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From: shaffer.jason <sha...@gm...> - 2008-10-02 13:01:53
|
Shrila, That would work in theory, however it is actually during the shutdown process that I'm having problems. I need to allow a few seconds for the application to shut down. I start the shutdown process by logging off of all sessions. However, it is possible for the client to reestablish the session before the application has actually shut down because quickfix is still active and the port is still open. If I could use the stop function, this would not be a problem. Thanks for your thoughts. Shrila wrote: > > Hi shaffer.jason. > If You want close quickFIX and release port, possible simply close > application (all quickFIX threads). > -- View this message in context: http://www.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p19778803.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Pierre El-k. <pi...@al...> - 2008-10-02 06:44:10
|
Hi In case I got disconneted, will the Quick fix engin save the generated messages? and where? and will these messages be send on logon? Does "ResetOnDisconnect logout remove these messages and all messages that where communicated while loged on? I need a way to control the failover situation and Time out. Best regards Pierre |
|
From: Marcus M. <Mar...@wi...> - 2008-10-02 06:23:13
|
Thanks for the reply Oren but I managed to get round this. Perhaps this could be added as a feature in the next release? -----Original Message----- The data is available in the DataDictionary object, but is not currently exposed. This would be easy enough to add. > -------- Original Message -------- > All, > > Is there a way to get the fields that belong to a message? > > For example, I want to be able to iterate over the fields within a > QuoteRequest. > > I can't use my own XML parser to go over the XML document as I add > custom fields to the session dictionary at runtime. *** IMPORTANT NOTICE *** This message (including any attachments) is confidential and is for the intended recipient only. If you are not the intended recipient, please inform the sender and delete any copies from your system. Internet communications are not secure and therefore Winterflood Securities Ltd does not accept legal responsibility for any of its contents (including any attachments) and any view expressed by the sender as these are not necessarily the views of Winterflood Securities Ltd. Although all emails sent and received by Winterflood Securities Ltd are passed through extensive virus scanning technologies, we cannot guarantee the email (including attachments) is virus free. You should take whatever measures you deem appropriate within your organisation to ensure maximum protection. Registered Office: The Atrium Building, Cannon Bridge, 25 Dowgate Hill, London, EC4R 2GA. Registered in England No. 2242204. Winterflood Securities Limited is authorised and regulated by the Financial Services Authority. |
|
From: Shrila <om...@ma...> - 2008-10-02 05:14:44
|
Hi shaffer.jason. If You want close quickFIX and release port, possible simply close application (all quickFIX threads). -- View this message in context: http://www.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p19773484.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Martin E. <li...@eb...> - 2008-10-01 22:20:14
|
Fix global namespace pollution. Cheers, Martin |
|
From: <or...@qu...> - 2008-10-01 22:00:43
|
Yes, QuickFIX will not pass through message that have already been received. When a message is mark with PossDup, and QuickFIX verifies it is in fact a duplicate, it will throw it out. If you really must receive these messages again, you have to lower your expected incoming sequence number and send out a test request. QuickFIX will automatically detect the sequence number gap, send out the appropriate test request, and all messages will be passed through. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Not Getting Resend Message > From: Ned...@ao... > Date: Wed, October 01, 2008 3:36 pm > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Hello All, > I'm testing my application against the executor server application. I'm > issuing a resend request. I can see that the executor server application is > honoring the request and resending messages. I can also see that these resent > messages are being logged by QuickFix in my application. The problem is that > my fromApp event handler is not being triggered for these messages. I can't > capture them. > > What gives? Is QuickFix somehow filtering them out ? Can anyone please tell > me what is going on? > > I also tried using the SendRedundantResendRequests=Y config option in my > applications config file. That didn't seem to make a difference. > > Thanks for all your time and efforts > Ned > > > > **************Looking for simple solutions to your real-life financial > challenges? Check out WalletPop for the latest news and information, tips and > calculators. (http://www.walletpop.com/?NCID=emlcntuswall00000001)<hr>------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/<hr>_______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <or...@qu...> - 2008-10-01 21:58:01
|
The customary way is to modify the data dictionary, if you want to do it programatically, you can use the getGroup and addGroup on the data dictionary object. Just get the group, make a copy (it is const), add the new fields to the group, then add the group which will override the old one. If you are using new fields that are not in the general field definitions, you will probably also want to add them with the addField method to the main dictionary. --oren > -------- Original Message -------- > Subject: RE: [Quickfix-developers] Adding fields to groups > From: "Tim Banks" <tim...@bl...> > Date: Wed, October 01, 2008 3:20 pm > To: <or...@qu...> > Cc: <qui...@li...> > > > Oren, > > I was trying to add fields to a group in an incoming message - > SecurityDefinition - so QF would parse it w/o complaining. > > Thanks, > Tim > > -----Original Message----- > From: or...@qu... [mailto:or...@qu...] > Sent: Wednesday, October 01, 2008 3:15 PM > To: Tim Banks > Cc: qui...@li... > Subject: RE: [Quickfix-developers] Adding fields to groups > > Tim, > > Can you explain the usage you are looking for? Are you trying to add > group fields to an outgoing message, parse incoming messages, both? > > --oren > > > -------- Original Message -------- > > Subject: [Quickfix-developers] Adding fields to groups > > From: "Tim Banks" <tim...@bl...> > > Date: Tue, September 30, 2008 10:44 am > > To: <qui...@li...> > > > > > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > > QuickFIX Support: http://www.quickfixengine.org/services.html > > > > Hi, > > > > I can't find the right code to add fields (custom or std FIX) to > groups. > > I'd prefer to do it programatically rather than a special xml dd. But > I > > know that approach will work if nothing else. > > > > Thanks, > > Tim > > > > > > > ------------------------------------------------------------------------ > - > > This SF.Net email is sponsored by the Moblin Your Move Developer's > challenge > > Build the coolest Linux based applications with Moblin SDK & win great > prizes > > Grand prize is a trip for two to an Open Source event anywhere in the > world > > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > > _______________________________________________ > > Quickfix-developers mailing list > > Qui...@li... > > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <Ned...@ao...> - 2008-10-01 20:36:48
|
Hello All,
I'm testing my application against the executor server application. I'm
issuing a resend request. I can see that the executor server application is
honoring the request and resending messages. I can also see that these resent
messages are being logged by QuickFix in my application. The problem is that
my fromApp event handler is not being triggered for these messages. I can't
capture them.
What gives? Is QuickFix somehow filtering them out ? Can anyone please tell
me what is going on?
I also tried using the SendRedundantResendRequests=Y config option in my
applications config file. That didn't seem to make a difference.
Thanks for all your time and efforts
Ned
**************Looking for simple solutions to your real-life financial
challenges? Check out WalletPop for the latest news and information, tips and
calculators. (http://www.walletpop.com/?NCID=emlcntuswall00000001)
|
|
From: Tim B. <tim...@bl...> - 2008-10-01 20:21:13
|
Oren, I was trying to add fields to a group in an incoming message - SecurityDefinition - so QF would parse it w/o complaining. Thanks, Tim -----Original Message----- From: or...@qu... [mailto:or...@qu...] Sent: Wednesday, October 01, 2008 3:15 PM To: Tim Banks Cc: qui...@li... Subject: RE: [Quickfix-developers] Adding fields to groups Tim, Can you explain the usage you are looking for? Are you trying to add group fields to an outgoing message, parse incoming messages, both? --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Adding fields to groups > From: "Tim Banks" <tim...@bl...> > Date: Tue, September 30, 2008 10:44 am > To: <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I can't find the right code to add fields (custom or std FIX) to groups. > I'd prefer to do it programatically rather than a special xml dd. But I > know that approach will work if nothing else. > > Thanks, > Tim > > > ------------------------------------------------------------------------ - > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <or...@qu...> - 2008-10-01 20:16:25
|
Does your server have a data dictionary associated with the session? --oren > -------- Original Message -------- > Subject: Re: [Quickfix-developers] How to stop quickfix validation? > From: Shrila <om...@ma...> > Date: Wed, October 01, 2008 3:38 am > To: qui...@li... > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi All!!! > My QuickFIX message "quickfix.fix43.NewOrderMultileg": > > 8=FIX.4.2 9=261 35=AB 34=294 49=ClientQFIX 52=20081001-08:16:24.397 56=EXEC > 11=12228489843970 21=1 38=8 40=3 54=1 55=ZZZ 60=20081001-08:16:24.397 > 167=MLEG 207=CME 461=FXXXS 555=2 > 600=ZZZ 608=FXXXS 609=FUT 610=200801 623=1 624=1 > 600=ZZZ 608=FXXXS 609=FUT 610=200812 623=1 624=2 10=173 > > Response from QuickFIX server: > 8=FIX.4.2 9=111 35=3 34=291 49=EXEC 52=20081001-08:16:24.397 56=ClientQFIX > 45=294 58=Tag appears more than once 371=600 372=AB 10=115 > > My code: > > order = new Order(); > order.setID(nextClOrdID()); > order.setSide(OrderSide.parse(Podstr(strArg,";",2))); > order.setType(OrderType.parse(Podstr(strArg,";",4))); > order.setSymbol(Podstr(strArg,";",1)); > order.setQty(Integer.parseInt(Podstr(strArg,";",3))); > /** Create message*/ > msg = new quickfix.fix43.NewOrderMultileg(new ClOrdID(order.getID()), > new HandlInst('1'), sideToFIXSide(order.getSide()), > new TransactTime(SystemTime.getDate()), > typeToFIXType(order.getType())); > msg.setString(Symbol.FIELD, order.getSymbol()); > msg.setDouble(OrderQty.FIELD, order.getQty()); > msg.setString(SecurityType.FIELD, "MLEG"); > msg.setString(SecurityExchange.FIELD, "CME"); > msg.setString(CFICode.FIELD, "FXXXS"); > /** Create Component Block NoLegs */ > quickfix.fix43.NewOrderMultileg.NoLegs noLegs = > new quickfix.fix43.NewOrderMultileg.NoLegs(); > noLegs.set(new LegSymbol(order.getSymbol())); > noLegs.set(new LegCFICode("FXXXS")); > noLegs.set(new LegSecurityType("FUT")); > noLegs.set(new LegMaturityMonthYear("200801")); > noLegs.set(new LegRatioQty(1)); > noLegs.set(new LegSide('1')); > msg.addGroup(noLegs); > noLegs.set(new LegSymbol(order.getSymbol())); > noLegs.set(new LegCFICode("FXXXS")); > noLegs.set(new LegSecurityType("FUT")); > noLegs.set(new LegMaturityMonthYear("200812")); > noLegs.set(new LegRatioQty(1)); > noLegs.set(new LegSide('2')); > msg.addGroup(noLegs); > > Say me please, why my message rejected by reason of "Tag appears more than > once" (tag:600 or any another)? > -- > View this message in context: http://www.nabble.com/How-do-you-determine-valid-tags-for-a-message--tp6923557p19756572.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <or...@qu...> - 2008-10-01 20:14:43
|
Tim, Can you explain the usage you are looking for? Are you trying to add group fields to an outgoing message, parse incoming messages, both? --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Adding fields to groups > From: "Tim Banks" <tim...@bl...> > Date: Tue, September 30, 2008 10:44 am > To: <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > Hi, > > I can't find the right code to add fields (custom or std FIX) to groups. > I'd prefer to do it programatically rather than a special xml dd. But I > know that approach will work if nothing else. > > Thanks, > Tim > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <or...@qu...> - 2008-10-01 19:57:41
|
The data is available in the DataDictionary object, but is not currently exposed. This would be easy enough to add. > -------- Original Message -------- > Subject: [Quickfix-developers] DataDictionary: Iterate over the fields > in a message > From: "Marcus Monaghan" <Mar...@wi...> > Date: Tue, September 30, 2008 3:45 am > To: <qui...@li...> > > > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > All, > > Is there a way to get the fields that belong to a message? > > For example, I want to be able to iterate over the fields within a > QuoteRequest. > > I can't use my own XML parser to go over the XML document as I add > custom fields to the session dictionary at runtime. > > Regards, > Marcus > > *** IMPORTANT NOTICE *** > > This message (including any attachments) is confidential and is for the intended recipient only. If you are not the intended recipient, please inform the sender and delete any copies from your system. Internet communications are not secure and therefore Winterflood Securities Ltd does not accept legal responsibility for any of its contents (including any attachments) and any view expressed by the sender as these are not necessarily the views of Winterflood Securities Ltd. > > > Although all emails sent and received by Winterflood Securities Ltd are passed through extensive virus scanning technologies, we cannot guarantee the email (including attachments) is virus free. You should take whatever measures you deem appropriate within your organisation to ensure maximum protection. > > Registered Office: The Atrium Building, Cannon Bridge, 25 Dowgate Hill, London, EC4R 2GA. Registered in England No. 2242204. > > Winterflood Securities Limited is authorised and regulated by the Financial Services Authority. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: <or...@qu...> - 2008-10-01 19:53:57
|
It looks like this reject is actually being sent out by your engine in response to their reject. They are sending a message type AR (TradeCaptureReportAck) with field 751 (TradeReportRejectReason) with a value that is out of range of what is specified in your xml. Do you have this message in your logs? It will probably give you more information about why they are rejecting the trade report. --oren > -------- Original Message -------- > Subject: [Quickfix-developers] Question for tag UnderlyingSymbol (tag > 311) > From: bre...@am... > Date: Mon, September 29, 2008 3:17 pm > To: qui...@li... > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > --------------------------------------------------------------------- > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's > challenge > Build the coolest Linux based applications with Moblin SDK & win great > prizes > Grand prize is a trip for two to an Open Source event anywhere in the > world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > --------------------------------------------------------------------- > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
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From: <bre...@am...> - 2008-10-01 19:26:57
|
Hi All, I need to add fields NoUnderlyingStips(887), UnderlyingStipType(888) and UnderlyingStipValue(889) to my Fix message. I try to create a group NoUnderlyingStips, but cannot find it in Quickfie44.TradeCaptureReport. Is there any people use these tags before, any help will be very appreciated. Thanks, Brenda This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. Please note that certain functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc. |
|
From: shaffer.jason <sha...@gm...> - 2008-10-01 14:18:21
|
I currently do something very similar. The problem is that when/if you want
to completely stop quickfix, meaning close off the port for future
communication, logoff does not accomplish this. By simply doing a logoff,
the session will still be active and can accept a new connection if it
occurs.
Shrila wrote:
>
>
>
> shaffer.jason wrote:
>>
>> I've been wondering about this problem for months now, and no one seems
>> to have an answer. Can someone please provide a solution or a work
>> around?
>>
>>
>
>
> Hi All.
> I execute following methods, for logon/logout from all active sessions,
> try for use:
>
> // Logon
> public synchronized void logon() {
> if (!initiatorStarted) {
> try {
> initiator.start();
> initiatorStarted = true;
> } catch (Exception e) {
> log.error("Logon failed", e);
> }
> }else {
> Iterator<SessionID> sessionIds =
> initiator.getSessions().iterator();
> while (sessionIds.hasNext()) {
> SessionID sessionId = (SessionID) sessionIds.next();
> Session.lookupSession(sessionId).logon();
> }
> }
> }
>
> // Logout
> public void logout() {
> Iterator<SessionID> sessionIds =
> initiator.getSessions().iterator();
> while (sessionIds.hasNext()) {
> SessionID sessionId = (SessionID) sessionIds.next();
> Session.lookupSession(sessionId).logout("user requested");
> }
> }
>
> If you will use for one particular session, to change above methods, add
> SessionID
> input parameter.
>
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From: Shrila <om...@ma...> - 2008-10-01 13:31:31
|
shaffer.jason wrote:
>
> I've been wondering about this problem for months now, and no one seems to
> have an answer. Can someone please provide a solution or a work around?
>
>
Hi All.
I execute following methods, for logon/logout from all active sessions, try
for use:
// Logon
public synchronized void logon() {
if (!initiatorStarted) {
try {
initiator.start();
initiatorStarted = true;
} catch (Exception e) {
log.error("Logon failed", e);
}
}else {
Iterator<SessionID> sessionIds =
initiator.getSessions().iterator();
while (sessionIds.hasNext()) {
SessionID sessionId = (SessionID) sessionIds.next();
Session.lookupSession(sessionId).logon();
}
}
}
// Logout
public void logout() {
Iterator<SessionID> sessionIds = initiator.getSessions().iterator();
while (sessionIds.hasNext()) {
SessionID sessionId = (SessionID) sessionIds.next();
Session.lookupSession(sessionId).logout("user requested");
}
}
If you will use for one particular session, to change above methods, add
SessionID
input parameter.
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From: Shrila <om...@ma...> - 2008-10-01 08:39:04
|
Hi All!!!
My QuickFIX message "quickfix.fix43.NewOrderMultileg":
8=FIX.4.2 9=261 35=AB 34=294 49=ClientQFIX 52=20081001-08:16:24.397 56=EXEC
11=12228489843970 21=1 38=8 40=3 54=1 55=ZZZ 60=20081001-08:16:24.397
167=MLEG 207=CME 461=FXXXS 555=2
600=ZZZ 608=FXXXS 609=FUT 610=200801 623=1 624=1
600=ZZZ 608=FXXXS 609=FUT 610=200812 623=1 624=2 10=173
Response from QuickFIX server:
8=FIX.4.2 9=111 35=3 34=291 49=EXEC 52=20081001-08:16:24.397 56=ClientQFIX
45=294 58=Tag appears more than once 371=600 372=AB 10=115
My code:
order = new Order();
order.setID(nextClOrdID());
order.setSide(OrderSide.parse(Podstr(strArg,";",2)));
order.setType(OrderType.parse(Podstr(strArg,";",4)));
order.setSymbol(Podstr(strArg,";",1));
order.setQty(Integer.parseInt(Podstr(strArg,";",3)));
/** Create message*/
msg = new quickfix.fix43.NewOrderMultileg(new ClOrdID(order.getID()),
new HandlInst('1'), sideToFIXSide(order.getSide()),
new TransactTime(SystemTime.getDate()),
typeToFIXType(order.getType()));
msg.setString(Symbol.FIELD, order.getSymbol());
msg.setDouble(OrderQty.FIELD, order.getQty());
msg.setString(SecurityType.FIELD, "MLEG");
msg.setString(SecurityExchange.FIELD, "CME");
msg.setString(CFICode.FIELD, "FXXXS");
/** Create Component Block NoLegs */
quickfix.fix43.NewOrderMultileg.NoLegs noLegs =
new quickfix.fix43.NewOrderMultileg.NoLegs();
noLegs.set(new LegSymbol(order.getSymbol()));
noLegs.set(new LegCFICode("FXXXS"));
noLegs.set(new LegSecurityType("FUT"));
noLegs.set(new LegMaturityMonthYear("200801"));
noLegs.set(new LegRatioQty(1));
noLegs.set(new LegSide('1'));
msg.addGroup(noLegs);
noLegs.set(new LegSymbol(order.getSymbol()));
noLegs.set(new LegCFICode("FXXXS"));
noLegs.set(new LegSecurityType("FUT"));
noLegs.set(new LegMaturityMonthYear("200812"));
noLegs.set(new LegRatioQty(1));
noLegs.set(new LegSide('2'));
msg.addGroup(noLegs);
Say me please, why my message rejected by reason of "Tag appears more than
once" (tag:600 or any another)?
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From: mwins <mar...@wi...> - 2008-09-30 15:46:57
|
You are only iterating over the body of the message. To get the header fields such as BeginString and MsgType you will need to get the header and iterate over that using msg.getHeader(). Regards, Marcus -- View this message in context: http://www.nabble.com/Data-Dictionary-tp19740848p19744799.html Sent from the QuickFIX - Dev mailing list archive at Nabble.com. |
|
From: Tim B. <tim...@bl...> - 2008-09-30 15:45:43
|
Hi, I can't find the right code to add fields (custom or std FIX) to groups. I'd prefer to do it programatically rather than a special xml dd. But I know that approach will work if nothing else. Thanks, Tim |
|
From: crazy4venu <cra...@gm...> - 2008-09-30 12:19:39
|
Dear All,
By using this code i missing some fields such as begin string, MsgType and
some other fields
FIX::DataDictionary dd("FIX42.xml");
FIX::Message msg=(FIX::Message)text.c_str();
FIX::FieldMap fieldmap;
string str,str2;
for (FIX::FieldMap::iterator i = msg.begin (), e = msg.end (); i != e;
++i)
{
dd.getFieldName(i->first,str2);
cout <<str2<<':'<< i->first << '=' << i->second <<"\n";
}
can any one please help me ?
Regards
Venu
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|
From: Vipula <vi...@ya...> - 2008-09-30 10:02:53
|
Hi, sample client (Initiator ) config [DEFAULT] ConnectionType=initiator ReconnectInterval=10 HeartBtInt=60 FileStorePath=C:\QFIX\filestorepath StartTime=00:00:01 EndTime=23:00:00 ResetOnLogon=Y UseDataDictionary=N SocketConnectHost=Server SocketConnectPort=8080 #ReconnectInterval=10 FileLogPath=C:\QFIX\FileLogPath [SESSION] BeginString=FIX.4.2 SenderCompID=VII TargetCompID=VIA Hope this helps. Vipula ----- Original Message ---- > From: mhassan <has...@gm...> > To: qui...@li... > Sent: Wednesday, September 24, 2008 7:05:23 AM > Subject: Re: [Quickfix-developers] getting started - problems with example apps tradeclient and executor > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Could anyone pls. provide some sample executor and acceptor config files. it > would really help a lot > > > thanks > m. hassan > > -- > View this message in context: > http://www.nabble.com/getting-started---problems-with-example-apps-tradeclient-and-executor-tp16132288p19643118.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Vipula <vi...@ya...> - 2008-09-30 10:00:32
|
Hi, Initial step would be to setup correct config files. Refer to the http://www.quickfixengine.org/quickfix/doc/html/configuration.html I used the executer in the examples as a server and the trading client as the client. If you set up the correct TCP settings you can place different orders using the client. Regards, Vipula ----- Original Message ---- > From: mhassan <has...@gm...> > To: qui...@li... > Sent: Wednesday, September 24, 2008 4:16:58 AM > Subject: [Quickfix-developers] newbie to quickfix > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Hi all, > > i am very new to quickfix engine. i have downloaded and install quickfix but > after that not getting any clue. i need to build application in c++ using > quickfix engine. > > how to start the server and the clients will be connecting to it and > transferring the information. > > i do have looked at examples but after i run them i am not finding any path > to follow. > > here are my questions. > > a. how to run the server > b. how to run the client > c. how to send the message to the server > d. how the server will response. > > any other info is welcome. > > pls. help me if someone has already jumped it into it. > > thanks > m. hassan > -- > View this message in context: > http://www.nabble.com/newbie-to-quickfix-tp19624371p19624371.html > Sent from the QuickFIX - Dev mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------- > This SF.Net email is sponsored by the Moblin Your Move Developer's challenge > Build the coolest Linux based applications with Moblin SDK & win great prizes > Grand prize is a trip for two to an Open Source event anywhere in the world > http://moblin-contest.org/redirect.php?banner_id=100&url=/ > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers |
|
From: Marcus M. <Mar...@wi...> - 2008-09-30 08:45:38
|
All, Is there a way to get the fields that belong to a message? For example, I want to be able to iterate over the fields within a QuoteRequest. I can't use my own XML parser to go over the XML document as I add custom fields to the session dictionary at runtime. Regards, Marcus *** IMPORTANT NOTICE *** This message (including any attachments) is confidential and is for the intended recipient only. If you are not the intended recipient, please inform the sender and delete any copies from your system. Internet communications are not secure and therefore Winterflood Securities Ltd does not accept legal responsibility for any of its contents (including any attachments) and any view expressed by the sender as these are not necessarily the views of Winterflood Securities Ltd. Although all emails sent and received by Winterflood Securities Ltd are passed through extensive virus scanning technologies, we cannot guarantee the email (including attachments) is virus free. You should take whatever measures you deem appropriate within your organisation to ensure maximum protection. Registered Office: The Atrium Building, Cannon Bridge, 25 Dowgate Hill, London, EC4R 2GA. Registered in England No. 2242204. Winterflood Securities Limited is authorised and regulated by the Financial Services Authority. |
|
From: crazy4venu <cra...@gm...> - 2008-09-30 06:44:59
|
Dear All,
i have tried this sample code for pulling the data dictionary but i don't
get all the fields and their tag values
FIX::DataDictionary dd("FIX42.xml");
FIX::Message msg=(FIX::Message)text.c_str();
FIX::FieldMap fieldmap;
string str,str2;
for (FIX::FieldMap::iterator i = msg.begin (), e = msg.end (); i != e;
++i)
{
dd.getFieldName(i->first,str2);
cout <<str2<<':'<< i->first << '=' << i->second <<"\n";
}
let me know can anyone tried on this ?
crazy4venu wrote:
>
> Dear all,
>
> I have a fix message and i need to convert into fix field values and names
> so the output should be in this format
>
> 8=FIX.4.4 9=112 35=D 11=neww-1222068480593 21=1 38=100 40=2 44=10 54=1
> 55=ght 59=0 60=20080922-07:34:05.296 167=CS 10=173
>
>
>
> BeginString: FIX.4.4
> BodyLength: 247
> MsgSeqNum: 5
> MsgType: s
> SenderCompID: sender
> SendingTime: 20060319-09:08:20.881
> TargetCompID: target
> SecurityIDSource: 8
> OrdType: 2
> Price: 9
> SecurityID: ABC
> Symbol: ABC
> TransactTime: 20060319-09:08:19
> CrossID: 184214
> CrossType: 2
> CrossPrioritization: 0
> NoSides: 2
> CheckSum: 056
>
>
> it is only a sample taken from Quick fix emails. so can anyone please tell
> how do i parsed FIX messages ?
>
>
> Regards
> Venu
>
>
>
>
>
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|
|
From: <bre...@am...> - 2008-09-29 20:32:41
|
Hi Quickfix Support, I am working on a project recently, need to send a REPO trade to the counterparty via FIX message. We use FIX 4.4 as the FIX engine. Based on the counterparty`s spec, we assign tag UnderlyingSymbol (tag 311) = [N/A] for the repo trade which has underlying security defined in tag 309 UnderlyingSecurityID, tag 305 UnderlyingSecuritySource. I get the reject message @58=Value is incorrect (out of range) for this tag@ immediately after I send out the trade. If I change tag 311 to something else but not [N/A], the trade go through without error. Here is the source trade message: 8=FIX.4.49=46535=AE34=15249=BNPV52=20080929-19:22:42.29156=BLP22=A31=0.0532=50000000048=REPO55=N/A60=20080929-15:22:3375=20080929115=BNPV128=i.VCONSRV231=1423=6460=13487=0552=154=237=MANUAL453=2448=BLEI1447=D452=1448=ELLIOTSOBEL447=D452=1115=USD920=6595486.111111921=508314486.11922=508314486.11570=N571=2008092925669=110699=ULIBO1711=1 311=[N/A] 309=US3133X1XC68305=4310=1882=508314486.11761=A788=1854=1856=0916=20080925917=2008092610=237 Here is the reject message: 8=FIX.4.49=15335=334=15349=BNPV52=20080929-19:22:45.47956=BLP115=BNPV128=i.VCONSRV45=16358=Value is incorrect (out of range) for this tag371=751372=AR373=510=144 Thanks in advance for your help, Brenda This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. Please note that certain functions and services for BNP Paribas may be performed by BNP Paribas RCC, Inc. |
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