quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Reading settings from stream

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

Thank you very much. It worked.

Fabio

________________________________________
Von: Alain Tésio [a....@ne...]
Gesendet: Freitag, 9. Oktober 2009 15:21
An: Fabio Renggli; qui...@li...
Betreff: RE: Reading settings from stream

> I tried to create a FIX application by setting the settings with a
> MemoryStream in c#. But there it doesn't work. the SessionSettings remains
> empty. Can anyone help me out with a either a sample about using the
> stream or the dictionary method?

Hi, here is some code I have to initialize the settings using a dictionary.

Alain



sessionSettings = new SessionSettings();

QuickFix.Dictionary DefaultDic = sessionSettings.get();
string cn = settings.GetODBCConnectionString();

DefaultDic.setString("OdbcLogConnectionString", cn);
DefaultDic.setString("OdbcStoreConnectionString", cn);
DefaultDic.setString("OdbcDataBase", db);
sessionSettings.set(DefaultDic);

string beginString = "FIX." + source.FIXVersion;
QuickFix.Dictionary dic = new QuickFix.Dictionary();
dic.setString("TargetCompID", source.TargetCompID);
dic.setString("SenderCompID", source.SenderCompID);
dic.setString("ConnectionType", "initiator");
dic.setString("BeginString", beginString);
dic.setString("StartTime", source.StartTime);
dic.setString("EndTime", source.EndTime);
dic.setString("DataDictionary", source.DataDictionaryPath);
dic.setString("SocketConnectPort", source.ConnectPort);
dic.setString("SocketConnectHost", source.ConnectHost);
dic.setString("HeartBtInt", source.HeartBtInt.ToString());
dic.setString("ReconnectInterval", source.ReconnectInterval.ToString());
dic.setString("PersistMessages", "Y");
dic.setBool("ResetOnDisconnect", false);
dic.setBool("ResetOnLogon", source.ResetOnLogin); //false
dic.setBool("ResetOnLogout", source.ResetOnLogout); //false
dic.setString("sessionqualifier", "Nexfi");

SessionID sid = new SessionID(
    new BeginString(beginString),
    new SenderCompID(source.SenderCompID),
    new TargetCompID(source.TargetCompID),
    "Nexfi");
sessionSettings.set(sid, dic);

Re: [Quickfix-developers] Reading settings from stream

[Alain T. <a....@ne...>]

> I tried to create a FIX application by setting the settings with a
> MemoryStream in c#. But there it doesn't work. the SessionSettings remains
> empty. Can anyone help me out with a either a sample about using the
> stream or the dictionary method?

Hi, here is some code I have to initialize the settings using a dictionary.

Alain



sessionSettings = new SessionSettings();

QuickFix.Dictionary DefaultDic = sessionSettings.get();
string cn = settings.GetODBCConnectionString();

DefaultDic.setString("OdbcLogConnectionString", cn);
DefaultDic.setString("OdbcStoreConnectionString", cn);
DefaultDic.setString("OdbcDataBase", db);
sessionSettings.set(DefaultDic);

string beginString = "FIX." + source.FIXVersion;
QuickFix.Dictionary dic = new QuickFix.Dictionary();
dic.setString("TargetCompID", source.TargetCompID);
dic.setString("SenderCompID", source.SenderCompID);
dic.setString("ConnectionType", "initiator");
dic.setString("BeginString", beginString);
dic.setString("StartTime", source.StartTime);
dic.setString("EndTime", source.EndTime);
dic.setString("DataDictionary", source.DataDictionaryPath);
dic.setString("SocketConnectPort", source.ConnectPort);
dic.setString("SocketConnectHost", source.ConnectHost);
dic.setString("HeartBtInt", source.HeartBtInt.ToString());
dic.setString("ReconnectInterval", source.ReconnectInterval.ToString());
dic.setString("PersistMessages", "Y");
dic.setBool("ResetOnDisconnect", false);
dic.setBool("ResetOnLogon", source.ResetOnLogin); //false
dic.setBool("ResetOnLogout", source.ResetOnLogout); //false
dic.setString("sessionqualifier", "Nexfi");

SessionID sid = new SessionID(
    new BeginString(beginString),
    new SenderCompID(source.SenderCompID),
    new TargetCompID(source.TargetCompID),
    "Nexfi");
sessionSettings.set(sid, dic);

[Quickfix-developers] Reading settings from stream

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

Hello Together

I tried to create a FIX application by setting the settings with a MemoryStream in c#. But there it doesn't work. the SessionSettings remains empty. Can anyone help me out with a either a sample about using the stream or the dictionary method?

Best regards
Fabio

[Quickfix-developers] unable to send LOGON message to FIX

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

Hi i want to send LOGON message to FIX.
here is my logon method.


void Application::fxlogin()
{
             FIX::Message message;

        message.getHeader().setField(35, "A");
        message.getHeader().setField(96, "12345678");
        message.getHeader().setField(108,"10");
             FIX::Session::sendToTarget(message);
       

}
Config file setting are as follows..

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=20
StartTime=12:00:00
EndTime=23:00:00
SenderCompID=TW
SenderSubID=user1
HeartBtInt=10
SocketConnectPort=443
SocketConnectHost=ssl://84.219.221.89
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\

# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.4
TargetCompID=ISLD
TargetSubID=qftrade
HeartBtInt=10
FileLogPath=c:\qfixlogs\
FileStorePath=c:\qfixstore\
DataDictionary=C:\quickfix-1.12.4\quickfix\spec\FIX44.xml

Can any one help me how we can send it?
or If you can send your code with me for logon message so that i can figure
it out.
thanks.
Asad.
-- 
View this message in context: http://www.nabble.com/unable-to-send-LOGON-message-to-FIX-tp25816265p25816265.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] QuickFix runtime dependancies

[Andrew C. <And...@tw...>]

I'm getting the old "specified module could not be found. (Exception from
HRESULT: 0x8007007E)" when I believe QuickFix is trying to be created in an
app on a UAT server. I checked the web-site about dependencies (an XML
parser) which I believe this server has.

 

Any other runtime dependencies that anyone can think of?

 

I seem to remember something about some MS Visual C++ runtime DLLs?

 

Thanks.

[Quickfix-developers] Using ResendRequest for recovery purpose

[<reg...@ho...>]

Hi,

I am working on a small FIX client OMS application.
I would like to know if I can use quickfix to implement an "easy" recovery.
That is, instead of persisting the orders into a DB, can I just send a
"ResendRequest" after the FIX logging in order to get all the message which
have been sent since the beggining of the session.

So far it seems to work, if I send a 35=2 to the destination system's FIX
engine I get a replay of all the messages.
However the messages seem to be embedded in reset requests 35=4 which in
turn seems to cause the FIX engine to "ignore them", that is to not process
them in fromApp().
I can see them however in the logs.

Am I missing something obvious?

Thanks,

Regis

Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[Kotecha, R. <Rav...@st...>]

Hi Regis, 

Have you tried the slightly more 'dirty' approach of setString?
Instead of:
  NewOrderSingle order = new NewOrderSingle(message.ToString());
Try:
  NewOrderSingle order = new NewOrderSingle();
  order.setString(message.ToString());

I've used something similar in the past when our QF engine would dump messages in a raw format straight into a database for processing later.

Regards, 
Ravi Kotecha

-----Original Message-----
From: reg...@ho... [mailto:reg...@ho...] 
Sent: 29 September 2009 19:41
To: qui...@li...
Subject: Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

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


Note that, the reason why I need to clone the message (which I would avoid
to do as it's CPU consuming), is because it seems that when one tries to
deal with the QuickFix message received directly from fromApp() or ToApp()
asynchronoulsy the following problem arises:

public void FromApp(Message message)
{
   DoSomthingAsynchronously(message);
   crack(message);
}

will result in the asynchronous method to handle a message that can be
"replaced" by the syncronous QuickFIX thread before it has a chance to be
handled.
e.g:

-> Receive MSG1
-> Enqueue MSG1 for async processing
-> Receive MSG2
-> Process MSG1 asyncronously -> It is now pointing to MSG2!

This is probably due to a C++ memory handling approach but complicates
things when used through the .Net Wrapper.

Hope I make sense.

Regis.

On Tue, 29 Sep 2009 11:21:10 -0700 (PDT), Brian Erst
<azz...@ya...> wrote:
> It looks like it's because you're instantiating a base class (Message)
and
> trying to cast it to a derived class (NewOrderSingle).
> 
> As far as I can tell, Message doesn't define a clone method, so you'd
> probably have to figure out the message type first, then use the copy
> constructor for the derived class, e.g.
> 
> Message newMsg;
> if (msg instanceof NewOrderSingle)
> {
>     newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy
> constructor for NOS and Message are identical
> } ... etc...
> 
> Obviously, if you had a bunch of different messages you wanted to clone,
> you'd be better off building a switch statement off the MsgType of the
> message.
> 
> - Brian Erst
> Thynk Software, Inc.
> 
> 
> 
> 
> ________________________________
> From: "reg...@ho..." <reg...@ho...>
> To: qui...@li...
> Sent: Tuesday, September 29, 2009 11:46:48 AM
> Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> I'd like to clone FIX Messages. I have tried
> fromApp(Message msg)
> {
> Message newMsg = new Message(msg.ToString);
> }
> 
> which seems to work fine.
> Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
> e.g
> 
> NewOrderSingle order = newMsg as NewOrderSingle;
> 
> does not work anymore. (even though newMsg is indeed a NewOrderSingle
> 35=D)
> 
> Any idea why?
> 
> Thanks,
> 
> Regis
> 
> 
>
------------------------------------------------------------------------------
> Come build with us! The BlackBerry® 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/devconf
> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers


------------------------------------------------------------------------------
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Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[<reg...@ho...>]

Well I have decided to "ignore" the type since I just want to convert
QuickFIX message into a proper C# Value object.
I have done something like this:

FIXMsgs fixMsg = new FIXMsgs();
fixMsg.SenderCompID = msg.getHeader().getField(new
SenderCompID()).getValue();
ixMsg.TargetCompID = msg.getHeader().getField(new
TargetCompID()).getValue();
fixMsg.SeqNum = msg.getHeader().getField(new MsgSeqNum()).getValue();
fixMsg.MessageType = msg.getHeader().getString(MsgType.FIELD);
if (msg.isSetField(OrdType.FIELD))
   fixMsg.OrderType = msg.getString(OrdType.FIELD);

etc...

Anyway I still think that having to clone the QuickFIX message to process
it async is quite dodgy... definitely not very performant.

On Wed, 30 Sep 2009 09:55:23 +0100, "Kotecha, Ravi"
<Rav...@st...> wrote:
> Hi Regis, 
> 
> Have you tried the slightly more 'dirty' approach of setString?
> Instead of:
>   NewOrderSingle order = new NewOrderSingle(message.ToString());
> Try:
>   NewOrderSingle order = new NewOrderSingle();
>   order.setString(message.ToString());
> 
> I've used something similar in the past when our QF engine would dump
> messages in a raw format straight into a database for processing later.
> 
> Regards, 
> Ravi Kotecha
> 
> -----Original Message-----
> From: reg...@ho... [mailto:reg...@ho...] 
> Sent: 29 September 2009 19:41
> To: qui...@li...
> Subject: Re: [Quickfix-developers] .Net: Cloning QuickFix.Message
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Note that, the reason why I need to clone the message (which I would
> avoid
> to do as it's CPU consuming), is because it seems that when one tries to
> deal with the QuickFix message received directly from fromApp() or
> ToApp()
> asynchronoulsy the following problem arises:
> 
> public void FromApp(Message message)
> {
>    DoSomthingAsynchronously(message);
>    crack(message);
> }
> 
> will result in the asynchronous method to handle a message that can be
> "replaced" by the syncronous QuickFIX thread before it has a chance to be
> handled.
> e.g:
> 
> -> Receive MSG1
> -> Enqueue MSG1 for async processing
> -> Receive MSG2
> -> Process MSG1 asyncronously -> It is now pointing to MSG2!
> 
> This is probably due to a C++ memory handling approach but complicates
> things when used through the .Net Wrapper.
> 
> Hope I make sense.
> 
> Regis.
> 
> On Tue, 29 Sep 2009 11:21:10 -0700 (PDT), Brian Erst
> <azz...@ya...> wrote:
>> It looks like it's because you're instantiating a base class (Message)
> and
>> trying to cast it to a derived class (NewOrderSingle).
>> 
>> As far as I can tell, Message doesn't define a clone method, so you'd
>> probably have to figure out the message type first, then use the copy
>> constructor for the derived class, e.g.
>> 
>> Message newMsg;
>> if (msg instanceof NewOrderSingle)
>> {
>>     newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy
>> constructor for NOS and Message are identical
>> } ... etc...
>> 
>> Obviously, if you had a bunch of different messages you wanted to
> clone,
>> you'd be better off building a switch statement off the MsgType of the
>> message.
>> 
>> - Brian Erst
>> Thynk Software, Inc.
>> 
>> 
>> 
>> 
>> ________________________________
>> From: "reg...@ho..." <reg...@ho...>
>> To: qui...@li...
>> Sent: Tuesday, September 29, 2009 11:46:48 AM
>> Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message
>> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>> 
>> 
>> Hi,
>> 
>> I'd like to clone FIX Messages. I have tried
>> fromApp(Message msg)
>> {
>> Message newMsg = new Message(msg.ToString);
>> }
>> 
>> which seems to work fine.
>> Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
>> e.g
>> 
>> NewOrderSingle order = newMsg as NewOrderSingle;
>> 
>> does not work anymore. (even though newMsg is indeed a NewOrderSingle
>> 35=D)
>> 
>> Any idea why?
>> 
>> Thanks,
>> 
>> Regis
>> 
>> 
>>
>
------------------------------------------------------------------------------
>> Come build with us! The BlackBerry® 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/devconf
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
>
------------------------------------------------------------------------------
> Come build with us! The BlackBerry® 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/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
>
*****************************************************************************
> This communication is sent by the Standard Bank Plc or one of its
> affiliates
> The registered details of Standard Bank Plc are: 
> Registered in England No. 2130447, Registered Office 20 Gresham Street,
> London, EC2V 7JE 
> Authorised and Regulated by the Financial Services Authority. 
> 
> More information on Standard Bank is available at www.standardbank.com
>  
> Everything in this email and any attachments relating to the official
> business of Standard Bank Group Limited and any or all subsidiaries, the
> Company, is proprietary to the Company. It is confidential, legally
> privileged and protected by relevant laws. The Company does not own and
> endorse any other content. Views and opinions are those of the sender
> unless clearly stated as being that of the Company.
>  
> The person or persons addressed in this email are the sole authorised
> recipient. Please notify the sender immediately if it has
unintentionally,
> or inadvertently reached you and do not read, disclose or use the content
> in any way and delete this e-mail from your system.  
> 
> The Company cannot ensure that the integrity of this email has
> beenmaintained nor that it is free of errors, virus, interception or
> interference. The sender therefore does not accept liability for any
errors
> or omissions in the contents of this message which arise as a result of
> e-mail transmission. If verification is required please request a
hard-copy
> version. This message is provided for informational purposes and should
not
> be construed as a solicitation or offer to buy or sell any securities or
> related financial instruments.
> 
>
*****************************************************************************
> 

Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[<reg...@ho...>]

Note that, the reason why I need to clone the message (which I would avoid
to do as it's CPU consuming), is because it seems that when one tries to
deal with the QuickFix message received directly from fromApp() or ToApp()
asynchronoulsy the following problem arises:

public void FromApp(Message message)
{
   DoSomthingAsynchronously(message);
   crack(message);
}

will result in the asynchronous method to handle a message that can be
"replaced" by the syncronous QuickFIX thread before it has a chance to be
handled.
e.g:

-> Receive MSG1
-> Enqueue MSG1 for async processing
-> Receive MSG2
-> Process MSG1 asyncronously -> It is now pointing to MSG2!

This is probably due to a C++ memory handling approach but complicates
things when used through the .Net Wrapper.

Hope I make sense.

Regis.

On Tue, 29 Sep 2009 11:21:10 -0700 (PDT), Brian Erst
<azz...@ya...> wrote:
> It looks like it's because you're instantiating a base class (Message)
and
> trying to cast it to a derived class (NewOrderSingle).
> 
> As far as I can tell, Message doesn't define a clone method, so you'd
> probably have to figure out the message type first, then use the copy
> constructor for the derived class, e.g.
> 
> Message newMsg;
> if (msg instanceof NewOrderSingle)
> {
>     newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy
> constructor for NOS and Message are identical
> } ... etc...
> 
> Obviously, if you had a bunch of different messages you wanted to clone,
> you'd be better off building a switch statement off the MsgType of the
> message.
> 
> - Brian Erst
> Thynk Software, Inc.
> 
> 
> 
> 
> ________________________________
> From: "reg...@ho..." <reg...@ho...>
> To: qui...@li...
> Sent: Tuesday, September 29, 2009 11:46:48 AM
> Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> I'd like to clone FIX Messages. I have tried
> fromApp(Message msg)
> {
> Message newMsg = new Message(msg.ToString);
> }
> 
> which seems to work fine.
> Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
> e.g
> 
> NewOrderSingle order = newMsg as NewOrderSingle;
> 
> does not work anymore. (even though newMsg is indeed a NewOrderSingle
> 35=D)
> 
> Any idea why?
> 
> Thanks,
> 
> Regis
> 
> 
>
------------------------------------------------------------------------------
> Come build with us! The BlackBerry® 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/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[<reg...@ho...>]

Brian,

The class I am trying to cast is a derived NewOrderSingle. It's indeed
embedded in a switch statement but for the sake of the example I only
reduced the code to the minimum.

as a matter of fact in the fromApp() Method:

"Message msg = message as NewOrderSingle"

works.
However:

Message msg = new Message(message.ToString())
NewOrderSingle order = msg as NewOrderSingle

don't

I wish I could to NewOrderSingle order = new
NewOrderSingle(message.ToString())

but this is not implemented. Any idea how I can sort the problem out?

On Tue, 29 Sep 2009 11:21:10 -0700 (PDT), Brian Erst
<azz...@ya...> wrote:
> It looks like it's because you're instantiating a base class (Message)
and
> trying to cast it to a derived class (NewOrderSingle).
> 
> As far as I can tell, Message doesn't define a clone method, so you'd
> probably have to figure out the message type first, then use the copy
> constructor for the derived class, e.g.
> 
> Message newMsg;
> if (msg instanceof NewOrderSingle)
> {
>     newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy
> constructor for NOS and Message are identical
> } ... etc...
> 
> Obviously, if you had a bunch of different messages you wanted to clone,
> you'd be better off building a switch statement off the MsgType of the
> message.
> 
> - Brian Erst
> Thynk Software, Inc.
> 
> 
> 
> 
> ________________________________
> From: "reg...@ho..." <reg...@ho...>
> To: qui...@li...
> Sent: Tuesday, September 29, 2009 11:46:48 AM
> Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Hi,
> 
> I'd like to clone FIX Messages. I have tried
> fromApp(Message msg)
> {
> Message newMsg = new Message(msg.ToString);
> }
> 
> which seems to work fine.
> Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
> e.g
> 
> NewOrderSingle order = newMsg as NewOrderSingle;
> 
> does not work anymore. (even though newMsg is indeed a NewOrderSingle
> 35=D)
> 
> Any idea why?
> 
> Thanks,
> 
> Regis
> 
> 
>
------------------------------------------------------------------------------
> Come build with us! The BlackBerry® 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/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] .Net: Cloning QuickFix.Message

[Brian E. <azz...@ya...>]

It looks like it's because you're instantiating a base class (Message) and trying to cast it to a derived class (NewOrderSingle).

As far as I can tell, Message doesn't define a clone method, so you'd probably have to figure out the message type first, then use the copy constructor for the derived class, e.g.

Message newMsg;
if (msg instanceof NewOrderSingle)
{
    newMsg = new NewOrderSingle(msg);  // NewOrderSingle's copy constructor for NOS and Message are identical
} ... etc...

Obviously, if you had a bunch of different messages you wanted to clone, you'd be better off building a switch statement off the MsgType of the message.

- Brian Erst
Thynk Software, Inc.




________________________________
From: "reg...@ho..." <reg...@ho...>
To: qui...@li...
Sent: Tuesday, September 29, 2009 11:46:48 AM
Subject: [Quickfix-developers] .Net: Cloning QuickFix.Message

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


Hi,

I'd like to clone FIX Messages. I have tried
fromApp(Message msg)
{
Message newMsg = new Message(msg.ToString);
}

which seems to work fine.
Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
e.g

NewOrderSingle order = newMsg as NewOrderSingle;

does not work anymore. (even though newMsg is indeed a NewOrderSingle 35=D)

Any idea why?

Thanks,

Regis


------------------------------------------------------------------------------
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ahead of the curve. Join us from November 9-12, 2009. Register now!
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[Quickfix-developers] .Net: Cloning QuickFix.Message

[<reg...@ho...>]

Hi,

I'd like to clone FIX Messages. I have tried
fromApp(Message msg)
{
Message newMsg = new Message(msg.ToString);
}

which seems to work fine.
Unfortunately it is thenimpossible to cast newMsg in any FIX subtypes!
e.g

NewOrderSingle order = newMsg as NewOrderSingle;

does not work anymore. (even though newMsg is indeed a NewOrderSingle 35=D)

Any idea why?

Thanks,

Regis

Re: [Quickfix-developers] Fw: Re: QuickFix incorrectly sends Reject msg for tag 305 on SecurityDefinition msg

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

<font face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif" size="2"><DIV>If anyone has any idea about the query below&nbsp;(marked bold) please help...</DIV>
<DIV><BR>-Ani<BR><BR><BR><FONT color=#990099>Aniruddha N/MUM/TCS wrote: -----</FONT> </DIV>
<DIV>
<BLOCKQUOTE style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: black 2px solid; MARGIN-RIGHT: 0px">To: vai...@tc...<BR>From: Aniruddha N/MUM/TCS<BR>Date: 09/17/2009 12:18PM<BR>Subject: Fw: Re: [Quickfix-developers] QuickFix incorrectly sends Reject msg for tag 305 on SecurityDefinition msg<BR><BR><FONT face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif" size=2>
<DIV><BR>Aniruddha Anilkumar Navur <BR>Tata Consultancy Services <BR>Mailto: <A href="mailto:ani...@tc..." target=blank>ani...@tc... </A><BR>Website: <A href="http://www.tcs.com/" target=blank>http://www.tcs.com </A><BR>____________________________________________ <BR>Experience certainty. IT Services <BR>Business Solutions <BR>Outsourcing <BR>____________________________________________ <BR></DIV>
<DIV>
<DIV><BR></DIV><FONT color=#990099>-----Forwarded by Aniruddha N/MUM/TCS on 09/17/2009 12:18PM ----- <BR><BR></FONT>
<BLOCKQUOTE style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">To: Aniruddha N &lt;ani...@tc...&gt; <BR>From: Aniruddha N/MUM/TCS <BR>Date: 09/17/2009 12:18PM <BR>cc: qui...@li... <BR>Subject: Re: [Quickfix-developers] QuickFix incorrectly sends Reject msg for tag 305 on SecurityDefinition msg <BR><BR><FONT face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif" size=2>
<DIV><FONT size=3><STRONG>In FIX messages ( </STRONG></FONT><A href="http://fixprotocol.org/FIXimate3.0/" target=blank><U><FONT style="FONT-SIZE: 12pt" face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif" color=#0000ff><STRONG>http://fixprotocol.org/FIXimate3.0/ </STRONG></FONT></U></A><STRONG><FONT style="FONT-SIZE: 12pt" face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif">), what is default value for currency? </FONT><BR><BR><FONT style="FONT-SIZE: 12pt" face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif">The field description says if the field absent then default for its intepreted as security. </FONT><BR><BR></STRONG><FONT style="FONT-SIZE: 12pt" face="Default Sans Serif,Verdana,Arial,Helvetica,sans-serif"><STRONG>please help if anyone has an idea.</STRONG> </FONT><BR></DIV>
<DIV><BR><BR>Aniruddha Anilkumar Navur <BR>Tata Consultancy Services <BR>Mailto: <A href="mailto:ani...@tc..." target=blank>ani...@tc... </A><BR>Website: <A href="http://www.tcs.com/" target=blank>http://www.tcs.com </A><BR>____________________________________________ <BR>Experience certainty. IT Services <BR>Business Solutions <BR>Outsourcing <BR>____________________________________________ <BR>
<DIV><BR></DIV><FONT color=#990099>-----Aniruddha N &lt;ani...@tc...&gt; wrote: ----- <BR><BR></FONT>
<BLOCKQUOTE style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">To: qui...@li... <BR>From: Aniruddha N &lt;ani...@tc...&gt; <BR>Date: 09/03/2009 06:20PM <BR>Subject: Re: [Quickfix-developers] QuickFix incorrectly sends Reject msg for tag 305 on SecurityDefinition msg <BR><BR><FONT face="Default Monospace,Courier New,Courier,monospace" size=2>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=blank>http://www.quickfixengine.org/quickfix/doc/html/index.html </A><BR>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=blank>http://www.quickfixengine.org/services.html </A><BR><BR></FONT>
<P>Thanks a lot... </P>
<P>Can anyone point how to invoke Unit tests&nbsp;in C++ to test quickfix engine? </P>
<P>regards, <BR>Aniruddha Anilkumar Navur <BR>Tata Consultancy Services <BR>Mailto: ani...@tc... <BR>Website: <A href="http://www.tcs.com/" target=blank>http://www.tcs.com </A><BR>____________________________________________ <BR>Experience certainty. IT Services <BR>Business Solutions <BR>Outsourcing <BR>____________________________________________ </P>
<TABLE cellSpacing=0 cellPadding=0 width="100%" border=0 V5DOTBL="true">
<TBODY>
<TR vAlign=top>
<TD width="37%" bgColor=#e1e1e1 rowSpan=5><BR>
<DIV align=center><B><FONT style="FONT-SIZE: 9pt">Kenny Stone &lt;ks...@co...&gt; </FONT></B>
<P><FONT style="FONT-SIZE: 9pt">09/02/2009 22:11 EST </FONT></P></DIV></TD>
<TD width="1%" bgColor=#e1e1e1><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">To </FONT>&nbsp;&nbsp; </DIV></TD>
<TD width="63%" bgColor=#e1e1e1><BR><FONT style="FONT-SIZE: 9pt">qui...@li... </FONT></TD></TR>
<TR vAlign=top>
<TD width="1%" bgColor=#e1e1e1><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">cc </FONT>&nbsp;&nbsp; </DIV></TD>
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<TR vAlign=top>
<TD width="1%" bgColor=#e1e1e1><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">bcc </FONT>&nbsp;&nbsp; </DIV></TD>
<TD width="63%" bgColor=#e1e1e1><BR></TD></TR>
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<TD width="1%" bgColor=#e1e1e1><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">Subject </FONT>&nbsp;&nbsp; </DIV></TD>
<TD width="63%" bgColor=#e1e1e1><BR><FONT style="FONT-SIZE: 9pt">Re: [Quickfix-developers] QuickFix incorrectly sends Reject msg for tag 305 on SecurityDefinition msg </FONT></TD></TR>
<TR vAlign=top>
<TD width=0% bgColor=#e1e1e1>&nbsp; </TD>
<TD width="63%" bgColor=#e1e1e1><BR><FONT size=-1></FONT></TD></TR></TBODY></TABLE><BR><TT>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html" target=blank>http://www.quickfixengine.org/quickfix/doc/html/index.html </A><BR></TT><TT>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html" target=blank>http://www.quickfixengine.org/services.html </A><BR></TT><BR><BR><BR><BR><TT>Dale said this already, but here is the actual code: </TT><BR><BR><BR><TT>FIX::OderQty orderQty; </TT><BR><BR><TT>if( msg.isSetField( orderQty )) </TT><BR><BR><TT>{ </TT><BR><BR><TT>&nbsp;&nbsp;&nbsp; message.get(orderQty); </TT><BR><BR><TT>} </TT><BR><BR><TT>-- </TT><BR><TT>Kenny Stone </TT><BR><TT>Connamara Systems, LLC </TT><BR><TT>------------------------------------------------------------------------------ <BR></TT><TT>Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day <BR></TT><TT>trial. Simplify your report design, integration and deployment - and focus on <BR></TT><TT>what you do best, core application coding. Discover what's new with <BR></TT><TT>Crystal Reports now. &nbsp; <A href="http://p.sf.net/sfu/bobj-july" target=blank>http://p.sf.net/sfu/bobj-july </A></TT><BR><TT>_______________________________________________ <BR></TT><TT>Quickfix-developers mailing list <BR></TT><TT>Qui...@li... <BR></TT><TT><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=blank>https://lists.sourceforge.net/lists/listinfo/quickfix-developers </A></TT><BR><FONT style="FONT-SIZE: 1pt" color=#ffffff>ForwardSourceID:NT000033EE </FONT><FONT face="Default Monospace,Courier New,Courier,monospace" size=2>=====-----=====-----===== <BR>Notice: The information contained in this e-mail <BR>message and/or attachments to it may contain <BR>confidential or privileged information. If you are <BR>not the intended recipient, any dissemination, use, <BR>review, distribution, printing or copying of the <BR>information contained in this e-mail message <BR>and/or attachments to it are strictly prohibited. If <BR>you have received this communication in error, <BR>please notify us by reply e-mail or telephone and <BR>immediately and permanently delete the message <BR>and any attachments. Thank you <BR></FONT><FONT face="Default Monospace,Courier New,Courier,monospace" size=2>------------------------------------------------------------------------------ <BR>Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day <BR>trial. Simplify your report design, integration and deployment - and focus on <BR>what you do best, core application coding. Discover what's new with <BR>Crystal Reports now. &nbsp; <A href="http://p.sf.net/sfu/bobj-july" target=blank>http://p.sf.net/sfu/bobj-july </A></FONT><FONT face="Default Monospace,Courier New,Courier,monospace" size=2>_______________________________________________ <BR>Quickfix-developers mailing list <BR>Qui...@li... <BR><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers" target=blank>https://lists.sourceforge.net/lists/listinfo/quickfix-developers </A></FONT></BLOCKQUOTE><BR></DIV></FONT></BLOCKQUOTE><BR></DIV></FONT></BLOCKQUOTE></DIV>
<DIV></DIV></font><pre>=====-----=====-----=====
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</pre>

Re: [Quickfix-developers] QuickFix sends two logon messages even though the first one has fired the onLogon event

[christophe v <cve...@ho...>]

I am not trying to logon manually the logon message is sent automatically. I
have used the same code to connect to another server and it works just fine.

Kenny Stone wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Are you trying to send a logon manually?  QuickFIX should handle all of
> the
> session level messages automatically - logons, gap fills, test requests,
> etc.
> 
> On Thu, Sep 24, 2009 at 8:14 AM, christophe v <cve...@ho...>
> wrote:
> 
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi,
>>
>> Here is the log that I have
>>
>> 8=FIX.4.2 9=99 35=A 34=1 49=ABTG 52=20090924-13:10:39.809 56=OTFRONTPRICE
>> 98=0 108=30 141=Y 11553=ABTG 11554=abtg 10=051
>> 8=FIX.4.2 9=80 35=A 56=ABTG 49=OTFRONTPRICE 50=Liffe
>> 52=20090924-13:10:38.218 34=1 98=0 108=30 10=071
>> 8=FIX.4.2 9=71 35=A 34=2 49=ABTG 52=20090924-13:10:39.852 56=OTFRONTPRICE
>> 98=0 108=30 10=196
>> 8=FIX.4.2 9=101 35=5 56=ABTG 49=OTFRONTPRICE 50=Liffe
>> 52=20090924-13:10:43.296 34=2 58=This
>> CompId already logged in 10=121
>> 8=FIX.4.2 9=59 35=5 34=3 49=ABTG 52=20090924-13:10:44.951 56=OTFRONTPRICE
>> 10=162
>>
>> I have nothing else.
>> --
>> View this message in context:
>> http://www.nabble.com/QuickFix-sends-two-logon-messages-even-though-the-first-one-has-fired-the-onLogon-event-tp25530656p25567570.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Come build with us! The BlackBerry® 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/devconf
>> _______________________________________________
>> 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&reg; 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&#45;12, 2009. Register
> now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

-- 
View this message in context: http://www.nabble.com/QuickFix-sends-two-logon-messages-even-though-the-first-one-has-fired-the-onLogon-event-tp25530656p25607883.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] QuickFix sends two logon messages even though the first one has fired the onLogon event

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

Are you trying to send a logon manually?  QuickFIX should handle all of the
session level messages automatically - logons, gap fills, test requests,
etc.

On Thu, Sep 24, 2009 at 8:14 AM, christophe v <cve...@ho...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi,
>
> Here is the log that I have
>
> 8=FIX.4.2 9=99 35=A 34=1 49=ABTG 52=20090924-13:10:39.809 56=OTFRONTPRICE
> 98=0 108=30 141=Y 11553=ABTG 11554=abtg 10=051
> 8=FIX.4.2 9=80 35=A 56=ABTG 49=OTFRONTPRICE 50=Liffe
> 52=20090924-13:10:38.218 34=1 98=0 108=30 10=071
> 8=FIX.4.2 9=71 35=A 34=2 49=ABTG 52=20090924-13:10:39.852 56=OTFRONTPRICE
> 98=0 108=30 10=196
> 8=FIX.4.2 9=101 35=5 56=ABTG 49=OTFRONTPRICE 50=Liffe
> 52=20090924-13:10:43.296 34=2 58=This
> CompId already logged in 10=121
> 8=FIX.4.2 9=59 35=5 34=3 49=ABTG 52=20090924-13:10:44.951 56=OTFRONTPRICE
> 10=162
>
> I have nothing else.
> --
> View this message in context:
> http://www.nabble.com/QuickFix-sends-two-logon-messages-even-though-the-first-one-has-fired-the-onLogon-event-tp25530656p25567570.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry® 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/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Kenny Stone
Connamara Systems, LLC

Re: [Quickfix-developers] QuickFix sends two logon messages even though the first one has fired the onLogon event

[christophe v <cve...@ho...>]

Hi,

Here is the log that I have

8=FIX.4.2
9=99
35=A
34=1
49=ABTG
52=20090924-13:10:39.809
56=OTFRONTPRICE
98=0
108=30
141=Y
11553=ABTG
11554=abtg
10=051

8=FIX.4.2
9=80
35=A
56=ABTG
49=OTFRONTPRICE
50=Liffe
52=20090924-13:10:38.218
34=1
98=0
108=30
10=071

8=FIX.4.2
9=71
35=A
34=2
49=ABTG
52=20090924-13:10:39.852
56=OTFRONTPRICE
98=0
108=30
10=196

8=FIX.4.2
9=101
35=5
56=ABTG
49=OTFRONTPRICE
50=Liffe
52=20090924-13:10:43.296
34=2
58=This
CompId already logged in
10=121

8=FIX.4.2
9=59
35=5
34=3
49=ABTG
52=20090924-13:10:44.951
56=OTFRONTPRICE
10=162


I have nothing else.
-- 
View this message in context: http://www.nabble.com/QuickFix-sends-two-logon-messages-even-though-the-first-one-has-fired-the-onLogon-event-tp25530656p25567570.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] [Quickfix-users] Session Not Found in incoming message

[Joaquín G. <j.g...@ra...>]

Hi Mikhail,

I already solved the problem. Like I suspected, It was not in the C++  
code but in the configuration file.

The person on the other side had told me it was ok, that's why I was  
searching some bug in the code, but now I tried some changes in the  
cfg file and it works again.

Thank you very much for your help. You've been very patient!

Bye,

Joaquín.



El 24/09/2009, a las 11:34, Mikhail Veygman escribió:

Joaquin,

There is no session target in the message header

Regards,

Mikhail Veygman

Sep 24, 2009, в 2:44 AM, Joaquín Gracia <j.g...@ra...>  
написал(а):

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I compiled and run tradeclient and executor applications.
>
> When receiving heartbeat messages, executor is displaying the next  
> message: Session not found for incoming message.
>
> I attached a log file from executor.
>
> Any help? Thank you
>
> Joaquín.
>
> <fix log.txt>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register  
> now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

Re: [Quickfix-developers] [Quickfix-users] Session Not Found in incoming message

[Mikhail V. <mve...@gm...>]

Joaquin,

There is no session target in the message header

Regards,

Mikhail Veygman

Sep 24, 2009, в 2:44 AM, Joaquín Gracia <j.g...@ra...>  
написал(а):

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I compiled and run tradeclient and executor applications.
>
> When receiving heartbeat messages, executor is displaying the next  
> message: Session not found for incoming message.
>
> I attached a log file from executor.
>
> Any help? Thank you
>
> Joaquín.
>
> <fix log.txt>
>
> --- 
> --- 
> --- 
> ---------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register  
> now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

[Quickfix-developers] Session Not Found in incoming message

[Joaquín G. <j.g...@ra...>]

I compiled and run tradeclient and executor applications.

When receiving heartbeat messages, executor is displaying the next  
message: Session not found for incoming message.

I attached a log file from executor.

Any help? Thank you

Joaquín.

Re: [Quickfix-developers] Missing Header tags

[Mikhail V. <mve...@gm...>]

You can read the document or quickfix code to understand how onCreate
works.  Basically it's a method called when a session is created.

The Tag 34 is missing because when you create the message it is not put
in.

As you can imagine there are many ways of creating the FIX message one
of them is fully manual so you can set or not set any flags you want,
hence the problem you see.
-  
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 17:25:44 +0200

Hi Mikhail,

I created a Class Property of type FIX::Session mySession, so it is  
readable from any method.

I'm afraid I don't understand how OnCreate() works, so I put the line  
that updates mySession in he onLogon() method.

It works, which means it does not crack, but tag 34 is still missing  
int the sent FIX message.

What can I do?

Thank you very much.



El 23/09/2009, a las 17:05, Mikhail Veygman escribió:

Joaquin,

Sending and Receiving objects usually have no dependency on each other
so you can have a pointer to an application object inside your sending
object and have SessionID saved as a variable in the application object,
by reimplementing onCreate.

Or you can use a third object common to both Send and Receive that will
store your session id an return it upon request.

There are many more ways to skin this particular cat I will leave it up
to you to pick your favorite one.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:50:26 +0200

Hi,

Ok, I'm watching executor now, file Application.cpp and find:

FIX::Session::sendToTarget(order, session_id);

in the onMessage function. This function receives const
FIX::SessionID& sessionID as an argument, which is not the case of my
EnterOrder() function in which I do FIX::Session::sendToTarget(order);

My question is: how can I pass sessionID to EnterOrder() as an argument?

EnterOrder() is invoked from another function where sessionID is not
present. I would like to copy from executor, bu there onMessage() is
not invoked anywhere!

Thanks.

Joaquín.

El 23/09/2009, a las 16:32, Mikhail Veygman escribió:

That's correct.

Since you use tradeclient as your example you can see that it is
crafting the message by setting individual specific tags, in which case
you can create custom messages outside of standard.  Hence missing tags.

My suggestion is to use executor as an example to follow in creating FIX
messages.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:19:30 +0200

Yes, but quickfix is supposed to build headers and trailers, isn't it?

In fact, it is managing heartbeat messages with no problem at all. Tag
34 is only missing in order messages.


El 23/09/2009, a las 16:15, Mikhail Veygman escribió:

If you manually create the message and set the fields you can do a lot
of strange things.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: qui...@li...
Subject: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 15:44:57 +0200

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

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
(SendingTime)

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.
------------------------------------------------------------------------------
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Re: [Quickfix-developers] Missing Header tags

[Joaquín G. <j.g...@ra...>]

Hi Mikhail,

I created a Class Property of type FIX::Session mySession, so it is  
readable from any method.

I'm afraid I don't understand how OnCreate() works, so I put the line  
that updates mySession in he onLogon() method.

It works, which means it does not crack, but tag 34 is still missing  
int the sent FIX message.

What can I do?

Thank you very much.



El 23/09/2009, a las 17:05, Mikhail Veygman escribió:

Joaquin,

Sending and Receiving objects usually have no dependency on each other
so you can have a pointer to an application object inside your sending
object and have SessionID saved as a variable in the application object,
by reimplementing onCreate.

Or you can use a third object common to both Send and Receive that will
store your session id an return it upon request.

There are many more ways to skin this particular cat I will leave it up
to you to pick your favorite one.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:50:26 +0200

Hi,

Ok, I'm watching executor now, file Application.cpp and find:

FIX::Session::sendToTarget(order, session_id);

in the onMessage function. This function receives const
FIX::SessionID& sessionID as an argument, which is not the case of my
EnterOrder() function in which I do FIX::Session::sendToTarget(order);

My question is: how can I pass sessionID to EnterOrder() as an argument?

EnterOrder() is invoked from another function where sessionID is not
present. I would like to copy from executor, bu there onMessage() is
not invoked anywhere!

Thanks.

Joaquín.

El 23/09/2009, a las 16:32, Mikhail Veygman escribió:

That's correct.

Since you use tradeclient as your example you can see that it is
crafting the message by setting individual specific tags, in which case
you can create custom messages outside of standard.  Hence missing tags.

My suggestion is to use executor as an example to follow in creating FIX
messages.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:19:30 +0200

Yes, but quickfix is supposed to build headers and trailers, isn't it?

In fact, it is managing heartbeat messages with no problem at all. Tag
34 is only missing in order messages.


El 23/09/2009, a las 16:15, Mikhail Veygman escribió:

If you manually create the message and set the fields you can do a lot
of strange things.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: qui...@li...
Subject: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 15:44:57 +0200

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

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
(SendingTime)

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.
------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register
now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing Header tags

[Mikhail V. <mve...@gm...>]

Joaquin,

Sending and Receiving objects usually have no dependency on each other
so you can have a pointer to an application object inside your sending
object and have SessionID saved as a variable in the application object,
by reimplementing onCreate.  

Or you can use a third object common to both Send and Receive that will
store your session id an return it upon request.

There are many more ways to skin this particular cat I will leave it up
to you to pick your favorite one.
-  
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:50:26 +0200

Hi,

Ok, I'm watching executor now, file Application.cpp and find:

FIX::Session::sendToTarget(order, session_id);

in the onMessage function. This function receives const  
FIX::SessionID& sessionID as an argument, which is not the case of my  
EnterOrder() function in which I do FIX::Session::sendToTarget(order);

My question is: how can I pass sessionID to EnterOrder() as an argument?

EnterOrder() is invoked from another function where sessionID is not  
present. I would like to copy from executor, bu there onMessage() is  
not invoked anywhere!

Thanks.

Joaquín.

El 23/09/2009, a las 16:32, Mikhail Veygman escribió:

That's correct.

Since you use tradeclient as your example you can see that it is
crafting the message by setting individual specific tags, in which case
you can create custom messages outside of standard.  Hence missing tags.

My suggestion is to use executor as an example to follow in creating FIX
messages.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:19:30 +0200

Yes, but quickfix is supposed to build headers and trailers, isn't it?

In fact, it is managing heartbeat messages with no problem at all. Tag
34 is only missing in order messages.


El 23/09/2009, a las 16:15, Mikhail Veygman escribió:

If you manually create the message and set the fields you can do a lot
of strange things.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: qui...@li...
Subject: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 15:44:57 +0200

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

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
(SendingTime)

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.
------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register
now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing Header tags

[Joaquín G. <j.g...@ra...>]

Hi,

Ok, I'm watching executor now, file Application.cpp and find:

FIX::Session::sendToTarget(order, session_id);

in the onMessage function. This function receives const  
FIX::SessionID& sessionID as an argument, which is not the case of my  
EnterOrder() function in which I do FIX::Session::sendToTarget(order);

My question is: how can I pass sessionID to EnterOrder() as an argument?

EnterOrder() is invoked from another function where sessionID is not  
present. I would like to copy from executor, bu there onMessage() is  
not invoked anywhere!

Thanks.

Joaquín.

El 23/09/2009, a las 16:32, Mikhail Veygman escribió:

That's correct.

Since you use tradeclient as your example you can see that it is
crafting the message by setting individual specific tags, in which case
you can create custom messages outside of standard.  Hence missing tags.

My suggestion is to use executor as an example to follow in creating FIX
messages.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:19:30 +0200

Yes, but quickfix is supposed to build headers and trailers, isn't it?

In fact, it is managing heartbeat messages with no problem at all. Tag
34 is only missing in order messages.


El 23/09/2009, a las 16:15, Mikhail Veygman escribió:

If you manually create the message and set the fields you can do a lot
of strange things.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: qui...@li...
Subject: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 15:44:57 +0200

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

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
(SendingTime)

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.
------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register
now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing Header tags

[Mikhail V. <mve...@gm...>]

That's correct.

Since you use tradeclient as your example you can see that it is
crafting the message by setting individual specific tags, in which case
you can create custom messages outside of standard.  Hence missing tags.

My suggestion is to use executor as an example to follow in creating FIX
messages.
-  
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: Mikhail Veygman <mve...@gm...>
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 16:19:30 +0200

Yes, but quickfix is supposed to build headers and trailers, isn't it?

In fact, it is managing heartbeat messages with no problem at all. Tag  
34 is only missing in order messages.


El 23/09/2009, a las 16:15, Mikhail Veygman escribió:

If you manually create the message and set the fields you can do a lot
of strange things.
-
Regards,

Mikhail Veygman


-----Original Message-----
From: Joaquín Gracia <j.g...@ra...>
To: qui...@li...
Subject: [Quickfix-developers] Missing Header tags
Date: Wed, 23 Sep 2009 15:44:57 +0200

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

Hi all,

QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
(SendingTime)

Anyone knows why can this happen?

Thank you.

Joaquín Gracia.
------------------------------------------------------------------------------
Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register  
now&#33;
http://p.sf.net/sfu/devconf
_______________________________________________
Quickfix-developers mailing list
Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Missing Header tags

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

Joaquín,

Look at the examples that ship with quickfix and the documentation.  You
seem to be doing things the hard way.  Use the quickfix api like it is meant
to and all of this will just work for you.

On Wed, Sep 23, 2009 at 9:15 AM, Mikhail Veygman <mve...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> If you manually create the message and set the fields you can do a lot
> of strange things.
> -
> Regards,
>
> Mikhail Veygman
>
>
> -----Original Message-----
> From: Joaquín Gracia <j.g...@ra...>
> To: qui...@li...
> Subject: [Quickfix-developers] Missing Header tags
> Date: Wed, 23 Sep 2009 15:44:57 +0200
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> QuickFix is sending order messages without tags 34 (MsgSeqNum) and 52
> (SendingTime)
>
> Anyone knows why can this happen?
>
> Thank you.
>
> Joaquín Gracia.
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
> ------------------------------------------------------------------------------
> Come build with us! The BlackBerry&reg; 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&#45;12, 2009. Register now&#33;
> http://p.sf.net/sfu/devconf
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Kenny Stone
Connamara Systems, LLC