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From: jplavalle <jpl...@co...> - 2009-04-12 13:10:07
|
George, http://www.quickfixengine.org/download.html download the binaries and in the quickfix\lib folder you will find the 2 dll's needed to use quickfix. quickfix_net.dll and quickfix_net_messages.dll, add references from your project and you are good to go. regards, Joe Mr G-2 wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > for some reason, QucikFix.org requires the user to compile and generate > the two required DLLs for .Net application. why not just let the zip file > to install QuickFIX and generate the required DLLs automatically? i am > using C# in .Net environment. can someone provide all the necessary DLLs > and/or file to use QuickFix? > > thank you very much > > George > > > > ------------------------------------------------------------------------------ > Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are > powering Web 2.0 with engaging, cross-platform capabilities. Quickly and > easily build your RIAs with Flex Builder, the Eclipse(TM)based development > software that enables intelligent coding and step-through debugging. > Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- View this message in context: http://www.nabble.com/QuickFix-DLLs-for-.Net-tp22541958p23010963.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: jplavalle <jpl...@co...> - 2009-04-11 20:44:44
|
After sending about 7 or 8 orders to the counter party, quickfix will just send a logout but i do not receive anything back from the couterparty, however, the session is gone. here are the messages leading up to the logout, i send an order and then the logout goes.. anyone have a thought? FIX Message Processed : 8=FIX.4.29=24135=834=64649=ELN150=USER9852=20090408-18:41:5056=TXUSER0957=USER981=FFLP-F6=0.000011=858962390775579380814=017=1204102200980920=030=N31=032=037=ORD19838=10039=040=154=155=IBM59=060=20090408-18:41:50150=0151=10010=113 fromApp : 8 FIX Message Processed : 8=FIX.4.29=6035=534=49149=TXUSER0952=20090408-18:41:50.06956=ELN110=165 toAdmin : 5 -- View this message in context: http://www.nabble.com/toAdmin-sending-logout---cannot-seem-to-figure-out-why-tp22957307p22957307.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: George H. <ge...@so...> - 2009-04-09 16:47:54
|
Are you tracing the administrative messages? Maybe you're not acknowledging something and someone got "impatient". On Apr 8, 2009, at 11:06 PM, Erik Coughanour wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > I’ve created a simple QuickFIX market data server which FIX clients > can connect to and subscribe to market data. Everything seems to > work fine but after approximately 500 messages the server sends a > logout message (35=5) to the client. In the server event log there > is a line that says ‘Initiated logout request’ but I’ve got no idea > why/how it’s logging the client out. It doesn’t seem to be a > heartbeat thing because if the client only subscribes to one symbol > it takes a while to reach the point where the server logs the client > off, but if the client subscribes to a bunch of symbol the logout > happens quickly. Any ideas? > > Thanks, > Erik > > BTW the search on the mailing list seems to be broken, I tried it > with several browsers with no luck (I get an ‘Unable to connect to > Search Server’ message). > ------------------------------------------------------------------------------ > 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 |
|
From: Erik C. <er...@re...> - 2009-04-09 06:06:13
|
I've created a simple QuickFIX market data server which FIX clients can connect to and subscribe to market data. Everything seems to work fine but after approximately 500 messages the server sends a logout message (35=5) to the client. In the server event log there is a line that says 'Initiated logout request' but I've got no idea why/how it's logging the client out. It doesn't seem to be a heartbeat thing because if the client only subscribes to one symbol it takes a while to reach the point where the server logs the client off, but if the client subscribes to a bunch of symbol the logout happens quickly. Any ideas? Thanks, Erik BTW the search on the mailing list seems to be broken, I tried it with several browsers with no luck (I get an 'Unable to connect to Search Server' message). |
|
From: Brian H. <BH...@Pe...> - 2009-04-08 17:11:35
|
This is another problem in SessionTime.cpp. The SessionTime constructor sets the EndTime to be the same as StartTime if EndDay equals StartDay and EndTime is greater than StartTime. -- Not sure why it does this. As a result, QuickFIX 1.12.4 does not support single day session that has the same StartDay and EndDay. The patched SessionTime.cpp is attached. It is based on 1.12.4, and also includes the fix for the weekly long session with the same StartDay/EndDay. You can download it from: http://sourceforge.net/tracker/?group_id=37535 With the fix, QuickFIX supports daily sessions with varying StartTime and EndTime. Best regards, Brian ------------------------------ Message: 3 Date: Tue, 7 Apr 2009 13:45:02 -0300 From: "Julian" <jul...@pr...> Subject: [Quickfix-developers] StartDay / EndDay problem To: <qui...@li...>, <qui...@li...>, <or...@qu...>, <tv...@pr...> Message-ID: <49d...@mx...> Content-Type: text/plain; charset="iso-8859-1" I want to have daily session that have StartDay equal to EndDay. This session settings doesn?t work(it start every day of the week): [SESSION] StartDay=Tuesday StartTime=00:30:00 EndDay=Tuesday EndTime=23:30:00 SessionQualifier=Tue But this other does work: [SESSION] StartDay=Sunday StartTime=22:00:00 EndDay=Monday EndTime=23:30:00 SessionQualifier=Sun This point to some error when Start/EndDay are the same . A QFJ user tell me that there is a session settings parameter to set the time zone (?TimeZone?), this parameter would be very usefull to me, cause that way I could use some timezone that guaranty me date changes. But Quickfix-1.12.4 for .NET doesn?t have that parameter and java does... http://www.quickfixj.org/quickfixj/usermanual/usage/configuration.html http://www.quickfixengine.org/quickfix/doc/html/configuration.html Why is that? Java version is newer? I thought them both use a C++ engine, is there a later release of QF ?? Doesn?t anyone ever fix this bug? Thanks, Juli?n Mendiola | PSF Developer Leader <http://www.prosoftwarefactory.com.ar/> http://www.prosoftwarefactory.com.ar Dibujo |
|
From: George H. <ge...@so...> - 2009-04-02 01:50:23
|
Looks like "DataDictionaryValidate" is very costly. Almost 2ms! I will look further... -G On Apr 1, 2009, at 2:18 PM, Mike Perik wrote: > > You may want to try not using the message cracker. > > Mike > > > --- On Wed, 4/1/09, George Hrysanthopoulos > <ge...@so...> wrote: > >> From: George Hrysanthopoulos <ge...@so...> >> Subject: [Quickfix-developers] Timing stats >> To: "quickfix developers" <qui...@li...> >> Date: Wednesday, April 1, 2009, 11:15 AM >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: >> http://www.quickfixengine.org/services.html >> >> ------------------------------------------------------------------------------ >> _______________________________________________ >> Quickfix-developers mailing list >> Qui...@li... >> https://lists.sourceforge.net/lists/listinfo/quickfix-developers > > > |
|
From: Mike P. <mic...@ya...> - 2009-04-01 18:18:21
|
You may want to try not using the message cracker. Mike --- On Wed, 4/1/09, George Hrysanthopoulos <ge...@so...> wrote: > From: George Hrysanthopoulos <ge...@so...> > Subject: [Quickfix-developers] Timing stats > To: "quickfix developers" <qui...@li...> > Date: Wednesday, April 1, 2009, 11:15 AM > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: > http://www.quickfixengine.org/services.html > > ------------------------------------------------------------------------------ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: George H. <ge...@so...> - 2009-04-01 16:42:02
|
Hello everyone,
Has anyone here looked into turnaround times between arrival time of a
deal and response?
Any numbers?
I am doing a simple Initiator/acceptor test app and I am getting times
of 2-4 milliseconds.
This is the time between the moment the deal arrives in the acceptor:
void Application::onMessage( const FIX44::NewOrderSingle& message,
const FIX::SessionID& sessionID )
...
...
...
and the following:
try
{
FIX::Session::sendToTarget( executionReport, sessionID );
}
catch ( FIX::SessionNotFound& ) {}
Connection is "localhost" to "localhost" on a very fast Xeon box.
Are these times normal?
I have an app that requires a 50 microsecond turnaround. Is this even
possible?
Regards,
George Hrysanthopoulos
Softek Partners, Inc. |
|
From: Brian H. <BH...@Pe...> - 2009-03-31 16:54:30
|
Igor, I submitted the patch to QuickFIX on SourceForge. You can download the SessionTime.cpp from the following URL. The fix was based on 1.12.4. http://sourceforge.net/tracker/?group_id=37535 Best regards, Brian -----Original Message----- From: Igor Seleznev [mailto:se...@tb...] Sent: Tuesday, March 31, 2009 11:19 AM To: Brian Ho; qui...@li... Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question Hi, Is it possible to get this patch? Thanks, Igor ----- Original Message ----- From: "Brian Ho" <BH...@Pe...> To: <qui...@li...> Sent: Wednesday, March 04, 2009 12:03 AM Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > We experienced the same problem. It is a bug in QuickFIX. I had to > patch QuickFIX to support session start and stop on the same day. > > > ------------------------------ > > Message: 7 > Date: Wed, 25 Feb 2009 09:43:43 -0500 > From: "Andrew Culross" <And...@Tw...> > Subject: [Quickfix-developers] StartDay/EndDay parameters question > To: <qui...@li...> > Cc: 'Stephen Darcy' <ste...@tw...> > Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> > Content-Type: text/plain; charset="us-ascii" > > I'm trying to set-up a week long session that starts/stops on the same > day > so I have something like: > > > > [SESSION] > > <blah blah> > > StartDay=su > > StartTime=12:00:00 > > EndDay=su > > EndTime=11:00:00 > > > > So I'm expecting the session to be down for an hour a week from 11 to 12 > UTC. > > > > It restarts each night instead. > > > > I've used StartDay/EndDay parameters before with different days without > any > issue. (below works great) > > > > [SESSION] > > <blah blah> > > StartDay=fr > > StartTime=22:15:00 > > EndTime=14:10:00 > > EndDay=su > > > > > > Any idea what I'm doing wrong? I saw something about timezones in nabble > - > should I be specifying a timezone with StartDay/EndDay ? > > > > Thanks ! > > > > Andrew Culross > > Direct +1 (914) 220-8849 > > > ------------------------------------------------------------------------ ------ > 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: Igor S. <se...@tb...> - 2009-03-31 16:16:59
|
Hi, Is it possible to get this patch? Thanks, Igor ----- Original Message ----- From: "Brian Ho" <BH...@Pe...> To: <qui...@li...> Sent: Wednesday, March 04, 2009 12:03 AM Subject: Re: [Quickfix-developers] StartDay/EndDay parameters question > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > We experienced the same problem. It is a bug in QuickFIX. I had to > patch QuickFIX to support session start and stop on the same day. > > > ------------------------------ > > Message: 7 > Date: Wed, 25 Feb 2009 09:43:43 -0500 > From: "Andrew Culross" <And...@Tw...> > Subject: [Quickfix-developers] StartDay/EndDay parameters question > To: <qui...@li...> > Cc: 'Stephen Darcy' <ste...@tw...> > Message-ID: <004b01c99757$76401570$62c04050$@Cu...@Tw...> > Content-Type: text/plain; charset="us-ascii" > > I'm trying to set-up a week long session that starts/stops on the same > day > so I have something like: > > > > [SESSION] > > <blah blah> > > StartDay=su > > StartTime=12:00:00 > > EndDay=su > > EndTime=11:00:00 > > > > So I'm expecting the session to be down for an hour a week from 11 to 12 > UTC. > > > > It restarts each night instead. > > > > I've used StartDay/EndDay parameters before with different days without > any > issue. (below works great) > > > > [SESSION] > > <blah blah> > > StartDay=fr > > StartTime=22:15:00 > > EndTime=14:10:00 > > EndDay=su > > > > > > Any idea what I'm doing wrong? I saw something about timezones in nabble > - > should I be specifying a timezone with StartDay/EndDay ? > > > > Thanks ! > > > > Andrew Culross > > Direct +1 (914) 220-8849 > > > ------------------------------------------------------------------------------ > 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: Nuttachat W. <aon...@fo...> - 2009-03-31 08:34:38
|
Hi, Oren and quickfix members.
I have a problem trying to install quickfix python API in windows
vista sp1. I downloaded the latest source file using SVN on 2009/03/30. From
what I understand, there are already c++ source files generated by SWIG
which are
QuickfixPython.cpp
QuickfixPython.h
Then, I need to create python extension from those files and get the
file " _quickfix.pyd " and then put the file in python library. And that's
it all I need to do because all python interfaces files are there in
/src/python/ . (quickfix.py , quickfix40 41 42 43 44.py and quickfix_fields)
I have used microsoft visual studio 2008 to do the job. (which was
not good in my point of view because the latest version of visual studio
used in quickfix was 2005 aka 8.0 ). What I did was that I open quickfix_vs8
project file in /src/C++/ and then I add QuickfixPython.cpp and
QuickfixPython.h files into the project. Then I configured the project to
DLL project and edit "_quickfix.pyd" as an output file. This was done
following the example here
http://docs.python.org/extending/windows.html#a-cookbook-approach
Then I ran through a bunch of errors as like this
###
1>.\QuickfixPython.cpp(3877) : fatal error C1083: Cannot open include file:
'config.h': No such file or directory
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(834) :
error C2065: 'T' : undeclared identifier
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(881) :
error C2061: syntax error : identifier 'T'
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(837) :
error C2065: 'T' : undeclared identifier
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(884) :
error C2065: 'ppT' : undeclared identifier
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(886) :
error C2065: 'ppT' : undeclared identifier
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(902) :
error C2065: 'T' : undeclared identifier
1>C:\Program Files\Microsoft Visual Studio 9.0\VC\include\atlbase.h(910) :
error C2065: 'T' : undeclared identifier
###
Note that I copy all "atl*.h" (which was missing in visual studio 9.0
that I am using) from Microsoft platform SDK for windows server 2003 R2
(free packages from microsoft). However, I can not find "config.h" though.
Is there any method that is easier than this or anyone has a solution or
have successfully built it before please help me. I am very newbie to c++
code and do not quite understand the error message as it produced like
above.
Thank you very much.
Best regards,
Aonlazio
|
|
From: aonlazio <aon...@fo...> - 2009-03-31 08:10:31
|
Hi,
I am also facing the same problem. Seem like it has something to do with
SWIG, the tool to make extension of python from c++. However, I still do not
know how to use it. You have any update?
Aonlazio
Jason Bowsher wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi All I would like to test quickfix with python. However the
> quickfix.py file will not run as it complains: import _quickfix
>
> ImportError: No module named _quickfix
>
> I ssume that this is becuase it can not find _quickfix.pyd. I see this
> is not in the compiled release and that it is necessary to compile
> QuickfixPython.cpp to create it.
>
> However I find this will not compile on Visual Studio as it can not find
> the config.h file. If I create the config.h containing for example
>
> #define HAVE_MSSQL 1
>
> The project will still not install, having many errors such as:
>
> error C2440: 'initializing' : cannot convert from 'const char *' to 'char
> *'
>
> If I try and use the automake in Cygwin it syas can not find
> configuation.in for example.
>
> Does anyone have a precompiled ~_quickfix.pyd or are there any documents
> on how to create it assuming my assumptions above are correct.
>
> Jason
>
>
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>
> ------------------------------------------------------------------------------
> 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
>
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View this message in context: http://www.nabble.com/Quickfix-python-configuration-tp22412913p22764960.html
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From: Vincent P. <vpr...@ph...> - 2009-03-21 07:14:52
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I'm trying to send an ExecutionReport message back to the user client, and the messages are rejected … Tag appears more than once. The problem seems to occur when I try to add more than one leg to the ExecutionReport message. Is this NOT allowed? Am I supposed to send one ExecutionReport message for each leg? I'm using the same code to add multiple legs to a NewOrderMultileg message and that works just fine!! -- Vincent <20090321-07:13:20, FIX.4.4:SELLER->PWG, incoming> (8=FIX. 4.49=52935=834=249=PWG52=20090321-07:13:20.50856=SELLER1=39156=95079.735 793678411=114=017=131=95079.735793678432=037=138=039=040=154=255=CA64=F1 150=0151=0526=4370555=5600=BHKP610=F1612=84.0187717154709624=2687=0566=9 5079.7357936784600=CA610=F1612=84.0187717154709624=2687=0566=95079.73579 36784600=CH610=F1612=84.0187717154709624=2687=0566=95079.7357936784600=C U610=F1612=84.0187717154709624=2687=0566=95079.7357936784600=EUR/ BRL610=F1612=84.0187717154709624=2687=0566=95079.735793678410=241) <20090321-07:13:20, FIX.4.4:SELLER->PWG, event> (Message 2 Rejected: Tag appears more than once:566) |
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From: Brian E. <azz...@ya...> - 2009-03-20 12:20:08
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That configuration doesn't give you five weekday sessions, each from 01:30 - 22:30; it gives you one week-long session, from Monday at 01:30 through Friday at 22:30. QuickFIX session time management is pretty confusing - one of those things that should probably be changed. What you need instead are five separate configuration entries, each with a StartTime of 01:30 and an EndTime of 22:30, that are otherwise identical with the exception of the SessionQualifier, StartDay and EndDay, each of which you should probably set to 'Monday', 'Tuesday', 'Wednesday', 'Thursday' and 'Friday'. This will give you five different sessions, each for a different day. - Brian Erst Thynk Software, Inc. ________________________________ From: Julian <jul...@pr...> To: or...@qu...; qui...@li...; qui...@li... Cc: tv...@pr... Sent: Friday, March 20, 2009 6:52:05 AM Subject: [Quickfix-developers] Connection after EndTime QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html I have this parameters on the settings file: StartTime=01:30:00 StartDay=monday EndDay=friday EndTime=22:30:00 And I see this on my log file: 20090317-22:31:56 : Received logout request 20090317-22:31:56 : Sending logout response 20090317-22:31:56 : Disconnecting 20090317-22:32:07 : Connecting to XXX.X.X.X on port XXXX 20090317-22:32:07 : Initiated logon request 20090317-22:32:07 : Socket Error: An existing connection was forcibly closed by the remote host. 20090317-22:32:07 : Disconnecting … And a message log: 8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:32:07.898 […] 8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:32:37.883 […] 8=FIX.4.4_9=103_35=A_34=1_49=5297_52=20090317-22:33:07.882 […] … QF attempts to reconnect for a while and then it give up… (not on a particular time). And it doesn’t start any more, not even at 1:30 as it should. 1) Why it doesn’t respect the EndTime = 22:30? Is the UTC time of the settings the same as the time it logs in the files? 2) Why doesn’t it reconnects any more? Perhaps I’m misunderstanding how does this parameters work, I’m specting to have a daily session from 1:30 UTC to 22:30 UTC from Monday to Friday. Thanks, Julián Mendiola | PSF Developer Leader http://www.prosoftwarefactory.com.ar |
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From: Andrew C. <And...@Tw...> - 2009-03-18 21:17:14
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I working with another vendor and we are seeing some interesting behavior that maybe someone can shed some light on. I'm using the latest C++ version (initiator), they the latest QuickFix/J version (acceptor) We are having issues connecting at times and what I see in my logs (but he doesn't see in his logs) is a response to my logon message with a logout with field tag 58 = Invalid TargetCompId BBBBB. 8=FIX.4.2 9=70 35=A 34=2 49=AAAAA 52=20090318-20:29:19.868 56=BBBBBB 98=0108=60 10=123 8=FIX.4.2 9=91 35=5 34=1 49=BBBBBB 52=20090318-20:29:20.218 56=AAAAAA 58=Invalid TargetCompId BBBBBB 10=201 Now what's interesting is that if he "disables" the session on his side for me we see the same message (field tag 58 = Invalid TargetCompId BBBBb) so what I'm thinking is that QuickFix automatically generates the logout message for him since on his side he doesn't have a valid session set-up. Does that make sense? Does QuickFix/J automatically generate with logout response if he hasn't set-up a valid session for me on his side ? Andrew Culross Direct +1 (914) 220-8849 <http://www.twofour.com/emaildisclaimer.aspx> http://www.twofour.com/emaildisclaimer.aspx |
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From: Alexey Z. <ale...@in...> - 2009-03-17 14:23:05
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It looks like bug tracker is alive again. Let's collect all issues into it! |
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From: Mr G <zip...@ya...> - 2009-03-16 16:18:10
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for some reason, QucikFix.org requires the user to compile and generate the two required DLLs for .Net application. why not just let the zip file to install QuickFIX and generate the required DLLs automatically? i am using C# in .Net environment. can someone provide all the necessary DLLs and/or file to use QuickFix? thank you very much George |
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From: Andrew C. <And...@Tw...> - 2009-03-15 22:14:44
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Yep, exactly. If you dont have an active session define for Sat and Sun nothing will run. The SessionQualifier differentiates the different daily sessions. Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Sunday, March 15, 2009 3:29 PM To: qui...@li... Subject: Re: [Quickfix-developers] Session breaks Hi Andrew, Im not quite sure I understand. I use the SessionQualifier to e.g. differentiate between a Quote and a Trade session on the same connection. How will the approach below ensure automatic handling? Will that simply happen, if I do not have a [SESSION] for Saturday and Sunday? But why do I then need to use the SessionQualifier at all? Thank you. Karsten From: Andrew Culross [mailto:And...@Tw...] Sent: Friday, March 13, 2009 16:57 To: Karsten Strøbæk; qui...@li... Subject: RE: [Quickfix-developers] Session breaks Sure, chain the sessions and use the SessionQualifier something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Karsten S. <ks...@cf...> - 2009-03-15 19:29:42
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Hi Andrew, I'm not quite sure I understand. I use the SessionQualifier to e.g. differentiate between a Quote and a Trade session on the same connection. How will the approach below ensure automatic handling? Will that simply happen, if I do not have a [SESSION] for Saturday and Sunday? But why do I then need to use the SessionQualifier at all? Thank you. Karsten From: Andrew Culross [mailto:And...@Tw...] Sent: Friday, March 13, 2009 16:57 To: Karsten Strøbæk; qui...@li... Subject: RE: [Quickfix-developers] Session breaks Sure, chain the sessions and use the SessionQualifier - something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Malinka R. <ael...@gm...> - 2009-03-13 16:23:02
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http://quickfixengine.org/quickfix/doc/html/configuration.html StartTime, EndTime, StartDay, EndDay, all need to be in GMT but should do exactly what you're looking for On Fri, Mar 13, 2009 at 10:14, Karsten Strøbæk <ks...@cf...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi, > > Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? > > Karsten > > > NOTICE TO RECIPIENT > The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. > > Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. > > DISCLAIMER > None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. > > > ------------------------------------------------------------------------------ > Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are > powering Web 2.0 with engaging, cross-platform capabilities. Quickly and > easily build your RIAs with Flex Builder, the Eclipse(TM)based development > software that enables intelligent coding and step-through debugging. > Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > |
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From: Andrew C. <And...@Tw...> - 2009-03-13 15:57:38
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Sure, chain the sessions and use the SessionQualifier something like the below [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=TUESDAY StartDay=mo StartTime=22:15:00 EndTime=22:10:00 EndDay=tu [SESSION] BeginString=FIX.4.2 SenderCompID=XXXXX TargetCompID=YYYYY SocketConnectPort=ZZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=WEDNESDAY StartDay=tu StartTime=22:15:00 EndTime=22:10:00 EndDay=we [SESSION] BeginString=FIX.4.2 SenderCompID=XXXX TargetCompID=YYYYY SocketConnectPort=ZZZZ UseDataDictionary=Y DataDictionary=FIX42.xml SessionQualifier=THURSDAY StartDay=we StartTime=22:15:00 EndTime=22:10:00 EndDay=th <blah blah blah> Andrew Culross Direct +1 (914) 220-8849 <http://www.twofour.com/emaildisclaimer.aspx> http://www.twofour.com/emaildisclaimer.aspx From: Karsten Strøbæk [mailto:ks...@cf...] Sent: Friday, March 13, 2009 10:14 AM To: qui...@li... Subject: [Quickfix-developers] Session breaks Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Karsten S. <ks...@cf...> - 2009-03-13 14:14:46
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Hi, Is it possible to have a daily break, e.g. between 17:00 and 17:15 and have the session stop over the weekend as well, e.g. from Friday evening until Sunday evening? Karsten NOTICE TO RECIPIENT The information in this email and any attachments may contain confidential and/or privileged information. It is intended solely for the addressee(s). If you are not the intended addressee, please notify the sender immediately (and destroy this email and any attachments from all computers). Any review, copying, redistribution in whole or in parts of this email or its attachments or any other action in reliance to this email or its attachments is strictly prohibited. Email transmission security and error-free status cannot be guaranteed as information could be intercepted, corrupted, destroyed, delayed, incomplete or contain viruses. The sender therefore does not accept any liability for any errors or omissions in the contents of this email or its attachments which may arise as a result of email transmission. DISCLAIMER None of the information contained herein constitute an offer to purchase or sell a financial instrument or to make any investments. Margined currency trading is one of the riskiest forms of investments available on the financial markets and is only suitable for sophisticated individuals and institutions. No representation is being made that any account will or is likely to achieve profits or losses, and CFH Markets Ltd and any of its group companies assumes no liability to the accurateness of the information herein, nor for any loss arising from any investment based on this email and/or any attachments. |
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From: Gyulai J. <jo...@ba...> - 2009-03-12 14:21:51
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Hi Everybody,
how can I use FIX Explorer with quickfix?
How can I generate datadictionary file via FIX Explorer?
FIX Explorer
Version 1.0.0-SNAPSHOT
Copyright LaSalle Technology Group, 2008
--
József GYULAI
Developer, CD
**
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From: Michael F. <mic...@gm...> - 2009-03-12 11:57:10
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Hi Oren (and other), I would like to add my voice behind a clean install of a 64-bit version (as put forward by cre...@ma...) - especially for us *nix users. I too get the following errors when compiling Quickfix with Python (same as qui...@se...) : > QuickfixPython.cpp: In function 'int SWIG_Python_ConvertFunctionPtr > (PyObject*, void**, swig_type_info*)': > QuickfixPython.cpp:2052: error: invalid conversion from 'const char*' > to 'char*' and there is a reason I want to compile in the Python API... my C/C++ isn't too strong anymore. I have added this under the new Sourceforge bugtracking as a bug. Michael On Mon, Mar 9, 2009 at 6:08 PM, Chuck Remes <cre...@ma...> wrote: > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > On Mar 6, 2009, at 12:47 PM, or...@qu... wrote: > > > Hold on guys. We are still alive over here. I know that's it's > > been a > > while and I've neglected things for a bit. I really would like to > > avoid > > a fork, that would be messy. I think we need to talk about what the > > core issues that need to be addressed with the project and move > > forward > > from there. > > > > --oren > > Oren, > > I'll take a first stab at listing a few things that I think are > important to this list. Hopefully others will chime in. > > 1. A release that builds cleanly under 64-bit OS. > > 2. A release that builds cleanly on Debian, FreeBSD and OSX. These > build issues *may* be related to gcc 4.3.x. Past emails to this list > indicate there may have been patches submitted for these issues. > > 3. Some members of this list may deserve commit rights. A move from > svn to git may streamline this a bit if you prefer to avoid giving > "strangers" commit rights to the svn repository. With git, everyone's > local repository is effectively a fork that can submit patches upstream. > > cr > > > > ------------------------------------------------------------------------------ > 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 > |
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From: <or...@qu...> - 2009-03-10 22:15:49
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Ok. I've read everyone's comments and will be addressing each one of them in a single email shortly. I agree that we badly need to get back in the bugtracking business. I've set up the sourceforge bugtracker. You will be required to have a sourceforge logon in order to make submissions. This should help with a lot of the security issues we have had in the past. You can click on the bugtracker link at quickfixengine.org or just go here: https://sourceforge.net/tracker2/?group_id=37535. I've setup separate repositories for bugs, feature requests, and patch submissions. Please add the suggestions you have given to the appropriate place. --oren |
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