quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Identifying Session Instance

[<Ed....@gl...>]

I found the answer - for anyone else it is 
quickfix.Session.lookupSession(sessionid)

Thanks

Ed

__________________


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



Hi,  

I am trying to use Quickfix with Python and there is one aspect that I am 
currently stuck on, how do you identify the session instance? 

For example, I have been trying to send a reset using 
quickfix.Session.reset () but I get the error that a Session instance is 
required. How do I get the Session instance to pass to the Session class? 

I am sure this is something simple and I have missed the point somewhere 
so any help would be really appreciated.

Thanks

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[Quickfix-developers] Identifying Session Instance

[<Ed....@gl...>]

Hi, 

I am trying to use Quickfix with Python and there is one aspect that I am 
currently stuck on, how do you identify the session instance?

For example, I have been trying to send a reset using 
quickfix.Session.reset () but I get the error that a Session instance is 
required. How do I get the Session instance to pass to the Session class?

I am sure this is something simple and I have missed the point somewhere 
so any help would be really appreciated.

Thanks


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confidential and they may not be used or disclosed by someone who is not a
named recipient.
If you have received this email in error please notify the sender by replying
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e-mail from your system.

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

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

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

[Quickfix-developers] RES: Custom tag

[Clebson D. <Cle...@cm...>]

Easy, in c++ :

  #define MY_CUSTOM_FILED = 5001;

  FIX44::NewOrderSingle newOrderSingle(
    FIX::ClOrdID("ORDID"), FIX::Side_BUY,
    FIX::TransactTime(),FIX::OrdType_LIMIT );

  newOrderSingle.setField(MY_CUSTOM_FILED, "VALUE OF MY CUSTOM FIELD);


-----Mensagem original-----
De: Joaquín Gracia [mailto:j.g...@ra...] 
Enviada em: segunda-feira, 18 de maio de 2009 02:49
Para: qui...@li...
Assunto: [Quickfix-developers] Custom tag

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

Hi all,

Please, can anyone tell me how to add a custom tag to quickfix?

Thank you.

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[Quickfix-developers] RES: CancelRequest

[Clebson D. <Cle...@cm...>]

Well, this tag is optional by default, but you counterpart could need it. Are you ( or them ) using a DataDictonary ? 

-----Mensagem original-----
De: jplavalle [mailto:jpl...@co...] 
Enviada em: terça-feira, 19 de maio de 2009 16:26
Para: qui...@li...
Assunto: [Quickfix-developers] CancelRequest

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


I cannot seem to send a proper cancel request. What am i missing here? This
comes back with a Missing Tag Reguired (371=6), I dont think i need to send
AvgPrice do I ?

{8=FIX.4.2
9=77
35=F
49=JOEPC
56=REDI
11=4321
41=1234
54=1
55=AAPL
58=Cancel
My Order!
10=039
}

c# CODE
=========================
 public void sendOrderCancelRequest()
        {
            Message message = new Message();
            // BeginString
            message.getHeader().setField(new StringField(8, "FIX.4.2"));
            // SenderCompID
            message.getHeader().setField(new StringField(49, "JOEPC"));
            // TargetCompID, with enumeration
            message.getHeader().setField(new StringField(56, "REDI"));
            // MsgType
            message.getHeader().setField(new CharField(35, 'F'));
            // OrigClOrdID
            message.setField(new StringField(41, "123456789"));
            // ClOrdID
            message.setField(new StringField(11, "987654321"));
            // Symbol
            message.setField(new StringField(55, "AAPL"));
            // Side, with value enumeration
            message.setField(new CharField(54, Side.BUY));

            Session.sendToTarget(message,_session);
        }
-- 
View this message in context: http://www.nabble.com/CancelRequest-tp23622744p23622744.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.


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Re: [Quickfix-developers] quickfix-1.12.4 unit test failures in SessionTestCase.cpp

[Maxim Y. <max...@gm...>]

Thanks Peter,

That is just another case of weird behaviour of the Sun Compiler. I did
this:

[... quickfix]$  diff -u src/C++/test/SessionTestCase.h{,~}
--- src/C++/test/SessionTestCase.h    Wed May 20 10:26:13 2009
+++ src/C++/test/SessionTestCase.h~    Thu Aug 17 21:00:36 2006
@@ -98,7 +98,7 @@
     {
       MsgType msgType;
       message.getHeader().getField( msgType );
-      switch ( + msgType.getValue() [ 0 ] )
+      switch ( msgType.getValue() [ 0 ] )
       {
         case 'A':
         m_toLogon++; m_logon = message; break;
@@ -121,7 +121,7 @@
     {
       MsgType msgType;
       message.getHeader().getField( msgType );
-      switch ( + msgType.getValue() [ 0 ] )
+      switch ( msgType.getValue() [ 0 ] )
       {
         case '0':
         m_fromHeartbeat++; break;
@@ -155,7 +155,7 @@

       MsgType msgType;
       message.getHeader().getField( msgType );
-      switch ( + msgType.getValue() [ 0 ] )
+      switch ( msgType.getValue() [ 0 ] )
       {
         case 'j':
         m_toBusinessMessageReject++; break;

One note: sole purpose of unary + is to do the integral promotion.

Max


2009/4/24 Peter Leipold <pet...@eq...>

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi Max,
>
> > On the other hand, when I build it using Sun Studio compiler (Sun C++ 5.9
> > SunOS_i386 Patch 124864-09 2008/12/16) the unit test produces the
> following
> > output:
>
> I ran into the same trouble. There are a couple of lines in that file like
> this:
>  switch ( msgType.getValue() [ 0 ] )
>
> Somehow - weird enough - the compiler cannot branch properly here, as the
> data
> type is char, instead of int. If you replace these lines with:
>  switch ( int(msgType.getValue() [ 0 ]) )
>
> then all unit tests will pass.
>
> > In other words, I have to filter out gcc specific flags from all the
> > makefiles to make a successful build with the Sun Studio compiler.
>
> Just for info, as I ran into the same problem last week and solved a bit
> differently: One can also remove these flags from SHAREDFLAGS variable by
> editing the configure script.
>
> Peter
>
>
>
> ------------------------------------------------------------------------------
> Crystal Reports &#45; New Free Runtime and 30 Day Trial
> Check out the new simplified licensign option that enables unlimited
> royalty&#45;free distribution of the report engine for externally facing
> server and web deployment.
> http://p.sf.net/sfu/businessobjects
> _______________________________________________
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] CancelRequest

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

Hi jplavalle,

You are right, it doesn't make sense send AvgPrice ina a Cancel Request
message.
Did you receive the Reject message with tag 372=F ?
According to the references in the site of FIXProtocol, rejections related
to AvgPrice field shoud be sent by the counter part only in the case of
Execution Report, Allocation and List Status messages.

Cheers,
Ulisses.

On Tue, May 19, 2009 at 4:25 PM, jplavalle <jpl...@co...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> I cannot seem to send a proper cancel request. What am i missing here? This
> comes back with a Missing Tag Reguired (371=6), I dont think i need to send
> AvgPrice do I ?
>
> {8=FIX.4.2 9=77 35=F 49=JOEPC 56=REDI 11=4321 41=1234 54=1 55=AAPL
> 58=Cancel
> My Order! 10=039 }
>
> c# CODE
> =========================
>  public void sendOrderCancelRequest()
>        {
>            Message message = new Message();
>            // BeginString
>            message.getHeader().setField(new StringField(8, "FIX.4.2"));
>            // SenderCompID
>            message.getHeader().setField(new StringField(49, "JOEPC"));
>            // TargetCompID, with enumeration
>            message.getHeader().setField(new StringField(56, "REDI"));
>            // MsgType
>            message.getHeader().setField(new CharField(35, 'F'));
>            // OrigClOrdID
>            message.setField(new StringField(41, "123456789"));
>            // ClOrdID
>            message.setField(new StringField(11, "987654321"));
>            // Symbol
>            message.setField(new StringField(55, "AAPL"));
>            // Side, with value enumeration
>            message.setField(new CharField(54, Side.BUY));
>
>            Session.sendToTarget(message,_session);
>        }
> --
> View this message in context:
> http://www.nabble.com/CancelRequest-tp23622744p23622744.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
>
> ------------------------------------------------------------------------------
> 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
>

Re: [Quickfix-developers] Custom tag

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

You can find more options here:
http://www.nabble.com/Custom-Messages-Classes-Tutorial-p13495584.html

On Mon, May 18, 2009 at 8:54 AM, Kenny Stone <ks...@co...> wrote:

>  QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> http://www.quickfixengine.org/quickfix/doc/html/user_defined.html
>
> On Mon, May 18, 2009 at 12:49 AM, Joaquín Gracia <j.g...@ra...> wrote:
>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi all,
>>
>> Please, can anyone tell me how to add a custom tag to quickfix?
>>
>> Thank you.
>>
>>
>> ------------------------------------------------------------------------------
>> 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
>>
>
>
>
> --
> Kenny Stone
> Connamara Systems, LLC
>
>
> ------------------------------------------------------------------------------
> 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] CancelRequest

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

I cannot seem to send a proper cancel request. What am i missing here? This
comes back with a Missing Tag Reguired (371=6), I dont think i need to send
AvgPrice do I ?

{8=FIX.4.2
9=77
35=F
49=JOEPC
56=REDI
11=4321
41=1234
54=1
55=AAPL
58=Cancel
My Order!
10=039
}

c# CODE
=========================
 public void sendOrderCancelRequest()
        {
            Message message = new Message();
            // BeginString
            message.getHeader().setField(new StringField(8, "FIX.4.2"));
            // SenderCompID
            message.getHeader().setField(new StringField(49, "JOEPC"));
            // TargetCompID, with enumeration
            message.getHeader().setField(new StringField(56, "REDI"));
            // MsgType
            message.getHeader().setField(new CharField(35, 'F'));
            // OrigClOrdID
            message.setField(new StringField(41, "123456789"));
            // ClOrdID
            message.setField(new StringField(11, "987654321"));
            // Symbol
            message.setField(new StringField(55, "AAPL"));
            // Side, with value enumeration
            message.setField(new CharField(54, Side.BUY));

            Session.sendToTarget(message,_session);
        }
-- 
View this message in context: http://www.nabble.com/CancelRequest-tp23622744p23622744.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] ClOrdLinkID (tag 583) in Fix4.2

[Malinka R. <ael...@gm...>]

On Mon, May 18, 2009 at 10:29, Grant Birchmeier
<gbi...@co...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> According to FIXimate, Message type D "Order - Single" does not
> contain field 583.
> http://fixprotocol.org/FIXimate3.0/en/FIX.4.2/body_495268.html
>
> The compiler's trying to convert your invalid ClOrdLinkID into
> something else, and failing.
>
>
> On Mon, May 18, 2009 at 2:21 AM, Joaquín Gracia <j.g...@ra...> wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hi all,
>>
>> Anyone knows how can I send tag 583 while running FIX 4.2?
>>
>> I just do:
>>
>>        FIX::ClOrdLinkID ordLink;
>>
>>        ordLink = FIX::ClOrdLinkID( "String_OidLink" );
>>
>>        newOrderSingle.set( ordLink );
>>
>> which works with all other fields, but with this one i get the
>> following output from compiler:
>>
>> error C2664: 'void __thiscall FIX42::NewOrderSingle::set(const class
>> FIX::ClOrdID &)' : cannot convert parameter 1 from 'class
>> FIX::ClOrdLinkID' to '
>> const class FIX::ClOrdID &'
>>         Reason: cannot convert from 'class FIX::ClOrdLinkID' to
>> 'const class FIX::ClOrdID'
>>         No constructor could take the source type, or constructor
>> overload resolution was ambiguous
>>
>> The error is marked on the third line.
>>
>> Can anyone help?

You can avoid the compiler trying to convert it to one of the fields
that are valid in FIX.4.2 by using .setField instead of .set.

>>
>> Thanks.
>>
>> ------------------------------------------------------------------------------
>> 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
>>
>
> ------------------------------------------------------------------------------
> 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
>

Re: [Quickfix-developers] ClOrdLinkID (tag 583) in Fix4.2

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

According to FIXimate, Message type D "Order - Single" does not
contain field 583.
http://fixprotocol.org/FIXimate3.0/en/FIX.4.2/body_495268.html

The compiler's trying to convert your invalid ClOrdLinkID into
something else, and failing.


On Mon, May 18, 2009 at 2:21 AM, Joaquín Gracia <j.g...@ra...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> Anyone knows how can I send tag 583 while running FIX 4.2?
>
> I just do:
>
>        FIX::ClOrdLinkID ordLink;
>
>        ordLink = FIX::ClOrdLinkID( "String_OidLink" );
>
>        newOrderSingle.set( ordLink );
>
> which works with all other fields, but with this one i get the
> following output from compiler:
>
> error C2664: 'void __thiscall FIX42::NewOrderSingle::set(const class
> FIX::ClOrdID &)' : cannot convert parameter 1 from 'class
> FIX::ClOrdLinkID' to '
> const class FIX::ClOrdID &'
>         Reason: cannot convert from 'class FIX::ClOrdLinkID' to
> 'const class FIX::ClOrdID'
>         No constructor could take the source type, or constructor
> overload resolution was ambiguous
>
> The error is marked on the third line.
>
> Can anyone help?
>
> Thanks.
>
> ------------------------------------------------------------------------------
> 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
>

Re: [Quickfix-developers] Custom tag

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

http://www.quickfixengine.org/quickfix/doc/html/user_defined.html

On Mon, May 18, 2009 at 12:49 AM, Joaquín Gracia <j.g...@ra...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi all,
>
> Please, can anyone tell me how to add a custom tag to quickfix?
>
> Thank you.
>
>
> ------------------------------------------------------------------------------
> 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
>



-- 
Kenny Stone
Connamara Systems, LLC

[Quickfix-developers] ClOrdLinkID (tag 583) in Fix4.2

[Joaquín G. <j.g...@ra...>]

Hi all,

Anyone knows how can I send tag 583 while running FIX 4.2?

I just do:

	FIX::ClOrdLinkID ordLink;
	
	ordLink = FIX::ClOrdLinkID( "String_OidLink" );

	newOrderSingle.set( ordLink );

which works with all other fields, but with this one i get the  
following output from compiler:

error C2664: 'void __thiscall FIX42::NewOrderSingle::set(const class  
FIX::ClOrdID &)' : cannot convert parameter 1 from 'class  
FIX::ClOrdLinkID' to '
const class FIX::ClOrdID &'
         Reason: cannot convert from 'class FIX::ClOrdLinkID' to  
'const class FIX::ClOrdID'
         No constructor could take the source type, or constructor  
overload resolution was ambiguous

The error is marked on the third line.

Can anyone help?

Thanks.

[Quickfix-developers] Custom tag

[Joaquín G. <j.g...@ra...>]

Hi all,

Please, can anyone tell me how to add a custom tag to quickfix?

Thank you.

Re: [Quickfix-developers] Tag 44 in execution reports

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

Joaquín, have you looked at the FIX specs to see why this field is
required?  "Conditionally required field" means that this field's
presence depends on some other values in the message or situation.

FIXimate (http://fixprotocol.org/FIXimate3.0/) says "Required if
specified on the order".  That's pretty vague, but the FIX specs
(http://fixprotocol.org/specifications/) can probably give the clearer
answer you desire.  I know this is kind of a RTFM answer, but
familiarity with these docs will help any FIX developer.

If you don't like the answer that you find, then of course you can
alter the xml file as Pierre suggests.

-Grant


On Thu, May 14, 2009 at 5:51 AM, Pierre El-khoury <pi...@al...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>  You could set the required="N" in your xml file for that tag in that message.
> Hoping this help
>
> BR Pierre
> -----Oprindelig meddelelse-----
> Fra: Joaquín Gracia [mailto:j.g...@ra...]
> Sendt: 14. maj 2009 08:24
> Til: qui...@li...
> Emne: [Quickfix-developers] Tag 44 in execution reports
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi All,
>
> There's something I don't understand.
>
> When I send a STOP order and I get a PENDING NEW execution report from
> the broker, quick fix rejects this message:
>
> Rejected: COnditionally Required Field Missing:44
>
>
> Why should I expect a tag 44 in a pending_new report? How can I make
> quickfix not to require this tag in this type of reports?
>
> Thank you.
>
> ------------------------------------------------------------------------------
> The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
> production scanning environment may not be a perfect world - but thanks to
> Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
> Series Scanner you'll get full speed at 300 dpi even with all image
> processing features enabled. http://p.sf.net/sfu/kodak-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
> ------------------------------------------------------------------------------
> The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
> production scanning environment may not be a perfect world - but thanks to
> Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
> Series Scanner you'll get full speed at 300 dpi even with all image
> processing features enabled. http://p.sf.net/sfu/kodak-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Tag 44 in execution reports

[Pierre El-k. <pi...@al...>]

Hi
 You could set the required="N" in your xml file for that tag in that message. 
Hoping this help

BR Pierre
-----Oprindelig meddelelse-----
Fra: Joaquín Gracia [mailto:j.g...@ra...] 
Sendt: 14. maj 2009 08:24
Til: qui...@li...
Emne: [Quickfix-developers] Tag 44 in execution reports

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

Hi All,

There's something I don't understand.

When I send a STOP order and I get a PENDING NEW execution report from  
the broker, quick fix rejects this message:

Rejected: COnditionally Required Field Missing:44


Why should I expect a tag 44 in a pending_new report? How can I make  
quickfix not to require this tag in this type of reports?

Thank you.

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[Quickfix-developers] Tag 44 in execution reports

[Joaquín G. <j.g...@ra...>]

Hi All,

There's something I don't understand.

When I send a STOP order and I get a PENDING NEW execution report from  
the broker, quick fix rejects this message:

Rejected: COnditionally Required Field Missing:44


Why should I expect a tag 44 in a pending_new report? How can I make  
quickfix not to require this tag in this type of reports?

Thank you.

[Quickfix-developers] sendtotarget latency

[Rahul N. <rna...@ns...>]

Hello everybody,

i observed that in the c++ quickfix the sendtotarget() function is taking 
400 microsec for one message to process. If i have 1000 messages to send 
to client then for the 1000th message it will take 400 milisec.

Is there any way to reduce the time taken by the function sendtotarget().

I tested this on the machine having windows-xp operating system,  1gb  of 
RAM, and dual core cpu(2.13 GHz).

Please reply as early as possible.



Best Regards
Rahul Nalawade. 



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[Quickfix-developers] sendtotarget latency

[Rahul N. <rna...@ns...>]

Hello everybody,

i observed that in the c++ quickfix the sendtotarget() function is taking 
400 microsec for one message to process. If i have 1000 messages to send 
to client then for the 1000th message it will take 400 milisec.

Is there any way to reduce the time taken by the function sendtotarget().

I tested this on the machine having windows-xp operating system,  1gb  of 
RAM, and dual core cpu(2.13 GHz).

Please reply as early as possible.



Best Regards
Rahul Nalawade. 



Disclaimer note on content of this message including enclosure(s)and       
 attachments(s): The contents of this e-mail are the privileged and         
 confidential material of National Stock Exchange of India Limited          
 (NSE). The information is solely intended for the individual/entity        
 it is addressed to. If you are not the intended recipient of this          
 message, please be aware that you are not authorized in any which          
 way whatsoever to read, forward, print, retain, copy or disseminate        
 this message or any part of it. If you have received this e-mail in        
 error, we would request you to please notify the sender immediately        
 by return e-mail and delete it from your computer. This e-mail             
 message including attachment(s), if any, is believed to be free of         
 any virus and NSE is not responsible for any loss or damage arising        
 in any way from its use.

Re: [Quickfix-developers] Quickfixengine Ruby inherently unstable?

[Toli K. <to...@ma...>]

We've been using QuickFIX bindings for Ruby at Marketcetera for a
while, we built them off rev 1844, which has been at least a year ago.

We haven't had any issues with our process. Admittedly, we use a
subset of QF functionality - Marketcetera open source trading platform
is based on QuickFIX/J - but we certainly use Ruby to deal with QF
messages.

We've documented the process for building QF bindings for Ruby at
http://www.marketcetera.org/confluence/display/MDN/Build+Quickfix
There are instructions for Windows, Linux and Mac

You'll need to register (free) at http://www.marketcetera.com/contacts/register

Hope this helps.

On Wed, Apr 29, 2009 at 1:11 AM, Michael Franze
<mic...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
>
> I've been doing some exploratory development on Quickfix using the
> Ruby API and I have noticed quite a few segmentation faults (crashes):
>
> [BUG] Segmentation fault ruby 1.8.5 (2006-08-25) [x86_64-linux]
>
> I pick these up from time to time, when I re-run the same code without
> changes the crash does not re-appear. The crashes happen with both
> client and server.
>
> Admittedly, the code is rough and does not trap for errors. So I am
> hoping that, with proper coding, these errors would go away. But I am
> also wondering whether maybe the Ruby API is inherently unstable.
>
> What experience have you guys had with the Ruby API?
>
> Michael
>
> ------------------------------------------------------------------------------
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> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

Re: [Quickfix-developers] Attempted to read or write protectedmemory.

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

Hi Ariel,

Yes, due to GC undeterministic cycles, the potential risk exists in many places, but because of the pinning performance penalty, better pinning only the functions that you see that fails in your application. The QF 1.12.4 already has the major required pinned objects, but my personal experience showed me that when the application has a higher volume of messages to process, some methods that take a relatively long time to run, like toString and addGroup, must all be pinned to avoid this error.

Following is toString fixed code:

String* ToString()
{ QF_STACK_TRY
	QuickFix::Message __pin * pThis = this;
	return new String( pThis->unmanaged().toString().c_str() );
QF_STACK_CATCH
}

SENDTO:qui...@li...

-----Original Message-----
From: Ariel Piñeiro [mailto:ari...@gm...] 
Sent: terça-feira, 12 de maio de 2009 12:25
To: Djalma Rosa dos Santos Filho
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Attempted to read or write protectedmemory.

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

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[Quickfix-developers] Error: Address family not supported by protocol family: connect

[<qui...@th...>]

Hello,

i have a Problem with Quickfix/J (http://www.quickfixj.org). My
Operationsystem is Windows Vista with a virtual network adapter.
Quickfix/J show the Error: (Address family not supported by protocol
family: connect). Is there a Solution for this Problem?

Thanks

Re: [Quickfix-developers] Custom OrdType

[azmat <mr...@gm...>]

Malinka,

Thanks for replying.  What do you mean by " the type of the field will allow
the new value"?  
So, for example I am adding this enum value to the FIX42.xml under the 
<field number="40" name="OrdType" type="CHAR"> section:

      <value enum="M" description="MARKET_LIMIT"/>

I should be able to access this the below code, correct?

neworder.set(new OrdType('M'));

What (if any) other restrictions are there for adding custom values for
tags?

thanks!
azmat



Malinka Rellikwodahs wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> As long as the type of the field you are using will allow the new
> value, then yes this is all you would have to do
> 
>> Many thanks!
>> azmat
> 
> ------------------------------------------------------------------------------
> The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
> production scanning environment may not be a perfect world - but thanks to
> Kodak, there's a perfect scanner to get the job done! With the NEW KODAK
> i700
> Series Scanner you'll get full speed at 300 dpi even with all image 
> processing features enabled. http://p.sf.net/sfu/kodak-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 

-- 
View this message in context: http://www.nabble.com/Custom-OrdType-value-tp23507271p23508451.html
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Re: [Quickfix-developers] Read FIX::OrderQty and other fields as strings in C++

[Malinka R. <ael...@gm...>]

On Tue, May 12, 2009 at 02:34, Joaquín Gracia <j.g...@ra...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi All,
>
> I want to re-send information received in QuickFix execution reports
> to other applications.
>
> Messages are sent using MSMQ. Thus, I need no write msmq message
> (CString or std::string) using data taken from the FIX message.
>
> So I have to convert, for example, a FIX::OrderQty variable to CString
> or std::string.
>
> How can I do that?

First get the Field in question from the message

FIX::Price price;
message.get(price);

Then you can get the string that represents that Field

price.toString()

the first half is documented here:

http://quickfixengine.org/quickfix/doc/html/receiving_messages.html

>
> Thank you.
>
> ------------------------------------------------------------------------------
> The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
> production scanning environment may not be a perfect world - but thanks to
> Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
> Series Scanner you'll get full speed at 300 dpi even with all image
> processing features enabled. http://p.sf.net/sfu/kodak-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

Re: [Quickfix-developers] Custom OrdType

[Malinka R. <ael...@gm...>]

On Tue, May 12, 2009 at 13:59, azmat <mr...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi everyone,
>
> We have a need to submit a new order with a custom OrdType (40=10).  What is
> the process of doing this?  I know that QuickFIX allows for custom fields,
> but how about custom values for standard tags?  Do I just add the new value
> in the FIX42.xml file and QuickFIX will take care of the rest?
>
> neworder.set(new OrdType('10')); // would this work just fine if I add a new
> enum value to FIX42.xml?

As long as the type of the field you are using will allow the new
value, then yes this is all you would have to do

> Many thanks!
> azmat
>
>
> --
> View this message in context: http://www.nabble.com/Custom-OrdType-tp23507271p23507271.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> The NEW KODAK i700 Series Scanners deliver under ANY circumstances! Your
> production scanning environment may not be a perfect world - but thanks to
> Kodak, there's a perfect scanner to get the job done! With the NEW KODAK i700
> Series Scanner you'll get full speed at 300 dpi even with all image
> processing features enabled. http://p.sf.net/sfu/kodak-com
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>