quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] FIX to FIML in QF

[<or...@qu...>]

You cannot pass administrative messages from one fix session to another.
 You should instead concentrate on passing through application messages
and let each session manage its own logons and other administrative
tasks.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] FIX to FIML in QF
> From: "Julian" <jul...@pr...>
> Date: Mon, September 29, 2008 8:29 am
> To: <qui...@li...>,
> <qui...@li...>, <or...@qu...>
> 
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>I need to use FIXML with a Server. The solution that came up was to edit
> some QuickFIx code to allow this functionality, the idea is to catch every
> incoming FIXML message and translate it to FIX, and edit every sending
> message to FIXML before the sending. 
> 
>    I created a new class "FIXMLTranslator" that might do that. So in the QF
> class Session.cpp I replaced the line:
> 
>         
> 
>                  message.toString( messageString ); 
> 
>  
> 
> by this one:
> 
>  
> 
>                  messageString = FIXMLParser::ToFIXML(&message);
> 
>  
> 
> This is just before the message is send to the socket... as it's just a
> string he musn't care about the format...So a message like this(logOn):
> 
>  
> 
>                 8=FIX.4.4 9=129 35=A 34=1 49=Terra Verte LP (AGR Power)
> 52=20080704-12:07:32.730 56=NYMEX 50=TRDGR 98=0 108=30 141=Y 553=tvapiuser
> 554=tvapiuser 10=233 
> 
>  
> 
> converts in:
> 
>  
> 
>               <FIXML v="4.4" s="20040109" r="20030618"><UserReq
> UserReqID="1" UserReqTyp="1" Username="tvapiuser"
> Password="tvapiuser"/></FIXML>
> 
>  
> 
> To test this, I create an Iniciator and Acceptor applications, I run them
> with the original QuickFix libraries and it worked great. But when I enter
> the new QF edited libraries this happens:
> 
>    
> 
> In Initiator:
> 
>  
> 
>              20080708-18:00:30 : Connecting to 192.168......... on port
> 31155
> 
>              20080708-18:00:30 : Initiated logon request
> 
>              20080708-18:00:30 : Socket Error: Connection reset by peer.
> 
>              20080708-18:00:30 : Disconnecting
> 
>    In Acceptor:
> 
>  
> 
>              20080708-18:33:42 : Accepted connection from 192.168.1.105 on
> port 31155
> 
>  
> 
>    I've write some loggers files in the QuickFix C++ code to see if the
> logOn message is received and it resulted positive. It seem that for some
> reason the iniciator breake the connection after sending the logOn message,
> it trys to read from the socket and it doesn't find anything... size=0 means
> "Connection reset by peer".
> 
>    I would like to know every possible scenario in which a quickFix session
> is terminated, cause I can't figger it out. What fires the event that trys
> to read from the socket?? I guess it's not continuously reading cause it
> would find size=0 most of times, and throw "connection reset by peer" all
> the time. 
> 
>  
> 
> Thanks, Julian.
> 
> Julián Mendiola | PSF Developer Leader
>  <http://www.prosoftwarefactory.com.ar/>
> http://www.prosoftwarefactory.com.ar
> Dibujo<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

[Quickfix-developers] is there a new bugtracker?

[Mark T. K. <mke...@di...>]

/mark

This communication and any attachments may contain confidential/proprietary information and is intended for information purposes only. It is not an invitation or offer to purchase interests from Diamondback.  Any representation to the contrary is unintentional.  This communication is intended only for the person(s) to whom it is addressed.  If you are not the intended recipient you are hereby notified that you have received this document in error and that any review, dissemination, distribution, or copying of this message or any attachments is not permitted.  If you have received this in error, please notify the sender immediately by e-mail and delete this message.  All e-mails sent to or received from this address will be received by Diamondback's company e-mail system and is subject to archival and possible review by someone other than the recipient.  This notice is automatically appended to each e-mail message leaving Diamondback.

Re: [Quickfix-developers] Order Quantity Change....

[Mike G. <mg...@co...>]

In addition to looking at the way FIX specifies this behavior, check 
your counterparty's specs as well.  Some firms follow the FIX spec, some 
don't, and some will let you select which behavior you want.

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

[Quickfix-developers] _DllMainCRTStartup

[Sameer S. <tog...@ya...>]

Hi,
public void InitQuickFix()
{
settings = new QuickFix.SessionSettings(_sConfigFilePath);
fixLocalImplementation = new FIXLocalImplementation();
storeFactory = new QuickFix.FileStoreFactory(settings);
logFactory = new QuickFix.FileLogFactory(settings);
msgFactory = new QuickFix.DefaultMessageFactory();
initiator = new QuickFix.SocketInitiator(fixLocalImplementation, storeFactory, settings, logFactory, msgFactory);
 }
Whenever I try to call InitQuickFix(), the application skips going inside the function.
I did a "step into"  from the calling function and it took me inside a 
crtdll.c class (which is not part of my solution) and this functiuon
 
BOOL WINAPI _DllMainCRTStartup(
HANDLE hDllHandle,
DWORD dwReason,
LPVOID lpreserved
)
 
Does anyone have any idea why its doing that ???
It does'nt even raise the exception , it just simply skips the InitQuickFix(). It looks like the application is having trouble loading the dll or somethin g.
I checked and this line of code is casuing this problem
settings = new QuickFix.SessionSettings(_sConfigFilePath);
 
Thanks,


      

Re: [Quickfix-developers] Order Quantity Change....

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

Azmat,

The FIX protocol specs contain these scenarios and expected values.

Take a look here: http://fixprotocol.org/specifications/

And choose the version you are working with to find scenario tables (usually
at the bottom of the specs).

-- 
Shane Trotter
Connamara Systems, LLC

On Thu, Sep 25, 2008 at 2:26 PM, azmat <mr...@gm...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> All,
>
> I have a question regarding order quantity change, and what is the way FIX
> should handle this?  Say I submit an order for a 100 lot of gold.  50 get
> partially filled.  Right after 50 get filled, I send an order update to
> change the quantity of the order to 10.  What should happen?  Should the
> request be rejected?  Should the orderqty be set to 60 and have 50 filled
> and 10 working?  What is the preferred way of handling this situation in
> FIX?
>
>
> thanks!
>
>
> --
> View this message in context:
> http://www.nabble.com/Order-Quantity-Change....-tp19676554p19676554.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
>

[Quickfix-developers] Order Quantity Change....

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

All,

I have a question regarding order quantity change, and what is the way FIX
should handle this?  Say I submit an order for a 100 lot of gold.  50 get
partially filled.  Right after 50 get filled, I send an order update to
change the quantity of the order to 10.  What should happen?  Should the
request be rejected?  Should the orderqty be set to 60 and have 50 filled
and 10 working?  What is the preferred way of handling this situation in
FIX?


thanks!


-- 
View this message in context: http://www.nabble.com/Order-Quantity-Change....-tp19676554p19676554.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Performace issues and page faults

[Yariv E. <ya...@pr...>]

Hi All,

We are developing using the QuickFix both for the Market Data and the order
route.
For some reason our application, when connected to the market (when
receiving only data), suffers from a huge amount of Page Faults respectivly
to any normal application (only Microsoft Explorer is worst :) ), this
causes a severe Performace issue of the software.

The number of page faults of the application can be seen in the Windows
Perfomance monitor, at the Processes tab, when choosing to see it in the
Menu.

Has anyone encountered such a problem?
Can you think of the issue?

To make sure that the problem is in the QuickFix we disabled our
application, and we made sure that the Quickfix doesn't send any message to
our application by just returning from the fromApp() function. 

Thanks,
Yariv

-- 
View this message in context: http://www.nabble.com/Performace-issues-and-page-faults-tp19676534p19676534.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] SocketInitiator.stop() Problem

[shaffer.jason <sha...@gm...>]

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?

-- 
View this message in context: http://www.nabble.com/SocketInitiator.stop%28%29-Problem-tp18473551p19674063.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] adding SenderSubID to the header

[elran <el...@fx...>]

Hello , 

I was trying to add SenderSubID but with no luck , Please assist if you can
.

Please take a look :

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As
System.EventArgs) Handles MyBase.Load
        mySessionSettings = New SessionSettings("config.ini")
        myApplication = New Application
        myStoreFactory = New FileStoreFactory(mySessionSettings)
        myMessageFactory = New DefaultMessageFactory
        Dim a As New QuickFix.Message
        a.getHeader.setField(50, ("RATES"))

        myLogFactory = New ScreenLogFactory(True, True, True)
        myInitiator = New SocketInitiator(myApplication, myStoreFactory,
mySessionSettings, myLogFactory, myMessageFactory)
        myInitiator.getSessions.Add(a)

        myInitiator.start()

    End Sub


How can i go on from this ?

Thanks!
-- 
View this message in context: http://www.nabble.com/adding-SenderSubID-to-the-header-tp19664476p19664476.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Capturing message from fromApp event

[Vipula <vi...@ya...>]

Hi,
It seems like if the message is already received and it is in the file store, quickfix will not fire any event's (like from app, from admin) when the duplicate message is received. Is it possible to disable this or is there a work around. 

If not is there a way to access the messages in the message store so I can recover messages from the store.

Many Thanks.
Vipula



      

Re: [Quickfix-developers] getting started - problems with example apps tradeclient and executor

[mhassan <has...@gm...>]

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.

Re: [Quickfix-developers] Custom Messages

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

Quite a while back I wrote a tutorial on adding custom messages to QuickFIX by generating a custom build:

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

As far as I know, nothing has changed since, so it should still work.

- Brian Erst
Thynk Software, Inc. 




----- Original Message ----
From: Tim Banks <tim...@bl...>
To: qui...@li...
Sent: Tuesday, September 23, 2008 10:15:42 AM
Subject: [Quickfix-developers] Custom Messages

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

Hi,

I know how to add custom fields in QF.  But is there a framework for
adding custom messages - being able to send & recv custom messages in a
FIX client?

Thanks much,
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

Re: [Quickfix-developers] Custom Messages

[Marcus M. <Mar...@wi...>]

Hi Tim,

The DataDictionary object has methods such as the ones below, which
certainly indicate that you can add your own message types. As long as
the data dictionary attached to a session recognises the messages then
you should be able to send and receive them.

void addMsgType( const std::string& msgType );
bool isMsgType( const std::string& msgType ) const;
void addMsgField( const std::string& msgType, int field );

I haven't tried adding custom messages myself but I have added custom
fields on the fly.

Regards,
Marcus 
 
------------------------------------------------------------------------
-
Hi,

I know how to add custom fields in QF.  But is there a framework for
adding custom messages - being able to send & recv custom messages in a
FIX client?

Thanks much,
Tim
------------------------------------------------------------------------
-

*** 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.

[Quickfix-developers] Custom Messages

[Tim B. <tim...@bl...>]

Hi,

I know how to add custom fields in QF.  But is there a framework for
adding custom messages - being able to send & recv custom messages in a
FIX client?

Thanks much,
Tim

[Quickfix-developers] newbie to quickfix

[mhassan <has...@gm...>]

Hi all,

i am very new to quickfix engine. i have downloaded and install quickfix but
after that not getting any clue. 

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.

[Quickfix-developers] newbie to quickfix

[Hasan - C. <has...@gm...>]

Hi All,


I am newbie to quick fix. i have downloaded and install quickfix, but not
getting any clue on

how to start the engine

how a client can connect and send the messages

how server reacts to the messages and response.


i can see the examples but not sure what is the sequence to run them


pls. help its urgest.

thanks a lot.


m. hassan

Re: [Quickfix-developers] Re quest resend

[vije <vi...@ya...>]

Hi Dave,
I have a similar issue with QUICK FIX running as a client. I use Quick Fix
to collect messages and then pass it on to the my order management system.
If my order management system needs to request a resend, even thought we
have already received it correctly, I send request resend messages using
Quick FIX. It looks like since Quick fix has received it already , even the
server sends the messages , wuick fix ignore it. Can I change this
behaviour. Can I make Quick fix to accept the duplicate messages and then I
can capture them in the fromApp or FromAdmin events.

Appreciate your advice.

Thanks
Vije



Dave Linaker wrote:
> 
> Hi Stefano,
>  
> As already mentioned, the use of the ResendRequest is managed by
> QuickFIX automatically when a gap is detected, e.g.
>  
> - QF receives MsgSeqNum 10 (Next expected seq num changes to 11)
> - QF receives MsgSeqNum 12 (can't process, it's out of sequence!)
> - QF automatically sends ResendRequest 7=11, 16=0 (i.e. give me
> everything from MsgSeqNum 11)
>  
> I'm assuming that you are manually attempting to send a ResendRequest
> using sendToTarget() during an already synchronised connection? If so,
> why? It would be useful to know what you are trying to acheive.
>  
> If you are doing this then I would expect you to see the following from
> CLIENT_ALL1's perspective:
>  
> - CLIENT_ALL1 receives MsgSeqNum 81768 (Next expected seq num changes to
> 81769)
> - CLIENT_ALL1 receives MsgSeqNum 81769 (Next expected seq num changes to
> 81770)
> - CLIENT_ALL1 receives MsgSeqNum 81770 (Next expected seq num changes to
> 81771)
> - CLIENT_ALL1 manually sends ResendRequest 7=81768|16=81770
> - CLIENT_ALL1 receives MsgSeqNum 81768 (igored because Next expected seq
> num changes to 81771)
> - CLIENT_ALL1 receives MsgSeqNum 81769 (igored because Next expected seq
> num changes to 81771)
> - CLIENT_ALL1 receives MsgSeqNum 81770 (igored because Next expected seq
> num changes to 81771)
>  
> i.e. SPHERE_ALL probably is responding to the ResendRequest, but because
> CLIENT_ALL1 has already processed these and is expecting 81771, they are
> not passed to the application, they've already been processed. I think
> they should be visible in the logs (see attached example). Are you using
> the LogFactory?
>  
> ...but I really don't know why you would want to do this.
>  
> Kind regards
>  
> Dave
> 
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Fad
> Sent: 11 April 2006 09:01
> To: qui...@li...
> Subject: [Quickfix-developers] Request resend
> 
> 
> For example, in the server's message log there are: 
> 8=FIX.4.2
9=160
35=UY
34=81768 
> 
49=SPHERA_ALL
52=20060410-16:01:34.267
56=CLIENT_ALL1
55=TXT
207=AFF
26
> 2=Info94
10074=VCH
10076=0
10077=0
10080=0
10081=00:00:00
10082=S
10083=
> 0
10=180
 
> 8=FIX.4.2
9=159
35=UY
34=81769
49=SPHERA_ALL
52=20060410-16:01:34.283
56
> =CLIENT_ALL1
55=MS
207=AFF
262=Info95
10074=VCH
10076=0
10077=0
10080=0

> 10081=00:00:00
10082=S
10083=0
10=092

> 8=FIX.4.2
9=160
35=UY
34=81770
49=SPHERA_ALL
52=20060410-16:01:34.298
56
> =CLIENT_ALL1
55=OLI
207=AFF
262=Info96
10074=VCH
10076=0
10077=0
10080=0
> 
10081=00:00:00
10082=S
10083=0
10=151
 
> 
> If the client send a ResendRequest to server like this:
> 8=FIX.4.2
9=82
35=2
34=10
49=CLIENT_ALL1
52=20060411-06:52:07.507
56=SPH
> ERA_ALL
7=81768
16=81770
10=086

> 
> The QuickFix engine on server side  doesn't send nothing.. Why..? 
> 
> Stefano.
> 
> 
> [20060411-09:43:20.896][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=196
35=8
34=1058
49=FixGateway
52=20060411-08:43:20.896
56=FixClient2
6=0
11=1
14=0
17=20060411exe00000001
20=0
22=1
37=20060411ord00000001
38=1000
39=0
40=2
44=76.5
48=ABC
54=1
55=ABC
150=0
151=1000
10=034

> [20060411-09:43:20.976][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=197
35=8
34=1059
49=FixGateway
52=20060411-08:43:20.976
56=FixClient2
6=0
11=2
14=0
17=20060411exe00000002
20=0
22=1
37=20060411ord00000002
38=1000
39=0
40=2
44=23.25
48=DEF
54=1
55=DEF
150=0
151=1000
10=098

> [20060411-09:43:21.036][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=197
35=8
34=1060
49=FixGateway
52=20060411-08:43:21.036
56=FixClient2
6=0
11=3
14=0
17=20060411exe00000003
20=0
22=1
37=20060411ord00000003
38=1000
39=0
40=2
44=12.32
48=GHI
54=1
55=GHI
150=0
151=1000
10=095

> [20060411-09:43:50.899][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=66
35=0
49=FixClient2
56=FixGateway
34=1057
52=20060411-08:43:50.899
10=047

> [20060411-09:43:51.019][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=66
35=0
34=1061
49=FixGateway
52=20060411-08:43:51.019
56=FixClient2
10=027

> [20060411-09:44:20.942][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=66
35=0
49=FixClient2
56=FixGateway
34=1058
52=20060411-08:44:20.942
10=035

> [20060411-09:44:21.072][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=66
35=0
34=1062
49=FixGateway
52=20060411-08:44:21.072
56=FixClient2
10=025

> [20060411-09:44:23.676][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=81
35=2
49=FixClient2
56=FixGateway
34=1059
52=20060411-08:44:23.676
7=1058
16=1060
10=217

> [20060411-09:44:23.686][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=227
35=8
34=1058
43=Y
49=FixGateway
52=20060411-08:44:23.686
56=FixClient2
122=20060411-08:43:20.896
6=0
11=1
14=0
17=20060411exe00000001
20=0
22=1
37=20060411ord00000001
38=1000
39=0
40=2
44=76.5
48=ABC
54=1
55=ABC
150=0
151=1000
10=036

> [20060411-09:44:23.686][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=228
35=8
34=1059
43=Y
49=FixGateway
52=20060411-08:44:23.686
56=FixClient2
122=20060411-08:43:20.976
6=0
11=2
14=0
17=20060411exe00000002
20=0
22=1
37=20060411ord00000002
38=1000
39=0
40=2
44=23.25
48=DEF
54=1
55=DEF
150=0
151=1000
10=100

> [20060411-09:44:23.686][DETAIL][FIX.4.2:FixClient2->FixGateway]8=FIX.4.2
9=228
35=8
34=1060
43=Y
49=FixGateway
52=20060411-08:44:23.686
56=FixClient2
122=20060411-08:43:21.036
6=0
11=3
14=0
17=20060411exe00000003
20=0
22=1
37=20060411ord00000003
38=1000
39=0
40=2
44=12.32
48=GHI
54=1
55=GHI
150=0
151=1000
10=097

> 
> 

-- 
View this message in context: http://www.nabble.com/Request-resend-tp3856953p19610467.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] Getting FieldName for particular value

[crazy4venu <cra...@gm...>]

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




-- 
View this message in context: http://www.nabble.com/Getting-FieldName-for-particular-value-tp19609088p19609088.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

[Quickfix-developers] deployment issue -- QuickFix dependencies?

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

Greetings,
I have deployed my server to many machines in the past, of varying operating
systems, specs, etc, and have never had a problem.  I'm attempting to deploy
to another machine now, and for some reason, I believe it's crashing over
some QuickFix dependencies.  It was a nightmare to track down, but I tracked
it down to a static member variable of type SessionID.  I then ran Depends
on the two quickfix DLL files, and on the machine in question I'm getting
load errors on quickfix_net.dll.  It says:

The Side-by-Side configuration information for "c:\...\QUICKFIX_NET.DLL"
contains errors.  This application has failed to start because the
application configuration is incorrect.

However, this is the only machine on which I receive this message.  I've
made sure the MSXML3 libraries are installed, as are the VC6, 2005, and 2008
VC redistributables.  What could be the problem?

Thanks,
Rick

[Quickfix-developers] businessmessagereject

[Sameer S. <tog...@ya...>]

There are a couple of threads on it. I am getting the same problem
58=Conditionally Required Field Missing (58)
 
My question is: I am not using any data dictionary and I also have fieldvalidation off. Why is this message still sent? Can I turn this message off even if I dont receive tag 58 from the other side?
Secondly, I added breakpoints in both toApp and FromApp but I did'nt see this message in any one of them, which function is sending this message ?
Heres the config file:
[DEFAULT]
ConnectionType=initiator
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
SocketNodelay=Y
ValidateUserDefinedFields=N
FileLogPath=C:\ConfigFiles
ValidateFieldsHaveValues=N
ValidateUserDefinedFields=N
ReconnectInterval=10
PersistMessages=Y
[SESSION]
BeginString=FIX.4.2
SenderCompID=TEST
TargetCompID=TEST
FileStorePath=C:\ConfigFiles
UseDataDictionary=N
SocketConnectPort=10307
SocketConnectHost=abc.def.com


      

Re: [Quickfix-developers] Conditionally Required Fields / Business Message Reject

[Mike G. <mg...@co...>]

DKL-Gator wrote:
> I believe what I was doing was attempting to "get" a field that wasn't there.
> So I need to check for the presence of the field with isSet before getting it.

You are correct: get() will throw a FieldNotFound exception if the field 
is not set.  If FieldNotFound is thrown from the fromApp() callback, 
quickfix will send a "conditionally required field missing" rejection.

So, calling isSet() works, but you can also enclose your get() code in a 
try-catch block to prevent FieldNotFound from being thrown out of fromApp().

-- 
Mike Gatny
Connamara Systems, LLC
http://www.connamara.com/

Re: [Quickfix-developers] StartDay and EndDay keys

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

What is your current configuration setting for start/end day and time?

On Mon, Aug 11, 2008 at 11:11 AM, Thiago Melo <thi...@cm...>wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>  Hi guys,
>
> I have a problem about StartDay and EndDay keys.
>
> When this keys are presents i don't get disconnect because isSessionTime
> just return true
>
> File: SessionTime.cpp
> Method: isSessionTime
>
> ( currentDay == startDay && startDay < endDay ) is true but ( timeOnly >
> endTime ) too is true
>
> I think that missing this .....
>
> else if( currentDay == startDay && timeOnly > endTime )
> return false;
>
> "Houston, have we a problem ?"
>
> sorry for my english...it's so so
>
>     else if( startDay < endDay )
>     {
>       if( currentDay < startDay || currentDay > endDay )
>         return false;
>       else if( currentDay == startDay && ( timeOnly < startTime ) ||
> ( timeOnly > endTime ) )
>         return false;
>       else if( currentDay == endDay && timeOnly > endTime )
>         return false;
>     }
>
> tks
>
> -------------------------------------------------------------------------
> 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
>



-- 
Shane Trotter
Connamara Systems, LLC

Re: [Quickfix-developers] Conditionally Required Fields / Business Message Reject

[DKL-Gator <dea...@ya...>]

Hello,

Thanks for your reply. What I meant to point out is that I don't want the
field to be required at all nor conditionally required. The field is set to
N in the xml. I believe what I was doing was attempting to
"get" a field that wasn't there. So I need to check for the presence of the
field with isSet before
getting it.  I was stuck on thinking that it had something to do with the
xml file and that quickfix was
doing something out of my control somehow :)




Pierre El-khoury wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> Hi
>  When fields are set to required the Auto generating tools will generate
> the classes based on the xml file, this will resulting adding them
> required fields to the constructor of the class. In case you need the
> field to be required in special implementation of the FIX engine you
> could edit the xml file  after generating the classes (preferred). In
> this way the test suit will still work since it is based on the standard
> xml files.
> 
> Hobe this answers you question
> Hobe this helps
> 
> -----Oprindelig meddelelse-----
> Fra: DKL-Gator [mailto:dea...@ya...] 
> Sendt: 9. september 2008 21:17
> Til: qui...@li...
> Emne: Re: [Quickfix-developers] Conditionally Required Fields / Business
> Message Reject
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> I assume there is nothing in the FIX42.xml file that I can change since
> the
> required field can only be Y or N and I also understand that I can check
> for
> the presence of the field before attempting to get it. I still don't
> understand how quickfix knows what is conditionally required.
> 
> Thanks.
> 
> 
> DKL-Gator wrote:
>> 
>> Hello,
>> 
>> How does quickfix know which fields are conditionally required
>> (specifically 4.2).  I do not want a certain field to be conditionally
>> required when I receive an Execution Report with type of "canceled". 
>> Right now, quickfix is sending out a Business Message Reject for the
>> conditionally required field of '41'.  
>> 
>> Thank you,
>> Dean
>> 
>> 
> 
> -- 
> View this message in context:
> http://www.nabble.com/Conditionally-Required-Fields---Business-Message-R
> eject-tp19398397p19399269.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
> 
> -------------------------------------------------------------------------
> 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
> 
> 

-- 
View this message in context: http://www.nabble.com/Conditionally-Required-Fields---Business-Message-Reject-tp19398397p19411319.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.

Re: [Quickfix-developers] Conditionally Required Fields / Business Message Reject

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

Hi
 When fields are set to required the Auto generating tools will generate
the classes based on the xml file, this will resulting adding them
required fields to the constructor of the class. In case you need the
field to be required in special implementation of the FIX engine you
could edit the xml file  after generating the classes (preferred). In
this way the test suit will still work since it is based on the standard
xml files.

Hobe this answers you question
Hobe this helps

-----Oprindelig meddelelse-----
Fra: DKL-Gator [mailto:dea...@ya...] 
Sendt: 9. september 2008 21:17
Til: qui...@li...
Emne: Re: [Quickfix-developers] Conditionally Required Fields / Business
Message Reject

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


I assume there is nothing in the FIX42.xml file that I can change since
the
required field can only be Y or N and I also understand that I can check
for
the presence of the field before attempting to get it. I still don't
understand how quickfix knows what is conditionally required.

Thanks.


DKL-Gator wrote:
> 
> Hello,
> 
> How does quickfix know which fields are conditionally required
> (specifically 4.2).  I do not want a certain field to be conditionally
> required when I receive an Execution Report with type of "canceled". 
> Right now, quickfix is sending out a Business Message Reject for the
> conditionally required field of '41'.  
> 
> Thank you,
> Dean
> 
> 

-- 
View this message in context:
http://www.nabble.com/Conditionally-Required-Fields---Business-Message-R
eject-tp19398397p19399269.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

Re: [Quickfix-developers] Conditionally Required Fields / Business Message Reject

[DKL-Gator <dea...@ya...>]

I assume there is nothing in the FIX42.xml file that I can change since the
required field can only be Y or N and I also understand that I can check for
the presence of the field before attempting to get it. I still don't
understand how quickfix knows what is conditionally required.

Thanks.


DKL-Gator wrote:
> 
> Hello,
> 
> How does quickfix know which fields are conditionally required
> (specifically 4.2).  I do not want a certain field to be conditionally
> required when I receive an Execution Report with type of "canceled". 
> Right now, quickfix is sending out a Business Message Reject for the
> conditionally required field of '41'.  
> 
> Thank you,
> Dean
> 
> 

-- 
View this message in context: http://www.nabble.com/Conditionally-Required-Fields---Business-Message-Reject-tp19398397p19399269.html
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.