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From: <daw...@ya...> - 2017-04-13 14:38:00
|
Hi Guys, I've been doing some recovery testing and I have a couple of questions. Firstly, my setup is pretty simple - my trading application (initiator) and sell-side simulator (acceptor) are set up on two different networked machines, both are quickfix apps. Here's what I'm doing:- 1. Establish a connection between initiator and acceptor. 2. Send some orders and ack them on the acceptor side. 2. Break the network connection on the initiator side. 3. Send some more orders from the initiator. 4. Fill existing orders on acceptor side. 5. Reconnect the initiator to the network. At this point quickfix handles the reconnect and all the executions flow back to the initiator. However the new orders I sent from the initiator during the downtime are not resent to the executor [they are gap filled instead]. Is this the correct behaviour? Actually this is exactly the behaviour I want but I thought quickfix would resend them. So that's my first question. My second question is what is the best way to determine a connection problem before sending any order? Thanks! Dermot |
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From: Viktor P. <pohrebnyak@i.ua> - 2017-03-14 21:23:10
|
Hi, Vinicius. What's stopping you from setting the tag 99 explicitly? FIX44::NewOrderSingle msg; .... msg.setField( FIX::StopPx( *your_stop_price* ) ); ... Regards, Viktor -- View this message in context: http://quickfix.13857.n7.nabble.com/Stop-order-to-new-position-FIX-4-4-tp6863p6864.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
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From: Vinicius M. <vin...@gm...> - 2017-03-13 23:37:21
|
Hi everyone, I'm trying to send a 'Stop order to new position', but the broker is requesting a tag that apparently does not supported by quickfix, which is tag 99 (Stopx - Price per unit of quantity). Below is quickfix client and broker server reply. Client = 8=FIX.4.4 | 9=143 | 35=D | 34=5 | 49=fxpro.9924411 | 50=Trader | 52=20170313-01:27:55.718 | 56=CSERVER | 57=TRADE | 11=45753509 | 38=1000 | 40=3 | 54=1 | 55=1 | 59=3 | 60=20170313-01:27:55 | 10=068 Server = 8=FIX.4.4 | 9=152 | 35=j | 34=4 | 49=CSERVER | 50=TRADE | 52=20170313-01:27:49.836 | 56=fxpro.9924411 | 57=Trader | 58=INVALID_REQUEST:Order should contain stop price | 379=45753509 | 380=0 | 10=034 Thanks, Vinicius |
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From: <daw...@ya...> - 2017-02-28 17:05:48
|
Hi Mike, Fantastic.. you're right, that works! (Actually Asher told me to set it to 0 not 1 when I first asked about it back in Oct). Really appreciate your time on this.. very impressive support from you guys! Thanks, Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/3/1, Wed 01:38 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >Dermot, > > >Thanks for the accurate steps to repro. I just tried it, and the problem turns out to be quite simple: you are resetting the target seqnum to zero instead of resetting it to 1 -- something that quickfix itself would never do. When the executor sends a sequence reset message under MsgSeqNum=1, the tradeclient rejects it because it is expecting MsgSeqNum=0, which is an impossible condition. > >So, long story short, just set your seqnum file (or database) to "0000000004 : 0000000001" instead of "0000000004 : 0000000000" and it should behave like you wanted. > > >--Mike Gatny >Connamara Systems, LLC > >On Tue, Feb 28, 2017 at 10:11 AM, <daw...@ya...> wrote: > >Hi Mike, >> >> >>Yes I've reproduced it with 'tradeclient'<->'executor' both with no 'RefreshOnLogon' entry and with RefreshOnLogon=Y. >> >> >>The steps are:- >>1. Log on >>2. Send order >>3. Receive execution >>4. Exit program5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>6. Log on (resend is triggered) >>7. Exit program8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >> >> >>Actually I'm using MySql for the store and logs so it suits me better to just update using SQL. >> >> >>Yes I'm using quickfix 1.14.3 C++ version. >> >> >>Thanks, >>Dermot >> >> >> >> >>----- Original Message ----- >>>From: Mike Gatny <mg...@co...> >>>To: daw...@ya... >>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date: 2017/2/28, Tue 22:39 >>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>Dermot, >>> >>> >>>Are you able to reproduce your original seqnums-file-not-updating issue using e.g. the 'tradeclient' and 'executor' example apps, with RefreshOnLogon=Y? I'd like to rule out the weirdness of the resends they are sending you as a factor. >>> >>> >>>I don't see a problem with what you are trying to do -- I have used this technique many times when building systems that must failover to a remote site. But as I mentioned, I've only ever done it by completely shutting down the app while editing the file. >>> >>> >>>Also, if it fits into your architecture, do consider trying the HttpAcceptPort setting, and using the http interface to edit your seqnums. >>> >>> >>>Finally, are you using the latest version of quickfix (1.14.3)? >>> >>> >>>--Mike Gatny >>>Connamara Systems, LLC >>> >>>On Tue, Feb 28, 2017 at 8:23 AM, <daw...@ya...>wrote: >>> >>>Hi again Mike, I spoke to the broker who gave me the following:- >>>> >>>> >>>>1. They don't have any special procedure for sending historical messages and recommend using the regular resend (i.e. they don't truncate messages). >>>>2. They agree there should not be any admin messages included - this is a bug and they are looking into it. >>>> >>>> >>>>So this means I'll have to go with the contrived resend via the seqnums file. And this brings me all the way back to my original post regarding the seqnums file not containing the correct incoming seq no after resend. Do you have any inclination to take a look at this and perhaps "fix" it? I'm guessing that's a No given you don't really recommend this approach anyway so in that case what are my options? I guess I'll just have to manually update the seqnums file again with the correct number after resend. Thoughts? >>>> >>>> >>>>Thanks, >>>>Dermot >>>> >>>> >>>> >>>> >>>> >>>> >>>>----- Original Message ----- >>>>>From:Mike Gatny <mg...@co...> >>>>>To: daw...@ya... >>>>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>Date:2017/2/25, Sat 03:05 >>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>> >>>>> >>>>>On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...>wrote: >>>>> >>>>>Ok noted, thanks - don't send my own resend requests. I'm still waiting to hear back from the broker re: recommendations for getting a full day's messages resent. Their support is not great to be honest. >>>>>> >>>>>> >>>>>>In the meantime I tried editing the seqnums file and that worked but with some problems:- >>>>>> >>>>>> >>>>>>1. The resend included all heartbeats as well. Is there a way to specify not to include heartbeats/test requests? >>>>>>2. The resend included the broker's response to the originallogout message. This in turn triggers a new logout on my side. Is this normal behavior? Is there a way to exclude this message also? Basically I'm only interested in messages relating to orders/executions. >>>>> >>>>> >>>>>They should not be sending you any admin-type messages (htbeat/testrequest/logon/ logout) at all during a resend. Instead they should be replacing those msgs with sequence reset msgs with GapFillFlag field set to "Y". That's just totally broken resend behavior I'm afraid -- broken enough that I don't see what we can do on your side to mitigate it. And it could trip you up even if you aren't doing a contrived resend via the seqnums file. >>>>> >>>>> >>>>> >>>>>--Mike Gatny >>>>>Connamara Systems, LLC >>>>> >>>>> >>>>> >>>>>> >>>>>>Thanks, >>>>>>Dermot >>>>>> >>>>>> >>>>>>----- Original Message ----- >>>>>>>From:Mike Gatny <mg...@co...> >>>>>>>To: daw...@ya... >>>>>>> >>>>>>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>> >>>>>>>Date:2017/2/24, Fri 01:41 >>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>> >>>>>>> >>>>>>> >>>>>>>Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. >>>>>>>Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. >>>>>>>Also note that you can use QF's http interface to reset seqnums. >>>>>>> >>>>>>> >>>>>>>--Mike Gatny >>>>>>>Connamara Systems, LLC >>>>>>> >>>>>>>On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...>wrote: >>>>>>> >>>>>>>Hi Mike, Grant, >>>>>>>> >>>>>>>> >>>>>>>>Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. >>>>>>>> >>>>>>>> >>>>>>>>As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. >>>>>>>> >>>>>>>> >>>>>>>>Dermot >>>>>>>> >>>>>>>> >>>>>>>>----- Original Message ----- >>>>>>>>>From:Mike Gatny <mg...@co...> >>>>>>>>>To: daw...@ya... >>>>>>>>> >>>>>>>>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>>>Date:2017/2/24, Fri 00:50 >>>>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>>>> >>>>>>>>> >>>>>>>>>Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >>>>>>>>>To do it with just a logout/edit/logon, try RefreshOnLogon=Y. >>>>>>>>> >>>>>>>>> >>>>>>>>>--Mike Gatny >>>>>>>>>Connamara Systems, LLC >>>>>>>>> >>>>>>>>>On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: >>>>>>>>> >>>>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Hi Grant, >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Thanks, >>>>>>>>>>Dermot >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>----- Original Message ----- >>>>>>>>>>>From:Grant Birchmeier <gbi...@co...> >>>>>>>>>>>To: daw...@ya... >>>>>>>>>>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>>>>>Date:2017/2/23, Thu 13:07 >>>>>>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>>I would call this a bad practice. (You're not the first to invent it.) >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>>>>>>>>>> >>>>>>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>>Hi Guys, >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>>This problem should be very easy to reproduce. The steps are:- >>>>>>>>>>>>1. Log on >>>>>>>>>>>>2. Send order >>>>>>>>>>>>3. Receive execution >>>>>>>>>>>>4. Log out >>>>>>>>>>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>>>>>>>>>6. Log on (resend is triggered) >>>>>>>>>>>>7. Log out. >>>>>>>>>>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>>Any ideas? >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>>Thanks a lot! >>>>>>>>>>>>Dermot >>>>>>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>>>>>______________________________ _________________ >>>>>>>>>>>>Quickfix-developers mailing list >>>>>>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>>-- >>>>>>>>>>> >>>>>>>>>>>Grant Birchmeier >>>>>>>>>>> >>>>>>>>>>>Connamara Systems, LLC >>>>>>>>>>> >>>>>>>>>>>Made-To-Measure Trading Solutions. >>>>>>>>>>>Exactly what you need. No more. No less. >>>>>>>>>>> >>>>>>>>>>>http://connamara.com >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>>>______________________________ _________________ >>>>>>>>>>Quickfix-developers mailing list >>>>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>> >>>>> >>>>> >>> >>> >>> > > > |
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From: Mike G. <mg...@co...> - 2017-02-28 16:39:06
|
Dermot, Thanks for the accurate steps to repro. I just tried it, and the problem turns out to be quite simple: you are resetting the target seqnum to zero instead of resetting it to 1 -- something that quickfix itself would never do. When the executor sends a sequence reset message under MsgSeqNum=1, the tradeclient rejects it because it is expecting MsgSeqNum=0, which is an impossible condition. So, long story short, just set your seqnum file (or database) to "0000000004 : 0000000001" instead of "0000000004 : 0000000000" and it should behave like you wanted. -- Mike Gatny Connamara Systems, LLC On Tue, Feb 28, 2017 at 10:11 AM, <daw...@ya...> wrote: > Hi Mike, > > Yes I've reproduced it with 'tradeclient'<->'executor' both with no > 'RefreshOnLogon' entry and with RefreshOnLogon=Y. > > The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Exit program > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Exit program > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Actually I'm using MySql for the store and logs so it suits me better to > just update using SQL. > > Yes I'm using quickfix 1.14.3 C++ version. > > Thanks, > Dermot > > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; " > qui...@li..." <quickfix-developers@lists. > sourceforge.net> > *Date:* 2017/2/28, Tue 22:39 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Dermot, > > Are you able to reproduce your original seqnums-file-not-updating issue > using e.g. the 'tradeclient' and 'executor' example apps, with > RefreshOnLogon=Y? I'd like to rule out the weirdness of the resends they > are sending you as a factor. > > I don't see a problem with what you are trying to do -- I have used this > technique many times when building systems that must failover to a remote > site. But as I mentioned, I've only ever done it by completely shutting > down the app while editing the file. > > Also, if it fits into your architecture, do consider trying the > HttpAcceptPort setting, and using the http interface to edit your seqnums. > > Finally, are you using the latest version of quickfix (1.14.3)? > > -- > Mike Gatny > Connamara Systems, LLC > > On Tue, Feb 28, 2017 at 8:23 AM, <daw...@ya...> wrote: > > Hi again Mike, I spoke to the broker who gave me the following:- > > 1. They don't have any special procedure for sending historical messages > and recommend using the regular resend (i.e. they don't truncate > messages). > 2. They agree there should not be any admin messages included - this is a > bug and they are looking into it. > > So this means I'll have to go with the contrived resend via the seqnums > file. And this brings me all the way back to my original post regarding the > seqnums file not containing the correct incoming seq no after resend. Do > you have any inclination to take a look at this and perhaps "fix" it? I'm > guessing that's a No given you don't really recommend this approach anyway > so in that case what are my options? I guess I'll just have to manually > update the seqnums file again with the correct number after resend. > Thoughts? > > Thanks, > Dermot > > > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/25, Sat 03:05 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...> wrote: > > Ok noted, thanks - don't send my own resend requests. I'm still waiting to > hear back from the broker re: recommendations for getting a full day's > messages resent. Their support is not great to be honest. > > In the meantime I tried editing the seqnums file and that worked but with > some problems:- > > 1. The resend included all heartbeats as well. Is there a way to specify > not to include heartbeats/test requests? > 2. The resend included the broker's response to the originallogout > message. This in turn triggers a new logout on my side. Is this normal > behavior? Is there a way to exclude this message also? Basically I'm only > interested in messages relating to orders/executions. > > > They should not be sending you any admin-type messages > (htbeat/testrequest/logon/ logout) at all during a resend. Instead they > should be replacing those msgs with sequence reset msgs with GapFillFlag > field set to "Y". That's just totally broken resend behavior I'm afraid > -- broken enough that I don't see what we can do on your side to mitigate > it. And it could trip you up even if you aren't doing a contrived resend > via the seqnums file. > > > -- > Mike Gatny > Connamara Systems, LLC > > > > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/24, Fri 01:41 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Definitely don't send your own resend requests (or any other admin msg) -- > that will mess with the QF state in unsafe ways. > Editing the seqnums file is definitely safe if you do it while your app is > not running. And it should be safe if you are running but logged out, and > RefreshOnLogon=Y. > Also note that you can use QF's http interface to reset seqnums. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: > > Hi Mike, Grant, > > Ok thanks for your feedback. Let me see what the broker comes back with > first. There's nothing specific in their ROE regarding history-retrieval. > > As a test I did try sending a resend request message > [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some > reason. > > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/24, Fri 00:50 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Fiddling with the seqnum file should definitely work if you completely > shut down your app, edit the file, then restart your app. > To do it with just a logout/edit/logon, try RefreshOnLogon=Y. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "quickfix-developers@lists. sourceforge.net > <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > > > > > > > > > > |
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From: <daw...@ya...> - 2017-02-28 15:11:30
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Hi Mike, Yes I've reproduced it with 'tradeclient'<->'executor' both with no 'RefreshOnLogon' entry and with RefreshOnLogon=Y. The steps are:- 1. Log on 2. Send order 3. Receive execution 4. Exit program 5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" 6. Log on (resend is triggered) 7. Exit program 8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" Actually I'm using MySql for the store and logs so it suits me better to just update using SQL. Yes I'm using quickfix 1.14.3 C++ version. Thanks, Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/2/28, Tue 22:39 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >Dermot, > > >Are you able to reproduce your original seqnums-file-not-updating issue using e.g. the 'tradeclient' and 'executor' example apps, with RefreshOnLogon=Y? I'd like to rule out the weirdness of the resends they are sending you as a factor. > > >I don't see a problem with what you are trying to do -- I have used this technique many times when building systems that must failover to a remote site. But as I mentioned, I've only ever done it by completely shutting down the app while editing the file. > > >Also, if it fits into your architecture, do consider trying the HttpAcceptPort setting, and using the http interface to edit your seqnums. > > >Finally, are you using the latest version of quickfix (1.14.3)? > > >--Mike Gatny >Connamara Systems, LLC > >On Tue, Feb 28, 2017 at 8:23 AM, <daw...@ya...>wrote: > >Hi again Mike, I spoke to the broker who gave me the following:- >> >> >>1. They don't have any special procedure for sending historical messages and recommend using the regular resend (i.e. they don't truncate messages). >>2. They agree there should not be any admin messages included - this is a bug and they are looking into it. >> >> >>So this means I'll have to go with the contrived resend via the seqnums file. And this brings me all the way back to my original post regarding the seqnums file not containing the correct incoming seq no after resend. Do you have any inclination to take a look at this and perhaps "fix" it? I'm guessing that's a No given you don't really recommend this approach anyway so in that case what are my options? I guess I'll just have to manually update the seqnums file again with the correct number after resend. Thoughts? >> >> >>Thanks, >>Dermot >> >> >> >> >> >> >>----- Original Message ----- >>>From:Mike Gatny <mg...@co...> >>>To: daw...@ya... >>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date:2017/2/25, Sat 03:05 >>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...>wrote: >>> >>>Ok noted, thanks - don't send my own resend requests. I'm still waiting to hear back from the broker re: recommendations for getting a full day's messages resent. Their support is not great to be honest. >>>> >>>> >>>>In the meantime I tried editing the seqnums file and that worked but with some problems:- >>>> >>>> >>>>1. The resend included all heartbeats as well. Is there a way to specify not to include heartbeats/test requests? >>>>2. The resend included the broker's response to the originallogout message. This in turn triggers a new logout on my side. Is this normal behavior? Is there a way to exclude this message also? Basically I'm only interested in messages relating to orders/executions. >>> >>> >>>They should not be sending you any admin-type messages (htbeat/testrequest/logon/ logout) at all during a resend. Instead they should be replacing those msgs with sequence reset msgs with GapFillFlag field set to "Y". That's just totally broken resend behavior I'm afraid -- broken enough that I don't see what we can do on your side to mitigate it. And it could trip you up even if you aren't doing a contrived resend via the seqnums file. >>> >>> >>>--Mike Gatny >>>Connamara Systems, LLC >>> >>> >>> >>>> >>>>Thanks, >>>>Dermot >>>> >>>> >>>>----- Original Message ----- >>>>>From:Mike Gatny <mg...@co...> >>>>>To: daw...@ya... >>>>> >>>>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>> >>>>>Date:2017/2/24, Fri 01:41 >>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>> >>>>> >>>>> >>>>>Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. >>>>>Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. >>>>>Also note that you can use QF's http interface to reset seqnums. >>>>> >>>>> >>>>>--Mike Gatny >>>>>Connamara Systems, LLC >>>>> >>>>>On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...>wrote: >>>>> >>>>>Hi Mike, Grant, >>>>>> >>>>>> >>>>>>Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. >>>>>> >>>>>> >>>>>>As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. >>>>>> >>>>>> >>>>>>Dermot >>>>>> >>>>>> >>>>>>----- Original Message ----- >>>>>>>From:Mike Gatny <mg...@co...> >>>>>>>To: daw...@ya... >>>>>>> >>>>>>>Cc:Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>Date:2017/2/24, Fri 00:50 >>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>> >>>>>>> >>>>>>>Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >>>>>>>To do it with just a logout/edit/logon, try RefreshOnLogon=Y. >>>>>>> >>>>>>> >>>>>>>--Mike Gatny >>>>>>>Connamara Systems, LLC >>>>>>> >>>>>>>On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: >>>>>>> >>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>>Hi Grant, >>>>>>>> >>>>>>>> >>>>>>>>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >>>>>>>> >>>>>>>> >>>>>>>>Thanks, >>>>>>>>Dermot >>>>>>>> >>>>>>>> >>>>>>>>----- Original Message ----- >>>>>>>>>From:Grant Birchmeier <gbi...@co...> >>>>>>>>>To: daw...@ya... >>>>>>>>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>>>Date:2017/2/23, Thu 13:07 >>>>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>>>> >>>>>>>>> >>>>>>>>>I would call this a bad practice. (You're not the first to invent it.) >>>>>>>>> >>>>>>>>> >>>>>>>>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>>>>>>>> >>>>>>>>> >>>>>>>>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>>>>>>>> >>>>>>>>> >>>>>>>>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>>>>>>>> >>>>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Hi Guys, >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>This problem should be very easy to reproduce. The steps are:- >>>>>>>>>>1. Log on >>>>>>>>>>2. Send order >>>>>>>>>>3. Receive execution >>>>>>>>>>4. Log out >>>>>>>>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>>>>>>>6. Log on (resend is triggered) >>>>>>>>>>7. Log out. >>>>>>>>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Any ideas? >>>>>>>>>> >>>>>>>>>> >>>>>>>>>>Thanks a lot! >>>>>>>>>>Dermot >>>>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>>>______________________________ _________________ >>>>>>>>>>Quickfix-developers mailing list >>>>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>>-- >>>>>>>>> >>>>>>>>>Grant Birchmeier >>>>>>>>> >>>>>>>>>Connamara Systems, LLC >>>>>>>>> >>>>>>>>>Made-To-Measure Trading Solutions. >>>>>>>>>Exactly what you need. No more. No less. >>>>>>>>> >>>>>>>>>http://connamara.com >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>______________________________ _________________ >>>>>>>>Quickfix-developers mailing list >>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>> >>>>> >>>>> >>> >>> >>> > > > |
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From: Mike G. <mg...@co...> - 2017-02-28 13:39:57
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Dermot, Are you able to reproduce your original seqnums-file-not-updating issue using e.g. the 'tradeclient' and 'executor' example apps, with RefreshOnLogon=Y? I'd like to rule out the weirdness of the resends they are sending you as a factor. I don't see a problem with what you are trying to do -- I have used this technique many times when building systems that must failover to a remote site. But as I mentioned, I've only ever done it by completely shutting down the app while editing the file. Also, if it fits into your architecture, do consider trying the HttpAcceptPort setting, and using the http interface to edit your seqnums. Finally, are you using the latest version of quickfix (1.14.3)? -- Mike Gatny Connamara Systems, LLC On Tue, Feb 28, 2017 at 8:23 AM, <daw...@ya...> wrote: > Hi again Mike, I spoke to the broker who gave me the following:- > > 1. They don't have any special procedure for sending historical messages > and recommend using the regular resend (i.e. they don't truncate > messages). > 2. They agree there should not be any admin messages included - this is a > bug and they are looking into it. > > So this means I'll have to go with the contrived resend via the seqnums > file. And this brings me all the way back to my original post regarding the > seqnums file not containing the correct incoming seq no after resend. Do > you have any inclination to take a look at this and perhaps "fix" it? I'm > guessing that's a No given you don't really recommend this approach anyway > so in that case what are my options? I guess I'll just have to manually > update the seqnums file again with the correct number after resend. > Thoughts? > > Thanks, > Dermot > > > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; " > qui...@li..." <quickfix-developers@lists. > sourceforge.net> > *Date:* 2017/2/25, Sat 03:05 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...> wrote: > > Ok noted, thanks - don't send my own resend requests. I'm still waiting to > hear back from the broker re: recommendations for getting a full day's > messages resent. Their support is not great to be honest. > > In the meantime I tried editing the seqnums file and that worked but with > some problems:- > > 1. The resend included all heartbeats as well. Is there a way to specify > not to include heartbeats/test requests? > 2. The resend included the broker's response to the original logout > message. This in turn triggers a new logout on my side. Is this normal > behavior? Is there a way to exclude this message also? Basically I'm only > interested in messages relating to orders/executions. > > > They should not be sending you any admin-type messages > (htbeat/testrequest/logon/logout) at all during a resend. Instead they > should be replacing those msgs with sequence reset msgs with GapFillFlag > field set to "Y". That's just totally broken resend behavior I'm afraid > -- broken enough that I don't see what we can do on your side to mitigate > it. And it could trip you up even if you aren't doing a contrived resend > via the seqnums file. > > -- > Mike Gatny > Connamara Systems, LLC > > > > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/24, Fri 01:41 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Definitely don't send your own resend requests (or any other admin msg) -- > that will mess with the QF state in unsafe ways. > Editing the seqnums file is definitely safe if you do it while your app is > not running. And it should be safe if you are running but logged out, and > RefreshOnLogon=Y. > Also note that you can use QF's http interface to reset seqnums. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: > > Hi Mike, Grant, > > Ok thanks for your feedback. Let me see what the broker comes back with > first. There's nothing specific in their ROE regarding history-retrieval. > > As a test I did try sending a resend request message > [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some > reason. > > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/24, Fri 00:50 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Fiddling with the seqnum file should definitely work if you completely > shut down your app, edit the file, then restart your app. > To do it with just a logout/edit/logon, try RefreshOnLogon=Y. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "quickfix-developers@lists. sourceforge.net > <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > > > > > > > |
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From: <daw...@ya...> - 2017-02-28 13:23:25
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Hi again Mike, I spoke to the broker who gave me the following:- 1. They don't have any special procedure for sending historical messages and recommend using the regular resend (i.e. they don't truncate messages). 2. They agree there should not be any admin messages included - this is a bug and they are looking into it. So this means I'll have to go with the contrived resend via the seqnums file. And this brings me all the way back to my original post regarding the seqnums file not containing the correct incoming seq no after resend. Do you have any inclination to take a look at this and perhaps "fix" it? I'm guessing that's a No given you don't really recommend this approach anyway so in that case what are my options? I guess I'll just have to manually update the seqnums file again with the correct number after resend. Thoughts? Thanks, Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/2/25, Sat 03:05 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...> wrote: > >Ok noted, thanks - don't send my own resend requests. I'm still waiting to hear back from the broker re: recommendations for getting a full day's messages resent. Their support is not great to be honest. >> >> >>In the meantime I tried editing the seqnums file and that worked but with some problems:- >> >> >>1. The resend included all heartbeats as well. Is there a way to specify not to include heartbeats/test requests? >>2. The resend included the broker's response to the original logout message. This in turn triggers a new logout on my side. Is this normal behavior? Is there a way to exclude this message also? Basically I'm only interested in messages relating to orders/executions. > > >They should not be sending you any admin-type messages (htbeat/testrequest/logon/logout) at all during a resend. Instead they should be replacing those msgs with sequence reset msgs with GapFillFlag field set to "Y". That's just totally broken resend behavior I'm afraid -- broken enough that I don't see what we can do on your side to mitigate it. And it could trip you up even if you aren't doing a contrived resend via the seqnums file. > > >--Mike Gatny >Connamara Systems, LLC > > > >> >>Thanks, >>Dermot >> >> >>----- Original Message ----- >>>From: Mike Gatny <mg...@co...> >>>To: daw...@ya... >>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date: 2017/2/24, Fri 01:41 >>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. >>>Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. >>>Also note that you can use QF's http interface to reset seqnums. >>> >>> >>>--Mike Gatny >>>Connamara Systems, LLC >>> >>>On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: >>> >>>Hi Mike, Grant, >>>> >>>> >>>>Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. >>>> >>>> >>>>As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. >>>> >>>> >>>>Dermot >>>> >>>> >>>>----- Original Message ----- >>>>>From: Mike Gatny <mg...@co...> >>>>>To: daw...@ya... >>>>> >>>>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>Date: 2017/2/24, Fri 00:50 >>>>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>> >>>>> >>>>>Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >>>>>To do it with just a logout/edit/logon, try RefreshOnLogon=Y. >>>>> >>>>> >>>>>--Mike Gatny >>>>>Connamara Systems, LLC >>>>> >>>>>On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: >>>>> >>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>> >>>>>> >>>>>> >>>>>>Hi Grant, >>>>>> >>>>>> >>>>>>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >>>>>> >>>>>> >>>>>>Thanks, >>>>>>Dermot >>>>>> >>>>>> >>>>>>----- Original Message ----- >>>>>>>From:Grant Birchmeier <gbi...@co...> >>>>>>>To: daw...@ya... >>>>>>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>Date:2017/2/23, Thu 13:07 >>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>> >>>>>>> >>>>>>>I would call this a bad practice. (You're not the first to invent it.) >>>>>>> >>>>>>> >>>>>>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>>>>>> >>>>>>> >>>>>>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>>>>>> >>>>>>> >>>>>>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>>>>>> >>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>>Hi Guys, >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>>>>>> >>>>>>>> >>>>>>>>This problem should be very easy to reproduce. The steps are:- >>>>>>>>1. Log on >>>>>>>>2. Send order >>>>>>>>3. Receive execution >>>>>>>>4. Log out >>>>>>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>>>>>6. Log on (resend is triggered) >>>>>>>>7. Log out. >>>>>>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>>>>>> >>>>>>>> >>>>>>>>Any ideas? >>>>>>>> >>>>>>>> >>>>>>>>Thanks a lot! >>>>>>>>Dermot >>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>______________________________ _________________ >>>>>>>>Quickfix-developers mailing list >>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>>>>-- >>>>>>> >>>>>>>Grant Birchmeier >>>>>>> >>>>>>>Connamara Systems, LLC >>>>>>> >>>>>>>Made-To-Measure Trading Solutions. >>>>>>>Exactly what you need. No more. No less. >>>>>>> >>>>>>>http://connamara.com >>>>>>> >>>>>>> >>>>>>> >>>>>>------------------------------ ------------------------------ ------------------ >>>>>>Check out the vibrant tech community on one of the world's most >>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>______________________________ _________________ >>>>>>Quickfix-developers mailing list >>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>> >>>>> >>>>> >>>>> >>> >>> >>> > > > |
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From: <daw...@ya...> - 2017-02-26 15:01:02
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Ok I hear ya Mike. You're right - there's not much I can do with this as is. I'll just have to push the broker for a proper solution. Thanks! Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/2/25, Sat 03:05 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...> wrote: > >Ok noted, thanks - don't send my own resend requests. I'm still waiting to hear back from the broker re: recommendations for getting a full day's messages resent. Their support is not great to be honest. >> >> >>In the meantime I tried editing the seqnums file and that worked but with some problems:- >> >> >>1. The resend included all heartbeats as well. Is there a way to specify not to include heartbeats/test requests? >>2. The resend included the broker's response to the original logout message. This in turn triggers a new logout on my side. Is this normal behavior? Is there a way to exclude this message also? Basically I'm only interested in messages relating to orders/executions. > > >They should not be sending you any admin-type messages (htbeat/testrequest/logon/logout) at all during a resend. Instead they should be replacing those msgs with sequence reset msgs with GapFillFlag field set to "Y". That's just totally broken resend behavior I'm afraid -- broken enough that I don't see what we can do on your side to mitigate it. And it could trip you up even if you aren't doing a contrived resend via the seqnums file. > > >--Mike Gatny >Connamara Systems, LLC > > > >> >>Thanks, >>Dermot >> >> >>----- Original Message ----- >>>From: Mike Gatny <mg...@co...> >>>To: daw...@ya... >>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date: 2017/2/24, Fri 01:41 >>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. >>>Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. >>>Also note that you can use QF's http interface to reset seqnums. >>> >>> >>>--Mike Gatny >>>Connamara Systems, LLC >>> >>>On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: >>> >>>Hi Mike, Grant, >>>> >>>> >>>>Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. >>>> >>>> >>>>As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. >>>> >>>> >>>>Dermot >>>> >>>> >>>>----- Original Message ----- >>>>>From: Mike Gatny <mg...@co...> >>>>>To: daw...@ya... >>>>> >>>>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>Date: 2017/2/24, Fri 00:50 >>>>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>> >>>>> >>>>>Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >>>>>To do it with just a logout/edit/logon, try RefreshOnLogon=Y. >>>>> >>>>> >>>>>--Mike Gatny >>>>>Connamara Systems, LLC >>>>> >>>>>On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: >>>>> >>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>> >>>>>> >>>>>> >>>>>>Hi Grant, >>>>>> >>>>>> >>>>>>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >>>>>> >>>>>> >>>>>>Thanks, >>>>>>Dermot >>>>>> >>>>>> >>>>>>----- Original Message ----- >>>>>>>From:Grant Birchmeier <gbi...@co...> >>>>>>>To: daw...@ya... >>>>>>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>>>Date:2017/2/23, Thu 13:07 >>>>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>>>> >>>>>>> >>>>>>>I would call this a bad practice. (You're not the first to invent it.) >>>>>>> >>>>>>> >>>>>>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>>>>>> >>>>>>> >>>>>>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>>>>>> >>>>>>> >>>>>>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>>>>>> >>>>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>>Hi Guys, >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>>>>>> >>>>>>>> >>>>>>>>This problem should be very easy to reproduce. The steps are:- >>>>>>>>1. Log on >>>>>>>>2. Send order >>>>>>>>3. Receive execution >>>>>>>>4. Log out >>>>>>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>>>>>6. Log on (resend is triggered) >>>>>>>>7. Log out. >>>>>>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>>>>>> >>>>>>>> >>>>>>>>Any ideas? >>>>>>>> >>>>>>>> >>>>>>>>Thanks a lot! >>>>>>>>Dermot >>>>>>>>------------------------------ ------------------------------ ------------------ >>>>>>>>Check out the vibrant tech community on one of the world's most >>>>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>>>______________________________ _________________ >>>>>>>>Quickfix-developers mailing list >>>>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>>>>-- >>>>>>> >>>>>>>Grant Birchmeier >>>>>>> >>>>>>>Connamara Systems, LLC >>>>>>> >>>>>>>Made-To-Measure Trading Solutions. >>>>>>>Exactly what you need. No more. No less. >>>>>>> >>>>>>>http://connamara.com >>>>>>> >>>>>>> >>>>>>> >>>>>>------------------------------ ------------------------------ ------------------ >>>>>>Check out the vibrant tech community on one of the world's most >>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>______________________________ _________________ >>>>>>Quickfix-developers mailing list >>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>> >>>>> >>>>> >>>>> >>> >>> >>> > > > |
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From: Mike G. <mg...@co...> - 2017-02-24 18:30:12
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On Fri, Feb 24, 2017 at 12:21 PM, <daw...@ya...> wrote: > Ok noted, thanks - don't send my own resend requests. I'm still waiting to > hear back from the broker re: recommendations for getting a full day's > messages resent. Their support is not great to be honest. > > In the meantime I tried editing the seqnums file and that worked but with > some problems:- > > 1. The resend included all heartbeats as well. Is there a way to specify > not to include heartbeats/test requests? > 2. The resend included the broker's response to the original logout > message. This in turn triggers a new logout on my side. Is this normal > behavior? Is there a way to exclude this message also? Basically I'm only > interested in messages relating to orders/executions. > They should not be sending you any admin-type messages (htbeat/testrequest/logon/logout) at all during a resend. Instead they should be replacing those msgs with sequence reset msgs with GapFillFlag field set to "Y". That's just totally broken resend behavior I'm afraid -- broken enough that I don't see what we can do on your side to mitigate it. And it could trip you up even if you aren't doing a contrived resend via the seqnums file. -- Mike Gatny Connamara Systems, LLC > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; " > qui...@li..." <quickfix-developers@lists. > sourceforge.net> > *Date:* 2017/2/24, Fri 01:41 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Definitely don't send your own resend requests (or any other admin msg) -- > that will mess with the QF state in unsafe ways. > Editing the seqnums file is definitely safe if you do it while your app is > not running. And it should be safe if you are running but logged out, and > RefreshOnLogon=Y. > Also note that you can use QF's http interface to reset seqnums. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: > > Hi Mike, Grant, > > Ok thanks for your feedback. Let me see what the broker comes back with > first. There's nothing specific in their ROE regarding history-retrieval. > > As a test I did try sending a resend request message > [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some > reason. > > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. > sourceforge.net <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/24, Fri 00:50 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Fiddling with the seqnum file should definitely work if you completely > shut down your app, edit the file, then restart your app. > To do it with just a logout/edit/logon, try RefreshOnLogon=Y. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "quickfix-developers@lists. sourceforge.net > <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > > > > |
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From: <daw...@ya...> - 2017-02-24 17:21:15
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Ok noted, thanks - don't send my own resend requests. I'm still waiting to hear back from the broker re: recommendations for getting a full day's messages resent. Their support is not great to be honest. In the meantime I tried editing the seqnums file and that worked but with some problems:- 1. The resend included all heartbeats as well. Is there a way to specify not to include heartbeats/test requests? 2. The resend included the broker's response to the original logout message. This in turn triggers a new logout on my side. Is this normal behavior? Is there a way to exclude this message also? Basically I'm only interested in messages relating to orders/executions. Thanks, Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/2/24, Fri 01:41 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. >Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. >Also note that you can use QF's http interface to reset seqnums. > > >--Mike Gatny >Connamara Systems, LLC > >On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: > >Hi Mike, Grant, >> >> >>Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. >> >> >>As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. >> >> >>Dermot >> >> >>----- Original Message ----- >>>From: Mike Gatny <mg...@co...> >>>To: daw...@ya... >>>Cc: Grant Birchmeier <gbi...@co...>; "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date: 2017/2/24, Fri 00:50 >>>Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >>>To do it with just a logout/edit/logon, try RefreshOnLogon=Y. >>> >>> >>>--Mike Gatny >>>Connamara Systems, LLC >>> >>>On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: >>> >>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>> >>>> >>>> >>>>Hi Grant, >>>> >>>> >>>>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >>>> >>>> >>>>Thanks, >>>>Dermot >>>> >>>> >>>>----- Original Message ----- >>>>>From:Grant Birchmeier <gbi...@co...> >>>>>To: daw...@ya... >>>>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>>>Date:2017/2/23, Thu 13:07 >>>>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>>>> >>>>> >>>>>I would call this a bad practice. (You're not the first to invent it.) >>>>> >>>>> >>>>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>>>> >>>>> >>>>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>>>> >>>>> >>>>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>>>> >>>>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>>>> >>>>>> >>>>>> >>>>>>Hi Guys, >>>>>> >>>>>> >>>>>> >>>>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>>>> >>>>>> >>>>>>This problem should be very easy to reproduce. The steps are:- >>>>>>1. Log on >>>>>>2. Send order >>>>>>3. Receive execution >>>>>>4. Log out >>>>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>>>6. Log on (resend is triggered) >>>>>>7. Log out. >>>>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>>>> >>>>>> >>>>>>Any ideas? >>>>>> >>>>>> >>>>>>Thanks a lot! >>>>>>Dermot >>>>>>------------------------------ ------------------------------ ------------------ >>>>>>Check out the vibrant tech community on one of the world's most >>>>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>>>______________________________ _________________ >>>>>>Quickfix-developers mailing list >>>>>>Quickfix-developers@lists. sourceforge.net >>>>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>>>> >>>>> >>>>> >>>>> >>>>>-- >>>>> >>>>>Grant Birchmeier >>>>> >>>>>Connamara Systems, LLC >>>>> >>>>>Made-To-Measure Trading Solutions. >>>>>Exactly what you need. No more. No less. >>>>> >>>>>http://connamara.com >>>>> >>>>> >>>>> >>>>------------------------------ ------------------------------ ------------------ >>>>Check out the vibrant tech community on one of the world's most >>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>______________________________ _________________ >>>>Quickfix-developers mailing list >>>>Quickfix-developers@lists. sourceforge.net >>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>> >>> >>> >>> > > > |
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From: Mike G. <mg...@co...> - 2017-02-23 16:42:25
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Definitely don't send your own resend requests (or any other admin msg) -- that will mess with the QF state in unsafe ways. Editing the seqnums file is definitely safe if you do it while your app is not running. And it should be safe if you are running but logged out, and RefreshOnLogon=Y. Also note that you can use QF's http interface to reset seqnums. -- Mike Gatny Connamara Systems, LLC On Thu, Feb 23, 2017 at 11:29 AM, <daw...@ya...> wrote: > Hi Mike, Grant, > > Ok thanks for your feedback. Let me see what the broker comes back with > first. There's nothing specific in their ROE regarding history-retrieval. > > As a test I did try sending a resend request message > [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some > reason. > > Dermot > > ----- Original Message ----- > *From:* Mike Gatny <mg...@co...> > *To:* daw...@ya... > *Cc:* Grant Birchmeier <gbi...@co...>; " > qui...@li..." <quickfix-developers@lists. > sourceforge.net> > *Date:* 2017/2/24, Fri 00:50 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > Fiddling with the seqnum file should definitely work if you completely > shut down your app, edit the file, then restart your app. > To do it with just a logout/edit/logon, try RefreshOnLogon=Y. > > -- > Mike Gatny > Connamara Systems, LLC > > On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "quickfix-developers@lists. sourceforge.net > <qui...@li...>" <quickfix-developers@lists. > sourceforge.net <qui...@li...>> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > |
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From: <daw...@ya...> - 2017-02-23 16:29:32
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Hi Mike, Grant, Ok thanks for your feedback. Let me see what the broker comes back with first. There's nothing specific in their ROE regarding history-retrieval. As a test I did try sending a resend request message [BeginSeqNo=0,EndSeqNo=0] but my side then immediately logged out for some reason. Dermot ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2017/2/24, Fri 00:50 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. >To do it with just a logout/edit/logon, try RefreshOnLogon=Y. > > >--Mike Gatny >Connamara Systems, LLC > >On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...>wrote: > >QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >> >> >> >>Hi Grant, >> >> >>Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. >> >> >>Thanks, >>Dermot >> >> >>----- Original Message ----- >>>From:Grant Birchmeier <gbi...@co...> >>>To: daw...@ya... >>>Cc:"quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date:2017/2/23, Thu 13:07 >>>Subject:Re: [Quickfix-developers] Using .seqnums file to trigger a full resend >>> >>> >>>I would call this a bad practice. (You're not the first to invent it.) >>> >>> >>>You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. >>> >>> >>>Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. >>> >>> >>>On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: >>> >>>QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >>>> >>>> >>>> >>>>Hi Guys, >>>> >>>> >>>> >>>>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >>>> >>>> >>>>This problem should be very easy to reproduce. The steps are:- >>>>1. Log on >>>>2. Send order >>>>3. Receive execution >>>>4. Log out >>>>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>>>6. Log on (resend is triggered) >>>>7. Log out. >>>>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >>>> >>>> >>>>Any ideas? >>>> >>>> >>>>Thanks a lot! >>>>Dermot >>>>------------------------------ ------------------------------ ------------------ >>>>Check out the vibrant tech community on one of the world's most >>>>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>>>______________________________ _________________ >>>>Quickfix-developers mailing list >>>>Quickfix-developers@lists. sourceforge.net >>>>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >>>> >>> >>> >>> >>>-- >>> >>>Grant Birchmeier >>> >>>Connamara Systems, LLC >>> >>>Made-To-Measure Trading Solutions. >>>Exactly what you need. No more. No less. >>> >>>http://connamara.com >>> >>> >>> >>------------------------------ ------------------------------ ------------------ >>Check out the vibrant tech community on one of the world's most >>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>______________________________ _________________ >>Quickfix-developers mailing list >>Quickfix-developers@lists. sourceforge.net >>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >> > > > |
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From: Mike G. <mg...@co...> - 2017-02-23 16:16:50
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Fiddling with the seqnum file should definitely work if you completely shut down your app, edit the file, then restart your app. To do it with just a logout/edit/logon, try RefreshOnLogon=Y. -- Mike Gatny Connamara Systems, LLC On Thu, Feb 23, 2017 at 12:24 AM, <daw...@ya...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "qui...@li..." < > qui...@li...> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Grant B. <gbi...@co...> - 2017-02-23 15:17:12
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Your broker should have some documentation for their FIX interface, which explains what messages and fields are allowed and expected. If there is a history-retrieval feature, I'm sure it is documented. On Wed, Feb 22, 2017 at 11:24 PM, <daw...@ya...> wrote: > Hi Grant, > > Yes it sounded a bit 'hacky' to me too but this was the approach > recommended to me by Asher Newcomer on this forum last October. Ok I will > speak to the broker and ask what they recommend. > > Thanks, > Dermot > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "qui...@li..." < > qui...@li...> > *Date:* 2017/2/23, Thu 13:07 > *Subject:* Re: [Quickfix-developers] Using .seqnums file to trigger a > full resend > > I would call this a bad practice. (You're not the first to invent it.) > > You're hacking your app's state to basically lie to your counterparty > about missing messages. If you are asking for a *lot* of history, they'll > probably truncate it. > > Have you checked your counterparty's docs to see if they provide another > way to get the historical data that you need? Surely you aren't the first > person to need historical data from this system. > > On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > > QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ > <http://www.quickfixengine.org/quickfix/doc/html/> > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------ ------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > ______________________________ _________________ > Quickfix-developers mailing list > Quickfix-developers@lists. sourceforge.net > <Qui...@li...> > https://lists.sourceforge.net/ lists/listinfo/quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: <daw...@ya...> - 2017-02-23 05:24:37
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Hi Grant, Yes it sounded a bit 'hacky' to me too but this was the approach recommended to me by Asher Newcomer on this forum last October. Ok I will speak to the broker and ask what they recommend. Thanks, Dermot ----- Original Message ----- >From: Grant Birchmeier <gbi...@co...> >To: daw...@ya... >Cc: "qui...@li..." <qui...@li...> >Date: 2017/2/23, Thu 13:07 >Subject: Re: [Quickfix-developers] Using .seqnums file to trigger a full resend > > >I would call this a bad practice. (You're not the first to invent it.) > > >You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. > > >Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. > > >On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...>wrote: > >QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >> >> >> >>Hi Guys, >> >> >> >>I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. >> >> >>This problem should be very easy to reproduce. The steps are:- >>1. Log on >>2. Send order >>3. Receive execution >>4. Log out >>5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" >>6. Log on (resend is triggered) >>7. Log out. >>8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" >> >> >>Any ideas? >> >> >>Thanks a lot! >>Dermot >>------------------------------ ------------------------------ ------------------ >>Check out the vibrant tech community on one of the world's most >>engaging tech sites, SlashDot.org! http://sdm.link/slashdot >>______________________________ _________________ >>Quickfix-developers mailing list >>Quickfix-developers@lists. sourceforge.net >>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >> > > > >-- > >Grant Birchmeier > >Connamara Systems, LLC > >Made-To-Measure Trading Solutions. >Exactly what you need. No more. No less. > >http://connamara.com > > > |
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From: Grant B. <gbi...@co...> - 2017-02-23 04:30:41
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I would call this a bad practice. (You're not the first to invent it.) You're hacking your app's state to basically lie to your counterparty about missing messages. If you are asking for a *lot* of history, they'll probably truncate it. Have you checked your counterparty's docs to see if they provide another way to get the historical data that you need? Surely you aren't the first person to need historical data from this system. On Wed, Feb 22, 2017 at 9:29 PM, <daw...@ya...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi Guys, > > I'm trying to trigger a resend of all the executor's messages for the day. I > manually set the incoming seq no in the .seqnums file to 0, then login > and this triggers a resend request for all messages as soon as my FIX > engine receives the logon response message - all good so far. All the > messages are resent and received correctly. The problem is when I log out I > can see that the .seqnums file does not have the updated incoming seq no > (it's just set to 1) so when I log in again it triggers another resend > request. > > This problem should be very easy to reproduce. The steps are:- > 1. Log on > 2. Send order > 3. Receive execution > 4. Log out > 5. Manually change the .seqnums file from "0000000004 : 0000000004" to > "0000000004 : 0000000000" > 6. Log on (resend is triggered) > 7. Log out. > 8. Check the seqnums file again and you get "0000000007 : 0000000001" when > it should be "0000000007 : 0000000006" > > Any ideas? > > Thanks a lot! > Dermot > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, SlashDot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: <daw...@ya...> - 2017-02-23 03:29:17
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Hi Guys, I'm trying to trigger a resend of all the executor's messages for the day. I manually set the incoming seq no in the .seqnums file to 0, then login and this triggers a resend request for all messages as soon as my FIX engine receives the logon response message - all good so far. All the messages are resent and received correctly. The problem is when I log out I can see that the .seqnums file does not have the updated incoming seq no (it's just set to 1) so when I log in again it triggers another resend request. This problem should be very easy to reproduce. The steps are:- 1. Log on 2. Send order 3. Receive execution 4. Log out 5. Manually change the .seqnums file from "0000000004 : 0000000004" to "0000000004 : 0000000000" 6. Log on (resend is triggered) 7. Log out. 8. Check the seqnums file again and you get "0000000007 : 0000000001" when it should be "0000000007 : 0000000006" Any ideas? Thanks a lot! Dermot |
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From: zyoulan j. <esr...@gm...> - 2017-01-04 16:04:59
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I just downloaded quickfix and try to make it work. When run ./configure, have errors as below. did some research, but cannot find a solution. linux CentOS release 6.6 g++ (GCC) 4.8.5 Thanks a lot! checking for set_terminate in the global namespace... no checking for set_terminate in the std namespace... no configure: error: unable to find set_terminate in std or global namespace |
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From: <daw...@ya...> - 2016-11-08 17:38:56
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Thanks Mike. Understood. ----- Original Message ----- >From: Mike Gatny <mg...@co...> >To: daw...@ya... >Cc: Grant Birchmeier <gbi...@co...>; "qui...@li..." <qui...@li...> >Date: 2016/11/9, Wed 00:55 >Subject: Re: [Quickfix-developers] MySql Log - sender and target comp ids wrong for incoming messages > > >The other columns are correct -- they are a representation of the SessionID. They do not change based on the content of a particular message. If you are familiar with the way the FileLog names its log files, this is the exact same concept. > > >--Mike Gatny >Connamara Systems, LLC > >On Mon, Nov 7, 2016 at 10:28 PM, <daw...@ya...> wrote: > >QuickFIX Documentation: http://www.quickfixengine.org/ quickfix/doc/html/ >> >> >> >>Yes understood. You're a hardcore FIX guy haha. I'm new to this. >> >> >>Agreed - the FIX messages are fine. The columns got me confused. I wonder if that is a bug or intentional(?). >> >> >>----- Original Message ----- >>>From: Grant Birchmeier <gbi...@co...> >>>To: daw...@ya... >>>Cc: "quickfix-developers@lists. sourceforge.net" <quickfix-developers@lists. sourceforge.net> >>>Date: 2016/11/8, Tue 12:21 >>>Subject: Re: [Quickfix-developers] MySql Log - sender and target comp ids wrong for incoming messages >>> >>> >>>Oh, I see -- you're looking at the sendercompid/targetcompid columns in your DB table. I didn't even look at those; because I instinctively ignore anything that is not raw FIX. My eyes went directly to the raw messages in the column on the right. (Always look at raw FIX messaging first!) >>> >>> >>>In that raw message column, you can see that tags 49 and 56 are set exactly as they ought to be. >>> >>> >>>The DB logging implementation appears to be setting the sender/target compid columns to match the client that is being logged, no matter whether the message is going in or out. (I've never used the DB logger myself.) >>> >>> >>> >>> >>> >>> >>>On Mon, Nov 7, 2016 at 6:13 PM, <daw...@ya...> wrote: >>> >>>Hi Grant, Thanks for your response. Maybe I misunderstood how this should work. The logging here is enabled on the client app but it's capturing messages going both ways. So looking at the attached pic the first entry in the messages_log table entry is the client login request to the executor:- >>>> >>>> >>>>id: 1 >>>>sendercompid: CLIENT_A >>>>targetcompid: EXECUTOR >>>>text: >>>>8=FIX.4.49=8235=A34=149= CLIENT_A52=20161107-14:31:50. 87256=EXECUTOR98=0108=6000554= pass10=197 >>>> >>>>That's what I would expect to see. Then the 2nd entry is the response from the executor. >>>> >>>> >>>>id: 2 >>>>sendercompid: CLIENT_A >>>>targetcompid: EXECUTOR >>>>text: >>>>8=FIX.4.49=7335=A34=149= EXECUTOR52=20161107-14:31:50. 91356=CLIENT_A98=0108=600010= 046 >>>>In this case shouldn't the sendercompid field show 'EXECUTOR' and the targetcompid field show 'CLIENT_A' as per the fix message? Or because the logging is enabled on the client side sendercompid will always be CLIENT_A and targetcompid will always be EXECUTOR? >>>> >>>>Thanks, >>>>Dermot >>>> >>>> >>>>Original Message ----- ----- From:Grant Birchmeier <Gbirchmeierattoconnamara.Com> To:Dawntrader001attoyahoo.Co.Jp Cc:"Quickfix-developersattolists. Sourceforge.Net" <Quickfix-Developers Atto Lists.Sourceforge.Net> Date:2016/11/8, Tue 06:44 Subject:Re: [Quickfix-Developers] MySql Log - Sender And Target Comp Ids Wrong For Incoming Messages >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>>I'm not sure what you are asking. There's nothing wrong with your log. >>>>> >>>>> >>>>> >>>>> >>>>>Mon On, Nov 7, 2016 At 9:33 AM AM, < Dawntrader001attoyahoo.Co.Jp>Wrote: >>>>> >>>>>Documentation QuickFIX: Http://Www.Quickfixengine.Org/ Quickfix / doc / Html / >>>>>> >>>>>> >>>>>> >>>>>>Pic attached this time ... >>>>>> >>>>>> >>>>>> >>>>>> >>>>>>Hi Guys, I Just Enabled MySql Logs And Tested With A Simple Log In And Log Out (Please See The Pic In Link). For Incoming Messages The Sendercompid Shows The Client App And The Targetcompid Shows The Executor App So Basically Sender And Target Are The same for all messages. Any Ideas? >>>>>>Thanks, >>>>>>Dermot >>>>>>------------------------------ -------------------- ------------------ ---------- >>>>>>Developer Access Program For Intel Xeon Phi Processors >>>>>>Access To Intel Xeon Phi Processor-Based Developer Platforms. >>>>>>With One Year . Of Intel Parallel Studio XE >>>>>>. Training And Support From Colfax >>>>>>. Order Your Platform Today Http://Sdm.Link/xeonphi >>>>>>______________________________ _________________ >>>>>>Quickfix-Developers Mailing List Quickfix-Developers Atto Lists sourceforge.net. https: //Lists.Sourceforge. net / lists / listinfo / quickfix- developers >>>>>> >>>>>> >>>>>> >>>>> >>>>> >>>>> >>>>>- >>>>> >>>>>Grant Birchmeier >>>>> >>>>>Connamara Systems, LLC >>>>> >>>>>Made-To-Measure Trading Solutions. >>>>>Exactly what you need. No more. No less. >>>>> >>>>>http://connamara.com >>>>> >>>>> >>>>> >>> >>> >>> >>>-- >>> >>>Grant Birchmeier >>> >>>Connamara Systems, LLC >>> >>>Made-To-Measure Trading Solutions. >>>Exactly what you need. No more. No less. >>> >>>http://connamara.com >>> >>> >>> >>------------------------------ ------------------------------ ------------------ >>Developer Access Program for Intel Xeon Phi Processors >>Access to Intel Xeon Phi processor-based developer platforms. >>With one year of Intel Parallel Studio XE. >>Training and support from Colfax. >>Order your platform today. http://sdm.link/xeonphi >>______________________________ _________________ >>Quickfix-developers mailing list >>Quickfix-developers@lists. sourceforge.net >>https://lists.sourceforge.net/ lists/listinfo/quickfix- developers >> > > > |
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From: Mike G. <mg...@co...> - 2016-11-08 16:14:02
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That is a CQG-specific user-defined message type. I don't recall whether they have one online, but ask CQG to send you a quickfix DataDictionary with their custom messages in it. I'm pretty sure they will. -- Mike Gatny Connamara Systems, LLC On Mon, Nov 7, 2016 at 11:29 PM, Alain Daniel <wb....@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hello CQG team. > > I'm trying to send a Historical Market Data Request (UHV) ( > http://help.cqg.com/continuum/default.htm#!Documents/ > historicalmarketdatarequestuhv.htm ) but I'm getting > UnsupportedMessageType message. Here is my request and the response. > > Thanks is advanced, Adrian Chang > > <message> > <header> > <field number="8"><![CDATA[FIX.4.2]]></field> > <field number="35"><![CDATA[UHV]]></field> > <field number="34"><![CDATA[2]]></field> > <field number="49"><![CDATA[RedFinFC]]></field> > <field number="50"><![CDATA[TestFIXMarketData]]></field> > <field number="52"><![CDATA[20161108-04:15:18.407]]></field> > <field number="56"><![CDATA[CQG_Gateway]]></field> > </header> > <body> > <field number="55"><![CDATA[D]]></field> > <field number="262"><![CDATA[1478578518.41]]></field> > <field number="30003"><![CDATA[ACD]]></field> > <field number="30006"><![CDATA[50]]></field> > </body> > <trailer> > </trailer> > </message> > > > *** fromApp *** > <message> > <header> > <field number="8"><![CDATA[FIX.4.2]]></field> > <field number="9"><![CDATA[128]]></field> > <field number="35"><![CDATA[j]]></field> > <field number="34"><![CDATA[2]]></field> > <field number="49"><![CDATA[CQG_Gateway]]></field> > <field number="52"><![CDATA[20161108-04:15:20.346]]></field> > <field number="56"><![CDATA[RedFinFC]]></field> > <field number="57"><![CDATA[TestFIXMarketData]]></field> > </header> > <body> > <field number="45"><![CDATA[2]]></field> > <field number="58"><![CDATA[UnsupportedMessageType]]></field> > <field number="372"><![CDATA[UHV]]></field> > <field number="380"><![CDATA[3]]></field> > </body> > <trailer> > <field number="10"><![CDATA[133]]></field> > </trailer> > </message> > > ------------------------------------------------------------ > ------------------ > Developer Access Program for Intel Xeon Phi Processors > Access to Intel Xeon Phi processor-based developer platforms. > With one year of Intel Parallel Studio XE. > Training and support from Colfax. > Order your platform today. http://sdm.link/xeonphi > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Grant B. <gbi...@co...> - 2016-11-08 15:57:31
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Ah, of course, the session id. Duh on me. On Tue, Nov 8, 2016 at 9:55 AM, Mike Gatny <mg...@co...> wrote: > The other columns are correct -- they are a representation of the > SessionID. They do not change based on the content of a particular > message. If you are familiar with the way the FileLog names its log files, > this is the exact same concept. > > -- > Mike Gatny > Connamara Systems, LLC > > On Mon, Nov 7, 2016 at 10:28 PM, <daw...@ya...> wrote: > >> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ >> >> >> Yes understood. You're a hardcore FIX guy haha. I'm new to this. >> >> Agreed - the FIX messages are fine. The columns got me confused. I wonder >> if that is a bug or intentional(?). >> >> ----- Original Message ----- >> *From:* Grant Birchmeier <gbi...@co...> >> *To:* daw...@ya... >> *Cc:* "qui...@li..." < >> qui...@li...> >> *Date:* 2016/11/8, Tue 12:21 >> *Subject:* Re: [Quickfix-developers] MySql Log - sender and target comp >> ids wrong for incoming messages >> >> Oh, I see -- you're looking at the sendercompid/targetcompid columns in >> your DB table. I didn't even look at those; because I instinctively ignore >> anything that is not raw FIX. My eyes went directly to the raw messages in >> the column on the right. (Always look at raw FIX messaging first!) >> >> In that raw message column, you can see that tags 49 and 56 are set >> exactly as they ought to be. >> >> The DB logging implementation appears to be setting the sender/target >> compid columns to match the client that is being logged, no matter whether >> the message is going in or out. (I've never used the DB logger myself.) >> >> >> >> On Mon, Nov 7, 2016 at 6:13 PM, <daw...@ya...> wrote: >> >> Hi Grant, Thanks for your response. Maybe I misunderstood how this should >> work. The logging here is enabled on the client app but it's capturing >> messages going both ways. So looking at the attached pic the first entry in >> the messages_log table entry is the client login request to the executor:- >> >> id: 1 >> sendercompid: CLIENT_A >> targetcompid: EXECUTOR >> text: >> 8=FIX.4.49=8235=A34=149= CLIENT_A52=20161107-14:31:50. >> 87256=EXECUTOR98=0108=6000554= pass10=197 >> >> That's what I would expect to see. Then the 2nd entry is the response >> from the executor. >> >> id: 2 >> sendercompid: CLIENT_A >> targetcompid: EXECUTOR >> text: >> 8=FIX.4.49=7335=A34=149= EXECUTOR52=20161107-14:31:50. >> 91356=CLIENT_A98=0108=600010= 046 >> In this case shouldn't the sendercompid field show 'EXECUTOR' and the >> targetcompid field show 'CLIENT_A' as per the fix message? Or because the >> logging is enabled on the client side sendercompid will always be CLIENT_A >> and targetcompid will always be EXECUTOR? >> >> Thanks, >> Dermot >> >> Original Message ----- ----- *From:* Grant Birchmeier >> <Gbirchmeierattoconnamara.Com> *To:* Dawntrader001attoyahoo.Co.Jp >> <http://dawntrader001attoyahoo.co.jp/> *Cc:* "Quickfix-developersattolists. >> Sourceforge.Net <http://quickfix-developersattolists.sourceforge.net/>" >> <Quickfix-Developers Atto Lists.Sourceforge.Net >> <http://lists.sourceforge.net/>> *Date:* 2016/11/8, Tue 06:44 *Subject:* >> Re: [Quickfix-Developers] MySql Log - Sender And Target Comp Ids Wrong For >> Incoming Messages >> >> >> >> >> >> >> I'm not sure what you are asking. There's nothing wrong with your log. >> >> >> Mon On, Nov 7, 2016 At 9:33 AM AM, < Dawntrader001attoyahoo.Co.Jp >> <daw...@ya...> > Wrote: >> >> Documentation QuickFIX: Http://Www.Quickfixengine.Org/ Quickfix / doc / >> Html / <http://www.quickfixengine.org/quickfix/doc/html/> >> >> >> Pic attached this time ... >> >> >> Hi Guys, I Just Enabled MySql Logs And Tested With A Simple Log In And >> Log Out (Please See The Pic In Link). For Incoming Messages The >> Sendercompid Shows The Client App And The Targetcompid Shows The >> Executor App So Basically Sender And Target Are The same for all messages. >> Any Ideas? >> Thanks, >> Dermot >> >> ------------------------------ -------------------- ------------------ >> ---------- >> Developer Access Program For Intel Xeon Phi Processors >> Access To Intel Xeon Phi Processor-Based Developer Platforms. >> With One Year . Of Intel Parallel Studio XE >> . Training And Support From Colfax >> . Order Your Platform Today Http://Sdm.Link/xeonphi >> <http://sdm.link/xeonphi> >> ______________________________ _________________ >> Quickfix-Developers Mailing List Quickfix-Developers Atto Lists >> sourceforge.net. <Qui...@li...>https: >> //Lists.Sourceforge. net / lists / listinfo / quickfix- developers >> <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> >> <Qui...@li...> >> <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> >> >> >> >> >> - >> Grant Birchmeier >> *Connamara Systems, LLC* >> *Made-To-Measure Trading Solutions.* >> Exactly what you need. No more. No less. >> http://connamara.com >> >> >> >> >> >> -- >> Grant Birchmeier >> *Connamara Systems, LLC* >> *Made-To-Measure Trading Solutions.* >> Exactly what you need. No more. No less. >> http://connamara.com >> >> >> >> ------------------------------------------------------------ >> ------------------ >> Developer Access Program for Intel Xeon Phi Processors >> Access to Intel Xeon Phi processor-based developer platforms. >> With one year of Intel Parallel Studio XE. >> Training and support from Colfax. >> Order your platform today. http://sdm.link/xeonphi >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: Mike G. <mg...@co...> - 2016-11-08 15:56:21
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The other columns are correct -- they are a representation of the SessionID. They do not change based on the content of a particular message. If you are familiar with the way the FileLog names its log files, this is the exact same concept. -- Mike Gatny Connamara Systems, LLC On Mon, Nov 7, 2016 at 10:28 PM, <daw...@ya...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Yes understood. You're a hardcore FIX guy haha. I'm new to this. > > Agreed - the FIX messages are fine. The columns got me confused. I wonder > if that is a bug or intentional(?). > > ----- Original Message ----- > *From:* Grant Birchmeier <gbi...@co...> > *To:* daw...@ya... > *Cc:* "qui...@li..." < > qui...@li...> > *Date:* 2016/11/8, Tue 12:21 > *Subject:* Re: [Quickfix-developers] MySql Log - sender and target comp > ids wrong for incoming messages > > Oh, I see -- you're looking at the sendercompid/targetcompid columns in > your DB table. I didn't even look at those; because I instinctively ignore > anything that is not raw FIX. My eyes went directly to the raw messages in > the column on the right. (Always look at raw FIX messaging first!) > > In that raw message column, you can see that tags 49 and 56 are set > exactly as they ought to be. > > The DB logging implementation appears to be setting the sender/target > compid columns to match the client that is being logged, no matter whether > the message is going in or out. (I've never used the DB logger myself.) > > > > On Mon, Nov 7, 2016 at 6:13 PM, <daw...@ya...> wrote: > > Hi Grant, Thanks for your response. Maybe I misunderstood how this should > work. The logging here is enabled on the client app but it's capturing > messages going both ways. So looking at the attached pic the first entry in > the messages_log table entry is the client login request to the executor:- > > id: 1 > sendercompid: CLIENT_A > targetcompid: EXECUTOR > text: > 8=FIX.4.49=8235=A34=149= CLIENT_A52=20161107-14:31:50. > 87256=EXECUTOR98=0108=6000554= pass10=197 > > That's what I would expect to see. Then the 2nd entry is the response from > the executor. > > id: 2 > sendercompid: CLIENT_A > targetcompid: EXECUTOR > text: > 8=FIX.4.49=7335=A34=149= EXECUTOR52=20161107-14:31:50. > 91356=CLIENT_A98=0108=600010= 046 > In this case shouldn't the sendercompid field show 'EXECUTOR' and the > targetcompid field show 'CLIENT_A' as per the fix message? Or because the > logging is enabled on the client side sendercompid will always be CLIENT_A > and targetcompid will always be EXECUTOR? > > Thanks, > Dermot > > Original Message ----- ----- *From:* Grant Birchmeier > <Gbirchmeierattoconnamara.Com> *To:* Dawntrader001attoyahoo.Co.Jp > <http://dawntrader001attoyahoo.co.jp/> *Cc:* "Quickfix-developersattolists. > Sourceforge.Net <http://quickfix-developersattolists.sourceforge.net/>" > <Quickfix-Developers Atto Lists.Sourceforge.Net > <http://lists.sourceforge.net/>> *Date:* 2016/11/8, Tue 06:44 *Subject:* > Re: [Quickfix-Developers] MySql Log - Sender And Target Comp Ids Wrong For > Incoming Messages > > > > > > > I'm not sure what you are asking. There's nothing wrong with your log. > > > Mon On, Nov 7, 2016 At 9:33 AM AM, < Dawntrader001attoyahoo.Co.Jp > <daw...@ya...> > Wrote: > > Documentation QuickFIX: Http://Www.Quickfixengine.Org/ Quickfix / doc / > Html / <http://www.quickfixengine.org/quickfix/doc/html/> > > > Pic attached this time ... > > > Hi Guys, I Just Enabled MySql Logs And Tested With A Simple Log In And Log > Out (Please See The Pic In Link). For Incoming Messages The Sendercompid > Shows The Client App And The Targetcompid Shows The Executor App So > Basically Sender And Target Are The same for all messages. Any Ideas? > Thanks, > Dermot > > ------------------------------ -------------------- ------------------ > ---------- > Developer Access Program For Intel Xeon Phi Processors > Access To Intel Xeon Phi Processor-Based Developer Platforms. > With One Year . Of Intel Parallel Studio XE > . Training And Support From Colfax > . Order Your Platform Today Http://Sdm.Link/xeonphi > <http://sdm.link/xeonphi> > ______________________________ _________________ > Quickfix-Developers Mailing List Quickfix-Developers Atto Lists > sourceforge.net. <Qui...@li...>https: > //Lists.Sourceforge. net / lists / listinfo / quickfix- developers > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > <Qui...@li...> > <https://lists.sourceforge.net/lists/listinfo/quickfix-developers> > > > > > - > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > > > -- > Grant Birchmeier > *Connamara Systems, LLC* > *Made-To-Measure Trading Solutions.* > Exactly what you need. No more. No less. > http://connamara.com > > > > ------------------------------------------------------------ > ------------------ > Developer Access Program for Intel Xeon Phi Processors > Access to Intel Xeon Phi processor-based developer platforms. > With one year of Intel Parallel Studio XE. > Training and support from Colfax. > Order your platform today. http://sdm.link/xeonphi > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Grant B. <gbi...@co...> - 2016-11-08 15:54:10
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UHV is not a standard message type. I'm guessing it's something that CQG invented for their system. You need to add this message type and full definition to your DataDictionary xml file so that your engine will know what it is. See http://quickfixn.org/tutorial/custom-fields-groups-and-messages.html (This doc is for a different QF port, but the information is still applicable to this QF as well) On Mon, Nov 7, 2016 at 10:29 PM, Alain Daniel <wb....@gm...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hello CQG team. > > I'm trying to send a Historical Market Data Request (UHV) ( > http://help.cqg.com/continuum/default.htm#!Documents/ > historicalmarketdatarequestuhv.htm ) but I'm getting > UnsupportedMessageType message. Here is my request and the response. > > Thanks is advanced, Adrian Chang > > <message> > <header> > <field number="8"><![CDATA[FIX.4.2]]></field> > <field number="35"><![CDATA[UHV]]></field> > <field number="34"><![CDATA[2]]></field> > <field number="49"><![CDATA[RedFinFC]]></field> > <field number="50"><![CDATA[TestFIXMarketData]]></field> > <field number="52"><![CDATA[20161108-04:15:18.407]]></field> > <field number="56"><![CDATA[CQG_Gateway]]></field> > </header> > <body> > <field number="55"><![CDATA[D]]></field> > <field number="262"><![CDATA[1478578518.41]]></field> > <field number="30003"><![CDATA[ACD]]></field> > <field number="30006"><![CDATA[50]]></field> > </body> > <trailer> > </trailer> > </message> > > > *** fromApp *** > <message> > <header> > <field number="8"><![CDATA[FIX.4.2]]></field> > <field number="9"><![CDATA[128]]></field> > <field number="35"><![CDATA[j]]></field> > <field number="34"><![CDATA[2]]></field> > <field number="49"><![CDATA[CQG_Gateway]]></field> > <field number="52"><![CDATA[20161108-04:15:20.346]]></field> > <field number="56"><![CDATA[RedFinFC]]></field> > <field number="57"><![CDATA[TestFIXMarketData]]></field> > </header> > <body> > <field number="45"><![CDATA[2]]></field> > <field number="58"><![CDATA[UnsupportedMessageType]]></field> > <field number="372"><![CDATA[UHV]]></field> > <field number="380"><![CDATA[3]]></field> > </body> > <trailer> > <field number="10"><![CDATA[133]]></field> > </trailer> > </message> > > ------------------------------------------------------------ > ------------------ > Developer Access Program for Intel Xeon Phi Processors > Access to Intel Xeon Phi processor-based developer platforms. > With one year of Intel Parallel Studio XE. > Training and support from Colfax. > Order your platform today. http://sdm.link/xeonphi > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |
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From: Alain D. <wb....@gm...> - 2016-11-08 04:29:44
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Hello CQG team. I'm trying to send a Historical Market Data Request (UHV) ( http://help.cqg.com/continuum/default.htm#!Documents/historicalmarketdatarequestuhv.htm ) but I'm getting UnsupportedMessageType message. Here is my request and the response. Thanks is advanced, Adrian Chang <message> <header> <field number="8"><![CDATA[FIX.4.2]]></field> <field number="35"><![CDATA[UHV]]></field> <field number="34"><![CDATA[2]]></field> <field number="49"><![CDATA[RedFinFC]]></field> <field number="50"><![CDATA[TestFIXMarketData]]></field> <field number="52"><![CDATA[20161108-04:15:18.407]]></field> <field number="56"><![CDATA[CQG_Gateway]]></field> </header> <body> <field number="55"><![CDATA[D]]></field> <field number="262"><![CDATA[1478578518.41]]></field> <field number="30003"><![CDATA[ACD]]></field> <field number="30006"><![CDATA[50]]></field> </body> <trailer> </trailer> </message> *** fromApp *** <message> <header> <field number="8"><![CDATA[FIX.4.2]]></field> <field number="9"><![CDATA[128]]></field> <field number="35"><![CDATA[j]]></field> <field number="34"><![CDATA[2]]></field> <field number="49"><![CDATA[CQG_Gateway]]></field> <field number="52"><![CDATA[20161108-04:15:20.346]]></field> <field number="56"><![CDATA[RedFinFC]]></field> <field number="57"><![CDATA[TestFIXMarketData]]></field> </header> <body> <field number="45"><![CDATA[2]]></field> <field number="58"><![CDATA[UnsupportedMessageType]]></field> <field number="372"><![CDATA[UHV]]></field> <field number="380"><![CDATA[3]]></field> </body> <trailer> <field number="10"><![CDATA[133]]></field> </trailer> </message> |
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