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From: Grant B. <gbi...@co...> - 2009-07-07 20:30:29
|
As this is a quickfixj question, you may have better luck posting this on the quickfixj mailing list. https://lists.sourceforge.net/lists/listinfo/quickfixj-users -Grant On Tue, Jul 7, 2009 at 3:13 PM, simonl1<sim...@mi...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > I am in the same camp as Joaquin but on the Java side (QuickFIXJ), I am > aware of the Banzai and executor example that came with QuickFIXJ, but does > anyone happen to know of other QuickFIXJ examples? > > Also has anyone tried QuickFIXJ with the CME market data simulation? > > Thanks, > Simon > > > > Kenny Stone wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Joaquin, >> >> I would also recommend looking at the examples that ship with quickfix in >> the examples folder. >> >> >> On Mon, Apr 13, 2009 at 6:25 AM, Julian < >> jul...@pr...> wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi Joaquin, >>> Here is a post which might help a beginner, is what I've learned >>> in >>> my short experience: >>> >>> http://staff.prosoftwarefactory.com.ar/blogs/julian/ >>> >>> Hope it helps you. Cheers, >>> >>> Julián Mendiola | PSF Developer Leader >>> http://www.prosoftwarefactory.com.ar >>> >>> >>> >>> -----Original Message----- >>> From: Joaquín Gracia [mailto:j.g...@ra...] >>> Sent: Monday, April 13, 2009 7:40 AM >>> To: qui...@li... >>> Subject: [Quickfix-developers] Can anyone help a begginer? >>> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi, >>> >>> I need to develop a c++ application that sends and receives FIX >>> messages. Of course, the app will perform different tasks depending on >>> the content of the incoming messages and will compose the outgoing >>> messages (orders) depending on input from the user and/or other apps >>> (through msmq). >>> >>> The thing is that I am absolutely new to quickFIX and my skills in c++ >>> are more focused on "get it working" rather than on deep knowledge. >>> >>> I have been browsing QuickFIX documentation, but I get stuck in some >>> places. >>> >>> Can anyone give a "receipt" to do what I need? >>> >>> Any help would be welcome. >>> >>> Thanks. >>> >>> J. Gracia. >>> >>> >>> >>> >>> >>> ---------------------------------------------------------------------------- >>> -- >>> This SF.net email is sponsored by: >>> High Quality Requirements in a Collaborative Environment. >>> Download a free trial of Rational Requirements Composer Now! >>> http://p.sf.net/sfu/www-ibm-com >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> No virus found in this incoming message. >>> Checked by AVG - www.avg.com >>> Version: 8.0.238 / Virus Database: 270.11.54/2056 - Release Date: >>> 04/13/09 >>> 05:51:00 >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> This SF.net email is sponsored by: >>> High Quality Requirements in a Collaborative Environment. >>> Download a free trial of Rational Requirements Composer Now! >>> http://p.sf.net/sfu/www-ibm-com >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> >> >> -- >> Kenny Stone >> Connamara Systems, LLC >> >> ------------------------------------------------------------------------------ >> This SF.net email is sponsored by: >> High Quality Requirements in a Collaborative Environment. >> Download a free trial of Rational Requirements Composer Now! >> http://p.sf.net/sfu/www-ibm-com >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > -- > View this message in context: http://www.nabble.com/Can-anyone-help-a-begginer--tp23020667p24354653.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 > details at: http://p.sf.net/sfu/blackberry > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: simonl1 <sim...@mi...> - 2009-07-07 20:13:32
|
Hi, I am in the same camp as Joaquin but on the Java side (QuickFIXJ), I am aware of the Banzai and executor example that came with QuickFIXJ, but does anyone happen to know of other QuickFIXJ examples? Also has anyone tried QuickFIXJ with the CME market data simulation? Thanks, Simon Kenny Stone wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Joaquin, > > I would also recommend looking at the examples that ship with quickfix in > the examples folder. > > > On Mon, Apr 13, 2009 at 6:25 AM, Julian < > jul...@pr...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi Joaquin, >> Here is a post which might help a beginner, is what I've learned >> in >> my short experience: >> >> http://staff.prosoftwarefactory.com.ar/blogs/julian/ >> >> Hope it helps you. Cheers, >> >> Julián Mendiola | PSF Developer Leader >> http://www.prosoftwarefactory.com.ar >> >> >> >> -----Original Message----- >> From: Joaquín Gracia [mailto:j.g...@ra...] >> Sent: Monday, April 13, 2009 7:40 AM >> To: qui...@li... >> Subject: [Quickfix-developers] Can anyone help a begginer? >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi, >> >> I need to develop a c++ application that sends and receives FIX >> messages. Of course, the app will perform different tasks depending on >> the content of the incoming messages and will compose the outgoing >> messages (orders) depending on input from the user and/or other apps >> (through msmq). >> >> The thing is that I am absolutely new to quickFIX and my skills in c++ >> are more focused on "get it working" rather than on deep knowledge. >> >> I have been browsing QuickFIX documentation, but I get stuck in some >> places. >> >> Can anyone give a "receipt" to do what I need? >> >> Any help would be welcome. >> >> Thanks. >> >> J. Gracia. >> >> >> >> >> >> ---------------------------------------------------------------------------- >> -- >> This SF.net email is sponsored by: >> High Quality Requirements in a Collaborative Environment. >> Download a free trial of Rational Requirements Composer Now! >> http://p.sf.net/sfu/www-ibm-com >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> No virus found in this incoming message. >> Checked by AVG - www.avg.com >> Version: 8.0.238 / Virus Database: 270.11.54/2056 - Release Date: >> 04/13/09 >> 05:51:00 >> >> >> >> ------------------------------------------------------------------------------ >> This SF.net email is sponsored by: >> High Quality Requirements in a Collaborative Environment. >> Download a free trial of Rational Requirements Composer Now! >> http://p.sf.net/sfu/www-ibm-com >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > > -- > Kenny Stone > Connamara Systems, LLC > > ------------------------------------------------------------------------------ > This SF.net email is sponsored by: > High Quality Requirements in a Collaborative Environment. > Download a free trial of Rational Requirements Composer Now! > http://p.sf.net/sfu/www-ibm-com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/Can-anyone-help-a-begginer--tp23020667p24354653.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Alain T. <a....@ne...> - 2009-07-06 09:23:52
|
Hi,
I'm on the initiator side and I have problems to get this behavior with quickfix (C++ and .Net wrappers)
- the initiator resets the connexion at start time (MsgSeqNum=1, ResetSeqNumFlag=Y)
- it does not resets the connection at other times like a logon after a disconnection
When I set "reset on logon" at true the flag is set but it also resets sessions if it reconnects
during the day (similar issues with the two other "reset on" settings)
When I set the flags to false, the session is reset at start time, but ResetSeqNumFlag is missing.
According to the source code, this flag is never set if these settings are disabled:
bool Session::shouldSendReset()
{ QF_STACK_PUSH(Session::shouldSendReset)
std::string beginString = m_sessionID.getBeginString();
return beginString >= FIX::BeginString_FIX41
&& ( m_resetOnLogon ||
m_resetOnLogout ||
m_resetOnDisconnect )
&& ( getExpectedSenderNum() == 1 )
&& ( getExpectedTargetNum() == 1 );
QF_STACK_POP
}
According to this comment in the FIX 4.4 spec, I don't see when a logon message can have MsgSeqNum=1 and not the tag ResetSeqNumFlag.
" ... the initiator should send a Logon with ResetSeqNumFlag set to Y and with MsgSeqNum of 1. The acceptor
should respond with a Logon with ResetSeqNumFlag set to Y and with MsgSeqNum of 1. At this point
new messages from either side should continue with MsgSeqNum of 2. It should be noted that once the
initiator sends the Logon with the ResetSeqNumFlag set, the acceptor must obey this request and the
message with the last sequence number transmitted "yesterday" may no longer be available. The
connection should be shutdown and manual intervention taken if this process is initiated but not followed
properly."
Thanks for any hint !
--
Alain Tésio
Nexfi
|
|
From: John D. <jd...@so...> - 2009-07-05 17:55:33
|
Hi, Specifying a qualifier when sending a FIX message appears to be easy; just include the qualifier in the call to sendToTarget(Message message, string qualifier); http://www.quickfixj.org/quickfixj/javadoc/quickfix/Session.html But how does the party receiving the message decipher which session is to be used? Thanks, John |
|
From: Igor S. <se...@tb...> - 2009-07-05 13:13:09
|
The outgoing reject should be possible to catch in toAdmin(). ----- Original Message ----- From: Thiaga Rajan To: qui...@li... Sent: Saturday, July 04, 2009 10:28 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 status of request message to UI. I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in these functions. Pl reply if anyone knows how to receive/handle session level rejection in our application Thanks and Regards, Thiagarajan ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Itamar R. P. <it...@is...> - 2009-07-04 07:56:01
|
Anyone know how to get the forex signal ? I need to know the price of the currency's -- ------------ Itamar Reis Peixoto e-mail/msn: it...@is... sip: it...@is... skype: itamarjp icq: 81053601 +55 11 4063 5033 +55 34 3221 8599 |
|
From: Thiaga R. <thi...@re...> - 2009-07-04 06:30:17
|
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 status of request message to UI.I tried by putting break points in fromApp, fromAdmin functions in our application, but I do not receive session level rejection in these functions.Pl reply if anyone knows how to receive/handle session level rejection in our applicationThanks and Regards,Thiagarajan |
|
From: Wilhelm T. <th...@cu...> - 2009-06-29 09:47:50
|
Hello I have an issue with QuickFix42.OrderStatusRequest
Sometime when I set the Account
c#
QuickFix42.OrderStatusRequest message = new QuickFix42.OrderStatusRequest();
message.set(new QuickFix.Account(myAccount));
I see the following critical error:
Description: Attempted to read or write protected memory. This is often an
indication that other memory is corrupt.
Details: System.AccessViolationException: Attempted to read or write
protected memory. This is often an indication that other memory is corrupt.
at std.basic_string<char,std::char_traits<char>,std::allocator<char>
>.{ctor}(basic_string<char\,std::char_traits<char>\,std::allocator<char> >*
, SByte* )
at
QuickFix.convertString(basic_string<char\,std::char_traits<char>\,std::allocator<char>
>* , String s)
at QuickFix.mapSetString(Int32 field, String value, FieldMap* map)
at QuickFix.Message.setField(StringField field)
at QuickFix42.OrderStatusRequest.set(Account value)
Any idea? Does any one else use the OrderStatusRequest and experience the
samething?
Thank you for your help
Wilhelm
|
|
From: Ryugan M. <ryu...@gm...> - 2009-06-24 22:56:26
|
Hi, I am writing an app in C# and using the svn version of the quickFIX. When I use initiator.stop with the ThreadedSocketInitiator or the SocketInitiator object, the application always hangs inside thread_join method at WaitOnSingleObject in Utility.cpp. I have looked at the past posts but I haven't seen a solution to the issue. Has anybody resolved the problem? Thanks RM |
|
From: Dale W. <wi...@oc...> - 2009-06-24 20:10:46
|
amit khandelwal wrote: > > I just wanted to get a sense of if anyone has added or adding support > for FIX 5.0 and FAST Fix to the Quickfix engine. Any pointers? As far as I know, FIX 5.0 has not been addressed in QuickFIX C++. There is support for it in QuickFIXj I doubt that you will see FAST support as part of QuickFIX itself. Although FAST has it's roots in FIX, in practice they are very different protocols. Instead you might want to consider QuickFAST ( http://quickfast.googlecode.com/) for C++/C# or OpenFAST (http://www.openfast.org/) for Java. Dale > > Cheers, > Amit Khandelwal > > > > -- > ------------------------------------------------------------------- > Ph : (973)-896-8208 > Email: kha...@gm... <mailto:kha...@gm...> > Web: http://khandelwal.amit.googlepages.com/home > ------------------------------------------------------------------- > ------------------------------------------------------------------------ > > ------------------------------------------------------------------------------ > Are you an open source citizen? Join us for the Open Source Bridge conference! > Portland, OR, June 17-19. Two days of sessions, one day of unconference: $250. > Need another reason to go? 24-hour hacker lounge. Register today! > http://ad.doubleclick.net/clk;215844324;13503038;v?http://opensourcebridge.org > ------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Andre D. <an...@al...> - 2009-06-24 18:47:08
|
Hi Amit, That's my point. The message indicate that it has 4 groups: <field number="268"><![CDATA[4]]></field> But the XML shows only one. I'm doing something wrong? Thanks, Andre B Derraik. ALBD Consulting On Wed, Jun 24, 2009 at 3:26 PM, amit khandelwal <kha...@gm...>wrote: > Probably this should not be outside the group? > > <field number="279"><![CDATA[2]]></field> > <field number="279"><![CDATA[1]]></field> > <field number="279"><![CDATA[0]]></field> > > > > On Tue, Jun 23, 2009 at 10:14 PM, Andre Derraik <an...@al...>wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Hi Djalma, >> >> It works! >> Creating the message with the DataDictionary, the group was found. >> >> But just the first one! >> Even the method: message.toXML() is reporting one group as follow: >> >> <message> >> <header> >> <field number="8"><![CDATA[FIX.4.4]]></field> >> <field number="9"><![CDATA[529]]></field> >> <field number="35"><![CDATA[X]]></field> >> <field number="34"><![CDATA[7]]></field> >> <field number="49"><![CDATA[TradingEngineDerivatives01A]]></field> >> <field number="52"><![CDATA[20080501-03:35:23.395]]></field> >> <field number="56"><![CDATA[FIXGatewayDerivatives_MD]]></field> >> </header> >> <body> >> <field number="22"><![CDATA[8]]></field> >> <field number="22"><![CDATA[8]]></field> >> <field number="22"><![CDATA[8]]></field> >> <field number="48"><![CDATA[BMFBR7310047]]></field> >> <field number="48"><![CDATA[BMFBR7310047]]></field> >> <field number="48"><![CDATA[BMFBR7310047]]></field> >> <field number="55"><![CDATA[BGIJ08]]></field> >> <field number="55"><![CDATA[BGIJ08]]></field> >> <field number="55"><![CDATA[BGIJ08]]></field> >> <field number="75"><![CDATA[20080501]]></field> >> <field number="268"><![CDATA[4]]></field> >> <field number="269"><![CDATA[d]]></field> >> <field number="269"><![CDATA[b]]></field> >> <field number="269"><![CDATA[5]]></field> >> <field number="270"><![CDATA[77.33]]></field> >> <field number="272"><![CDATA[20080501]]></field> >> <field number="272"><![CDATA[20080501]]></field> >> <field number="272"><![CDATA[20080501]]></field> >> <field number="273"><![CDATA[03:35:10]]></field> >> <field number="273"><![CDATA[03:35:10]]></field> >> <field number="273"><![CDATA[03:35:23]]></field> >> <field number="278"><![CDATA[2]]></field> >> <field number="278"><![CDATA[3]]></field> >> <field number="279"><![CDATA[2]]></field> >> <field number="279"><![CDATA[1]]></field> >> <field number="279"><![CDATA[0]]></field> >> <field number="326"><![CDATA[120]]></field> >> <field number="336"><![CDATA[TradingSessionID]]></field> >> <field number="336"><![CDATA[TradingSessionID]]></field> >> <field number="336"><![CDATA[TradingSessionID]]></field> >> <field number="625"><![CDATA[I]]></field> >> <field number="10016"><![CDATA[7993_739]]></field> >> <group> >> <field number="279"><![CDATA[1]]></field> >> <field number="269"><![CDATA[c]]></field> >> <field number="278"><![CDATA[1]]></field> >> <field number="55"><![CDATA[BGIJ08]]></field> >> <field number="48"><![CDATA[BMFBR7310047]]></field> >> <field number="22"><![CDATA[8]]></field> >> <field number="272"><![CDATA[20080501]]></field> >> <field number="273"><![CDATA[03:35:10]]></field> >> <field number="336"><![CDATA[TradingSessionID]]></field> >> </group> >> </body> >> <trailer> >> <field number="10"><![CDATA[167]]></field> >> </trailer> >> ------------------------------------------ >> >> For this FIX message: >> >> 8=FIX.4.4 9=529 35=X 34=7 49=TradingEngineDerivatives01A >> 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=7993_739 >> 75=20080501 268=4 279=1 269=c 278=1 55=BGIJ08 48=BMFBR7310047 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 326=120 279=2 269=d 278=2 >> 55=BGIJ08 48=BMFBR7310047 22=8 272=20080501 273=03:35:10 >> 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ08 48=BMFBR7310047 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=0 269=5 55=BGIJ08 >> 48=BMFBR7310047 22=8 270=77.33 272=20080501 273=03:35:23 >> 336=TradingSessionID 10=167 >> >> ---------------------------------------- >> >> I'm missing something? >> >> Thanks, >> Andre B Derraik. >> ALBD Consulting >> >> >> On Sun, Jun 21, 2009 at 11:53 AM, Djalma Rosa dos Santos Filho < >> drs...@gm...> wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> Hi Andre, >>> >>> Make sure you are using the constructor bellow that receives the >>> DataDictionary, otherwise quickfix won't be able to process the >>> repeating groups in the message. >>> >>> Message( const std::string& string, const DataDictionary& >>> dataDictionary, >>> bool validate = true ) >>> >>> Djalma >>> >>> On Fri, Mar 6, 2009 at 3:38 PM, Andre >>> Derraik<and...@al... <andre%2B...@al...>> >>> wrote: >>> > QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> > QuickFIX Support: http://www.quickfixengine.org/services.html >>> > >>> > >>> > Hi All, >>> > >>> > I'm new with quickfix, but I'm creating a application to read a text >>> file with FIX lines. >>> > I use the Parser class to validate the message and it's OK. >>> > >>> > ------------------------------------- >>> > 8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A >>> 52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1 >>> 75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8 >>> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 >>> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 >>> 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8 >>> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 >>> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 >>> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910 >>> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034 >>> > >>> > 8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A >>> 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105 >>> 75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8 >>> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 >>> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 >>> 336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8 >>> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 >>> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 >>> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795 >>> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165 >>> > ------------------------------------- >>> > >>> > But when I send to the MessageCracker I have problems. >>> > >>> > When I try to get the NoMDEntries group I got an error: FieldNotFound. >>> > >>> > ------------------------------------- >>> > // Test if we have the groups >>> > FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup; >>> > if( !message.hasGroup( noMDEntriesGroup ) ) >>> > { >>> > std::cout << "\n\tInvalid Message: no Group\n]\n"; >>> > return; >>> > } >>> > >>> > // Read a entry group >>> > try >>> > { >>> > message.getGroup( 1, noMDEntriesGroup ); >>> > } >>> > catch( FIX::FieldNotFound e ) >>> > { >>> > std::cout << "\tnoGroup(" << e.field << ")"; >>> > continue; >>> > } >>> > ------------------------------------- >>> > >>> > Investigating the problem, I try to use the DataDictinary to validate >>> the message: >>> > >>> > ------------------------------------- >>> > DD_FIX44 = new FIX::DataDictionary( >>> "/opt/quickfix/share/quickfix/FIX44.xml" ); >>> > >>> > try >>> > { >>> > const std::string& msgTypeValue = message.getHeader().getField( >>> FIX::FIELD::MsgType ); >>> > std::string str; >>> > DD_FIX44->getFieldName( 22, str ); >>> > std::cout << "[ " << str << " ] " >>> > << msgTypeValue << " " >>> > << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl; >>> > >>> > DD_FIX44->validate( message ); >>> > } >>> > catch( FIX::TagNotDefinedForMessage e ) >>> > { >>> > std::cout << "Problems: [ TagNotDefinedForMessage " << e.field << >>> e.detail >>> > << " ]" << std::endl; >>> > } >>> > >>> > OUTPUT: >>> > [ SecurityIDSource ] X 0 >>> > Problems: [ TagNotDefinedForMessage 22 ] >>> > >>> > ------------------------------------- >>> > >>> > The problem is: the tag 22 (SecurityIDSource), present in the FIX >>> messages, is return that is NOT defined for the message. >>> > But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" >>> is defined! >>> > >>> > So, any one with this problem? Any help? >>> > >>> > Thanks in advance, >>> > Andre B Derraik. >>> > ALBD Consulting >>> > >>> >> >> >> >> ------------------------------------------------------------------------------ >> >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >> > > > > -- > ------------------------------------------------------------------- > Ph : (973)-896-8208 > Email: kha...@gm... > Web: http://khandelwal.amit.googlepages.com/home > ------------------------------------------------------------------- > |
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From: amit k. <kha...@gm...> - 2009-06-24 18:26:07
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Probably this should not be outside the group? <field number="279"><![CDATA[2]]></field> <field number="279"><![CDATA[1]]></field> <field number="279"><![CDATA[0]]></field> On Tue, Jun 23, 2009 at 10:14 PM, Andre Derraik <an...@al...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi Djalma, > > It works! > Creating the message with the DataDictionary, the group was found. > > But just the first one! > Even the method: message.toXML() is reporting one group as follow: > > <message> > <header> > <field number="8"><![CDATA[FIX.4.4]]></field> > <field number="9"><![CDATA[529]]></field> > <field number="35"><![CDATA[X]]></field> > <field number="34"><![CDATA[7]]></field> > <field number="49"><![CDATA[TradingEngineDerivatives01A]]></field> > <field number="52"><![CDATA[20080501-03:35:23.395]]></field> > <field number="56"><![CDATA[FIXGatewayDerivatives_MD]]></field> > </header> > <body> > <field number="22"><![CDATA[8]]></field> > <field number="22"><![CDATA[8]]></field> > <field number="22"><![CDATA[8]]></field> > <field number="48"><![CDATA[BMFBR7310047]]></field> > <field number="48"><![CDATA[BMFBR7310047]]></field> > <field number="48"><![CDATA[BMFBR7310047]]></field> > <field number="55"><![CDATA[BGIJ08]]></field> > <field number="55"><![CDATA[BGIJ08]]></field> > <field number="55"><![CDATA[BGIJ08]]></field> > <field number="75"><![CDATA[20080501]]></field> > <field number="268"><![CDATA[4]]></field> > <field number="269"><![CDATA[d]]></field> > <field number="269"><![CDATA[b]]></field> > <field number="269"><![CDATA[5]]></field> > <field number="270"><![CDATA[77.33]]></field> > <field number="272"><![CDATA[20080501]]></field> > <field number="272"><![CDATA[20080501]]></field> > <field number="272"><![CDATA[20080501]]></field> > <field number="273"><![CDATA[03:35:10]]></field> > <field number="273"><![CDATA[03:35:10]]></field> > <field number="273"><![CDATA[03:35:23]]></field> > <field number="278"><![CDATA[2]]></field> > <field number="278"><![CDATA[3]]></field> > <field number="279"><![CDATA[2]]></field> > <field number="279"><![CDATA[1]]></field> > <field number="279"><![CDATA[0]]></field> > <field number="326"><![CDATA[120]]></field> > <field number="336"><![CDATA[TradingSessionID]]></field> > <field number="336"><![CDATA[TradingSessionID]]></field> > <field number="336"><![CDATA[TradingSessionID]]></field> > <field number="625"><![CDATA[I]]></field> > <field number="10016"><![CDATA[7993_739]]></field> > <group> > <field number="279"><![CDATA[1]]></field> > <field number="269"><![CDATA[c]]></field> > <field number="278"><![CDATA[1]]></field> > <field number="55"><![CDATA[BGIJ08]]></field> > <field number="48"><![CDATA[BMFBR7310047]]></field> > <field number="22"><![CDATA[8]]></field> > <field number="272"><![CDATA[20080501]]></field> > <field number="273"><![CDATA[03:35:10]]></field> > <field number="336"><![CDATA[TradingSessionID]]></field> > </group> > </body> > <trailer> > <field number="10"><![CDATA[167]]></field> > </trailer> > ------------------------------------------ > > For this FIX message: > > 8=FIX.4.4 9=529 35=X 34=7 49=TradingEngineDerivatives01A > 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=7993_739 > 75=20080501 268=4 279=1 269=c 278=1 55=BGIJ08 48=BMFBR7310047 22=8 > 272=20080501 273=03:35:10 336=TradingSessionID 326=120 279=2 269=d 278=2 > 55=BGIJ08 48=BMFBR7310047 22=8 272=20080501 273=03:35:10 > 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ08 48=BMFBR7310047 22=8 > 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=0 269=5 55=BGIJ08 > 48=BMFBR7310047 22=8 270=77.33 272=20080501 273=03:35:23 > 336=TradingSessionID 10=167 > > ---------------------------------------- > > I'm missing something? > > Thanks, > Andre B Derraik. > ALBD Consulting > > > On Sun, Jun 21, 2009 at 11:53 AM, Djalma Rosa dos Santos Filho < > drs...@gm...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> Hi Andre, >> >> Make sure you are using the constructor bellow that receives the >> DataDictionary, otherwise quickfix won't be able to process the >> repeating groups in the message. >> >> Message( const std::string& string, const DataDictionary& >> dataDictionary, >> bool validate = true ) >> >> Djalma >> >> On Fri, Mar 6, 2009 at 3:38 PM, Andre >> Derraik<and...@al... <andre%2B...@al...>> >> wrote: >> > QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> > QuickFIX Support: http://www.quickfixengine.org/services.html >> > >> > >> > Hi All, >> > >> > I'm new with quickfix, but I'm creating a application to read a text >> file with FIX lines. >> > I use the Parser class to validate the message and it's OK. >> > >> > ------------------------------------- >> > 8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A >> 52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1 >> 75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 >> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 >> 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 >> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 >> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910 >> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034 >> > >> > 8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A >> 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105 >> 75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 >> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 >> 336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8 >> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 >> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 >> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795 >> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165 >> > ------------------------------------- >> > >> > But when I send to the MessageCracker I have problems. >> > >> > When I try to get the NoMDEntries group I got an error: FieldNotFound. >> > >> > ------------------------------------- >> > // Test if we have the groups >> > FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup; >> > if( !message.hasGroup( noMDEntriesGroup ) ) >> > { >> > std::cout << "\n\tInvalid Message: no Group\n]\n"; >> > return; >> > } >> > >> > // Read a entry group >> > try >> > { >> > message.getGroup( 1, noMDEntriesGroup ); >> > } >> > catch( FIX::FieldNotFound e ) >> > { >> > std::cout << "\tnoGroup(" << e.field << ")"; >> > continue; >> > } >> > ------------------------------------- >> > >> > Investigating the problem, I try to use the DataDictinary to validate >> the message: >> > >> > ------------------------------------- >> > DD_FIX44 = new FIX::DataDictionary( >> "/opt/quickfix/share/quickfix/FIX44.xml" ); >> > >> > try >> > { >> > const std::string& msgTypeValue = message.getHeader().getField( >> FIX::FIELD::MsgType ); >> > std::string str; >> > DD_FIX44->getFieldName( 22, str ); >> > std::cout << "[ " << str << " ] " >> > << msgTypeValue << " " >> > << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl; >> > >> > DD_FIX44->validate( message ); >> > } >> > catch( FIX::TagNotDefinedForMessage e ) >> > { >> > std::cout << "Problems: [ TagNotDefinedForMessage " << e.field << >> e.detail >> > << " ]" << std::endl; >> > } >> > >> > OUTPUT: >> > [ SecurityIDSource ] X 0 >> > Problems: [ TagNotDefinedForMessage 22 ] >> > >> > ------------------------------------- >> > >> > The problem is: the tag 22 (SecurityIDSource), present in the FIX >> messages, is return that is NOT defined for the message. >> > But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" is >> defined! >> > >> > So, any one with this problem? Any help? >> > >> > Thanks in advance, >> > Andre B Derraik. >> > ALBD Consulting >> > >> > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
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From: John D. <jd...@so...> - 2009-06-24 07:11:25
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Hi there,
The results I'm seeing look like the Symbol field is being dropped
by the FIX engine when sending the MarketDataRequest message from an
initiator to an acceptor.
Here is the relevant source code...
Message message = new Message();
Message.Header header = message.getHeader();
header.setField(new BeginString("FIX.4.2"));
header.setField(new SenderCompID("AlexInitiator"));
header.setField(new TargetCompID("AlexAcceptor"));
header.setField(new MsgType("V")); //Market_Data_Request...MsgType <35> = V
message.setField(new Symbol("SPY")); //passed to here by local app
MDReqIDnum = MDReqIDnum + 1; //Unique identifier for Market Data Request
message.setField(new MDReqID(MDReqIDnum.ToString()));
message.setField(new SubscriptionRequestType('1')); //Snapshot + Updates (Subscribe)
message.setField(new MDUpdateType(1)); //0 = Full Refresh, easier to process
//1 = Incremental Refresh, less bandwidth consumed
message.setField(new MarketDepth(1)); //Top of Book
message.setField(new NoMDEntryTypes(2)); //Number of MDEntryType fields requested. Bid and Offer
message.setField(new MDEntryType('0')); //Bid
message.setField(new MDEntryType('1')); //Offer
message.setField(new NoRelatedSym(0)); //number of repeating symbols specified.
//useful with option strike prices, but not used in stocks
Session.sendToTarget(message); //transmit the message to the other end of link
This is what is seen at toApp
22:29:47 toApp 8=FIX.4.29=11935=V34=2849=AlexInitiator52=20090624-
02:29:47.00056=AlexAcceptor55=SPY146=0262=32263=1264=1265=1267=2269=110=133
This is what is seen at fromAdmin
22:26:54 fromAdmin 8=FIX.4.29=13335=334=649=AlexAcceptor52=20090624-
02:26:56.98456=AlexInitiator45=658=Tag not defined for this message
type371=55372=V373=210=188 FIX.4.2:AlexInitiator->AlexAcceptor
Notice that the symbol is defined at toApp where 55=SPY
but fromAdmin complains 58=Tag not defined for this message type
371=55 Symbol <tag 55> is unrecognized
372=V MsgType = V, MarketDataRequest
373=2 SessionRejectReason = '2' = Tag not defined for this message type
Notice that tag 55=SPY is not included in fromAdmin.
It looks like toApp sees that I am defining tag 55 = "SPY",
but the FIX engine is dropping that field in the message.
Then the message fails to parse properly and is thus rejected.
Message types other than MarketDataRequest <MsgType = V> which
involve Symbol field <tag 55> are being sent and received properly.
As a workaround I tried the following variation but got the same results
message.setField(new StringField(55, "SPY"));
The code shown in the "most safe" example does not compile in C#,
else I would be happy to try that style.
The compile error message is:
Expected ; or = (cannot specify constructor arguments in declaration)
Has anyone seen this type of problem before where the Symbol field gets dropped from a message?
Do you see anything wrong in the source code?
I'm wondering if my shared code sample would cause the same problem in other
developers applications or if it is unique to my environment.
Any clues, comments, or code examples would be greatly appreciated.
Thanks,
John Devron |
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From: Andre D. <an...@al...> - 2009-06-24 02:42:34
|
Hi Djalma,
It works!
Creating the message with the DataDictionary, the group was found.
But just the first one!
Even the method: message.toXML() is reporting one group as follow:
<message>
<header>
<field number="8"><![CDATA[FIX.4.4]]></field>
<field number="9"><![CDATA[529]]></field>
<field number="35"><![CDATA[X]]></field>
<field number="34"><![CDATA[7]]></field>
<field number="49"><![CDATA[TradingEngineDerivatives01A]]></field>
<field number="52"><![CDATA[20080501-03:35:23.395]]></field>
<field number="56"><![CDATA[FIXGatewayDerivatives_MD]]></field>
</header>
<body>
<field number="22"><![CDATA[8]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="75"><![CDATA[20080501]]></field>
<field number="268"><![CDATA[4]]></field>
<field number="269"><![CDATA[d]]></field>
<field number="269"><![CDATA[b]]></field>
<field number="269"><![CDATA[5]]></field>
<field number="270"><![CDATA[77.33]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="273"><![CDATA[03:35:23]]></field>
<field number="278"><![CDATA[2]]></field>
<field number="278"><![CDATA[3]]></field>
<field number="279"><![CDATA[2]]></field>
<field number="279"><![CDATA[1]]></field>
<field number="279"><![CDATA[0]]></field>
<field number="326"><![CDATA[120]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
<field number="625"><![CDATA[I]]></field>
<field number="10016"><![CDATA[7993_739]]></field>
<group>
<field number="279"><![CDATA[1]]></field>
<field number="269"><![CDATA[c]]></field>
<field number="278"><![CDATA[1]]></field>
<field number="55"><![CDATA[BGIJ08]]></field>
<field number="48"><![CDATA[BMFBR7310047]]></field>
<field number="22"><![CDATA[8]]></field>
<field number="272"><![CDATA[20080501]]></field>
<field number="273"><![CDATA[03:35:10]]></field>
<field number="336"><![CDATA[TradingSessionID]]></field>
</group>
</body>
<trailer>
<field number="10"><![CDATA[167]]></field>
</trailer>
------------------------------------------
For this FIX message:
8=FIX.4.4 9=529 35=X 34=7 49=TradingEngineDerivatives01A
52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=7993_739
75=20080501 268=4 279=1 269=c 278=1 55=BGIJ08 48=BMFBR7310047 22=8
272=20080501 273=03:35:10 336=TradingSessionID 326=120 279=2 269=d 278=2
55=BGIJ08 48=BMFBR7310047 22=8 272=20080501 273=03:35:10
336=TradingSessionID 279=1 269=b 278=3 55=BGIJ08 48=BMFBR7310047 22=8
272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=0 269=5 55=BGIJ08
48=BMFBR7310047 22=8 270=77.33 272=20080501 273=03:35:23
336=TradingSessionID 10=167
----------------------------------------
I'm missing something?
Thanks,
Andre B Derraik.
ALBD Consulting
On Sun, Jun 21, 2009 at 11:53 AM, Djalma Rosa dos Santos Filho <
drs...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi Andre,
>
> Make sure you are using the constructor bellow that receives the
> DataDictionary, otherwise quickfix won't be able to process the
> repeating groups in the message.
>
> Message( const std::string& string, const DataDictionary&
> dataDictionary,
> bool validate = true )
>
> Djalma
>
> On Fri, Mar 6, 2009 at 3:38 PM, Andre
> Derraik<and...@al... <andre%2B...@al...>>
> wrote:
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> > QuickFIX Support: http://www.quickfixengine.org/services.html
> >
> >
> > Hi All,
> >
> > I'm new with quickfix, but I'm creating a application to read a text file
> with FIX lines.
> > I use the Parser class to validate the message and it's OK.
> >
> > -------------------------------------
> > 8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A
> 52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1
> 75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8
> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2
> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10
> 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8
> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4
> 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10
> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910
> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034
> >
> > 8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A
> 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105
> 75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8
> 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2
> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10
> 336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8
> 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4
> 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10
> 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795
> 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165
> > -------------------------------------
> >
> > But when I send to the MessageCracker I have problems.
> >
> > When I try to get the NoMDEntries group I got an error: FieldNotFound.
> >
> > -------------------------------------
> > // Test if we have the groups
> > FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup;
> > if( !message.hasGroup( noMDEntriesGroup ) )
> > {
> > std::cout << "\n\tInvalid Message: no Group\n]\n";
> > return;
> > }
> >
> > // Read a entry group
> > try
> > {
> > message.getGroup( 1, noMDEntriesGroup );
> > }
> > catch( FIX::FieldNotFound e )
> > {
> > std::cout << "\tnoGroup(" << e.field << ")";
> > continue;
> > }
> > -------------------------------------
> >
> > Investigating the problem, I try to use the DataDictinary to validate the
> message:
> >
> > -------------------------------------
> > DD_FIX44 = new FIX::DataDictionary(
> "/opt/quickfix/share/quickfix/FIX44.xml" );
> >
> > try
> > {
> > const std::string& msgTypeValue = message.getHeader().getField(
> FIX::FIELD::MsgType );
> > std::string str;
> > DD_FIX44->getFieldName( 22, str );
> > std::cout << "[ " << str << " ] "
> > << msgTypeValue << " "
> > << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl;
> >
> > DD_FIX44->validate( message );
> > }
> > catch( FIX::TagNotDefinedForMessage e )
> > {
> > std::cout << "Problems: [ TagNotDefinedForMessage " << e.field <<
> e.detail
> > << " ]" << std::endl;
> > }
> >
> > OUTPUT:
> > [ SecurityIDSource ] X 0
> > Problems: [ TagNotDefinedForMessage 22 ]
> >
> > -------------------------------------
> >
> > The problem is: the tag 22 (SecurityIDSource), present in the FIX
> messages, is return that is NOT defined for the message.
> > But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" is
> defined!
> >
> > So, any one with this problem? Any help?
> >
> > Thanks in advance,
> > Andre B Derraik.
> > ALBD Consulting
> >
>
|
|
From: <or...@qu...> - 2009-06-22 21:55:14
|
It doesn't. Thoughtworks is not involved in the development of QuickFIX. This is simply an anouncement of a competing project. I have no idea what it is or if it will be open source. As far as I know nothing has been made available by them. Connamara has been helping to push out a release candidate that is targeted for 2 weeks from now. A lot of infrastructure work is being done which has caused some delay, but Connamara has generously offered several of their employees to help speed up the process. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Rapid Addition partners with > ThoughtWorks to launch RA-4QF > From: Andrei Goldchleger <an...@gm...> > Date: Mon, June 22, 2009 10:08 am > To: quickfix developers <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi there, > > http://www.rapidaddition.com/index.asp?news=32 > > I wonder how this affects the future of QuickFIX. > > ------------------------------------------------------------------------------ > Are you an open source citizen? Join us for the Open Source Bridge conference! > Portland, OR, June 17-19. Two days of sessions, one day of unconference: $250. > Need another reason to go? 24-hour hacker lounge. Register today! > http://ad.doubleclick.net/clk;215844324;13503038;v?http://opensourcebridge.org > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Kenny S. <ks...@co...> - 2009-06-22 19:48:01
|
We have been working over the past few months on getting a release finished. We think we are about two weeks out from a release candidate. One of the goals for this release is to make QuickFIX more community driven. We know there have been patches and work out there over the past few years that should be contributed. The first release will basically be the current trunk with a few other fixes. The big change for this release is a new continuous integration framework using the Amazon EC2 cloud and the movement of QuickFIX to github. The Amazon work is being done here: http://github.com/kennystone/qfec2_deploy/tree/master QuickFIX is ported to github here: http://github.com/quickfix/quickfix/tree/master The combination of github and the integration tools will allow us to manage and test some of the patches and work out there that need to be integrated, as well as future development. Oren can speak more to our plans, but I thought I should give an update. We will have more in a couple weeks. On Mon, Jun 22, 2009 at 1:23 PM, Brian Erst <azz...@ya...>wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > It may help explain why the only time Oren has gotten involved in the > mailing list in the past eight months was when there was talk about doing a > fork. > > QuickFIX has been on life support for a long while now. It's still a great > product, but we haven't had an actual release in over two years (1.12.4). > Support for FIX 5.0 has been "real soon now" for years. You can always go to > trunk in svn and got bug fixes, but it's got a far more vibrant user base > than development base. > > That said, I'm grateful to Oren and Thoughtworks and all the other people > who have created and supported QuickFIX for all these years. > > - Brian Erst > Thynk Software, Inc. > > ------------------------------ > *From:* Andrei Goldchleger <an...@gm...> > *To:* quickfix developers <qui...@li...> > *Sent:* Monday, June 22, 2009 10:08:24 AM > *Subject:* [Quickfix-developers] Rapid Addition partners with ThoughtWorks > to launch RA-4QF > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi there, > > http://www.rapidaddition.com/index.asp?news=32 > > I wonder how this affects the future of QuickFIX. > > > ------------------------------------------------------------------------------ > Are you an open source citizen? Join us for the Open Source Bridge > conference! > Portland, OR, June 17-19. Two days of sessions, one day of unconference: > $250. > Need another reason to go? 24-hour hacker lounge. Register today! > > http://ad.doubleclick.net/clk;215844324;13503038;v?http://opensourcebridge.org > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > ------------------------------------------------------------------------------ > Are you an open source citizen? Join us for the Open Source Bridge > conference! > Portland, OR, June 17-19. Two days of sessions, one day of unconference: > $250. > Need another reason to go? 24-hour hacker lounge. Register today! > > http://ad.doubleclick.net/clk;215844324;13503038;v?http://opensourcebridge.org > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Kenny Stone Connamara Systems, LLC |
|
From: Brian E. <azz...@ya...> - 2009-06-22 18:25:04
|
It may help explain why the only time Oren has gotten involved in the mailing list in the past eight months was when there was talk about doing a fork. QuickFIX has been on life support for a long while now. It's still a great product, but we haven't had an actual release in over two years (1.12.4). Support for FIX 5.0 has been "real soon now" for years. You can always go to trunk in svn and got bug fixes, but it's got a far more vibrant user base than development base. That said, I'm grateful to Oren and Thoughtworks and all the other people who have created and supported QuickFIX for all these years. - Brian Erst Thynk Software, Inc. ________________________________ From: Andrei Goldchleger <an...@gm...> To: quickfix developers <qui...@li...> Sent: Monday, June 22, 2009 10:08:24 AM Subject: [Quickfix-developers] Rapid Addition partners with ThoughtWorks to launch RA-4QF QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi there, http://www.rapidaddition.com/index.asp?news=32 I wonder how this affects the future of QuickFIX. ------------------------------------------------------------------------------ Are you an open source citizen? Join us for the Open Source Bridge conference! Portland, OR, June 17-19. Two days of sessions, one day of unconference: $250. Need another reason to go? 24-hour hacker lounge. Register today! http://ad.doubleclick.net/clk;215844324;13503038;v?http://opensourcebridge.org _______________________________________________ Quickfix-developers mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Andrei G. <an...@gm...> - 2009-06-22 15:09:50
|
Hi there, http://www.rapidaddition.com/index.asp?news=32 I wonder how this affects the future of QuickFIX. |
|
From: Djalma R. d. S. F. <drs...@gm...> - 2009-06-21 14:53:14
|
Hi Andre,
Make sure you are using the constructor bellow that receives the
DataDictionary, otherwise quickfix won't be able to process the
repeating groups in the message.
Message( const std::string& string, const DataDictionary&
dataDictionary,
bool validate = true )
Djalma
On Fri, Mar 6, 2009 at 3:38 PM, Andre
Derraik<and...@al...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All,
>
> I'm new with quickfix, but I'm creating a application to read a text file with FIX lines.
> I use the Parser class to validate the message and it's OK.
>
> -------------------------------------
> 8=FIX.4.4 9=628 35=X 34=2 49=TradingEngineDerivatives01A 52=20080501-03:35:23.379 56=FIXGatewayDerivatives_MD 10016=15977_1 75=20080501 268=5 279=1 269=c 278=1 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 279=1 269=b 278=3 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIJ09 48=BMFBR7312910 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=034
>
> 8=FIX.4.4 9=630 35=X 34=3 49=TradingEngineDerivatives01A 52=20080501-03:35:23.395 56=FIXGatewayDerivatives_MD 10016=14827_105 75=20080501 268=5 279=1 269=c 278=1 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=2 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 279=1 269=b 278=3 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 625=I 279=1 269=c 278=4 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 326=122 279=2 269=d 278=5 55=BGIH09 48=BMFBR7312795 22=8 272=20080501 273=03:35:10 336=TradingSessionID 10=165
> -------------------------------------
>
> But when I send to the MessageCracker I have problems.
>
> When I try to get the NoMDEntries group I got an error: FieldNotFound.
>
> -------------------------------------
> // Test if we have the groups
> FIX44::MarketDataIncrementalRefresh::NoMDEntries noMDEntriesGroup;
> if( !message.hasGroup( noMDEntriesGroup ) )
> {
> std::cout << "\n\tInvalid Message: no Group\n]\n";
> return;
> }
>
> // Read a entry group
> try
> {
> message.getGroup( 1, noMDEntriesGroup );
> }
> catch( FIX::FieldNotFound e )
> {
> std::cout << "\tnoGroup(" << e.field << ")";
> continue;
> }
> -------------------------------------
>
> Investigating the problem, I try to use the DataDictinary to validate the message:
>
> -------------------------------------
> DD_FIX44 = new FIX::DataDictionary( "/opt/quickfix/share/quickfix/FIX44.xml" );
>
> try
> {
> const std::string& msgTypeValue = message.getHeader().getField( FIX::FIELD::MsgType );
> std::string str;
> DD_FIX44->getFieldName( 22, str );
> std::cout << "[ " << str << " ] "
> << msgTypeValue << " "
> << DD_FIX44->isMsgField( msgTypeValue, 22 ) << std::endl;
>
> DD_FIX44->validate( message );
> }
> catch( FIX::TagNotDefinedForMessage e )
> {
> std::cout << "Problems: [ TagNotDefinedForMessage " << e.field << e.detail
> << " ]" << std::endl;
> }
>
> OUTPUT:
> [ SecurityIDSource ] X 0
> Problems: [ TagNotDefinedForMessage 22 ]
>
> -------------------------------------
>
> The problem is: the tag 22 (SecurityIDSource), present in the FIX messages, is return that is NOT defined for the message.
> But looking at the XML and the "fix44/MarketDataIncrementalRefresh.h" is defined!
>
> So, any one with this problem? Any help?
>
> Thanks in advance,
> Andre B Derraik.
> ALBD Consulting
>
>
>
>
> ------------------------------------------------------------------------------
> Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
> -OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
> -Strategies to boost innovation and cut costs with open source participation
> -Receive a $600 discount off the registration fee with the source code: SFAD
> http://p.sf.net/sfu/XcvMzF8H
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
|
|
From: amit k. <kha...@gm...> - 2009-06-19 20:52:57
|
I just wanted to get a sense of if anyone has added or adding support for FIX 5.0 and FAST Fix to the Quickfix engine. Any pointers? Cheers, Amit Khandelwal -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
|
From: amit k. <kha...@gm...> - 2009-06-19 20:05:14
|
After supplying the data dictionary the issue was gone. Thanks everyone for your help. On Fri, Jun 19, 2009 at 2:29 PM, amit khandelwal <kha...@gm...>wrote: > Appreciate your help Dave. It did solve the problem. I am at the last step > of my project. I can now send the market data subscription request to the > exchange and receive MarketDataIncrementalRefresh message from the exchange. > However, quickfix engine is rejecting it with the message. "Tag appears more > than once" RefTagID = 15 (Currency). I will keep digging till I find the > answer. In case you or anyone else has ran into this and already know the > answer please let me know. > > > > > On Fri, Jun 19, 2009 at 12:28 PM, Dale Wilson <wi...@oc...> wrote: > >> amit khandelwal wrote: >> >>> I can get the Logon message to work. However, my quickfix engine is >>> rejecting the TradingSessionStatus message from the exchange. Below is the >>> sequence of messages >>> >>> 1. Logon ( me --> exchange) >>> 2. Logon (exchange --> me) >>> 3. TradingSessionStatus (exchange --> me) >>> 4. BusinessMessageReject (me --> exchange) >>> >>> I am using FIX 4.2. I see that we have a TradingSessionStatusRequest >>> object in the fix42/ directory. It seems the quickfix engine rejects the >>> TradingSessionStatus message that it receives from the exchange. >>> >> >> >> Are you using the message cracker? If so did you override the appropriate >> onMessage() virtual method? You need to override for every message you >> expect to receive. If not it will reject the message. >> >> Dale >> > > > > -- > ------------------------------------------------------------------- > Ph : (973)-896-8208 > Email: kha...@gm... > Web: http://khandelwal.amit.googlepages.com/home > ------------------------------------------------------------------- > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
|
From: amit k. <kha...@gm...> - 2009-06-19 18:29:05
|
Appreciate your help Dave. It did solve the problem. I am at the last step of my project. I can now send the market data subscription request to the exchange and receive MarketDataIncrementalRefresh message from the exchange. However, quickfix engine is rejecting it with the message. "Tag appears more than once" RefTagID = 15 (Currency). I will keep digging till I find the answer. In case you or anyone else has ran into this and already know the answer please let me know. On Fri, Jun 19, 2009 at 12:28 PM, Dale Wilson <wi...@oc...> wrote: > amit khandelwal wrote: > >> I can get the Logon message to work. However, my quickfix engine is >> rejecting the TradingSessionStatus message from the exchange. Below is the >> sequence of messages >> >> 1. Logon ( me --> exchange) >> 2. Logon (exchange --> me) >> 3. TradingSessionStatus (exchange --> me) >> 4. BusinessMessageReject (me --> exchange) >> >> I am using FIX 4.2. I see that we have a TradingSessionStatusRequest >> object in the fix42/ directory. It seems the quickfix engine rejects the >> TradingSessionStatus message that it receives from the exchange. >> > > > Are you using the message cracker? If so did you override the appropriate > onMessage() virtual method? You need to override for every message you > expect to receive. If not it will reject the message. > > Dale > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
|
From: Dale W. <wi...@oc...> - 2009-06-19 16:28:21
|
amit khandelwal wrote: > I can get the Logon message to work. However, my quickfix engine is > rejecting the TradingSessionStatus message from the exchange. Below is > the sequence of messages > > 1. Logon ( me --> exchange) > 2. Logon (exchange --> me) > 3. TradingSessionStatus (exchange --> me) > 4. BusinessMessageReject (me --> exchange) > > I am using FIX 4.2. I see that we have a TradingSessionStatusRequest > object in the fix42/ directory. It seems the quickfix engine rejects > the TradingSessionStatus message that it receives from the exchange. Are you using the message cracker? If so did you override the appropriate onMessage() virtual method? You need to override for every message you expect to receive. If not it will reject the message. Dale |
|
From: amit k. <kha...@gm...> - 2009-06-19 16:03:51
|
I can get the Logon message to work. However, my quickfix engine is rejecting the TradingSessionStatus message from the exchange. Below is the sequence of messages 1. Logon ( me --> exchange) 2. Logon (exchange --> me) 3. TradingSessionStatus (exchange --> me) 4. BusinessMessageReject (me --> exchange) I am using FIX 4.2. I see that we have a TradingSessionStatusRequest object in the fix42/ directory. It seems the quickfix engine rejects the TradingSessionStatus message that it receives from the exchange. Any pointers? Cheers, Amit Khandelwal On Wed, Jun 17, 2009 at 5:11 PM, amit khandelwal <kha...@gm...>wrote: > Cool. That seem to work. Thanks for the pointer, Dale. > > Cheers, > Amit Khandelwal > > > > On Wed, Jun 17, 2009 at 2:31 PM, Dale Wilson <wi...@oc...> wrote: > >> Hi Amit, >> You do not want to get involved in generating your own logon message. >> QuickFIX handles that for you and changing it can be tricky. >> What you want to do is modify the logon message to add your password after >> QuickFIX has generated it, but before it is sent. >> >> The correct way to do this is to override the toAdmin() message of your >> FIX::Applicaition object >> In your override >> 1) get the header from the message to be sent >> 2) get the message type from the header >> 3) check for message type logon >> 4) add your password to the message >> >> Dale >> >> amit khandelwal wrote: >> >>> QuickFIX Documentation: >>> http://www.quickfixengine.org/quickfix/doc/html/index.html >>> QuickFIX Support: http://www.quickfixengine.org/services.html >>> >>> >>> ------------------------------------------------------------------------ >>> >>> I am new to quickfix and I am currently exploring it to see if I can use >>> it in my project. My use case is as follows. >>> >>> 1. Create a session >>> 2. Send a logon request >>> 3. Send a market data request >>> 4. Receive market data and log it to a file >>> >>> I have modified the tradeClient examples to send the market data request. >>> In the current version of the Logon.h it doesn't allow me to set the >>> password. I have modified the code of Logon.h to have an extra method to set >>> the password. Now, generateLogon method of session is creates a Logon >>> message. It doesn't set the password field. I can modify that code also and >>> make it set the password. However, I am wondering if there is a mechanism by >>> which I don't have to modify the code but just give it some sort of a >>> dictionary to say here the fields that should be populated for a given >>> message. >>> >>> TIA. >>> >>> Please advise. >>> >>> Cheers, >>> Amit Khandelwal >>> >>> >>> -- >>> ------------------------------------------------------------------- >>> Ph : (973)-896-8208 >>> Email: kha...@gm... <mailto:kha...@gm...> >>> Web: http://khandelwal.amit.googlepages.com/home >>> ------------------------------------------------------------------- >>> ------------------------------------------------------------------------ >>> >>> >>> ------------------------------------------------------------------------------ >>> Crystal Reports - New Free Runtime and 30 Day Trial >>> Check out the new simplified licensing option that enables unlimited >>> royalty-free distribution of the report engine for externally facing >>> server and web deployment. >>> http://p.sf.net/sfu/businessobjects >>> ------------------------------------------------------------------------ >>> >>> _______________________________________________ >>> Quickfix-developers mailing list >>> Qui...@li... >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers >>> >> >> > > > -- > ------------------------------------------------------------------- > Ph : (973)-896-8208 > Email: kha...@gm... > Web: http://khandelwal.amit.googlepages.com/home > ------------------------------------------------------------------- > -- ------------------------------------------------------------------- Ph : (973)-896-8208 Email: kha...@gm... Web: http://khandelwal.amit.googlepages.com/home ------------------------------------------------------------------- |
|
From: Jaromír Š. <mir...@gm...> - 2009-06-19 09:05:47
|
Hello, I have read several posts where developers were discussing C++ runtime errors when using .NET version of quickfix libraries. Oren Miller mentioned that " there were some fixes put it recently where unmanaged exceptions were not properly caught and propogated to the VM". I would like to know wheter these fixes are in current release (1.12.4). I was looking for these fixes in SVN but didn't find them. Thanks a lot, Jaromir |
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