1 50=qfstream 10=242 8=FIX.4.4 9=67 35=0 34=21 49=TW 50=user1 52=20091023-17:10:17.047 56=FXALL 10=224 8=FIX.4.4 9=79 35=5 49=FXALL 56=TW 34=30 52=20091023-17:11:09.683 57=user1 50=qfstream 10=253 # 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* TargetSubID=qftrade SenderCompID=TW SenderSubID=user1 RawData=123456 HeartBtInt=10 FileLogPath=c:\qfixlogs\ FileStorePath=c:\qfixstore\ DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml [SESSION] BeginString=FIX.4.4 TargetCompID=*ISLD* TargetSubID=qfstream SenderCompID=TW SenderSubID=uer1 RawData=123456 HeartBtInt=10 FileLogPath=c:\qfixlogs_acp\ FileStorePath=c:\qfixstore_acp\ DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml On Fri, Oct 23, 2009 at 6:18 PM, vbgargote <vbg...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Yes you can do it. You need to add the entries in the config file. > A session is created using a combination of senderID and targetID and > stored > in a collection. > When you send a message using a "Session::Send(fix message) , the session > gets the senderIS and targetID from the fix message and searches for it in > the collection.If it finds a matching session data is send on that session. > > So as many targetIDs in your config file you will have that many > sessions.At > runtime you have to choose the targetID,that targetID will be set in the > fix > message and do a "Send". > Hope this is what you are looking for. > > > -- > View this message in context: > http://www.nabble.com/How-we-will-can-invoke-two-sessions-Qftrade-and-Qfstream-in-an-application-tp26023357p26025284.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: choudhry a. <ch...@gm...> - 2009-10-23 17:20:56
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Hi, my config file in given below: I want to have tow session 1 for Qfstream and other for Qftrade. now the 1st issue is it alwaye pick the file log path and store path of 2nd session defned.... as the qfix do not automatically pick up the arget sub id so i using toAdmin callback as if teh 1st time the call back is invoked send the target sub ID as Qfstream else qftrade. i onle getting logon for qfstream session. and the only los are sreated at the location of 2nd session defined... while no log file is created at fle log path of 1sr session defined in config. Please suggest how can i fix this issue.. Here is the log file and config file 8=FIX.4.49=10335=A34=1749=TW50=user152=20091023-17:09:37.03356=*ISLD* 57=qfstream96=fxall12398=0108=1010=160 8=FIX.4.49=9135=A49=*ISLD* 56=TW34=2052=20091023-17:09:35.93057=user150=qfstream108=1098=010=026 8=FIX.4.49=6735=034=1849=TW50=user152=20091023-17:09:47.03556=*ISLD* 10=238 8=FIX.4.49=7935=049=*ISLD* 56=TW34=2152=20091023-17:09:45.93157=user150=qfstream10=251 8=FIX.4.49=7935=549=*ISLD* 56=TW34=3052=20091023-17:11:09.68357=user150=qfstream10=253 # 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* TargetSubID=qftrade SenderCompID=TW SenderSubID=user1 RawData=123456 HeartBtInt=10 FileLogPath=c:\qfixlogs\ FileStorePath=c:\qfixstore\ DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml [SESSION] BeginString=FIX.4.4 TargetCompID=*ISLD* TargetSubID=qfstream SenderCompID=TW SenderSubID=uer1 RawData=123456 HeartBtInt=10 FileLogPath=c:\qfixlogs_acp\ FileStorePath=c:\qfixstore_acp\ DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml On Fri, Oct 23, 2009 at 6:18 PM, vbgargote <vbg...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Yes you can do it. You need to add the entries in the config file. > A session is created using a combination of senderID and targetID and > stored > in a collection. > When you send a message using a "Session::Send(fix message) , the session > gets the senderIS and targetID from the fix message and searches for it in > the collection.If it finds a matching session data is send on that session. > > So as many targetIDs in your config file you will have that many > sessions.At > runtime you have to choose the targetID,that targetID will be set in the > fix > message and do a "Send". > Hope this is what you are looking for. > > > -- > View this message in context: > http://www.nabble.com/How-we-will-can-invoke-two-sessions-Qftrade-and-Qfstream-in-an-application-tp26023357p26025284.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: vbgargote <vbg...@gm...> - 2009-10-23 12:31:47
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Yes you can do it. You need to add the entries in the config file. A session is created using a combination of senderID and targetID and stored in a collection. When you send a message using a "Session::Send(fix message) , the session gets the senderIS and targetID from the fix message and searches for it in the collection.If it finds a matching session data is send on that session. So as many targetIDs in your config file you will have that many sessions.At runtime you have to choose the targetID,that targetID will be set in the fix message and do a "Send". Hope this is what you are looking for. -- View this message in context: http://www.nabble.com/How-we-will-can-invoke-two-sessions-Qftrade-and-Qfstream-in-an-application-tp26023357p26025284.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <ch...@gm...> - 2009-10-23 09:38:17
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In separate applications, i can connect to both but i want to do it in a single application... ch...@gm... wrote: > > HI, > I want to have two session Qftrade and Qfstream in my application. Any > suggestion how can i do it and how i will handle them separately? > AS the only thin to me which is different in the configuration of to > sessions is Target Sub ID. And what i observed is Quick fix do not pick > target sub ID and raw data fields form config file, when it send logon > message. we have to manually add the field using the toAdmin call back. > How we will can invoke two sessions and handle them separately?? > Do we need to create two different objects of FIX::Socketinitator but for > that we we have two different config files( I think) or any other simple > way to have this done. > > Please suggest.... > > Thanks, > Asad > -- View this message in context: http://www.nabble.com/How-we-will-can-invoke-two-sessions-Qftrade-and-Qfstream-in-an-application-tp26023357p26023436.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: <ch...@gm...> - 2009-10-23 09:34:03
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HI, I want to have two session Qftrade and Qfstream in my application. Any suggestion how can i do it and how i will handle them separately? AS the only thin to me which is different in the configuration of to sessions is Target Sub ID. And what i observed is Quick fix do not pick target sub ID and raw data fields form config file, when it send logon message. we have to manually add the field using the toAdmin call back. How we will can invoke two sessions and handle them separately?? Do we need to create two different objects of FIX::Socketinitator but for that we we have two different config files( I think) or any other simple way to have this done. Please suggest.... Thanks, Asad -- View this message in context: http://www.nabble.com/How-we-will-can-invoke-two-sessions-Qftrade-and-Qfstream-in-an-application-tp26023357p26023357.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Naveed A. <na...@nc...> - 2009-10-21 14:12:56
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Hi , I am using Quickfix .net engine. What is the underline communication technology Quickfix uses (i/o completion ports)? Can you please tell me if I use SocketAcceptor instead of ThreadedSocketAcceptor is there any kindly of application level issue that have to face? What will be the average throughput of the system in both cases? How many threads will be maintained for two active sessions in either case? Actually I want to use Socket Acceptor to avoid threading issues. You early response will be highly appreciated |
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From: James D. <jc...@co...> - 2009-10-21 12:32:33
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On Wed, Oct 21, 2009 at 5:50 AM, David Gibbs <Dav...@ig...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Please see > http://www.fixprotocol.org/ > You can find the FIX specifications and other supporting documents there. > -----Original Message----- > From: DeepakA [mailto:ang...@gm...] > Sent: 21 October 2009 11:31 > To: qui...@li... > Subject: [Quickfix-developers] query regarding OrderExecutionReport > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > When I receive a OrderExecutionReport response from the broker for an > order, > I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a > OrdStatus = NEW > > the second OrderExecutionReport has the OrdStatus field set to FILLED or > CANCELLED ETC > > Is it normal to receive a OrderExecutionReport with status as NEW for each > order placed? > > I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. > Would be great if some one can point me to the documentation that > states/confirms this. > > > -- > View this message in context: > http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990009.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 > > The information contained in this email is strictly confidential and for > the use of the addressee only, unless otherwise indicated. If you are not > the intended recipient, please do not read, copy, use or disclose to others > this message or any attachment. Please also notify the sender by replying to > this email or by telephone (+44 (0)20 7896 0011) and then delete the email > and any copies of it. Opinions, conclusions (etc.) that do not relate to the > official business of this company shall be understood as neither given nor > endorsed by it. IG Index Ltd is a company registered in England and Wales > under number 01190902. VAT registration number 761 2978 07. Registered > Office: Friars House, 157-168 Blackfriars Road, London SE1 8EZ. Authorised > and regulated by the Financial Services Authority. FSA Register number > 114059. > > > ------------------------------------------------------------------------------ > 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 > -- Jim |
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From: James D. <jc...@co...> - 2009-10-21 12:24:36
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One of the most valuable resources in the FIX specs is appendix "D". That details various order state transitions scenarios. Saying that. I think you would be better served not to require a "New" from a counter party upon receipt of a new order single. I have seen counter parties (not sure if anyone does this anymore) that would not send a "new" for a market order. They would only send a fill. On Wed, Oct 21, 2009 at 5:50 AM, David Gibbs <Dav...@ig...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Please see > http://www.fixprotocol.org/ > You can find the FIX specifications and other supporting documents there. > -----Original Message----- > From: DeepakA [mailto:ang...@gm...] > Sent: 21 October 2009 11:31 > To: qui...@li... > Subject: [Quickfix-developers] query regarding OrderExecutionReport > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > When I receive a OrderExecutionReport response from the broker for an > order, > I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a > OrdStatus = NEW > > the second OrderExecutionReport has the OrdStatus field set to FILLED or > CANCELLED ETC > > Is it normal to receive a OrderExecutionReport with status as NEW for each > order placed? > > I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. > Would be great if some one can point me to the documentation that > states/confirms this. > > > -- > View this message in context: > http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990009.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 > > The information contained in this email is strictly confidential and for > the use of the addressee only, unless otherwise indicated. If you are not > the intended recipient, please do not read, copy, use or disclose to others > this message or any attachment. Please also notify the sender by replying to > this email or by telephone (+44 (0)20 7896 0011) and then delete the email > and any copies of it. Opinions, conclusions (etc.) that do not relate to the > official business of this company shall be understood as neither given nor > endorsed by it. IG Index Ltd is a company registered in England and Wales > under number 01190902. VAT registration number 761 2978 07. Registered > Office: Friars House, 157-168 Blackfriars Road, London SE1 8EZ. Authorised > and regulated by the Financial Services Authority. FSA Register number > 114059. > > > ------------------------------------------------------------------------------ > 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 > -- Jim |
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From: David G. <Dav...@ig...> - 2009-10-21 11:39:03
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Please see http://www.fixprotocol.org/ You can find the FIX specifications and other supporting documents there. -----Original Message----- From: DeepakA [mailto:ang...@gm...] Sent: 21 October 2009 11:31 To: qui...@li... Subject: [Quickfix-developers] query regarding OrderExecutionReport QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html When I receive a OrderExecutionReport response from the broker for an order, I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a OrdStatus = NEW the second OrderExecutionReport has the OrdStatus field set to FILLED or CANCELLED ETC Is it normal to receive a OrderExecutionReport with status as NEW for each order placed? I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. Would be great if some one can point me to the documentation that states/confirms this. -- View this message in context: http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990009.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 The information contained in this email is strictly confidential and for the use of the addressee only, unless otherwise indicated. If you are not the intended recipient, please do not read, copy, use or disclose to others this message or any attachment. Please also notify the sender by replying to this email or by telephone (+44 (0)20 7896 0011) and then delete the email and any copies of it. Opinions, conclusions (etc.) that do not relate to the official business of this company shall be understood as neither given nor endorsed by it. IG Index Ltd is a company registered in England and Wales under number 01190902. VAT registration number 761 2978 07. Registered Office: Friars House, 157-168 Blackfriars Road, London SE1 8EZ. Authorised and regulated by the Financial Services Authority. FSA Register number 114059. |
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From: DeepakA <ang...@gm...> - 2009-10-21 11:19:37
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Hi Jim, Thanks for the reply. Right now in my client explicitly assumes that the first OrderExecutionReport response for an Order will be a 'NEW' I am wondering if I need to add a validation criteria for that, can point me to the documentation that confirms this. My concern is - will this vary from broker-to-broker. regards, Deepak. DeepakA wrote: > > When I receive a OrderExecutionReport response from the broker for an > order, > I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a > OrdStatus = NEW > > the second OrderExecutionReport has the OrdStatus field set to FILLED or > CANCELLED ETC > > Is it normal to receive a OrderExecutionReport with status as NEW for each > order placed? > > I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. > Would be great if some one can point me to the documentation that > states/confirms this. > > > -- View this message in context: http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990623.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: James D. <jc...@co...> - 2009-10-21 10:38:41
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yes. That is the typical message exchange."New" means "acknowledged, in the market". Jim Downs Connamara Systems On Wed, Oct 21, 2009 at 5:31 AM, DeepakA <ang...@gm...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > When I receive a OrderExecutionReport response from the broker for an > order, > I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a > OrdStatus = NEW > > the second OrderExecutionReport has the OrdStatus field set to FILLED or > CANCELLED ETC > > Is it normal to receive a OrderExecutionReport with status as NEW for each > order placed? > > I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. > Would be great if some one can point me to the documentation that > states/confirms this. > > > -- > View this message in context: > http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990009.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 > -- Jim |
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From: DeepakA <ang...@gm...> - 2009-10-21 10:31:15
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When I receive a OrderExecutionReport response from the broker for an order, I get 2 OrderExecutionReport(s). The first OrderExecutionReport has a OrdStatus = NEW the second OrderExecutionReport has the OrdStatus field set to FILLED or CANCELLED ETC Is it normal to receive a OrderExecutionReport with status as NEW for each order placed? I can't find this mentioned in the Fix4.2 spec, can anyone confirm this. Would be great if some one can point me to the documentation that states/confirms this. -- View this message in context: http://www.nabble.com/query-regarding-OrderExecutionReport-tp25990009p25990009.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Kenny S. <ks...@co...> - 2009-10-19 22:44:05
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We're working on it. We had hoped to have a release a few months ago, but other projects have gotten in the way. We have made some progress. however. - We have migrated the project to git<http://github.com/quickfix/quickfix/tree> . - We are now using UnitTest++ instead of the homegrown framework quickfix originally shipped with. - We have nightly linux builds <http://www.connamara.com:8010/waterfall> of trunk occurring on Amazon's cloud infrastructure (EC2) on several distros and gcc versions. Our major task leftover add a nightly windows build, then we plan on releasing. -- Kenny Stone Connamara Systems, LLC |
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From: David D. <dd...@li...> - 2009-10-19 00:39:25
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Hello all, I realise this question has been asked before but I can't seem to find a satisfactory answer anywhere.... So here goes again.... (Apologies in advance) What are the plans (if any) to release a new version of quickfix? The last release was over three years ago. The SVN repository indicates a considerable number of commits over the past three years. It looks like a lot of work has been done since then. https://sourceforge.net/mailarchive/forum.php?thread_name=9138e4f6090312 0456m3dfa5b90od452d9ea9705e22a%40mail.gmail.com&forum_name=quickfix-deve lopers This is last thread posted about this question (about 6 months ago). Oren said that he would be writing an email to address all these questions. Can't seem to find it - can anyone point me to the response? (was there one?) Kind Regards, David <html>Liquid Capital Markets Ltd (Registered Number 03986148) and Liquid Capital<br>Securities Limited ("LCS") (Registered Number 04118899) are authorised and<br>regulated by the Financial Services Authority in the United Kingdom.<br>LCS is also registered with the National Futures Association ("NFA") as an<br>Exempt Foreign Broker. Liquid Capital Australia Pty Ltd is registered by the<br>Australian Securities and Investment Commission. Liquid Capital Management<br>LLP is a registered limited liability partnership.<br> Liquid Capital Markets, LLC ("LCM LLC") is a registered broker dealer whose<br>Designated Examining Authority is the Chicago Board Options Exchange ("CBOE").<br>LCM LLC is also a member of the CBOE and the Chicago Mercantile Exchange. In<br>addition to LCM LLC, Liquid Capital USA, LLC is registered as an Introducing<br>Broker with the NFA and is seeking registration as a Broker Dealer with FINRA.<br> Please click on the following <a href=http://www.liquidcapital.com/group/index.php?location=/web/General/Disclaimer>link</a> for terms relating to email correspondence.</html> |
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