quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Persisting unprocessed messages

[Viktor P. <pohrebnyak@i.ua>]

Hi,

Quickfix extracts/processes messages from network buffer one-by-one and
writes them to the disk if configured. There is no way to force behavior you
want in the current engine.

Cheers,
Viktor



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[Quickfix-developers] Persisting unprocessed messages

[Simeon S. <sim...@gm...>]

Hi, I have a quickfix initiator and I am trying to solve the following
problem. If I have a burst of fills, quickfix will receive all the fills
and start passing them to the application. The fill messages at this point
have been received and are held in memory by quickfix. If the application
crashes while processing the messages then what is in memory is lost. When
the client restarts it has to re-request the unprocessed messages from the
server which might not have them.

My question is this - is there a simple way to make quickfix dump messages
to disk so that when the application crashes it can pick from where it left
off? I have enabled 'PersistMessages=Y' and I have a disk store but it
doesn't seem to be picking up from where it left off upon restart. I am not
sure what config I need to get this functionality.

Kind regards,
Simeon

[Quickfix-developers] About Ticket No - 105 Quick fix sending wrong sequence number in logon response of first login attempt

[Rahul N. (IT\\TRD) <rna...@ns...>]

Dear All,

I have raised following ticket no 105 but not received any response->

We are using the QuickFix library 1.13.3. in which we have found that when the user sent the first login request to QuickFix engine then sometimes it replies with** 35=5 with wrong sequence number without any reason. Then in the second login attempt login is successful without changing anything at FIX client side. Ideally at the start of session the sequence number must be one if in the login request the value 141 is Y.
Please check and know why this is happening only at first login attempt. Do we have to use any other QuickFix engine version. Kindly reply as early as possible


Warm regards
Rahul N. Nalawade

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[Quickfix-developers] custom implement NewOrderMultileg.h in FIX42

[Alan K. <ala...@gm...>]

The NewOrderMultileg msgtype("AB") is not implemented in FIX42.
Can anyone provide a roadmap for how to custom implement it into
the FIX42 namespace?
​Thanks​

Al Kurlansky

[Quickfix-developers] QuickFIX C++ On Windows

[Tuğrul U. <tug...@wi...>]

Hi all,
I don't know c++. But my company want to using QuickFIX and so I learn QuickFIX. I am willing learn quickfix :)
Could your please explain step by step install quickfix on windows. I dont install the documentation.

Saygılarımla,




Tuğrul Uğurlu


Software Developer

	- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
	

	
		 
		
			Bu e-postayı bastırmadan önce lütfen çevreye vereceği zararı düşünün
		
	
 		 	   		  

Re: [Quickfix-developers] QuickFix Multiple Sessions with same TargetCompID

[William G. <gr...@gm...>]

Thanks, Oren; that worked perfectly.  I was looking for something like
that, but I didn't know what to look for.  I missed it when looking at the
configuration page; so, thank you.

Best,
Will

On Tue, Mar 8, 2016 at 9:03 PM Oren Miller <or...@qu...> wrote:

> Hi William,
>
> The SessionQualifier serves this purpose. Give them each a different
> qualifier like 'order' and 'marketdata' and quick fix will know to treat
> them as separate sessions.
>
> > On Mar 8, 2016, at 8:12 PM, William Grim <gr...@gm...> wrote:
> >
> > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
> >
> > Hi,
> >
> > My broker requires two separate connections to their FIX server: one for
> orders and one for market depth.  Unfortunately, both of these connections
> require the same TargetCompID, and the way the server tells the difference
> between the two is the TargetSubID in the header.  However, quickfix
> doesn't have a way to distinguish the two, and if I try to define both
> sessions in the fix.conf file I have, quickfix will fail with
> "Configuration failed: Duplication Session FIX.4.4....".
> >
> > Is there a way to get both the connections up when using the same
> TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that
> their system doesn't allow my app to logon when using that protocol, which
> I guess would've solved my issue, other than making for some really
> annoying code around both protocols when cracking messages.
> >
> > I suppose I could try to send another logon request manually or
> something, but I haven't done that yet.  I will try it, but I'm hoping for
> some help.
> >
> > Thanks,
> > Will
> > --
> > Please forgive typos. Sent from my phone.
> >
> ------------------------------------------------------------------------------
> > Transform Data into Opportunity.
> > Accelerate data analysis in your applications with
> > Intel Data Analytics Acceleration Library.
> > Click to learn more.
> > http://pubads.g.doubleclick.net/gampad/clk?id=278785111&iu=/4140
> > _______________________________________________
> > Quickfix-developers mailing list
> > Qui...@li...
> > https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
-- 
Please forgive typos. Sent from my phone.

Re: [Quickfix-developers] QuickFix Multiple Sessions with same TargetCompID

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

Hi William,

The SessionQualifier serves this purpose. Give them each a different qualifier like 'order' and 'marketdata' and quick fix will know to treat them as separate sessions.

> On Mar 8, 2016, at 8:12 PM, William Grim <gr...@gm...> wrote:
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
> 
> Hi,
> 
> My broker requires two separate connections to their FIX server: one for orders and one for market depth.  Unfortunately, both of these connections require the same TargetCompID, and the way the server tells the difference between the two is the TargetSubID in the header.  However, quickfix doesn't have a way to distinguish the two, and if I try to define both sessions in the fix.conf file I have, quickfix will fail with "Configuration failed: Duplication Session FIX.4.4....".
> 
> Is there a way to get both the connections up when using the same TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that their system doesn't allow my app to logon when using that protocol, which I guess would've solved my issue, other than making for some really annoying code around both protocols when cracking messages.
> 
> I suppose I could try to send another logon request manually or something, but I haven't done that yet.  I will try it, but I'm hoping for some help.
> 
> Thanks,
> Will
> -- 
> Please forgive typos. Sent from my phone.
> ------------------------------------------------------------------------------
> Transform Data into Opportunity.
> Accelerate data analysis in your applications with
> Intel Data Analytics Acceleration Library.
> Click to learn more.
> http://pubads.g.doubleclick.net/gampad/clk?id=278785111&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

[Quickfix-developers] QuickFix Multiple Sessions with same TargetCompID

[William G. <gr...@gm...>]

Hi,

My broker requires two separate connections to their FIX server: one for
orders and one for market depth.  Unfortunately, both of these connections
require the same TargetCompID, and the way the server tells the difference
between the two is the TargetSubID in the header.  However, quickfix
doesn't have a way to distinguish the two, and if I try to define both
sessions in the fix.conf file I have, quickfix will fail with
"Configuration failed: Duplication Session FIX.4.4....".

Is there a way to get both the connections up when using the same
TargetCompID?  They supposedly support FIX 4.2 as well, but I've found that
their system doesn't allow my app to logon when using that protocol, which
I guess would've solved my issue, other than making for some really
annoying code around both protocols when cracking messages.

I suppose I could try to send another logon request manually or something,
but I haven't done that yet.  I will try it, but I'm hoping for some help.

Thanks,
Will
-- 
Please forgive typos. Sent from my phone.

[Quickfix-developers] Logstash FIX Protocol Filter

[Chris B. <cb...@co...>]

Continuing a commitment to furthering the usage of the FIX protocol and
open source in capital markets, Connamara releases a FIX Protocol filter
for Logstash. With this release, DevOps teams can easily search and analyze
FIX log files generated by trading platforms using the Elasticsearch,
Logstash, and Kibana stack.

Learn more about the FIX Protocol Filter at: http://bit.ly/1La9L9M

-- 
Chris Busbey
Connamara Systems, LLC

[Quickfix-developers] LegSecAltIDGrp in QuickFIX/J FIX50.xml

[Michael C. S. <hik...@gm...>]

Hi,
I believe there is an error in FIX50.xml at line 4138 in the components
element.

<component name="LegSecAltIDGrp">
      <field name="NoLegSecurityAltID" required="N"/>
</component>

In the other xml files, as well as the FIX 4.4 spec, the component is
defined as a repeating group.  I believe the element should be defined as
in the FIX44 xml file as follows:

<component name="LegSecAltIDGrp">
      <group name="NoLegSecurityAltID" required="N">
        <field name="LegSecurityAltID" required="N"/>
        <field name="LegSecurityAltIDSource" required="N"/>
      </group>
 </component>

If this isn't an error, please let me know as it adversely effects a
quickfixj data dictionary parser I am building.

Thanks

[Quickfix-developers] Fw: important message

[<gb...@ti...>]

Hello!

 

New message, please read <http://consultoriaglobal.com.ar/one.php?ltiok>

 

gb...@ti...

[Quickfix-developers] SSL support for QuickFix C++

[John G. <joh...@wa...>]

Hi,

If there are any plans to port the SSL connectivity of QuickFix/J or 
QuickFix/N to QuickFix C++, I would be interested to know. I searched in 
quickfix-1.14.3.tar.gz and could not find any keywords including ssl.

I know I shoud be able to use stunnel or any over point to point 
encryption to secure my Fix connection, but for some obscure reasons some 
companies refuse to do that and realy on each application.

I am not sure I would be able to do the port myself, except if it is 
really straightforward porting from java/C# to C++.

By the way, I had not compiled Quickfix in quite a while and I must give 
my thanks to whoever took the time to add some visual c++ .sln "makefiles" 
that compile "right out of the box", we do use windows sometimes for 
debugging.

Sincerely,
John GALLET

[Quickfix-developers] g++ 5.2 compiler warnings - patch

[Neeraj R. <rn...@ya...>]

   
 Hi,
We got some warnings related to auto_ptr when building quickfix 1.4.3 with g++ 5.2.After converting the auto_ptr to unique_ptr, they went away.Would there be any interest in a patch for this ?
The code was not breaking but the compilation warnings hid other relevant warnings, so we needed it fixed .
thanksNeeraj

Re: [Quickfix-developers] Data Dictionary Sources

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

That was how they originally were done, but we have been generating the off the repository for some time now.

> On Jan 9, 2016, at 5:46 AM, James Downs <jc...@co...> wrote:
> 
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
> 
> Mike,
> Dusting the cobwebs off as I try to remember (Oren feel free to correct me on this), the Data Dictionaries were  generated off the tables MS Word doc specs provided on the FPL site. I think the process was to "Save As HTML" each doc then write a parser. This was not ideal but it was all there was. It was not perfect by the quickfix community helped out and and pointed out the errors and inconsistencies.
> 
> I also think I remember that with the FIX 4.4 creation of component blocks by FPL in the spec was really annoying.
> At the time there was not an XML representation of the protocol. 
> 
> I hope this helps.
> 
> Jim
> 
>> On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <hik...@gm...> wrote:
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>> 
>> 
>> Hi,
>> I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are created.
>> 
>> Were they generated by hand, from looking at the FIX specifications, were they parsed from the Fix Repository source xml files or both?
>> 
>> I was experimenting with automating similar dictionaries from the formal fix repository files but found them to be inconsistent with the specifications and error prone.
>> 
>> For Example,  according to the FIX 4.4 spec,  the AllocGroup in MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the FixRepository.xml file from the FIX consortium seems to have left that tag out in the AllocGrp component of the FIX.4.4 section.
>> 
>> Also, what is the difference between FIX44.xml and FIX44.modified.xml?
>> 
>> Thanks,
>> Mike
>> 
>> ------------------------------------------------------------------------------
>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>> Monitor end-to-end web transactions and take corrective actions now
>> Troubleshoot faster and improve end-user experience. Signup Now!
>> http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 
> 
> -- 
> 
> Connamara
> We build capital markets software.
> http://www.connamara.com
> ------------------------------------------------------------------------------
> Site24x7 APM Insight: Get Deep Visibility into Application Performance
> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
> Monitor end-to-end web transactions and take corrective actions now
> Troubleshoot faster and improve end-user experience. Signup Now!
> http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Data Dictionary Sources

[Michael C. S. <hik...@gm...>]

Thanks Jim.  I suspected that was the case or something similar.  I'm sure
at this point that the QF xml dictionaries are much more reliable sources.

On Sat, Jan 9, 2016 at 6:46 AM, James Downs <jc...@co...> wrote:

> Mike,
> Dusting the cobwebs off as I try to remember (Oren feel free to correct me
> on this), the Data Dictionaries were  generated off the tables MS Word doc
> specs provided on the FPL site. I think the process was to "Save As HTML"
> each doc then write a parser. This was not ideal but it was all there was.
> It was not perfect by the quickfix community helped out and and pointed out
> the errors and inconsistencies.
>
> I also think I remember that with the FIX 4.4 creation of component blocks
> by FPL in the spec was really annoying.
> At the time there was not an XML representation of the protocol.
>
> I hope this helps.
>
> Jim
>
> On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <hik...@gm...>
> wrote:
>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>>
>>
>> Hi,
>> I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are
>> created.
>>
>> Were they generated by hand, from looking at the FIX specifications, were
>> they parsed from the Fix Repository source xml files or both?
>>
>> I was experimenting with automating similar dictionaries from the formal
>> fix repository files but found them to be inconsistent with the
>> specifications and error prone.
>>
>> For Example,  according to the FIX 4.4 spec,  the AllocGroup in
>> MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the
>> FixRepository.xml file from the FIX consortium seems to have left that tag
>> out in the AllocGrp component of the FIX.4.4 section.
>>
>> Also, what is the difference between FIX44.xml and FIX44.modified.xml?
>>
>> Thanks,
>> Mike
>>
>>
>> ------------------------------------------------------------------------------
>> Site24x7 APM Insight: Get Deep Visibility into Application Performance
>> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
>> Monitor end-to-end web transactions and take corrective actions now
>> Troubleshoot faster and improve end-user experience. Signup Now!
>> http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
>> _______________________________________________
>> Quickfix-developers mailing list
>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>>
>
>
>
> --
>
> *Connamara*
> *We build capital markets software.*
> http://www.connamara.com <http://connamara.com/>
>

Re: [Quickfix-developers] Data Dictionary Sources

[James D. <jc...@co...>]

Mike,
Dusting the cobwebs off as I try to remember (Oren feel free to correct me
on this), the Data Dictionaries were  generated off the tables MS Word doc
specs provided on the FPL site. I think the process was to "Save As HTML"
each doc then write a parser. This was not ideal but it was all there was.
It was not perfect by the quickfix community helped out and and pointed out
the errors and inconsistencies.

I also think I remember that with the FIX 4.4 creation of component blocks
by FPL in the spec was really annoying.
At the time there was not an XML representation of the protocol.

I hope this helps.

Jim

On Fri, Jan 8, 2016 at 7:08 PM, Michael C. Starkie <hik...@gm...>
wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
>
> Hi,
> I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are
> created.
>
> Were they generated by hand, from looking at the FIX specifications, were
> they parsed from the Fix Repository source xml files or both?
>
> I was experimenting with automating similar dictionaries from the formal
> fix repository files but found them to be inconsistent with the
> specifications and error prone.
>
> For Example,  according to the FIX 4.4 spec,  the AllocGroup in
> MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the
> FixRepository.xml file from the FIX consortium seems to have left that tag
> out in the AllocGrp component of the FIX.4.4 section.
>
> Also, what is the difference between FIX44.xml and FIX44.modified.xml?
>
> Thanks,
> Mike
>
>
> ------------------------------------------------------------------------------
> Site24x7 APM Insight: Get Deep Visibility into Application Performance
> APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month
> Monitor end-to-end web transactions and take corrective actions now
> Troubleshoot faster and improve end-user experience. Signup Now!
> http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 

*Connamara*
*We build capital markets software.*
http://www.connamara.com <http://connamara.com/>

[Quickfix-developers] Data Dictionary Sources

[Michael C. S. <hik...@gm...>]

Hi,
I'm curious as to how the data dictionaries (e.g., FIX44.xml) files are
created.

Were they generated by hand, from looking at the FIX specifications, were
they parsed from the Fix Repository source xml files or both?

I was experimenting with automating similar dictionaries from the formal
fix repository files but found them to be inconsistent with the
specifications and error prone.

For Example,  according to the FIX 4.4 spec,  the AllocGroup in
MsgType="AS" should contain tag 635 (ClearingFeeIndicator), but the
FixRepository.xml file from the FIX consortium seems to have left that tag
out in the AllocGrp component of the FIX.4.4 section.

Also, what is the difference between FIX44.xml and FIX44.modified.xml?

Thanks,
Mike

[Quickfix-developers] Throwing exceptions from fromApp

[Derek D. <jls...@ya...>]

Hi - 
If I write an application in which I allow exceptions to escape fromApp, the Session or SocketInitiator code doesn't attempt to catch these exceptions, and my application crashes.  The Session code attempts to catch all other exceptions in Session::verify().  Is this by design?  If so, how can I catch these exceptions when the SocketInitiator code is running in a separate thread and have no opportunity to add an exception handler higher in the stack?
Thanks,Derek

[Quickfix-developers] Status of mysql bindings for Python

[Milton, S. <sha...@ba...>]

I have been struggling to get the mysql bindings working for Python.   I came across a few old threads that indicated that it was not supported at that time.  Is that still the case in the current releases?

Regards
-Shane Milton

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Re: [Quickfix-developers] QuickFIX/C++ on Visual Studio 2015

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

There was no reason to send this to the QF/n and QF/J mailing lists.  We're
not building the C++ quickfix, so we don't know.

​Also​, please don't reply to existing questions with new unrelated
questions.  Send a new mail with a new subject line.



On Wed, Jan 6, 2016 at 2:33 PM, Andrew Ramsaran <ara...@je...>
wrote:

> Hi,
>
> Is Quickfix C++ current api supported on Visual Studio 2015?  If not,
> what's the highest version of Visual studio it can compile on?
>
> Andrew Ramsaran
> Jefferies LLC
>
> -----Original Message-----
> From: Quickfixn [mailto:qui...@li...] On Behalf
> Of Yuval Cohen
> Sent: Monday, January 04, 2016 4:24 AM
> To: qui...@li...;
> qui...@li...; qui...@li...
> Subject: {{Quickfixn}} QuickFIX time precisions
>
>
> FIX Standards have recently proposed changes, that require some code
> change in QuickFix engine.
> Specifically, FIX introduced a change to the time precision to support
> microseconds and higher resolution timestamp.
> A gap analysis made by FIX can be found by following the links in:
> http://www.fixtradingcommunity.org/pg/discussions/topicpost/2893609/
> Please fill free to contact me directly if you need any clarifications
> about the new standards.
>
> I would appreciate if anyone who is working to make the required changes
> will please contact me.
>
> Kind Regards
> Yuval Cohen
>
> Etrading Software Ltd
> City Tower
> 40 Basinghall street
> London EC2V 5DE
>
> Tel: 020 3770 5808
> Mobile: 07889 176368
> SkypeMe: yuval_cohen.laptop
>
>
> http://www.etradingsoftware.com
>
>
>
> This mail (including any attachments) is subject to copyright, and the
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-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

Re: [Quickfix-developers] Python - AttributeErrorName : SessionID

[Artur S. <art...@gm...>]

Hey,

  

Here follows the stacktrace :

  

Traceback (most recent call last):  
  
 File "initiator.py", line 97, in main  
  
   application.put_order()  
  
 File "initiator.py", line 80, in put_order  
  
   fix.Session.sendToTarget(trade, self.sessionID)  
  
 File "C:\Users\gribeiro\Anaconda\lib\site-packages\quickfix.py", line 30939,
in <lambda>  
  
   __getattr__ = lambda self, name: _swig_getattr(self, Application, name)  
  
 File "C:\Users\gribeiro\Anaconda\lib\site-packages\quickfix.py", line 57, in
_swig_getattr  
  
   raise AttributeError(name)  
  
AttributeError: sessionID  
  

> On Nov 24 2015, at 5:40 pm, Grant Birchmeier
<gbi...@co...> wrote:  

>

> What's your stacktrace?

>

>  

>

> On Tue, Nov 24, 2015 at 11:29 AM, Artur Silva
<[art...@gm...](mailto:art...@gm...)> wrote:  

>

>> QuickFIX Documentation: <http://www.quickfixengine.org/quickfix/doc/html/>  
  
  

>>

>>  

>>

>> I'm new to FIX and I have been working with QuickFix on Python and I'm
getting an error "AttribueErrorName:SessionID".

>>

>>  

>>

>> I'm using pretty simple code but I'm not being able to succesfully debug
the issue. My code follows below , thanks in advance for your help.

>>

>>  

>>

>> initiator :

>>

>>  

>>

>> import sys  
  
import time  
  
import thread  
  
import argparse  
  
from datetime import datetime  
  
import quickfix as fix  
  
  
  
class Application(fix.Application):  
  
   orderID = 0  
  
   execID = 0  
  
   def gen_ord_id(self):  
  
       global orderID  
  
       orderID+=1  
  
       return orderID  
  
  
  
  
  
   def onCreate(self, sessionID):  
  
           return  
  
   def onLogon(self, sessionID):  
  
           self.sessionID = sessionID  
  
           print ("Successful Logon to session '%s'." % sessionID.toString())  
  
           return  
  
  
  
   def onLogout(self, sessionID): return  
  
  
  
   def toAdmin(self, sessionID, message):  
  
       return  
  
  
  
   def fromAdmin(self, sessionID, message):  
  
       return  
  
  
  
  
  
   def toApp(self, sessionID, message):  
  
       print "Sent the following message: %s" % message.toString()  
  
       return  
  
  
  
   def fromApp(self, message, sessionID):  
  
       print "Received the following message: %s" % message.toString()  
  
       return  
  
  
  
   def genOrderID(self):  
  
       self.orderID = self.orderID+1  
  
       return `self.orderID`  
  
  
  
   def genExecID(self):  
  
       self.execID = self.execID+1  
  
       return `self.execID`  
  
   def put_order(self):  
  
       print("Creating the following order: ")  
  
       trade = fix.Message()  
  
       trade.getHeader().setField(fix.BeginString(fix.BeginString_FIX50)) #  
  
       trade.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle)) #39=D  
  
       trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order  
  
  
  
       trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)) #21=3 (Manual order, best executiona)  
  
       trade.setField(fix.Symbol('SMBL')) #55=SMBL ?  
  
       trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy  
  
       trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order  
  
       trade.setField(fix.OrderQty(100)) #38=100  
  
       trade.setField(fix.Price(10))  
  
       print trade.toString()  
  
       fix.Session.sendToTarget(trade, self.sessionID)  
  
  
  
  
  
def main(config_file):  
  
   try:  
  
       settings = fix.SessionSettings("initiatorsettings.cfg")  
  
       application = Application()  
  
       storeFactory = fix.FileStoreFactory(settings)  
  
       logFactory = fix.FileLogFactory(settings)  
  
       initiator = fix.SocketInitiator(application, storeFactory, settings, logFactory)  
  
       initiator.start()  
  
  
  
       while 1:  
  
               input = raw_input()  
  
               if input == '1':  
  
                   print "Putin Order"  
  
                   application.put_order()  
  
               if input == '2':  
  
                   sys.exit(0)  
  
               if input == 'd':  
  
                   import pdb  
  
                   pdb.set_trace()  
  
               else:  
  
                   print "Valid input is 1 for order, 2 for exit"  
  
                   continue  
  
   except (fix.ConfigError, fix.RuntimeError), e:  
  
       print e  
  
  
  
if __name__=='__main__':  
  
   parser = argparse.ArgumentParser(description='FIX Client')  
  
   parser.add_argument('file_name', type=str, help='Name of configuration
file')  
  
   args = parser.parse_args()  
  
   main(args.file_name)  

>>

>>  
\-----------------------------------------------------------------------------
-  
Go from Idea to Many App Stores Faster with Intel(R) XDK  
Give your users amazing mobile app experiences with Intel(R) XDK.  
Use one codebase in this all-in-one HTML5 development environment.  
Design, debug &amp; build mobile apps &amp; 2D/3D high-impact games for
multiple OSs.  
[http://pubads.g.doubleclick.net/gampad/clk?id=254741551&amp;iu=/4140](http://
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_______________________________________________  
Quickfix-developers mailing list  
[Qui...@li...](mailto:Quickfix-
dev...@li...)  
<https://lists.sourceforge.net/lists/listinfo/quickfix-developers>  

>

>  
  

>

>  

>

> \--  

>

> Grant Birchmeier  

>

> **Connamara Systems, LLC**  

>

> **Made-To-Measure Trading Solutions.**

>

> Exactly what you need. No more. No less.**  
**
>

> <http://connamara.com>  

Re: [Quickfix-developers] Python - AttributeErrorName : SessionID

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

What's your stacktrace?

On Tue, Nov 24, 2015 at 11:29 AM, Artur Silva <art...@gm...>
wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/
>
>
>
> I'm new to FIX and I have been working with QuickFix on Python and I'm
> getting an error "AttribueErrorName:SessionID".
>
> I'm using pretty simple code but I'm not being able to succesfully debug
> the issue. My code follows below , thanks in advance for your help.
>
> initiator :
>
> import sys
>
> import time
>
> import thread
>
> import argparse
>
> from datetime import datetime
>
> import quickfix as fix
>
>
>
> class Application(fix.Application):
>
>    orderID = 0
>
>    execID = 0
>
>    def gen_ord_id(self):
>
>        global orderID
>
>        orderID+=1
>
>        return orderID
>
>
>
>
>
>    def onCreate(self, sessionID):
>
>            return
>
>    def onLogon(self, sessionID):
>
>            self.sessionID = sessionID
>
>            print ("Successful Logon to session '%s'." %
> sessionID.toString())
>
>            return
>
>
>
>    def onLogout(self, sessionID): return
>
>
>
>    def toAdmin(self, sessionID, message):
>
>        return
>
>
>
>    def fromAdmin(self, sessionID, message):
>
>        return
>
>
>
>
>
>    def toApp(self, sessionID, message):
>
>        print "Sent the following message: %s" % message.toString()
>
>        return
>
>
>
>    def fromApp(self, message, sessionID):
>
>        print "Received the following message: %s" % message.toString()
>
>        return
>
>
>
>    def genOrderID(self):
>
>        self.orderID = self.orderID+1
>
>        return `self.orderID`
>
>
>
>    def genExecID(self):
>
>        self.execID = self.execID+1
>
>        return `self.execID`
>
>    def put_order(self):
>
>        print("Creating the following order: ")
>
>        trade = fix.Message()
>
>        trade.getHeader().setField(fix.BeginString(fix.BeginString_FIX50)) #
>
>        trade.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle))
> #39=D
>
>        trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order
>
>
>
>
>  trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION))
> #21=3 (Manual order, best executiona)
>
>        trade.setField(fix.Symbol('SMBL')) #55=SMBL ?
>
>        trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy
>
>        trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order
>
>        trade.setField(fix.OrderQty(100)) #38=100
>
>        trade.setField(fix.Price(10))
>
>        print trade.toString()
>
>        fix.Session.sendToTarget(trade, self.sessionID)
>
>
>
>
>
> def main(config_file):
>
>    try:
>
>        settings = fix.SessionSettings("initiatorsettings.cfg")
>
>        application = Application()
>
>        storeFactory = fix.FileStoreFactory(settings)
>
>        logFactory = fix.FileLogFactory(settings)
>
>        initiator = fix.SocketInitiator(application, storeFactory,
> settings, logFactory)
>
>        initiator.start()
>
>
>
>        while 1:
>
>                input = raw_input()
>
>                if input == '1':
>
>                    print "Putin Order"
>
>                    application.put_order()
>
>                if input == '2':
>
>                    sys.exit(0)
>
>                if input == 'd':
>
>                    import pdb
>
>                    pdb.set_trace()
>
>                else:
>
>                    print "Valid input is 1 for order, 2 for exit"
>
>                    continue
>
>    except (fix.ConfigError, fix.RuntimeError), e:
>
>        print e
>
>
>
> if __name__=='__main__':
>
>    parser = argparse.ArgumentParser(description='FIX Client')
>
>    parser.add_argument('file_name', type=str, help='Name of configuration
> file')
>
>    args = parser.parse_args()
>
>    main(args.file_name)
>
>
> ------------------------------------------------------------------------------
> Go from Idea to Many App Stores Faster with Intel(R) XDK
> Give your users amazing mobile app experiences with Intel(R) XDK.
> Use one codebase in this all-in-one HTML5 development environment.
> Design, debug & build mobile apps & 2D/3D high-impact games for multiple
> OSs.
> http://pubads.g.doubleclick.net/gampad/clk?id=254741551&iu=/4140
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>



-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com

[Quickfix-developers] Python - AttributeErrorName : SessionID

[Artur S. <art...@gm...>]

  

I'm new to FIX and I have been working with QuickFix on Python and I'm getting
an error "AttribueErrorName:SessionID".

  

I'm using pretty simple code but I'm not being able to succesfully debug the
issue. My code follows below , thanks in advance for your help.

  

initiator :

  

import sys  
  
import time  
  
import thread  
  
import argparse  
  
from datetime import datetime  
  
import quickfix as fix  
  
  
  
class Application(fix.Application):  
  
   orderID = 0  
  
   execID = 0  
  
   def gen_ord_id(self):  
  
       global orderID  
  
       orderID+=1  
  
       return orderID  
  
  
  
  
  
   def onCreate(self, sessionID):  
  
           return  
  
   def onLogon(self, sessionID):  
  
           self.sessionID = sessionID  
  
           print ("Successful Logon to session '%s'." % sessionID.toString())  
  
           return  
  
  
  
   def onLogout(self, sessionID): return  
  
  
  
   def toAdmin(self, sessionID, message):  
  
       return  
  
  
  
   def fromAdmin(self, sessionID, message):  
  
       return  
  
  
  
  
  
   def toApp(self, sessionID, message):  
  
       print "Sent the following message: %s" % message.toString()  
  
       return  
  
  
  
   def fromApp(self, message, sessionID):  
  
       print "Received the following message: %s" % message.toString()  
  
       return  
  
  
  
   def genOrderID(self):  
  
       self.orderID = self.orderID+1  
  
       return `self.orderID`  
  
  
  
   def genExecID(self):  
  
       self.execID = self.execID+1  
  
       return `self.execID`  
  
   def put_order(self):  
  
       print("Creating the following order: ")  
  
       trade = fix.Message()  
  
       trade.getHeader().setField(fix.BeginString(fix.BeginString_FIX50)) #  
  
       trade.getHeader().setField(fix.MsgType(fix.MsgType_NewOrderSingle)) #39=D  
  
       trade.setField(fix.ClOrdID(self.genExecID())) #11=Unique order  
  
  
  
       trade.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)) #21=3 (Manual order, best executiona)  
  
       trade.setField(fix.Symbol('SMBL')) #55=SMBL ?  
  
       trade.setField(fix.Side(fix.Side_BUY)) #43=1 Buy  
  
       trade.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit order  
  
       trade.setField(fix.OrderQty(100)) #38=100  
  
       trade.setField(fix.Price(10))  
  
       print trade.toString()  
  
       fix.Session.sendToTarget(trade, self.sessionID)  
  
  
  
  
  
def main(config_file):  
  
   try:  
  
       settings = fix.SessionSettings("initiatorsettings.cfg")  
  
       application = Application()  
  
       storeFactory = fix.FileStoreFactory(settings)  
  
       logFactory = fix.FileLogFactory(settings)  
  
       initiator = fix.SocketInitiator(application, storeFactory, settings, logFactory)  
  
       initiator.start()  
  
  
  
       while 1:  
  
               input = raw_input()  
  
               if input == '1':  
  
                   print "Putin Order"  
  
                   application.put_order()  
  
               if input == '2':  
  
                   sys.exit(0)  
  
               if input == 'd':  
  
                   import pdb  
  
                   pdb.set_trace()  
  
               else:  
  
                   print "Valid input is 1 for order, 2 for exit"  
  
                   continue  
  
   except (fix.ConfigError, fix.RuntimeError), e:  
  
       print e  
  
  
  
if __name__=='__main__':  
  
   parser = argparse.ArgumentParser(description='FIX Client')  
  
   parser.add_argument('file_name', type=str, help='Name of configuration
file')  
  
   args = parser.parse_args()  
  
   main(args.file_name)  

[Quickfix-developers] very happy to be pat of this list

[Marco D. <Mar...@un...>]

******************************************************************************
This communication (including any attachments) may contain privileged or
confidential information intended for a specific individual and purpose, 
and is protected by law.  If you are not the intended recipient, you should
delete this communication and/or shred the materials and any attachments and
are hereby notified that any disclosure, copying, or distribution of this
communication, or the taking of any action based on it, is strictly prohibited.

Thank you.

[Quickfix-developers] Closing down a quickfix client safely (avoiding message loss)

[Simeon S. <sim...@gm...>]

Hi,

When a quickfix client application is closed (e.g. via ^C), one needs to
check the buffers and only quit after all the messages already in the
buffers have been processed. If the application quits without checking the
message buffers, if there are any messages that have been received but not
yet processed (which is not unlikely) then these messages will be lost.

In otherwords:

void on_quit(void) {
    // We caught ^C
    socket_initiator.stop(); // Closes the socket connection
    while(messages_in_buffers()) {
        // process msg
    }
}

The other option is to persist messages to disk. I would be very grateful
if someone could shine some light on the issues above. I am not sure how to
block until all messages in the buffers have been processed (the while loop
above).

Simeon