quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Adding fields to the message

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

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
>>
>
>


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[Quickfix-developers] Fwd: Problems with MarketDataIncrementalRefresh

[Andre D. <and...@al...>]

Hi All,

I'm new with quickfix, but I'm creating a application to read a 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] Problems with MarketDataIncrementalRefresh

[Andre D. <an...@al...>]

Hi All,

I'm new with quickfix, but I'm creating a application to read a 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

Re: [Quickfix-developers] Adding fields to the message

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

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

[Quickfix-developers] Adding fields to the message

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

Hello Oren:
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

PS: Please see the email chain below for the discussion so far.

---------- Forwarded message ----------
From: <ned...@ao...>
Date: Wed, Jun 17, 2009 at 1:19 PM
Subject: Re: [Quickfix-developers] Adding fields to the message
To: kha...@gm...


Hey Andri,

     Sorry I couldn't be of more help. Wait for another reply from somebody
who is more knowledgable. You can always email Oren Miller (
or...@qu...). I have found that very helpful in the past.

Good luck
Ned


-----Original Message-----
From: amit khandelwal <kha...@gm...>
To: ned...@ao...
Sent: Wed, Jun 17, 2009 9:06 am
Subject: Re: [Quickfix-developers] Adding fields to the message

Andrei:
I don't initiate logon message myself. It is initiated by the "Session"
class of QuickFix. Also, the Logon message class is defined in the QuickFix
source code. When you say it is application specific, do you mean to say
that the code outside of QuickFix?

Ned, I have specified the password the configuration file. There are two
issues

1. Logon class doesn't have a method to set(FIELD_SET) for the password
2. generateLogon function inside the Session class doesn't set the password
field on the logon object.

I have modified the code of the Logon class to be able set the password
field. I can modify the code of Session class also to do the same. Just
wanted to check if I am going down the right track or if there is any other
mechanism.



On Wed, Jun 17, 2009 at 8:16 AM, <ned...@ao...> wrote:

> I beleive you can specify the password in the configuration file. Have you
> looked at the onlne documentation for the web site about the configuration
> file?
>
> I hope this helps.
>
> Ned
>
>
> -----Original Message-----
> From: amit khandelwal <kha...@gm...>
> To: qui...@li...
> Sent: Tue, Jun 16, 2009 4:06 pm
> Subject: [Quickfix-developers] Adding fields to the message
>
> 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...
> 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 lis...@li...https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>  ------------------------------
> Dell Days of Deals! June 15-24 - A New Deal Everyday!
>



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Email: kha...@gm...
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-------------------------------------------------------------------

------------------------------
Dell Days of Deals! June 15-24 - A New Deal
Everyday!<http://pr.atwola.com/promoclk/100126575x1222865043x1201494942/aol?redir=http:%2F%2Fad.doubleclick.net%2Fclk%3B215692145%3B38015538%3Bh>



-- 
-------------------------------------------------------------------
Ph : (973)-896-8208
Email: kha...@gm...
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-------------------------------------------------------------------

Re: [Quickfix-developers] Adding fields to the message

[Andrei G. <an...@gm...>]

On Tue, Jun 16, 2009 at 5:06 PM, amit
khandelwal<kha...@gm...> 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.

This is considered "application logic" code, thus it is not built in QuickFIX.

[Quickfix-developers] Adding fields to the message

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

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...
Web: http://khandelwal.amit.googlepages.com/home
-------------------------------------------------------------------

[Quickfix-developers] Resend request range for >= FIX 4.2 always specify zero EndSeqNo

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

Hi,

I am curious if there is a valid reason in EndSeqNo being always set as zero in resend requests for version FIX 4.2 or above.

The exact implementation of Session::generateResendRequest() looks like:
   ...
  EndSeqNo endSeqNo( msgSeqNum - 1 );
  if ( beginString >= FIX::BeginString_FIX42 )
    endSeqNo = 0;
  else if( beginString <= FIX::BeginString_FIX41 )
    endSeqNo = 999999;
  ...

So, the resolved value (msgSeqNum-1) is always ignored, and in the resulting resend request there will be either 0 or 999999 for EndSeqNo, depending on FIX version.

FIX server having this behavior causes confusion to FIX clients since they are asked for messages _already_ delivered within existing and live FIX session.

Scenario:
- client sends logon 34=N
- server sends logon, OK
- client sends many requests, obtaining numbers from N+1...N+k
- server puts incoming requests into queue since in fact it is out of sync... and issue resend request for range [N-m..0]
- client is confused, because besides the range [N-m..N-1] it is also asked for just sent messages with numbers [N+1...N+k]

The confusion mainly comes due to specific client needs, where some message types are not allowed for resending.. and by omitting some messages during this resend client assumes that these messages were not delivered to FIX server.
There seems no good suggestion for FIX client -- on some message resend it doesn't know if it was ever delivered to the other side, or?

The valid solution would be to change QF behavior for Session::generateResendRequest(), so that in the scenario above the range [N-m..N-1] is requested by FIX server.

Is there something _for_ the existing behavior, with 0 being always set in the range?

Any suggestions, comments?

Thanks,
Igor

[Quickfix-developers] what does QF do with incoming messages that generate SessionLevelRejects?

[Rick L. <ric...@gm...>]

Greetings,
For some reason, my server's clock has been drifting away from the
exchange's clock for a while and it now differs by 2 minutes.  This has
happened before, but the exchange was always the one to complain about it
(and subsequently log me out).

Today, however, QuickFix was the one to initiate the logout.  What I'm
wondering is for 35=3 (SessionLevelReject) messages that QuickFix generates,
what does it do with the incoming message(s) that generated the reject?

In other words, if I have the following login exchange:

me: 35=A (logon)
exchange: 35=A (logon confirm)
exchange: 35=8 (execution report fill)
exchange: 35=8 (execution report fill)
exchange: 35=8 (execution report fill)
me: 35=3 (SendingTime Accuracy Problem)

does QuickFix pass the execution reports on to the application?  this all
occurred early this morning and I'm missing a couple messages and I'm trying
to piece together just what the heck happened and I'm just wondering what
QuickFix does with those messages (in my example, the 35=8 messages).

Thanks,
Rick

Re: [Quickfix-developers] SendToTarget...

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

John -

As I understand SendToTarget, it's going to
increment the outbound sequence number being used by QuickFix,
regardless of whether the message actually got sent. So when you
reconnect, the login will be using a higher sequence number, which will
cause a "sequence-resend" scenario.

Example: You are at seq #12 when you drop your network connection.
Two new orders get sent to SendToTarget while you are still down,
incrementing the seq # to 14. QuickFIX reestablishes the connection by
relogging in, using seq #15. Your counterparty was expecting #13, so it
asks for everything from 13 to 14. 

At this point, unless
you've turned off PersistMessages in the config file, QuickFIX will
resend the two orders. BUT, you have control over whether they are sent
via inspecting the PossDup flag - the PossDup flag is set on any
message sent due to a resend request, even if it never actually got out
the door the first time.

At that point, I will quote a previous email: 

You can add code like the following to your "toApp" callback:

void ExampleApp::toApp(FIX::Message& message, const FIX::SessionID& sessionID) throw(FIX::DoNotSend)
{
    // Don't send messages that are being resent
    try
    {
        FIX::PossDupFlag possDupFlag;
        message.getHeader().getField( possDupFlag );
        if (possDupFlag) 
            throw FIX::DoNotSend();
    }
    catch ( FIX::FieldNotFound& ) {}    

    // Do any other processing...
}
  
QuickFIX will
set the PossDup flag on any message that is being resent. You can use
that flag to prevent all (or a subset) of messages from being resent by
simply throwing the DoNotSend exception.

My rule of thumb is
never resend messages that increase market risk (orders, amendments),
but it's OK to resend messages that decrease risk (cancels) or report
status (execution reports). 

- Brian Erst
Thynk Software, Inc.


________________________________
From: John Haldi <jr...@ya...>
To: qui...@li...
Sent: Tuesday, June 9, 2009 10:20:02 AM
Subject: [Quickfix-developers] SendToTarget...

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

I
am interested in designing behavior in my application such that I
intelligently handle a scenario whereby SendToTarget might return
False.  

The scenario I am interested in handling is one where
the FIX connection has been lost and I attempt to send a new order to
the exchange.  My problem (as I understand it) is that if I call
SendToTarget while the connection is down, QuickFix will store the
message for later transmission when the session gets reestablished.  If
you can imagine a scenario where a user tries to send an order which
fails (perhaps because the network connection to the workstation is
down), I have a potential issue with the order subsequently being
transmitted at a later time when the connection is reestablished.  If
the market has moved since, the order may now be so far away (or
through) the market that sending it would be a big issue.

Does
anybody have any insight as to what circumstances might cause
SendToTarget to fail?  Similarly does anybody have any suggestions on
how I might construct my application such that if a SendToTarget fails,
the attempted NewOrderSingle is discarded and NOT sent on a subsequent
reconnection?  (fyi I'm using the generic QF build out of the box in a
.NET environment.)

I have constructed my code such that I do
check that the session is logged on immediately prior to attempting to
send the order, but this leaves the possibility that the session drops
immediately after I check isLoggedOn but before I attempt to
SendToTarget.

Any advice would be greatly appreciated.

Many thanks,

    John

Re: [Quickfix-developers] SendToTarget...

[Shane T. <str...@co...>]

There is a configuration option:

*PersistMessages* If set to N, no messages will be persisted. This will
force QuickFIX to always send GapFills instead of resending messages. Use
this if you know you never want to resend a message. Useful for market data
streams.

On Tue, Jun 9, 2009 at 10:20 AM, John Haldi <jr...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I am interested in designing behavior in my application such that I
> intelligently handle a scenario whereby SendToTarget might return False.
>
> The scenario I am interested in handling is one where the FIX connection
> has been lost and I attempt to send a new order to the exchange.  My problem
> (as I understand it) is that if I call SendToTarget while the connection is
> down, QuickFix will store the message for later transmission when the
> session gets reestablished.  If you can imagine a scenario where a user
> tries to send an order which fails (perhaps because the network connection
> to the workstation is down), I have a potential issue with the order
> subsequently being transmitted at a later time when the connection is
> reestablished.  If the market has moved since, the order may now be so far
> away (or through) the market that sending it would be a big issue.
>
> Does anybody have any insight as to what circumstances might cause
> SendToTarget to fail?  Similarly does anybody have any suggestions on how I
> might construct my application such that if a SendToTarget fails, the
> attempted NewOrderSingle is discarded and NOT sent on a subsequent
> reconnection?  (fyi I'm using the generic QF build out of the box in a .NET
> environment.)
>
> I have constructed my code such that I do check that the session is logged
> on immediately prior to attempting to send the order, but this leaves the
> possibility that the session drops immediately after I check isLoggedOn but
> before I attempt to SendToTarget.
>
> Any advice would be greatly appreciated.
>
> Many thanks,
>
>     John
>
>
> ------------------------------------------------------------------------------
> 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
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] SendToTarget...

[John H. <jr...@ya...>]

I am interested in designing behavior in my application such that I intelligently handle a scenario whereby SendToTarget might return False.  

The scenario I am interested in handling is one where the FIX connection has been lost and I attempt to send a new order to the exchange.  My problem (as I understand it) is that if I call SendToTarget while the connection is down, QuickFix will store the message for later transmission when the session gets reestablished.  If you can imagine a scenario where a user tries to send an order which fails (perhaps because the network connection to the workstation is down), I have a potential issue with the order subsequently being transmitted at a later time when the connection is reestablished.  If the market has moved since, the order may now be so far away (or through) the market that sending it would be a big issue.

Does anybody have any insight as to what circumstances might cause SendToTarget to fail?  Similarly does anybody have any suggestions on how I might construct my application such that if a SendToTarget fails, the attempted NewOrderSingle is discarded and NOT sent on a subsequent reconnection?  (fyi I'm using the generic QF build out of the box in a .NET environment.)

I have constructed my code such that I do check that the session is logged on immediately prior to attempting to send the order, but this leaves the possibility that the session drops immediately after I check isLoggedOn but before I attempt to SendToTarget.

Any advice would be greatly appreciated.

Many thanks,

    John

Re: [Quickfix-developers] manually controlling last-accepted sequence number

[Fabio.Andrade <fan...@gm...>]

Hello Rick,

You only need to save the last sequence number that you processed and then
you can change (before the application has been stablished the logon) the
incoming sequence number to this value.

See the code below:

//This is the field that contains the last fix sequence number processed by
your logical layer.
private int lastFixSeqProcessed = 0;

//This function is from QuickFIX Application interface. You must to
implement it in your derived class.
public void onCreate(QuickFix.SessionID __p1)
{
      // Here you are informing QuickFix that your next incoming fix
sequence number is the
      // last fix sequence number that you have been processed. You need to
add 1, because the
      // last fix sequence number that you have, already has been processed.
     
QuickFix.Session.lookupSession(__p1).setNextTargetMsgSeqNum(lastFixSeqProcessed
+ 1);            
}

Best regards.


Rick Lane-2 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Greetings,
> Given the architecture of our trading platform, and because there is a
> separate thread that handles SQL Server database backup (audit trail,
> order
> management, etc.) it is possible for QuickFix to receive a message from
> our
> counterparty, hand the message off to my application and then log the fact
> that sequence number X was received and processed.  However, before I
> apply
> the business logic of this particular message (which includes updating the
> database), it is possible for the application to close ungracefully.  When
> I
> log back in to the counterparty, QuickFix will not ask for a resend for
> the
> messages that we received but didn't "process" at the application level.
>  For instance:
> 
> 1) QuickFix receives/delivers msg #10
> 2) QuickFix receives/delivers msg #11
> 3) QuickFix receives/delivers msg #12
> 4) I process/store msg #10
> 5) QuickFix receives/delivers msg #13
> 6) I process/store msg #11
> 7) CRASH
> 
> When I log in again:
> 
> 1) QuickFix receives msg #25
> 2) QuickFix issues resend request for msgs #14-24
> 
> Here, QuickFix thought we already got messages 12 and 13 (which
> technically
> we did, but I was unable to apply their business logic to the database).
> 
> What I'm wondering is if there is any way I can manually update the
> QuickFix
> engine each time I "process" (persist) a message, telling it that the
> message was completely processed, so it does not need to request it in the
> event of a message sequence gap.
> 
> Thanks,
> Rick
> 
> ------------------------------------------------------------------------------
> Register Now for Creativity and Technology (CaT), June 3rd, NYC. CaT 
> is a gathering of tech-side developers & brand creativity professionals.
> Meet
> the minds behind Google Creative Lab, Visual Complexity, Processing, & 
> iPhoneDevCamp as they present alongside digital heavyweights like
> Barbarian 
> Group, R/GA, & Big Spaceship. http://p.sf.net/sfu/creativitycat-com 
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

-- 
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Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Proper way for resend request?

[Fabio.Andrade <fan...@gm...>]

Hello Men,

To receive all todays messages, you only need set to 0 the incoming fix
sequence before the logon has been stablished.

On your implementation of the QuickFIX Application interface, go to the
function onCreate and type the following code:

public void onCreate(QuickFix.SessionID session)
{
      //settting the incoming fix sequence to 0.
      QuickFix.Session.lookupSession(session).setNextTargetMsgSeqNum(0);
}

Best regards.


jplavalle wrote:
> 
> When the user logs back in I want to display all of todays messages, so I
> am trying to do a resend request but I dont seem to get any messages. What
> is the proper way to get the messages for the day?
> 
> my code is called after successful logon
> 
> public void send_resend_request()
> {
> QuickFix42.ResendRequest resendrequest = new QuickFix42.ResendRequest(new
> QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));
> 
> Session.sendToTarget(resendrequest, _session);
> }
> 

-- 
View this message in context: http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23927895.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Proper way for resend request?

[Ulisses <hay...@gm...>]

Hi Joe,

You are not receiving the messages because quickfix tracks the next expected
incoming message sequence number.
You ask a resendrequest from 1 to 10000 but quickfix see that the next
expected sequence number to come is 5000, so quickfix will throw away the
messages from 1 to 5000.
To receive the messages in the way you want, you need to change the next
expected incoming message sequence number.
See the .seqnums files in the same level of .body files.
There are two numbers separeted by a colon, I think that the next incoming
is the first one.

Best regards,
Ulisses.

On Fri, Jun 5, 2009 at 7:41 AM, Joseph La Valle <jpl...@co...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> So what is the best way to get the messages?
>
> joe
>
> ----- Original Message -----
> From: "Christoph John" <chr...@ma...>
> To: "Mike Perik" <mic...@ya...>
> Cc: <qui...@li...>; "jplavalle"
> <jpl...@co...>
> Sent: Friday, June 05, 2009 2:07 AM
> Subject: Re: [Quickfix-developers] Proper way for resend request?
>
>
> > -----BEGIN PGP SIGNED MESSAGE-----
> > Hash: SHA1
> >
> > Hi,
> >
> > IIRC, only the messages you sent to the counterparty are in the message
> > store. Not the counterparty's.
> >
> > Regards,
> > Chris
> >
> >
> > Mike Perik wrote:
> >> QuickFIX Documentation:
> >> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>
> >>
> >> Instead of doing the resend request you could request the messages from
> >> the message store.
> >>
> >> Mike
> >>
> >> --- On Thu, 6/4/09, jplavalle <jpl...@co...> wrote:
> >>
> >>> From: jplavalle <jpl...@co...>
> >>> Subject: [Quickfix-developers]  Proper way for resend request?
> >>> To: qui...@li...
> >>> Date: Thursday, June 4, 2009, 11:28 AM
> >>> QuickFIX Documentation:
> >>> http://www.quickfixengine.org/quickfix/doc/html/index.html
> >>> QuickFIX Support: http://www.quickfixengine.org/services.html
> >>>
> >>>
> >>> When the user logs back in I want to display all of todays
> >>> messages, so I am
> >>> trying to do a resend request but I dont seem to get any
> >>> messages. What is
> >>> the proper way to get the messages for the day?
> >>>
> >>> my code is called after successful logon
> >>>
> >>> public void send_resend_request()
> >>> {
> >>> QuickFix42.ResendRequest resendrequest = new
> >>> QuickFix42.ResendRequest(new
> >>> QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));
> >>>
> >>> Session.sendToTarget(resendrequest, _session);
> >>> }
> >>> --
> >>> View this message in context:
> >>>
> http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23873431.html
> >>> Sent from the QuickFIX - Dev mailing list archive at
> >>> Nabble.com.
> >>>
> >>>
> >>>
> ------------------------------------------------------------------------------
> >>> OpenSolaris 2009.06 is a cutting edge operating system for
> >>> enterprises
> >>> looking to deploy the next generation of Solaris that
> >>> includes the latest
> >>> innovations from Sun and the OpenSource community. Download
> >>> a copy and
> >>> enjoy capabilities such as Networking, Storage and
> >>> Virtualization.
> >>> Go to: http://p.sf.net/sfu/opensolaris-get
> >>> _______________________________________________
> >>> Quickfix-developers mailing list
> >>> Qui...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>>
> >>
> >>
> >>
> >>
> >>
> ------------------------------------------------------------------------------
> >> OpenSolaris 2009.06 is a cutting edge operating system for enterprises
> >> looking to deploy the next generation of Solaris that includes the
> latest
> >> innovations from Sun and the OpenSource community. Download a copy and
> >> enjoy capabilities such as Networking, Storage and Virtualization.
> >> Go to: http://p.sf.net/sfu/opensolaris-get
> >> _______________________________________________
> >> Quickfix-developers mailing list
> >> Qui...@li...
> >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> >>
> >
> > - --
> > Christoph John
> > http://www.macd.com                 Tel.: +49 (0)241 44597-28
> > Macdonald Associates GmbH           Geschäftsführer: George Macdonald
> > Oppenhoffallee 103, D-52066 Aachen  Amtsgericht Aachen, HRB 8151, Ust.-Id
> > DE813021663
> > -----BEGIN PGP SIGNATURE-----
> > Version: GnuPG v1.4.6 (GNU/Linux)
> > Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org
> >
> > iD8DBQFKKLY8Mtne1i1i0z0RAm86AJ0am91Mi//JhPhymn8mBbPW061eMACeI7aJ
> > Dmg+k0jN+Y95xuXUZPc9JEk=
> > =FJyP
> > -----END PGP SIGNATURE-----
>
>
>
> ------------------------------------------------------------------------------
> OpenSolaris 2009.06 is a cutting edge operating system for enterprises
> looking to deploy the next generation of Solaris that includes the latest
> innovations from Sun and the OpenSource community. Download a copy and
> enjoy capabilities such as Networking, Storage and Virtualization.
> Go to: http://p.sf.net/sfu/opensolaris-get
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] VSTO

[Fabio <fab...@so...>]

Is it possible to use quickfix and Visual Studio for Office together? I tried but Excel crashes....

Re: [Quickfix-developers] Proper way for resend request?

[Joseph La V. <jpl...@co...>]

So what is the best way to get the messages?

joe

----- Original Message ----- 
From: "Christoph John" <chr...@ma...>
To: "Mike Perik" <mic...@ya...>
Cc: <qui...@li...>; "jplavalle" 
<jpl...@co...>
Sent: Friday, June 05, 2009 2:07 AM
Subject: Re: [Quickfix-developers] Proper way for resend request?


> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
>
> Hi,
>
> IIRC, only the messages you sent to the counterparty are in the message 
> store. Not the counterparty's.
>
> Regards,
> Chris
>
>
> Mike Perik wrote:
>> QuickFIX Documentation: 
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Instead of doing the resend request you could request the messages from 
>> the message store.
>>
>> Mike
>>
>> --- On Thu, 6/4/09, jplavalle <jpl...@co...> wrote:
>>
>>> From: jplavalle <jpl...@co...>
>>> Subject: [Quickfix-developers]  Proper way for resend request?
>>> To: qui...@li...
>>> Date: Thursday, June 4, 2009, 11:28 AM
>>> QuickFIX Documentation: 
>>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>>
>>>
>>> When the user logs back in I want to display all of todays
>>> messages, so I am
>>> trying to do a resend request but I dont seem to get any
>>> messages. What is
>>> the proper way to get the messages for the day?
>>>
>>> my code is called after successful logon
>>>
>>> public void send_resend_request()
>>> {
>>> QuickFix42.ResendRequest resendrequest = new
>>> QuickFix42.ResendRequest(new
>>> QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));
>>>
>>> Session.sendToTarget(resendrequest, _session);
>>> }
>>> -- 
>>> View this message in context: 
>>> http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23873431.html
>>> Sent from the QuickFIX - Dev mailing list archive at
>>> Nabble.com.
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> OpenSolaris 2009.06 is a cutting edge operating system for
>>> enterprises
>>> looking to deploy the next generation of Solaris that
>>> includes the latest
>>> innovations from Sun and the OpenSource community. Download
>>> a copy and
>>> enjoy capabilities such as Networking, Storage and
>>> Virtualization.
>>> Go to: http://p.sf.net/sfu/opensolaris-get
>>> _______________________________________________
>>> Quickfix-developers mailing list
>>> Qui...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>>
>>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> OpenSolaris 2009.06 is a cutting edge operating system for enterprises
>> looking to deploy the next generation of Solaris that includes the latest
>> innovations from Sun and the OpenSource community. Download a copy and
>> enjoy capabilities such as Networking, Storage and Virtualization.
>> Go to: http://p.sf.net/sfu/opensolaris-get
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
> - --
> Christoph John
> http://www.macd.com                 Tel.: +49 (0)241 44597-28
> Macdonald Associates GmbH           Geschäftsführer: George Macdonald
> Oppenhoffallee 103, D-52066 Aachen  Amtsgericht Aachen, HRB 8151, Ust.-Id 
> DE813021663
> -----BEGIN PGP SIGNATURE-----
> Version: GnuPG v1.4.6 (GNU/Linux)
> Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org
>
> iD8DBQFKKLY8Mtne1i1i0z0RAm86AJ0am91Mi//JhPhymn8mBbPW061eMACeI7aJ
> Dmg+k0jN+Y95xuXUZPc9JEk=
> =FJyP
> -----END PGP SIGNATURE----- 

Re: [Quickfix-developers] Proper way for resend request?

[Christoph J. <chr...@ma...>]

-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1

Hi,

IIRC, only the messages you sent to the counterparty are in the message store. Not the counterparty's.

Regards,
Chris


Mike Perik wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Instead of doing the resend request you could request the messages from the message store.
> 
> Mike
> 
> --- On Thu, 6/4/09, jplavalle <jpl...@co...> wrote:
> 
>> From: jplavalle <jpl...@co...>
>> Subject: [Quickfix-developers]  Proper way for resend request?
>> To: qui...@li...
>> Date: Thursday, June 4, 2009, 11:28 AM
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> When the user logs back in I want to display all of todays
>> messages, so I am
>> trying to do a resend request but I dont seem to get any
>> messages. What is
>> the proper way to get the messages for the day?
>>
>> my code is called after successful logon
>>
>> public void send_resend_request()
>> {
>> QuickFix42.ResendRequest resendrequest = new
>> QuickFix42.ResendRequest(new
>> QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));
>>
>> Session.sendToTarget(resendrequest, _session);
>> }
>> -- 
>> View this message in context: http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23873431.html
>> Sent from the QuickFIX - Dev mailing list archive at
>> Nabble.com.
>>
>>
>> ------------------------------------------------------------------------------
>> OpenSolaris 2009.06 is a cutting edge operating system for
>> enterprises 
>> looking to deploy the next generation of Solaris that
>> includes the latest 
>> innovations from Sun and the OpenSource community. Download
>> a copy and 
>> enjoy capabilities such as Networking, Storage and
>> Virtualization. 
>> Go to: http://p.sf.net/sfu/opensolaris-get
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> 
> 
>       
> 
> ------------------------------------------------------------------------------
> OpenSolaris 2009.06 is a cutting edge operating system for enterprises 
> looking to deploy the next generation of Solaris that includes the latest 
> innovations from Sun and the OpenSource community. Download a copy and 
> enjoy capabilities such as Networking, Storage and Virtualization. 
> Go to: http://p.sf.net/sfu/opensolaris-get
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

- --
Christoph John
http://www.macd.com                 Tel.: +49 (0)241 44597-28
Macdonald Associates GmbH           Geschäftsführer: George Macdonald
Oppenhoffallee 103, D-52066 Aachen  Amtsgericht Aachen, HRB 8151, Ust.-Id DE813021663
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.6 (GNU/Linux)
Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org

iD8DBQFKKLY8Mtne1i1i0z0RAm86AJ0am91Mi//JhPhymn8mBbPW061eMACeI7aJ
Dmg+k0jN+Y95xuXUZPc9JEk=
=FJyP
-----END PGP SIGNATURE-----

Re: [Quickfix-developers] Proper way for resend request?

[Mike P. <mic...@ya...>]

Instead of doing the resend request you could request the messages from the message store.

Mike

--- On Thu, 6/4/09, jplavalle <jpl...@co...> wrote:

> From: jplavalle <jpl...@co...>
> Subject: [Quickfix-developers]  Proper way for resend request?
> To: qui...@li...
> Date: Thursday, June 4, 2009, 11:28 AM
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> When the user logs back in I want to display all of todays
> messages, so I am
> trying to do a resend request but I dont seem to get any
> messages. What is
> the proper way to get the messages for the day?
> 
> my code is called after successful logon
> 
> public void send_resend_request()
> {
> QuickFix42.ResendRequest resendrequest = new
> QuickFix42.ResendRequest(new
> QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));
> 
> Session.sendToTarget(resendrequest, _session);
> }
> -- 
> View this message in context: http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23873431.html
> Sent from the QuickFIX - Dev mailing list archive at
> Nabble.com.
> 
> 
> ------------------------------------------------------------------------------
> OpenSolaris 2009.06 is a cutting edge operating system for
> enterprises 
> looking to deploy the next generation of Solaris that
> includes the latest 
> innovations from Sun and the OpenSource community. Download
> a copy and 
> enjoy capabilities such as Networking, Storage and
> Virtualization. 
> Go to: http://p.sf.net/sfu/opensolaris-get
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 


      

[Quickfix-developers] Proper way for resend request?

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

When the user logs back in I want to display all of todays messages, so I am
trying to do a resend request but I dont seem to get any messages. What is
the proper way to get the messages for the day?

my code is called after successful logon

public void send_resend_request()
{
QuickFix42.ResendRequest resendrequest = new QuickFix42.ResendRequest(new
QuickFix.BeginSeqNo(1), new QuickFix.EndSeqNo(1000000));

Session.sendToTarget(resendrequest, _session);
}
-- 
View this message in context: http://www.nabble.com/Proper-way-for-resend-request--tp23873431p23873431.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Building Quickfix .Net wrappers using VS9

[Florian D. <flo...@gm...>]

Hello,

I've had some issues getting QuickFix to build using VS9. The build process
works just fine, but there are some runtime oddities around
ThreadedSocketAcceptor that don't occur when building with VS8.

The issue I'm referring to is the ThreadedSocketAcceptor reporting
successful connection on port 0 then closing the socket.
Exact same code with the VS8-built QuickFix.Net dll works a treat and
reports the proper port.

Did anyone succeed in using VS9 and ThreadedSocketAcceptor?

Thanks a lot,
Florian

[Quickfix-developers] Guide to use Test Suite to test fix messages

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

Hi,

I am looking to test fix messages, for ex-SingleOrderMessage, using
TestCase suite provided. However I am unable to find where to begin
looking.
Can anyone please help.



Regards,
Aniruddha Anilkumar Navur

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[Quickfix-developers] Error in FIX44.xml?

[FIXuser <FI...@rt...>]

Hey all,

I regenerated the code for QuickFIX using generate.bat/etc., and compiled the result using VS 2008 and got some errors.  After some digging, I see this in FIX44.xml:


<message name="NetworkStatusRequest" msgtype="BC" msgcat="app">
...
</message>

Followed by:

<message name="NetworkStatusRequest" msgtype="BD" msgcat="app">
...
</message>


"BD" should be NetworkStatusResponse, yes?

Using QuickFIX v 1.12.4 downloaded last week.

Thanks.

Re: [Quickfix-developers] User-defined messages

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

One day, this will get added to the QF documentation wiki...

http://www.nabble.com/Custom-Messages-Classes-Tutorial-td13495584.html

- Brian Erst
Thynk Software, Inc.




________________________________
From: FIXuser <FI...@rt...>
To: "qui...@li..." <qui...@li...>
Sent: Monday, June 1, 2009 8:27:55 AM
Subject: [Quickfix-developers] User-defined messages

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

 
Hi,
 
We’re interested in creating our own messages for
internal use (MsgType 35=U).
 
Does anyone have any examples or can anyone point me in the
right direction of how to “properly” implement using
QuickFIX?  For now, we’re targeting 4.4, but may support other versions
as well.
 
Thanks much!

[Quickfix-developers] User-defined messages

[FIXuser <FI...@rt...>]

Hi,

We're interested in creating our own messages for internal use (MsgType 35=U).

Does anyone have any examples or can anyone point me in the right direction of how to "properly" implement using QuickFIX?  For now, we're targeting 4.4, but may support other versions as well.

Thanks much!