quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] SessionQualifier usage

[DKL-Gator <dea...@ya...>]

I am using the C++ version but I will check if this is possible. Thanks!


Grant Birchmeier wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> FYI, I just submitted a doc bug for this omission in the manual.
> http://www.quickfixj.org/jira/browse/QFJ-461
> 
> 
> On Wed, Jul 29, 2009 at 2:27 PM, Grant
> Birchmeier<gbi...@co...> wrote:
>> I'm not sure why it's not documented on the QF/J config page, but you
>> can put SenderSubID and TargetSubID are valid configuration options.
>>
>> I just verified this myself in
>> core/src/main/java/quickfix/SessionSettings.java.
>>
>> Is this what you need?
>>
>> -Grant
>>
>>
>> On Wed, Jul 29, 2009 at 1:47 PM, DKL-Gator<dea...@ya...> wrote:
>>> QuickFIX Documentation:
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> We have several FIX sessions to an exchange where we were assigned the
>>> same
>>> SenderID and TargetID for  each session, but were given unique
>>> SenderSubIds.
>>>
>>> Is this an example of where I need to use the SessionQualifier in order
>>> to
>>> differentiate each session? What exactly do I need to do with this
>>> SessionQualifier - simply pass it in the sendToTarget method which takes
>>> in
>>> the qualifier? What about the logon?
>>>
>>> Thanks.
>>> --
>>> View this message in context:
>>> http://www.nabble.com/SessionQualifier-usage-tp24725297p24725297.html
>>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> Let Crystal Reports handle the reporting - Free Crystal Reports 2008
>>> 30-Day
>>> trial. Simplify your report design, integration and deployment - and
>>> focus on
>>> what you do best, core application coding. Discover what's new with
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>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
> 
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> 

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Re: [Quickfix-developers] SessionQualifier usage

[Grant B. <gbi...@co...>]

FYI, I just submitted a doc bug for this omission in the manual.
http://www.quickfixj.org/jira/browse/QFJ-461


On Wed, Jul 29, 2009 at 2:27 PM, Grant
Birchmeier<gbi...@co...> wrote:
> I'm not sure why it's not documented on the QF/J config page, but you
> can put SenderSubID and TargetSubID are valid configuration options.
>
> I just verified this myself in core/src/main/java/quickfix/SessionSettings.java.
>
> Is this what you need?
>
> -Grant
>
>
> On Wed, Jul 29, 2009 at 1:47 PM, DKL-Gator<dea...@ya...> wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> We have several FIX sessions to an exchange where we were assigned the same
>> SenderID and TargetID for  each session, but were given unique SenderSubIds.
>>
>> Is this an example of where I need to use the SessionQualifier in order to
>> differentiate each session? What exactly do I need to do with this
>> SessionQualifier - simply pass it in the sendToTarget method which takes in
>> the qualifier? What about the logon?
>>
>> Thanks.
>> --
>> View this message in context: http://www.nabble.com/SessionQualifier-usage-tp24725297p24725297.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> ------------------------------------------------------------------------------
>> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
>> trial. Simplify your report design, integration and deployment - and focus on
>> what you do best, core application coding. Discover what's new with
>> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>

Re: [Quickfix-developers] SessionQualifier usage

[Grant B. <gbi...@co...>]

I'm not sure why it's not documented on the QF/J config page, but you
can put SenderSubID and TargetSubID are valid configuration options.

I just verified this myself in core/src/main/java/quickfix/SessionSettings.java.

Is this what you need?

-Grant


On Wed, Jul 29, 2009 at 1:47 PM, DKL-Gator<dea...@ya...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> We have several FIX sessions to an exchange where we were assigned the same
> SenderID and TargetID for  each session, but were given unique SenderSubIds.
>
> Is this an example of where I need to use the SessionQualifier in order to
> differentiate each session? What exactly do I need to do with this
> SessionQualifier - simply pass it in the sendToTarget method which takes in
> the qualifier? What about the logon?
>
> Thanks.
> --
> View this message in context: http://www.nabble.com/SessionQualifier-usage-tp24725297p24725297.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
> trial. Simplify your report design, integration and deployment - and focus on
> what you do best, core application coding. Discover what's new with
> Crystal Reports now.  http://p.sf.net/sfu/bobj-july
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] SessionQualifier usage

[DKL-Gator <dea...@ya...>]

We have several FIX sessions to an exchange where we were assigned the same
SenderID and TargetID for  each session, but were given unique SenderSubIds.   

Is this an example of where I need to use the SessionQualifier in order to
differentiate each session? What exactly do I need to do with this
SessionQualifier - simply pass it in the sendToTarget method which takes in
the qualifier? What about the logon?

Thanks.
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[Quickfix-developers] trouble parsing group in Quote message

[Doug M. <dou...@gm...>]

I sent this to the quickfix-user list, I apologize for the duplicate post,
not sure which is the correct list to send this question to.


I am having trouble parsing a Quote message using a c# version of QuickFix.

An example message I have received is:

8=FIX.4.4
9=207
35=S
49=JTEST1
56=J_UAT_1
34=23
52=20090727-18:58:58
131=0
5271=InstrumentValuationResponse
555=1
600=NG
611=20091200
608=OCXXXX
1188=0.5775604818
7966=0.7208459105
612=4.9
681=1.098108096
1=dm1
10=021



I have the following method for reading the message:

public override void onMessage(QuickFix44.Quote message, SessionID session)
{
            int numLegs = message.getNoLegs().getValue();

            for (uint n = 1; n<=numLegs; n++)
            {

                QuickFix44.Quote.NoLegs group = new
QuickFix44.Quote.NoLegs();
                message.getGroup(n, group);


I correctly determine that the numLegs = 1.  However, when I call
message.getGroup, I get a FieldNotFound exception.

If I am not using a data dictionary, I see the following in my event log:

20090727-18:59:05 : Message 23 Rejected: Conditionally Required Field
Missing:555


Though, the 555 field is in the message.


I suspect the problem has to do with the user defined fields, 1188 and/or
7966.  I tried using a data dictionary, I modified the supplied fix44.xml
dictionary to add fields for 1188 and 7966 and included them in the
InsturmentLeg component.  I also added the 5271 user defined field to the
Quote message in the dictionary.  After those changes, when using the data
dictionary, the Quote message is rejected and I see the following in the
event log:


20090727-18:48:53 : Message 3 Rejected: Tag not defined for this message
type:612

612 is the LegStrikePrice, which should be supported on an InsturmentLeg, so
I'm not sure why that is occuring?

Is there anything else I need to do to handle these user defined fields?  Am
I doing something wrong in the onMessage method?  Or is the message I am
receiving badly formed?  Is there anything else I should try to debug this?

Thanks

[Quickfix-developers] How to process resend requests

[jplavalle <jpl...@co...>]

When i send an order for fix, i have the interface populated with the trade
details and it is set to status of Open, then i send to the fix server. Is
the proper way to really wait for an ack from the fix server, then populate
the interface?

joe

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Re: [Quickfix-developers] programmatic logging on/off a session

[Alan K. <ala...@gm...>]

I want to be able to programmatically control logging on and logging off a
session. How would I do that in c++?
Thanks
Al Kurlansky

Re: [Quickfix-developers] Contribute/License

[<or...@qu...>]

Hello Amit,

QuickFIX is released under an Apache style license.  This is compatible
with software released under GPL.

> -------- Original Message --------
> Subject: [Quickfix-developers] Contribute/License
> From: amit khandelwal <kha...@gm...>
> Date: Wed, July 22, 2009 9:58 am
> To: qui...@li...,  quickfix-users
> <qui...@li...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I am developing a tool to read  (quickfix) log files and upload the order
> flow related information from that to a mysql database. The front end to
> this will be a php based application which will give the client/trader the
> ability to find out the number of IOC orders, Limit orders blah blah. If
> there is enough interest for something like this I can release this tool for
> the community under GPL. I see that quickfix already has a license of it
> own. Are there issues related to licensing?
> 
> Cheers,
> Amit Khandelwal
> 
> 
> -- 
> -------------------------------------------------------------------
> Ph : (973)-896-8208
> Email: kha...@gm...
> Web: http://khandelwal.amit.googlepages.com/home
> -------------------------------------------------------------------<hr>------------------------------------------------------------------------------<hr>_______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] Contribute/License

[amit k. <kha...@gm...>]

I am developing a tool to read  (quickfix) log files and upload the order
flow related information from that to a mysql database. The front end to
this will be a php based application which will give the client/trader the
ability to find out the number of IOC orders, Limit orders blah blah. If
there is enough interest for something like this I can release this tool for
the community under GPL. I see that quickfix already has a license of it
own. Are there issues related to licensing?

Cheers,
Amit Khandelwal


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Email: kha...@gm...
Web: http://khandelwal.amit.googlepages.com/home
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[Quickfix-developers] Getting the IP address out of the Acceptor

[brian <bmc...@gm...>]

Hi, I'm setting up a SocketAcceptor and one of things our Operations guys
like to see is the the IP/peer name of connected clients.  I've looked
through the SocketAcceptor implementation and it does look like QuickFix
does squirrel this information away.  Short of modifying the quickfix code,
is there any other way that I can get this information out of QuickFix?

Thanks,
Brian

[Quickfix-developers] C++ Initiator bug

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

Hi,

I am using QuickFiw 1.12.4. I am having a problem when my connection get
disconnected and I try to reconnect. The call to ~ThreadedSocketInitiator
provoques a segmentation fault in ~Initiator with the following back trace:

#1  0xb3bdfd97 in ~Initiator (this=0xa17d8a0) at Initiator.cpp:95
95	    delete i->second;

(gdb) list
90	Initiator::~Initiator()
91	{ QF_STACK_IGNORE_BEGIN
92	
93	  Sessions::iterator i;
94	  for ( i = m_sessions.begin(); i != m_sessions.end(); ++i )
95	    delete i->second;
96	
97	  QF_STACK_IGNORE_END
98	}

Does anybody know about this issue and how to correct it?

Regards

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Re: [Quickfix-developers] Re :Re: How to handle session level rejectioninApplication

[<jpl...@co...>]

I may have some suggestions if you could paste the code ? 


----- Original Message ----- 
From: "Thiaga Rajan" <thi...@re...> 
To: se...@tb..., qui...@li... 
Sent: Thursday, July 16, 2009 8:59:17 AM GMT -05:00 US/Canada Eastern 
Subject: [Quickfix-developers] Re :Re: How to handle session level rejectioninApplication 

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

Thanks , I tried by break point in toApp(), it is working fine 

Regards, 
Thiagarajan 



On Thu, 16 Jul 2009 16:23:57 +0400 "Igor Seleznev" wrote 





... toAdmin() of course, for administrative messages (like 
reject). 
  
The point is that if you want to catch _outgoing_ message (for 
instance, QF rejects some message due to failed validation and _sends_ some 
reject, or when your application _sends_ something and you want to catch it too 
for some reason) then you should be able to do that in toAdmin() / toApp() 
callbacks. 
  

----- Original Message ----- 
From: 
Igor Seleznev 

To: qui...@li... 
; Thiaga Rajan 
Cc: thiagu 
Sent: Thursday, July 16, 2009 1:33 
PM 
Subject: Re: [Quickfix-developers] How to 
handle session level rejectioninApplication 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX 
Support: http://www.quickfixengine.org/services.html 







Try to put break point in toApp(). 
  

----- Original Message ----- 
From: 
Thiaga Rajan 
To: qui...@li... 

Cc: thiagu 
Sent: Thursday, July 16, 2009 8:56 
AM 
Subject: [Quickfix-developers] How to 
handle session level rejection inApplication 
QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX 
Support: http://www.quickfixengine.org/services.html 




Dear All, 
Can anyone help me out for the below problem, 
I am getting session level rejection as "Required tag 
missing:"  while receiving Execution report response for the 
New order Single request.But I am not receiving this rejection in our 
application where Application Interface has been implemented (It has been 
rejected in quickfix session itself). But I need to handle this session 
level rejection in my application to send the response for the request to 
UI.I tried by putting break points in fromApp, fromAdmin functions in 
our application, but I do not receive session level rejection in any of 
these functions. 
Pl reply if anyone knows how to receive/handle session level rejection in 
our application 
Thanks and Regards,Thiagarajan 







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[Quickfix-developers] Re :Re: How to handle session level rejectioninApplication

[Thiaga R. <thi...@re...>]

Dear  Seleznev,Thanks , I tried by break point in toApp(), it is working fineRegards,ThiagarajanOn Thu, 16 Jul 2009 16:23:57 +0400 "Igor Seleznev" wrote... toAdmin() of course, for administrative messages (like reject). The point is that if you want to catch _outgoing_ message (for instance, QF rejects some message due to failed validation and _sends_ some reject, or when your application _sends_ something and you want to catch it too for some reason) then you should be able to do that in toAdmin() / toApp() callbacks. ----- Original Message ----- From: Igor Seleznev To: qui...@li... ; Thiaga Rajan Cc: thiagu Sent: Thursday, July 16, 2009 1:33 PMSubject: Re: [Quickfix-developers] How to handle session level rejectioninApplicationQuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX Support: http://www.quickfixengine.org/services.htmlTry to put break point in toApp(). ----- Original Message ----- From: Thiaga Rajan To: qui...@li... Cc: thiagu Sent: Thursday, July 16, 2009 8:56 AMSubject: [Quickfix-developers] How to handle session level rejection inApplicationQuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.htmlQuickFIX Support: http://www.quickfixengine.org/services.htmlDear All,Can anyone help me out for the below problem,I am getting session level rejection as "Required tag missing:"  while receiving Execution report response for the New order Single request.But I am not receiving this rejection in our application where Application Interface has been implemented (It has been rejected in quickfix session itself). But I need to handle this session level rejection in my application to send the response for the request to UI.I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in any of these functions.Pl reply if anyone knows how to receive/handle session level rejection in our applicationThanks and Regards,Thiagarajan------------------------------------------------------------------------------Enter the BlackBerry Developer Challenge  This is your chance to win up to $100,000 in prizes! For a limited time, vendors submitting new applications to BlackBerry App World(TM) will havethe opportunity to enter the BlackBerry Developer Challenge. See full prize  details at: http://p.sf.net/sfu/Challenge _______________________________________________Quickfix-developers mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-developers------------------------------------------------------------------------------Enter the BlackBerry Developer Challenge  This is your chance to win up to $100,000 in prizes! For a limited time, vendors submitting new applications to BlackBerry App World(TM) will havethe opportunity to enter the BlackBerry Developer Challenge. See full prize  details at: http://p.sf.net/sfu/Challenge_______________________________________________Quickfix-developers mailing lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] How to handle session level rejectioninApplication

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

... toAdmin() of course, for administrative messages (like reject).

The point is that if you want to catch _outgoing_ message (for instance, QF rejects some message due to failed validation and _sends_ some reject, or when your application _sends_ something and you want to catch it too for some reason) then you should be able to do that in toAdmin() / toApp() callbacks.

  ----- Original Message ----- 
  From: Igor Seleznev 
  To: qui...@li... ; Thiaga Rajan 
  Cc: thiagu 
  Sent: Thursday, July 16, 2009 1:33 PM
  Subject: Re: [Quickfix-developers] How to handle session level rejectioninApplication


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




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


  Try to put break point in toApp().

    ----- Original Message ----- 
    From: Thiaga Rajan 
    To: qui...@li... 
    Cc: thiagu 
    Sent: Thursday, July 16, 2009 8:56 AM
    Subject: [Quickfix-developers] How to handle session level rejection inApplication


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




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


    Dear All,

    Can anyone help me out for the below problem,

    I am getting session level rejection as "Required tag missing:"  while receiving Execution report response for the New order Single request.
    But I am not receiving this rejection in our application where Application Interface has been implemented (It has been rejected in quickfix session itself). But I need to handle this session level rejection in my application to send the response for the request to UI.
    I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in any of these functions.

    Pl reply if anyone knows how to receive/handle session level rejection in our application

    Thanks and Regards,
    Thiagarajan


         



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Re: [Quickfix-developers] How to handle session level rejection inApplication

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

Try to put break point in toApp().

  ----- Original Message ----- 
  From: Thiaga Rajan 
  To: qui...@li... 
  Cc: thiagu 
  Sent: Thursday, July 16, 2009 8:56 AM
  Subject: [Quickfix-developers] How to handle session level rejection inApplication


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




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


  Dear All,

  Can anyone help me out for the below problem,

  I am getting session level rejection as "Required tag missing:"  while receiving Execution report response for the New order Single request.
  But I am not receiving this rejection in our application where Application Interface has been implemented (It has been rejected in quickfix session itself). But I need to handle this session level rejection in my application to send the response for the request to UI.
  I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in any of these functions.

  Pl reply if anyone knows how to receive/handle session level rejection in our application

  Thanks and Regards,
  Thiagarajan


       



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  This is your chance to win up to $100,000 in prizes! For a limited time, 
  vendors submitting new applications to BlackBerry App World(TM) will have
  the opportunity to enter the BlackBerry Developer Challenge. See full prize  
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[Quickfix-developers] How to handle session level rejection in Application

[Thiaga R. <thi...@re...>]

Dear All,Can anyone help me out for the below problem,I am getting session level rejection as "Required tag missing:"  while receiving Execution report response for the New order Single request.But I am not receiving this rejection in our application where Application Interface has been implemented (It has been rejected in quickfix session itself). But I need to handle this session level rejection in my application to send the response for the request to UI.I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in any of these functions.Pl reply if anyone knows how to receive/handle session level rejection in our applicationThanks and Regards,Thiagarajan

Re: [Quickfix-developers] NewOrderList addgroup threw "Attempted to read or write protected memory. This is often an indication that other memory is corrupt"

[Djalma R. d. S. F. <drs...@gm...>]

Hi Neeraj,

This worked for me (and for you during almost 6 months), my suggestion
now is that you take a look if maybe you are disposing related objects
to cause the access violation.
If you don't see anything wrong in your code, better make use of dr.
watson / windbg to capture and analyse a full dump.

Regards,
Djalma


On Wed, Jul 8, 2009 at 12:00 PM, NeerajG<nee...@ci...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Per the suggestion in the past I pinned just the addGroup and  took away the
> problem until we stumbled on it yesterday. Still shows error in addGroup
> which I have already pinned in my dll. Any other ideas.
>
> Failed in SendNewOrderList Attempted to read or write protected memory. This
> is often an indication that other memory is corrupt.    at
> FIX.FieldMap.addGroup(FieldMap* , Int32 , FieldMap* , Boolean )
>   at QuickFix.Message.addGroup(Group group)
>   at
> Citi.DerivsAnalytics.Soup.Server.FixUtil.createNewOrderList(FixRequestDetails
> frd)
>   at
> Citi.DerivsAnalytics.Soup.Server.RFQCommunicator.SendNewOrderList(FixRequestDetails
> frd)'
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Here is the log of exception this threw.
>
> This is the first time this problem has surfaced. App has been used for
> almost half year. Any Ideas.
>
> 2009-01-22 13:30:06,515 [35] FATAL TradeManager - Attempted to read or
> write protected memory. This is often an indication that other memory is
> corrupt.    at FIX.FieldMap.addGroup(FieldMap* , Int32 , FieldMap* ,
> Boolean )
>   at QuickFix.Message.addGroup(Group group)
>   at FixUtil.createNewOrderList(FixRequestDetails frd)
>   at Communicator.SendNewOrderList(FixRequestDetails frd)
>   at TradeManager.Execute(Queue`1 queue)
>   at TradeManager.Manage(Object state)
>
>
> --
> View this message in context: http://www.nabble.com/NewOrderList-addgroup-threw-%22Attempted-to-read-or-write-protected-memory.-This-is-often-an-indication-that-other-memory-is-corrupt%22-tp21612600p24393018.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Logon question

[Dale W. <wi...@oc...>]

That's the correct way to do it, Ron.
A minor detail -- there is no need to cast the message type.  You can 
add the additional fields directly to the message object.

The good news is you are only examining the admin messages and they are 
quite rare on an active system, so there's very little overhead in this 
approach.

Dale Wilson
Principal Software Engineer
Object Computing, Inc.

Franssen, Ron wrote:
>
> I have a question about adding additional information to the logon 
> message.  Using an example application as a guide, we are currently 
> adding the username/password combination to the logon message by the 
> following means:
>
> In the*/ toAdmin/* event handler, we are checking for the message type 
> to be equal to "A" (logon).  If the message type is a logon message, 
> then we cast it to a logon message type and then proceed to perform:
>
> logonMessage.setField(username)
> logonMessage.setField(password)
>
> where username and password are QuickFix type objects. 
>
> This whole process seems to be working, but is feels sloppy to me.  Is 
> there a better way of hooking the logon event without subjecting every 
> single message to an interrogation to determine if it is a logon 
> message type.
>
> Thanks,
>
> Ron Franssen
> Koch Supply & Trading
>

Re: [Quickfix-developers] Extracting sequence No of fix message in the application

[Grant B. <gbi...@co...>]

It should be something like:

FIX::Message msg = <your message>;
std::string seqNo = msg.getHeader().getField(34);  // 34 = MsgSeqNum
/* you probably want to convert seqNo to int */

Instead of "34", I believe you can use something like
FIX::FIELD::MsgSeqNum, which would be a better practice.

Generally, though, there should be a better field to use than
MsgSeqNum (or anything in the header) for your purpose.  Have you
looked at using the ClOrdID instead?



On Wed, Jul 8, 2009 at 11:23 AM, Aniruddha N<ani...@tc...> wrote:
> Yes
>
> Aniruddha Anilkumar Navur
> Tata Consultancy Services
> Mailto: ani...@tc...
> Website: http://www.tcs.com
> ____________________________________________
> Experience certainty. IT Services
> Business Solutions
> Outsourcing
> ____________________________________________
> Grant Birchmeier <gbi...@co...>
>
> 07/08/2009 09:56 EST
>
> To
>
> cc
> qui...@li..., vai...@tc...
> bcc
>
> Subject
> Re: [Quickfix-developers] Extracting sequence No of fix message in the
> application
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Are you asking how to read field 34 (MsgSeqNum) from the header of a
> message?
>
>
>
> On Wed, Jul 8, 2009 at 9:16 AM, Aniruddha N<ani...@tc...> wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi guys,
>>
>> I intend to read SequenceId of a fix message, say Execution report, for a
>> Single Order Request sent earlier.
>>
>> This would be needed to map request for each response recieved at
>> initiator
>> in my application.My application requires to send multiple order requests
>> to server and process each response as it arrives(out of order) according
>> to the sequence Id of the order request sent.
>>
>> please help if anyone has an idea.
>>
>> Cheers,
>> Aniruddha Anilkumar Navur
>> Tata Consultancy Services
>> Mailto: ani...@tc...
>> Website: http://www.tcs.com
>> ____________________________________________
>> Experience certainty.   IT Services
>>                  Business Solutions
>>                  Outsourcing
>> ____________________________________________
>>
>> =====-----=====-----=====
>> Notice: The information contained in this e-mail
>> message and/or attachments to it may contain
>> confidential or privileged information. If you are
>> not the intended recipient, any dissemination, use,
>> review, distribution, printing or copying of the
>> information contained in this e-mail message
>> and/or attachments to it are strictly prohibited. If
>> you have received this communication in error,
>> please notify us by reply e-mail or telephone and
>> immediately and permanently delete the message
>> and any attachments. Thank you
>>
>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Enter the BlackBerry Developer Challenge
>> This is your chance to win up to $100,000 in prizes! For a limited time,
>> vendors submitting new applications to BlackBerry App World(TM) will have
>> the opportunity to enter the BlackBerry Developer Challenge. See full
>> prize
>> details at: http://p.sf.net/sfu/Challenge
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ForwardSourceID:NT00003196
>
> =====-----=====-----=====
> Notice: The information contained in this e-mail
> message and/or attachments to it may contain
> confidential or privileged information. If you are
> not the intended recipient, any dissemination, use,
> review, distribution, printing or copying of the
> information contained in this e-mail message
> and/or attachments to it are strictly prohibited. If
> you have received this communication in error,
> please notify us by reply e-mail or telephone and
> immediately and permanently delete the message
> and any attachments. Thank you
>
>
>

Re: [Quickfix-developers] Extracting sequence No of fix message in the application

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

Yes<BR><BR>Aniruddha Anilkumar Navur<BR>Tata Consultancy Services<BR>Mailto: ani...@tc...<BR>Website: <A href="http://www.tcs.com">http://www.tcs.com</A><BR>____________________________________________<BR>Experience certainty. IT Services<BR>Business Solutions<BR>Outsourcing<BR>____________________________________________ 
<TABLE cellSpacing=0 cellPadding=0 width="100%" border=0 V5DOTBL="true">

<TR vAlign=top>
<TD width="37%" bgColor=#e1e1e1 rowSpan=5><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR>
<DIV align=center><B><FONT style="FONT-SIZE: 9pt">Grant Birchmeier &lt;gbi...@co...&gt;</FONT></B> 
<P><FONT style="FONT-SIZE: 9pt">07/08/2009 09:56 EST</FONT></P></DIV></TD>
<TD width="1%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=102 border=0><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">To</FONT>&nbsp;&nbsp;</DIV></TD>
<TD width="63%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR></TD></TR>
<TR vAlign=top>
<TD width="1%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=102 border=0><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">cc</FONT>&nbsp;&nbsp;</DIV></TD>
<TD width="63%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR><FONT style="FONT-SIZE: 9pt">qui...@li..., vai...@tc...</FONT></TD></TR>
<TR vAlign=top>
<TD width="1%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=102 border=0><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">bcc</FONT>&nbsp;&nbsp;</DIV></TD>
<TD width="63%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR></TD></TR>
<TR vAlign=top>
<TD width="1%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=102 border=0><BR>
<DIV align=right><FONT style="FONT-SIZE: 9pt">Subject</FONT>&nbsp;&nbsp;</DIV></TD>
<TD width="63%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR><FONT style="FONT-SIZE: 9pt">Re: [Quickfix-developers] Extracting sequence No of fix message in the application</FONT></TD></TR>
<TR vAlign=top>
<TD width=0% bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0></TD>
<TD width="63%" bgColor=#e1e1e1><IMG height=1 alt="" src="/icons/ecblank.gif" width=1 border=0><BR><FONT size=-1></FONT></TD></TR></TABLE><BR><TT>QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</A><BR></TT><TT>QuickFIX Support: <A href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</A><BR></TT><BR><TT>Are you asking how to read field 34 (MsgSeqNum) from the header of a message?<BR></TT><BR><BR><BR><TT>On Wed, Jul 8, 2009 at 9:16 AM, Aniruddha N&lt;ani...@tc...&gt; wrote:<BR></TT><TT>&gt; QuickFIX Documentation: <A href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</A><BR></TT><TT>&gt; QuickFIX Support: <A href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</A><BR></TT><TT>&gt;<BR></TT><TT>&gt;<BR></TT><TT>&gt; Hi guys,<BR></TT><TT>&gt;<BR></TT><TT>&gt; I intend to read SequenceId of a fix message, say Execution report, for a<BR></TT><TT>&gt; Single Order Request sent earlier.<BR></TT><TT>&gt;<BR></TT><TT>&gt; This would be needed to map request for each response recieved at initiator<BR></TT><TT>&gt; in my application.My application requires to send multiple order requests<BR></TT><TT>&gt; to server and process each response as it arrives(out of order) according<BR></TT><TT>&gt; to the sequence Id of the order request sent.<BR></TT><TT>&gt;<BR></TT><TT>&gt; please help if anyone has an idea.<BR></TT><TT>&gt;<BR></TT><TT>&gt; Cheers,<BR></TT><TT>&gt; Aniruddha Anilkumar Navur<BR></TT><TT>&gt; Tata Consultancy Services<BR></TT><TT>&gt; Mailto: ani...@tc...<BR></TT><TT>&gt; Website: <A href="http://www.tcs.com">http://www.tcs.com</A><BR></TT><TT>&gt; ____________________________________________<BR></TT><TT>&gt; Experience certainty. &nbsp; IT Services<BR></TT><TT>&gt; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Business Solutions<BR></TT><TT>&gt; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Outsourcing<BR></TT><TT>&gt; ____________________________________________<BR></TT><TT>&gt;<BR></TT><TT>&gt; =====-----=====-----=====<BR></TT><TT>&gt; Notice: The information contained in this e-mail<BR></TT><TT>&gt; message and/or attachments to it may contain<BR></TT><TT>&gt; confidential or privileged information. If you are<BR></TT><TT>&gt; not the intended recipient, any dissemination, use,<BR></TT><TT>&gt; review, distribution, printing or copying of the<BR></TT><TT>&gt; information contained in this e-mail message<BR></TT><TT>&gt; and/or attachments to it are strictly prohibited. If<BR></TT><TT>&gt; you have received this communication in error,<BR></TT><TT>&gt; please notify us by reply e-mail or telephone and<BR></TT><TT>&gt; immediately and permanently delete the message<BR></TT><TT>&gt; and any attachments. Thank you<BR></TT><TT>&gt;<BR></TT><TT>&gt;<BR></TT><TT>&gt;<BR></TT><TT>&gt;<BR></TT><TT>&gt; ------------------------------------------------------------------------------<BR></TT><TT>&gt; Enter the BlackBerry Developer Challenge<BR></TT><TT>&gt; This is your chance to win up to $100,000 in prizes! For a limited time,<BR></TT><TT>&gt; vendors submitting new applications to BlackBerry App World(TM) will have<BR></TT><TT>&gt; the opportunity to enter the BlackBerry Developer Challenge. See full prize<BR></TT><TT>&gt; details at: <A href="http://p.sf.net/sfu/Challenge">http://p.sf.net/sfu/Challenge</A><BR></TT><TT>&gt; _______________________________________________<BR></TT><TT>&gt; Quickfix-developers mailing list<BR></TT><TT>&gt; Qui...@li...<BR></TT><TT>&gt; <A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers">https://lists.sourceforge.net/lists/listinfo/quickfix-developers</A><BR></TT><TT>&gt;<BR></TT><BR><TT>------------------------------------------------------------------------------<BR></TT><TT>Enter the BlackBerry Developer Challenge<BR></TT><TT>This is your chance to win up to $100,000 in prizes! For a limited time,<BR></TT><TT>vendors submitting new applications to BlackBerry App World(TM) will have<BR></TT><TT>the opportunity to enter the BlackBerry Developer Challenge. See full prize<BR></TT><TT>details at: <A href="http://p.sf.net/sfu/Challenge">http://p.sf.net/sfu/Challenge</A><BR></TT><TT>_______________________________________________<BR></TT><TT>Quickfix-developers mailing list<BR></TT><TT>Qui...@li...<BR></TT><TT><A href="https://lists.sourceforge.net/lists/listinfo/quickfix-developers">https://lists.sourceforge.net/lists/listinfo/quickfix-developers</A></TT><BR><BR><FONT style="FONT-SIZE: 1pt" color=#ffffff>ForwardSourceID:NT00003196 </FONT><pre>=====-----=====-----=====
Notice: The information contained in this e-mail
message and/or attachments to it may contain 
confidential or privileged information. If you are 
not the intended recipient, any dissemination, use, 
review, distribution, printing or copying of the 
information contained in this e-mail message 
and/or attachments to it are strictly prohibited. If 
you have received this communication in error, 
please notify us by reply e-mail or telephone and 
immediately and permanently delete the message 
and any attachments. Thank you


</pre>

Re: [Quickfix-developers] Extracting sequence No of fix message in the application

[Grant B. <gbi...@co...>]

Are you asking how to read field 34 (MsgSeqNum) from the header of a message?



On Wed, Jul 8, 2009 at 9:16 AM, Aniruddha N<ani...@tc...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi guys,
>
> I intend to read SequenceId of a fix message, say Execution report, for a
> Single Order Request sent earlier.
>
> This would be needed to map request for each response recieved at initiator
> in my application.My application requires to send multiple order requests
> to server and process each response as it arrives(out of order) according
> to the sequence Id of the order request sent.
>
> please help if anyone has an idea.
>
> Cheers,
> Aniruddha Anilkumar Navur
> Tata Consultancy Services
> Mailto: ani...@tc...
> Website: http://www.tcs.com
> ____________________________________________
> Experience certainty.   IT Services
>                  Business Solutions
>                  Outsourcing
> ____________________________________________
>
> =====-----=====-----=====
> Notice: The information contained in this e-mail
> message and/or attachments to it may contain
> confidential or privileged information. If you are
> not the intended recipient, any dissemination, use,
> review, distribution, printing or copying of the
> information contained in this e-mail message
> and/or attachments to it are strictly prohibited. If
> you have received this communication in error,
> please notify us by reply e-mail or telephone and
> immediately and permanently delete the message
> and any attachments. Thank you
>
>
>
>
> ------------------------------------------------------------------------------
> Enter the BlackBerry Developer Challenge
> This is your chance to win up to $100,000 in prizes! For a limited time,
> vendors submitting new applications to BlackBerry App World(TM) will have
> the opportunity to enter the BlackBerry Developer Challenge. See full prize
> details at: http://p.sf.net/sfu/Challenge
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] NewOrderList addgroup threw "Attempted to read or write protected memory. This is often an indication that other memory is corrupt"

[NeerajG <nee...@ci...>]

Per the suggestion in the past I pinned just the addGroup and  took away the
problem until we stumbled on it yesterday. Still shows error in addGroup
which I have already pinned in my dll. Any other ideas.

Failed in SendNewOrderList Attempted to read or write protected memory. This
is often an indication that other memory is corrupt.    at
FIX.FieldMap.addGroup(FieldMap* , Int32 , FieldMap* , Boolean )
   at QuickFix.Message.addGroup(Group group)
   at
Citi.DerivsAnalytics.Soup.Server.FixUtil.createNewOrderList(FixRequestDetails
frd)
   at
Citi.DerivsAnalytics.Soup.Server.RFQCommunicator.SendNewOrderList(FixRequestDetails
frd)'


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

Here is the log of exception this threw.

This is the first time this problem has surfaced. App has been used for
almost half year. Any Ideas.

2009-01-22 13:30:06,515 [35] FATAL TradeManager - Attempted to read or
write protected memory. This is often an indication that other memory is
corrupt.    at FIX.FieldMap.addGroup(FieldMap* , Int32 , FieldMap* ,
Boolean )
   at QuickFix.Message.addGroup(Group group)
   at FixUtil.createNewOrderList(FixRequestDetails frd)
   at Communicator.SendNewOrderList(FixRequestDetails frd)
   at TradeManager.Execute(Queue`1 queue)
   at TradeManager.Manage(Object state)


-- 
View this message in context: http://www.nabble.com/NewOrderList-addgroup-threw-%22Attempted-to-read-or-write-protected-memory.-This-is-often-an-indication-that-other-memory-is-corrupt%22-tp21612600p24393018.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Logon question

[Franssen, R. <Ron...@ko...>]

I have a question about adding additional information to the logon
message.  Using an example application as a guide, we are currently
adding the username/password combination to the logon message by the
following means:

In the toAdmin event handler, we are checking for the message type to be
equal to "A" (logon).  If the message type is a logon message, then we
cast it to a logon message type and then proceed to perform:

logonMessage.setField(username)
logonMessage.setField(password)

where username and password are QuickFix type objects.  

This whole process seems to be working, but is feels sloppy to me.  Is
there a better way of hooking the logon event without subjecting every
single message to an interrogation to determine if it is a logon message
type.

Thanks,

Ron Franssen
Koch Supply & Trading

[Quickfix-developers] Extracting sequence No of fix message in the application

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

Hi guys,

I intend to read SequenceId of a fix message, say Execution report, for a
Single Order Request sent earlier.

This would be needed to map request for each response recieved at initiator
in my application.My application requires to send multiple order requests
to server and process each response as it arrives(out of order) according
to the sequence Id of the order request sent.

please help if anyone has an idea.

Cheers,
Aniruddha Anilkumar Navur
Tata Consultancy Services
Mailto: ani...@tc...
Website: http://www.tcs.com
____________________________________________
Experience certainty.   IT Services
                  Business Solutions
                  Outsourcing
____________________________________________

=====-----=====-----=====
Notice: The information contained in this e-mail
message and/or attachments to it may contain 
confidential or privileged information. If you are 
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review, distribution, printing or copying of the 
information contained in this e-mail message 
and/or attachments to it are strictly prohibited. If 
you have received this communication in error, 
please notify us by reply e-mail or telephone and 
immediately and permanently delete the message 
and any attachments. Thank you

[Quickfix-developers] Need Help in fixing Logout

[Ryugan M. <ryu...@gm...>]

Hi,

I've been trying to solve the logout issue when it hangs on ThreadJoin in
the C++ code but with no luck yet.  Has anybody figured out a work around to
fix the issue.

Thanks
Ryugan