quickfix-developers — QuickFIX developers forum

[Quickfix-developers] Moving QuickFix to production computer from development computer

[Douglas L. <do...@tr...>]

I am developing a quickfix client in VB.NET 2005 with XP professional 
operating system. All is going good and I want to move the Fix client 
application to a Windows 2003 server.
The application immediately generates the following error (taken from 
event viewer);
EventType clr20r3, P1 rjoquickfixclient.exe, P2 1.0.0.0, P3 496263bf,
P4 rjoquickfixclient, P5 1.0.0.0, P6 496263bf, P7 e, P8 e9, P9 
system.invalidoperationexception, P10 NIL.


I've copied all of the libraries and dll's to the application directory. 
I even made sure that the libraries we're all in the same path as on the 
development machine. I have several web and windows applications running 
from this same computer and everthing works great so I'm missing 
something concerning what quick libraries I need or need to be registered.

Do you have any answers for me?

Thanks
Doug Lewis

Re: [Quickfix-developers] banzai (tradeclient_gui)

[GB-1 <gb...@ti...>]

Hi,
I have had the same problem.
I explain you how I have fixed it:


1- I have uncommented #define HAVE_JAVA  and I have recompiled/relinked all
.net and c++ quickfix projects (use search files to identify the *.h file...
I do not remember exactly)
2- I have rebuild JAVA (build_java) and all other samples
3- In the BANZAI.JAVA I have changed LoadLibrary with Load (just because
LoadlIbrary have cretated me problems!!)
        //System.loadLibrary("quickfix_jni");
        System.load("D:/download/fix/quickfix/lib/debug/quickfix_jni.dll");
4- I have Changed this line too:
            new SessionSettings(new
FileInputStream("D:/download/fix/quickfix/bin/cfg/banzai.cfg"));
(just to go quickly!)

5-Run executor or order_match and then run BANZAI
or if you prefer
configure your FIX Adapter into banzai.cfg 

I hope this can help you
Bye
GB





Al Kurlansky wrote:
> 
> How do I step by step build and run this application in the windows
> xp/vs2005 environment?
> Any help would be appreciated.
> I can execute ordermatch by running run_ordermatch_debug.bat and executor
> by running run_executor_cpp_debug.bat. 
> Also, is there any documentation on how these 3 processes function with
> respect to one another? Once I get this third piece up and running I could
> probably figure it out but some documentation would be great.
> Thanks
> Al Kurlansky
> 
> 

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Re: [Quickfix-developers] unexplained logout

[ciju j. <jo...@oc...>]

On Mon, Dec 29, 2008 at 12:08 PM, Rick Lane <ric...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Greetings,
> I've experienced several unexplained logouts today and I'm hoping someone can help me diagnose the issue.  I noticed my FIX session was logging out, which usually means one of two things:
> 1) my computer's clock is not closely synch'ed enough to the exchange's (they have a minimum threshold and if you exceed this, they boot you off)
> 2) a too-low sequence number, though this never really happens in mid-session, only when I try to connect
> So I called the exchange to see what their explanation was for booting me and they said "we didn't boot you. you submitted a 35=5 (Logout) message."
> This was odd, the first time I'd had this behavior, so I decided to turn a FileLogFactory on to see if I could pinpoint why I was sending 35=5 messages, and these messages are not captured in the LogFactory.

I think you need to startup ethereal or some other packet sniffer to
see if you are really sending the logout messages. If the logs don't
show this, I would be very suspicious.

> So now I'm left with trying to determine what might case QuickFIX to issue a Logout.  My initial theories are strange holiday-schedule issues with respect to my Session settings, though I don't know why today would be any different than a normal "Monday" from QuickFIX's perspective.  The fact that the 35=5 messages aren't even logged doesn't help much.
> Anyone have any suggestions of where to look?

First  verify your side is sending the logout msgs.

Ciju

> Thanks,
> Rick
> ------------------------------------------------------------------------------
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] unexplained logout

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

Greetings,
I've experienced several unexplained logouts today and I'm hoping someone
can help me diagnose the issue.  I noticed my FIX session was logging out,
which usually means one of two things:

1) my computer's clock is not closely synch'ed enough to the exchange's
(they have a minimum threshold and if you exceed this, they boot you off)
2) a too-low sequence number, though this never really happens in
mid-session, only when I try to connect

So I called the exchange to see what their explanation was for booting me
and they said "we didn't boot you. you submitted a 35=5 (Logout) message."

This was odd, the first time I'd had this behavior, so I decided to turn a
FileLogFactory on to see if I could pinpoint why I was sending 35=5
messages, and these messages are not captured in the LogFactory.

So now I'm left with trying to determine what might case QuickFIX to issue a
Logout.  My initial theories are strange holiday-schedule issues with
respect to my Session settings, though I don't know why today would be any
different than a normal "Monday" from QuickFIX's perspective.  The fact that
the 35=5 messages aren't even logged doesn't help much.

Anyone have any suggestions of where to look?

Thanks,
Rick

[Quickfix-developers] WaitForSingleObject deadlock

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

while doing some improvements to one of our QF systems, i was running
into some deadlocks.  one group of which seem to be related to the
Windows API call to WaitForSingleObject as a thread join mechanism.
however for some reason in this situation, which is unfortunately
fairly complicated as I am attempting to extend the functionality of
another application by creating a DLL and implementing call backs for
the Application to call into and using an API to call into of the
applications, which requires that I use the Visual Studio 6 C/C++
compiler to create this DLL, it seems this call is not behaving itself
where instead of returning successfully when the thread function
returns, it's never returning when called with an INFINITE for the
timeout and returns with a timeout error when specified with a
timeout, even though the thread in question is returning (logged just
before return happens and same exact set of codes works where instead
of calling WaitForSingleObject instead at the end of the thread
function i set a flag to true signifying completion of thread and then
check that flag with a threaded sleep instead of calling
WaitForSingleObject).

The above solution of course was applied to my application side logic
where threading was used, however Quickfix is attempting to make use
of the same Windows API call in Utility.cpp in the thread_join
function which of course with the above situation is causing any calls
to thread_join to hang indefinitely.  Does anyone have any ideas why
this could be happening and a proper way to solve it?

Re: [Quickfix-developers] [Quickfix-users] TransactTime

[Vincent P. <vpr...@ph...>]

got it, nevermind.

On Dec 22, 2008, at 9:48 PM, Vincent Predoehl wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm having difficulty figuring out  how to set the field  
> FIX::TransactTime.  For example, the class NewOrderMultileg takes  
> it as a parameter to one of its constructors.
>
> A grep of the code reveals lines like these:
>
> FIELD_SET(*this, FIX::TransactTime);
> set(aTransactTime);
>
> but this isn't helping me much because I can't trace the macros  
> back with my vim editor.  It would be cool if someone could give me  
> the synopsis or the macro, whatever the case may be, that will  
> create the FIX::TransactTime object?
>
> -- 
> Vincent
>
>
>
> ---------------------------------------------------------------------- 
> --------
> _______________________________________________
> Quickfix-users mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-users

-- 
Vincent

[Quickfix-developers] TransactTime

[Vincent P. <vpr...@ph...>]

I'm having difficulty figuring out  how to set the field  
FIX::TransactTime.  For example, the class NewOrderMultileg takes it  
as a parameter to one of its constructors.

A grep of the code reveals lines like these:

FIELD_SET(*this, FIX::TransactTime);
set(aTransactTime);

but this isn't helping me much because I can't trace the macros back  
with my vim editor.  It would be cool if someone could give me the  
synopsis or the macro, whatever the case may be, that will create the  
FIX::TransactTime object?

-- 
Vincent

[Quickfix-developers] Quick Fix - Initiator Not releasing resources on exception

[Lloyd, R. <Rob...@st...>]

Hi All,
I am using the QuickFix engine in a C# windows service and building an
Initiator that restarts following any exceptions. I am testing this by
throwing exceptions within the Applications event handling methods.
Currently if I do this I get the exception I expect first time through
but then when I try and set up the Initiator again I get the following
exception:

Message = "Configuration failed: Could not open body file:
C:\\PROJECTS_DOTNET\\QuickFix
Service\\FixService\\files\\FIX.4.4-A-B.body"

Now I know the file exists as it works the first time and if I try and
open the file this is denied:

The process cannot access the file because it is being used by another
process.

Which leads me to believe that something is not releasing the resources
on this file. Is there a way I can manually free up the resources or
would something need to be altered within the QuickFix libraries
themselves? Or am I simply handling this in the wrong manner? I have
attached the method that handles this process below.

Thanks in advance
Rob


		
private void StartMorcomMonitor()
        {
            Initiator initiator = null;
            SessionSettings settings = null;
            FileStoreFactory storeFactory = null;
            Application application = null;
            ScreenLogFactory logFactory = null;
            MessageFactory messageFactory = null;

            try
            {
                String SettingsFilePath =
ConfigurationManager.AppSettings["SettingsFilePath"];
                settings = new SessionSettings(SettingsFilePath);
                application = new Application(); //main work handling
class
                storeFactory = new FileStoreFactory(settings);
                logFactory = new ScreenLogFactory(true, true, true);
                messageFactory = new DefaultMessageFactory();

                //create the Quickfix application
                initiator = 
                            new ThreadedSocketInitiator(application,
storeFactory, 
                                                        settings,
logFactory, messageFactory);
                initiator.start();

                //if service state has changed inform it support
                if (m_ConnectionsUp == false)
                {
                    m_ConnectionsUp = true;
                    Informer.SendEmail("Morcom service is available
again", false, true);
                }

                // Keep the Morcom monitor thread running until SCM
issues a stop request.
                while (m_StopRequested == false)
                {
                    Thread.Sleep(10000); //put this into the
configuration file once complete
                }

                try
                {
                    Informer.LogInformation("Morcom monitor thread
stopping");
                    initiator.stop();
                }
                catch (Exception e)
                {
                    //catch any exception caused on closedown so no
restart applied
                    string errorMessage = string.Concat("Morcom Monitor
caught exception on closedown", Environment.NewLine,
                                                e.GetType().FullName,
Environment.NewLine,
                                                e.Message,
Environment.NewLine,
                                                e.StackTrace);
                    Informer.LogError(errorMessage);
                }
            }
            catch (Exception e)
            {
                if (initiator != null)
                {
                    initiator.stop();
                }
                application = null;
                settings = null;
                initiator = null;
                GC.Collect();

                //log error
                string errorMessage = string.Concat("Morcom Monitor
caught exception", Environment.NewLine,
                                                e.GetType().FullName,
Environment.NewLine,
                                                e.Message,
Environment.NewLine,
                                                e.StackTrace);
                Informer.LogError(errorMessage);

                //sleep for one minute and restart - also put into
configuration file once complete
                Thread.Sleep(60000);
                StartMorcomMonitor();
            }
        }


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Re: [Quickfix-developers] Quickfix Executions

[ekaduki <ek...@gm...>]

Thanks!

Let me check that out.... I'm still feeling my way around FIX...


Malinka Rellikwodahs 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/receiving_messages.html
> 
> On Tue, Dec 16, 2008 at 04:24, ekaduki <ek...@gm...> wrote:
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> Hi guys,
>>
>> I am able to post orders to a FIX trading system. I however now want to
>> be
>> able to pull execution reports from it. What methods should i use to get
>> this, and what is the syntax? I'm using QuickFix 44 with VB.NET.
>>
>> Thanks
>> --
>> View this message in context:
>> http://www.nabble.com/Quickfix-Executions-tp21015492p21015492.html
>> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>>
>>
>> ------------------------------------------------------------------------------
>> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas,
>> Nevada.
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>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
> 
> ------------------------------------------------------------------------------
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> Nevada.
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> 
> 

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Re: [Quickfix-developers] Quickfix Executions

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

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

On Tue, Dec 16, 2008 at 04:24, ekaduki <ek...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hi guys,
>
> I am able to post orders to a FIX trading system. I however now want to be
> able to pull execution reports from it. What methods should i use to get
> this, and what is the syntax? I'm using QuickFix 44 with VB.NET.
>
> Thanks
> --
> View this message in context: http://www.nabble.com/Quickfix-Executions-tp21015492p21015492.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
>
>
> ------------------------------------------------------------------------------
> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
> The future of the web can't happen without you.  Join us at MIX09 to help
> pave the way to the Next Web now. Learn more and register at
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>

[Quickfix-developers] Exceptions in normal use

[Peter P. <pet...@ho...>]

I have changed the way that ThreadedSocketInitiator::getHost() always throws exceptions even when there is no real error (throwing exceptions in normal use is something that worries me).

If anyone is bored out there, can you see a problem with changing the standard code that looks like the following?

----- cut here ----

  try
  {
    std::stringstream hostStream;
    hostStream << SOCKET_CONNECT_HOST << num;
    address = d.getString( hostStream.str() );

    std::stringstream portStream;
    portStream << SOCKET_CONNECT_PORT << num;
    port = ( short ) d.getLong( portStream.str() );
  }
  catch ( ConfigError& )
  {
    num = 0;
    address = d.getString( SOCKET_CONNECT_HOST );
    port = ( short ) d.getLong( SOCKET_CONNECT_PORT );
  }

----- cut here ----



into this one (that doesn't throw an exception on every connection):

----- cut here ----



  std::stringstream hostStream, portStream;
  hostStream << SOCKET_CONNECT_HOST << num;
  portStream << SOCKET_CONNECT_PORT << num;

  if (d.has(hostStream.str()) && d.has(portStream.str()))
  {
     address = d.getString(hostStream.str());
     port = (short) d.getLong(portStream.str());
  }
  else
  {
     address = d.getString(SOCKET_CONNECT_HOST);
     port = (short) d.getLong(SOCKET_CONNECT_PORT);
     num = 0;
  }

----- cut here ----



I think the non-exception version behaves the same as the original, doesn't it?

Thanks,

Dan


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[Quickfix-developers] Quickfix Executions

[ekaduki <ek...@gm...>]

Hi guys,

I am able to post orders to a FIX trading system. I however now want to be
able to pull execution reports from it. What methods should i use to get
this, and what is the syntax? I'm using QuickFix 44 with VB.NET.

Thanks
-- 
View this message in context: http://www.nabble.com/Quickfix-Executions-tp21015492p21015492.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Ubuntu_Intrepid - Python - MySQL

[Christoffer R. <van...@gm...>]

Thanks a million, your fixes made the trick, a bit confused about the the
autoconf-part in configure.in, but

# ./bootstrap.sh
# ./configure
# make
# sudo make install

seems to have done something, at least the 'make' part took 5 mins and ran
without errors...

thanks!

2008/12/15 Balwinder S Dheeman <bdh...@gm...>

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> On 12/15/2008 04:58 AM, Christoffer Ramsden wrote:
> > Guess u've seen this qeustion a bunch of times now, been browsing
> > through earlier answers but cant figure it out...
> >
> > ./configure # works ok now, had a libxml2 problem before...
> >
> > ./configure --with-mysql=/usr/bin # error: unable to find
> > set_terminate in std or global namespace
> >
> > ./configure --with-python=/usr/include/
> > python2.5/pyconfig.h # same thing
> >
> > make # doesnt work at all, people here usually say: broken gcc, but
> > I've just done a: sudo aptitude install build-essential
> >
> > make  all-recursive
> > make[1]: Entering directory `/home/crn/Skrivbord/quickfix'
> > Making all in src
> > make[2]: Entering directory `/home/crn/Skrivbord/quickfix/src'
> > Making all in C++
> > make[3]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++'
> > Making all in test
> > make[4]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++/test'
> > if /bin/bash ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I.
> > -I. -I../../.. -I..    -g -O2 -Wall -ansi -Wpointer-arith
> > -Wwrite-strings      -I/usr/include/libxml2
> > -I/usr/include/python2.5/p  -O0 -g -MT FieldBaseTestCase.lo -MD -MP
> > -MF ".deps/FieldBaseTestCase.Tpo" \
> >       -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' ||
> > echo './'`FieldBaseTestCase.cpp; \
> >     then mv ".deps/FieldBaseTestCase.Tpo" ".deps/FieldBaseTestCase.Plo";
> \
> >     else rm -f ".deps/FieldBaseTestCase.Tpo"; exit 1; \
> >     fi
> >  g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -Wall -ansi
> > -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2
> > -I/usr/include/python2.5/p -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF
> > .deps/FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o
> > .libs/FieldBaseTestCase.o
> > In file included from ../FieldTypes.h:29,
> >                  from ../FieldConvertors.h:25,
> >                  from ../Field.h:32,
> >                  from FieldBaseTestCase.h:26,
> >                  from FieldBaseTestCase.cpp:27:
> > ../Utility.h:179: error: 'std::strcmp' has not been declared
> > ../Utility.h:181: error: 'std::strlen' has not been declared
> > ../Utility.h:184: error: 'std::memcpy' has not been declared
> > ../Utility.h:185: error: 'std::memset' has not been declared
> > ../Utility.h:189: error: 'std::strerror' has not been declared
> > In file included from ../FieldConvertors.h:26,
> >                  from ../Field.h:32,
> >                  from FieldBaseTestCase.h:26,
> >                  from FieldBaseTestCase.cpp:27:
> > ../Exceptions.h: In member function 'std::string
> > FIX::SocketException::errorToWhat()':
> > ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> > In file included from FieldBaseTestCase.h:26,
> >                  from FieldBaseTestCase.cpp:27:
> > ../Field.h: In member function 'void FIX::FieldBase::calculate() const':
> > ../Field.h:110: error: 'memcpy' was not declared in this scope
> > make[4]: *** [FieldBaseTestCase.lo] Error 1
> > make[4]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++/test'
> > make[3]: *** [all-recursive] Error 1
> > make[3]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++'
> > make[2]: *** [all-recursive] Error 1
> > make[2]: Leaving directory `/home/crn/Skrivbord/quickfix/src'
> > make[1]: *** [all-recursive] Error 1
> > make[1]: Leaving directory `/home/crn/Skrivbord/quickfix'
> > make: *** [all] Error 2
> >
> > Thankful for any help or suggestions on where to read about these
> > issues, thanks!
>
> You guessed it, it is g++/gcc issue; try reading the
> http://gcc.gnu.org/gcc-4.3/porting_to.html if you are using gcc-4.3 or
> something like that.
>
> Or better have a look at
> http://cto.homelinux.net/git?p=quickfix.git;a=summary
> You might want give
>
> http://cto.homelinux.net/git?p=quickfix.git;a=snapshot;h=ca13938f3d329982592d9c96854d3966e4956fbe;sf=tgz
> also a whirl.
>
> Hope that helps :)
>
> --
> Dr Balwinder S "bsd" Dheeman          Registered Linux User: #229709
> Anu'z Linux@HOME (Unix Shoppe)        Machines: #168573, 170593, 259192
> Chandigarh, UT, 160062, India         Gentoo, Fedora, Debian/FreeBSD/XP
> Home: http://cto.homelinux.net/~bsd/ <http://cto.homelinux.net/%7Ebsd/> Visit:
> http://counter.li.org/
>
>
>
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>

Re: [Quickfix-developers] Ubuntu_Intrepid - Python - MySQL

[Balwinder S D. <bdh...@gm...>]

On 12/15/2008 04:58 AM, Christoffer Ramsden wrote:
> Guess u've seen this qeustion a bunch of times now, been browsing 
> through earlier answers but cant figure it out...
>
> ./configure # works ok now, had a libxml2 problem before...
>
> ./configure --with-mysql=/usr/bin # error: unable to find 
> set_terminate in std or global namespace
>
> ./configure --with-python=/usr/include/
> python2.5/pyconfig.h # same thing
>
> make # doesnt work at all, people here usually say: broken gcc, but 
> I've just done a: sudo aptitude install build-essential
>
> make  all-recursive
> make[1]: Entering directory `/home/crn/Skrivbord/quickfix'
> Making all in src
> make[2]: Entering directory `/home/crn/Skrivbord/quickfix/src'
> Making all in C++
> make[3]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++'
> Making all in test
> make[4]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++/test'
> if /bin/bash ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. 
> -I. -I../../.. -I..    -g -O2 -Wall -ansi -Wpointer-arith 
> -Wwrite-strings      -I/usr/include/libxml2  
> -I/usr/include/python2.5/p  -O0 -g -MT FieldBaseTestCase.lo -MD -MP 
> -MF ".deps/FieldBaseTestCase.Tpo" \
>       -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' || 
> echo './'`FieldBaseTestCase.cpp; \
>     then mv ".deps/FieldBaseTestCase.Tpo" ".deps/FieldBaseTestCase.Plo"; \
>     else rm -f ".deps/FieldBaseTestCase.Tpo"; exit 1; \
>     fi
>  g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -Wall -ansi 
> -Wpointer-arith -Wwrite-strings -I/usr/include/libxml2 
> -I/usr/include/python2.5/p -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF 
> .deps/FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o 
> .libs/FieldBaseTestCase.o
> In file included from ../FieldTypes.h:29,
>                  from ../FieldConvertors.h:25,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Utility.h:179: error: 'std::strcmp' has not been declared
> ../Utility.h:181: error: 'std::strlen' has not been declared
> ../Utility.h:184: error: 'std::memcpy' has not been declared
> ../Utility.h:185: error: 'std::memset' has not been declared
> ../Utility.h:189: error: 'std::strerror' has not been declared
> In file included from ../FieldConvertors.h:26,
>                  from ../Field.h:32,
>                  from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Exceptions.h: In member function 'std::string 
> FIX::SocketException::errorToWhat()':
> ../Exceptions.h:253: error: 'strerror' was not declared in this scope
> In file included from FieldBaseTestCase.h:26,
>                  from FieldBaseTestCase.cpp:27:
> ../Field.h: In member function 'void FIX::FieldBase::calculate() const':
> ../Field.h:110: error: 'memcpy' was not declared in this scope
> make[4]: *** [FieldBaseTestCase.lo] Error 1
> make[4]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++/test'
> make[3]: *** [all-recursive] Error 1
> make[3]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++'
> make[2]: *** [all-recursive] Error 1
> make[2]: Leaving directory `/home/crn/Skrivbord/quickfix/src'
> make[1]: *** [all-recursive] Error 1
> make[1]: Leaving directory `/home/crn/Skrivbord/quickfix'
> make: *** [all] Error 2
>
> Thankful for any help or suggestions on where to read about these 
> issues, thanks!

You guessed it, it is g++/gcc issue; try reading the 
http://gcc.gnu.org/gcc-4.3/porting_to.html if you are using gcc-4.3 or 
something like that.

Or better have a look at 
http://cto.homelinux.net/git?p=quickfix.git;a=summary
You might want give 
http://cto.homelinux.net/git?p=quickfix.git;a=snapshot;h=ca13938f3d329982592d9c96854d3966e4956fbe;sf=tgz 
also a whirl.

Hope that helps :)

-- 
Dr Balwinder S "bsd" Dheeman          Registered Linux User: #229709
Anu'z Linux@HOME (Unix Shoppe)        Machines: #168573, 170593, 259192
Chandigarh, UT, 160062, India         Gentoo, Fedora, Debian/FreeBSD/XP
Home: http://cto.homelinux.net/~bsd/  Visit: http://counter.li.org/

[Quickfix-developers] Ubuntu_Intrepid - Python - MySQL

[Christoffer R. <van...@gm...>]

Guess u've seen this qeustion a bunch of times now, been browsing through
earlier answers but cant figure it out...

./configure # works ok now, had a libxml2 problem before...

./configure --with-mysql=/usr/bin # error: unable to find set_terminate in
std or global namespace

./configure --with-python=/usr/include/python2.5/pyconfig.h # same thing

make # doesnt work at all, people here usually say: broken gcc, but I've
just done a: sudo aptitude install build-essential

make  all-recursive
make[1]: Entering directory `/home/crn/Skrivbord/quickfix'
Making all in src
make[2]: Entering directory `/home/crn/Skrivbord/quickfix/src'
Making all in C++
make[3]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++'
Making all in test
make[4]: Entering directory `/home/crn/Skrivbord/quickfix/src/C++/test'
if /bin/bash ../../../libtool --mode=compile g++ -DHAVE_CONFIG_H -I. -I.
-I../../.. -I..    -g -O2 -Wall -ansi -Wpointer-arith -Wwrite-strings
-I/usr/include/libxml2  -I/usr/include/python2.5/p  -O0 -g -MT
FieldBaseTestCase.lo -MD -MP -MF ".deps/FieldBaseTestCase.Tpo" \
      -c -o FieldBaseTestCase.lo `test -f 'FieldBaseTestCase.cpp' || echo
'./'`FieldBaseTestCase.cpp; \
    then mv ".deps/FieldBaseTestCase.Tpo" ".deps/FieldBaseTestCase.Plo"; \
    else rm -f ".deps/FieldBaseTestCase.Tpo"; exit 1; \
    fi
 g++ -DHAVE_CONFIG_H -I. -I. -I../../.. -I.. -g -O2 -Wall -ansi
-Wpointer-arith -Wwrite-strings -I/usr/include/libxml2
-I/usr/include/python2.5/p -O0 -g -MT FieldBaseTestCase.lo -MD -MP -MF
.deps/FieldBaseTestCase.Tpo -c FieldBaseTestCase.cpp  -fPIC -DPIC -o
.libs/FieldBaseTestCase.o
In file included from ../FieldTypes.h:29,
                 from ../FieldConvertors.h:25,
                 from ../Field.h:32,
                 from FieldBaseTestCase.h:26,
                 from FieldBaseTestCase.cpp:27:
../Utility.h:179: error: 'std::strcmp' has not been declared
../Utility.h:181: error: 'std::strlen' has not been declared
../Utility.h:184: error: 'std::memcpy' has not been declared
../Utility.h:185: error: 'std::memset' has not been declared
../Utility.h:189: error: 'std::strerror' has not been declared
In file included from ../FieldConvertors.h:26,
                 from ../Field.h:32,
                 from FieldBaseTestCase.h:26,
                 from FieldBaseTestCase.cpp:27:
../Exceptions.h: In member function 'std::string
FIX::SocketException::errorToWhat()':
../Exceptions.h:253: error: 'strerror' was not declared in this scope
In file included from FieldBaseTestCase.h:26,
                 from FieldBaseTestCase.cpp:27:
../Field.h: In member function 'void FIX::FieldBase::calculate() const':
../Field.h:110: error: 'memcpy' was not declared in this scope
make[4]: *** [FieldBaseTestCase.lo] Error 1
make[4]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++/test'
make[3]: *** [all-recursive] Error 1
make[3]: Leaving directory `/home/crn/Skrivbord/quickfix/src/C++'
make[2]: *** [all-recursive] Error 1
make[2]: Leaving directory `/home/crn/Skrivbord/quickfix/src'
make[1]: *** [all-recursive] Error 1
make[1]: Leaving directory `/home/crn/Skrivbord/quickfix'
make: *** [all] Error 2

Thankful for any help or suggestions on where to read about these issues,
thanks!

Re: [Quickfix-developers] initiator FixApp message problem

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

depends on the reject

On Fri, Dec 12, 2008 at 12:53, Douglas Lewis <do...@tr...> wrote:
> Thanks,
> What session setting would affect this?
>
>
> Malinka Rellikwodahs wrote:
>
> If you are not receiving the message in fromApp/fromAdmin without any
> handling then there is something structurally wrong with the message
> you are recieving according to QF check any rejects you are receiving
> and check your SessionSettings and DataDictionary again
>
> On Fri, Dec 12, 2008 at 12:19, Douglas Lewis <do...@tr...>
> wrote:
>
>
> You know I had that undefined problem with the on message code so I'm just
> printing out the messages (no special handling) in the fromApp method. That
> message is not getting there at all. But I can see it coming into Quick Fix
> in the message log.
>
> Right now I'm just sending a status request for cancel or replace reject
> messages, THEN I get the report. I would rather not handle rejects this way
>
>
>
> Malinka Rellikwodahs wrote:
>
> most likely there is something missing from the CancelReject (35=9)
> that's optionally required and you're trying to read it without
> checking if it's there (in which case QF assumes it's supposed to be
> throws a FieldNotFound exception then the code just above your
> application::onMessage catches the exception and send a reject to the
> other side saying conditionally required field missing) OR something
> is wrong with the message structurally compare the incoming
> CancelReject to your Dictionary file (xml) and also look for any
> rejects in the logs coming from your side of the connection
>
> On Fri, Dec 12, 2008 at 08:16, Douglas Lewis <do...@tr...>
> wrote:
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm testing an order cancel request for an order that has already been
> canceled. I get a msgtype=3 message but I never get an msgtype=9. The
> msgtype=3 isn't enough as the text field contains a fix undefined
> message. The interesting thing is that I see the msgtype=9 was received
> by quickfix as it is in the messages log. Why would quick fix not pass
> this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin,
> or fromApp)?
>
> Thanks
>
> ------------------------------------------------------------------------------
> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
> The future of the web can't happen without you.  Join us at MIX09 to help
> pave the way to the Next Web now. Learn more and register at
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>
>
>
>
>

Re: [Quickfix-developers] initiator FixApp message problem

[Douglas L. <do...@tr...>]

Thanks,
What session setting would affect this?


Malinka Rellikwodahs wrote:
> If you are not receiving the message in fromApp/fromAdmin without any
> handling then there is something structurally wrong with the message
> you are recieving according to QF check any rejects you are receiving
> and check your SessionSettings and DataDictionary again
>
> On Fri, Dec 12, 2008 at 12:19, Douglas Lewis <do...@tr...> wrote:
>   
>> You know I had that undefined problem with the on message code so I'm just
>> printing out the messages (no special handling) in the fromApp method. That
>> message is not getting there at all. But I can see it coming into Quick Fix
>> in the message log.
>>
>> Right now I'm just sending a status request for cancel or replace reject
>> messages, THEN I get the report. I would rather not handle rejects this way
>>
>>
>>
>> Malinka Rellikwodahs wrote:
>>
>> most likely there is something missing from the CancelReject (35=9)
>> that's optionally required and you're trying to read it without
>> checking if it's there (in which case QF assumes it's supposed to be
>> throws a FieldNotFound exception then the code just above your
>> application::onMessage catches the exception and send a reject to the
>> other side saying conditionally required field missing) OR something
>> is wrong with the message structurally compare the incoming
>> CancelReject to your Dictionary file (xml) and also look for any
>> rejects in the logs coming from your side of the connection
>>
>> On Fri, Dec 12, 2008 at 08:16, Douglas Lewis <do...@tr...>
>> wrote:
>>
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I'm testing an order cancel request for an order that has already been
>> canceled. I get a msgtype=3 message but I never get an msgtype=9. The
>> msgtype=3 isn't enough as the text field contains a fix undefined
>> message. The interesting thing is that I see the msgtype=9 was received
>> by quickfix as it is in the messages log. Why would quick fix not pass
>> this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin,
>> or fromApp)?
>>
>> Thanks
>>
>> ------------------------------------------------------------------------------
>> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
>> The future of the web can't happen without you.  Join us at MIX09 to help
>> pave the way to the Next Web now. Learn more and register at
>> http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>
>>
>>
>>
>>     
>
>   

Re: [Quickfix-developers] initiator FixApp message problem

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

If you are not receiving the message in fromApp/fromAdmin without any
handling then there is something structurally wrong with the message
you are recieving according to QF check any rejects you are receiving
and check your SessionSettings and DataDictionary again

On Fri, Dec 12, 2008 at 12:19, Douglas Lewis <do...@tr...> wrote:
> You know I had that undefined problem with the on message code so I'm just
> printing out the messages (no special handling) in the fromApp method. That
> message is not getting there at all. But I can see it coming into Quick Fix
> in the message log.
>
> Right now I'm just sending a status request for cancel or replace reject
> messages, THEN I get the report. I would rather not handle rejects this way
>
>
>
> Malinka Rellikwodahs wrote:
>
> most likely there is something missing from the CancelReject (35=9)
> that's optionally required and you're trying to read it without
> checking if it's there (in which case QF assumes it's supposed to be
> throws a FieldNotFound exception then the code just above your
> application::onMessage catches the exception and send a reject to the
> other side saying conditionally required field missing) OR something
> is wrong with the message structurally compare the incoming
> CancelReject to your Dictionary file (xml) and also look for any
> rejects in the logs coming from your side of the connection
>
> On Fri, Dec 12, 2008 at 08:16, Douglas Lewis <do...@tr...>
> wrote:
>
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm testing an order cancel request for an order that has already been
> canceled. I get a msgtype=3 message but I never get an msgtype=9. The
> msgtype=3 isn't enough as the text field contains a fix undefined
> message. The interesting thing is that I see the msgtype=9 was received
> by quickfix as it is in the messages log. Why would quick fix not pass
> this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin,
> or fromApp)?
>
> Thanks
>
> ------------------------------------------------------------------------------
> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
> The future of the web can't happen without you.  Join us at MIX09 to help
> pave the way to the Next Web now. Learn more and register at
> http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
>
>
>

Re: [Quickfix-developers] initiator FixApp message problem

[Douglas L. <do...@tr...>]

You know I had that undefined problem with the on message code so I'm 
just printing out the messages (no special handling) in the fromApp 
method. That message is not getting there at all. But I can see it 
coming into Quick Fix in the message log.

Right now I'm just sending a status request for cancel or replace reject 
messages, THEN I get the report. I would rather not handle rejects this way



Malinka Rellikwodahs wrote:
> most likely there is something missing from the CancelReject (35=9)
> that's optionally required and you're trying to read it without
> checking if it's there (in which case QF assumes it's supposed to be
> throws a FieldNotFound exception then the code just above your
> application::onMessage catches the exception and send a reject to the
> other side saying conditionally required field missing) OR something
> is wrong with the message structurally compare the incoming
> CancelReject to your Dictionary file (xml) and also look for any
> rejects in the logs coming from your side of the connection
>
> On Fri, Dec 12, 2008 at 08:16, Douglas Lewis <do...@tr...> wrote:
>   
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> I'm testing an order cancel request for an order that has already been
>> canceled. I get a msgtype=3 message but I never get an msgtype=9. The
>> msgtype=3 isn't enough as the text field contains a fix undefined
>> message. The interesting thing is that I see the msgtype=9 was received
>> by quickfix as it is in the messages log. Why would quick fix not pass
>> this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin,
>> or fromApp)?
>>
>> Thanks
>>
>> ------------------------------------------------------------------------------
>> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
>> The future of the web can't happen without you.  Join us at MIX09 to help
>> pave the way to the Next Web now. Learn more and register at
>> http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>>     
>
>   

Re: [Quickfix-developers] initiator FixApp message problem

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

most likely there is something missing from the CancelReject (35=9)
that's optionally required and you're trying to read it without
checking if it's there (in which case QF assumes it's supposed to be
throws a FieldNotFound exception then the code just above your
application::onMessage catches the exception and send a reject to the
other side saying conditionally required field missing) OR something
is wrong with the message structurally compare the incoming
CancelReject to your Dictionary file (xml) and also look for any
rejects in the logs coming from your side of the connection

On Fri, Dec 12, 2008 at 08:16, Douglas Lewis <do...@tr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> I'm testing an order cancel request for an order that has already been
> canceled. I get a msgtype=3 message but I never get an msgtype=9. The
> msgtype=3 isn't enough as the text field contains a fix undefined
> message. The interesting thing is that I see the msgtype=9 was received
> by quickfix as it is in the messages log. Why would quick fix not pass
> this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin,
> or fromApp)?
>
> Thanks
>
> ------------------------------------------------------------------------------
> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
> The future of the web can't happen without you.  Join us at MIX09 to help
> pave the way to the Next Web now. Learn more and register at
> http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>

[Quickfix-developers] initiator FixApp message problem

[Douglas L. <do...@tr...>]

I'm testing an order cancel request for an order that has already been 
canceled. I get a msgtype=3 message but I never get an msgtype=9. The 
msgtype=3 isn't enough as the text field contains a fix undefined 
message. The interesting thing is that I see the msgtype=9 was received 
by quickfix as it is in the messages log. Why would quick fix not pass 
this message along to any of the FIXAPP events (toAdmin,toApp,fromAdmin, 
or fromApp)?

Thanks

[Quickfix-developers] QuickFIX contribution

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

The company I work for, OCI, supports several customers who are using 
QuickFIX/C++. Since the 1.12.4 release came out in September, 2006 there 
has been a lot of work done to the repository.  In addition, as Ciju 
John reported on November 20, we have created a 64 bit build that is in 
operation appears to be working well. 

We would like to get the 64 bit changes into the repository, and to get 
all the improvements since 1.12.4 packaged into a formal release.  We 
are be willing (and able) to do the work necessary to test and package a 
new release of QuickFIX.  Unfortunately I haven't heard anything from 
Oren recently.  If Oren is unavailable, who should we talk to about 
becoming active contributors to QuickFIX and helping to package a new 
release?

Dale
>
> Dale Wilson
> Principal Software Engineer
> Object Computing, Inc.
> wi...@oc...
>
>
>
   

Re: [Quickfix-developers] Quickfix + .Net 3.5 memory leak?

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

Yes, you must Dispose the messages when you are done with them.

On Thu, Dec 11, 2008 at 6:08 AM, Florian Doyon <flo...@gm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Hello,
>
> I have written an acceptor service that handles approx. 200 messages per
> second (mostly NewOrderSingle).
>
> When I leave my test app running for a couple hours, I can tell that my app
> consumes approx 20M of managed memory, but the amount of unmanaged memory is
> growing steadily, until it reaches 1.5gigs and dies.
>
> Is there something I should be aware of? Should handled messages be
> explicitely disposed in my message cracker?
>
> Are there any logs I should enable to check the memory use of the Quickfix
> classes?
>
> Thanks a lot,
> Florian Doyon
>
> ------------------------------------------------------------------------------
> SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
> The future of the web can't happen without you.  Join us at MIX09 to help
> pave the way to the Next Web now. Learn more and register at
>
> http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Shane Trotter
Connamara Systems, LLC

[Quickfix-developers] Quickfix + .Net 3.5 memory leak?

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

Hello,

I have written an acceptor service that handles approx. 200 messages per
second (mostly NewOrderSingle).

When I leave my test app running for a couple hours, I can tell that my app
consumes approx 20M of managed memory, but the amount of unmanaged memory is
growing steadily, until it reaches 1.5gigs and dies.

Is there something I should be aware of? Should handled messages be
explicitely disposed in my message cracker?

Are there any logs I should enable to check the memory use of the Quickfix
classes?

Thanks a lot,
Florian Doyon

Re: [Quickfix-developers] Strange logic in ThreadedSocketAcceptor::onInitialize()

[Peter P. <pet...@ho...>]

I agree, but I thought that I would ask the first question just in case I was missing something subtle in the QF logic!

Thanks,

Dan

> Date: Mon, 8 Dec 2008 06:10:51 -0800
> From: jt...@ya...
> Subject: Re: [Quickfix-developers] Strange logic in ThreadedSocketAcceptor::onInitialize()
> To: pet...@ho...; qui...@li...
> 
> I feel the same.
> 
> Since the test was performed against the session, I think the get should also be against the session as well.  You get a exception thrown when it is not set in default.
> 
> Also, I believe the setting in session is to override the setting in default.  The current implementation doesn't seem to be doing that by going to default.
> std::set<SessionID> sessions = s.getSessions();
> std::set<SessionID>::iterator i = sessions.begin();
> {
>     Dictionary settings = s.get( *i );for( ; i != sessions.end(); ++i )        reuseAddress = s.get().getBool( SOCKET_REUSE_ADDRESS );
> } 
>  
> 
>  
> ----- Original Message ----
> From: Peter Piper <pet...@ho...>
> To: qui...@li...
> Sent: Friday, December 5, 2008 11:28:13 AM
> Subject: [Quickfix-developers] Strange logic in ThreadedSocketAcceptor::onInitialize()
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> ThreadedSocketAcceptor::onInitialize() contains the following code:
> 
>     if( settings.has( SOCKET_REUSE_ADDRESS ) )
>       reuseAddress = s.get().getBool( SOCKET_REUSE_ADDRESS );
> 
> which is throwing an exception on my system because the SOCKET_REUSE_ADDRESS entry is present in the session configuration (and therefore the if() clause is true) but is not present in the DEFAULTS configuration (and therefore the assignment fails and throws a FIX::ConfigError exception).
> 
> I'm not familiar with the internals of Quickfix but this looks like a strange piece of logic to me. Why is the function testing the dictionary for the session settings but getting the value from the defaults?
> 
> Dan
> 
> 
> ________________________________
> Get Windows Live Messenger on your Mobile. Click Here!     if( settings.has( SOCKET_REUSE_ADDRESS ) )//      reuseAddress = s.get(*i).getBool( SOCKET_REUSE_ADDRESS );Jiryih Tsaur
> 
> 
>       

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