quickfix-developers — QuickFIX developers forum

Re: [Quickfix-developers] Iterate through message fields?

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

Yes.

foreach( StringField field in message.GetEnumerator() )

When you iterate everything is given to you as a string field, if you
need it in another format you wil need to convert it.

--oren

> -------- Original Message --------
> Subject: [Quickfix-developers] Iterate through message fields?
> From: Alexis Michaelides <ale...@ya...>
> Date: Tue, August 19, 2008 5:47 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>In .NET is there any way to iterate through all the fields of a QuickFix message? e.g. using foreach?
> Thanks,
> Alexis<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
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> Quickfix-developers mailing list
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Re: [Quickfix-developers] Is a field in header or body? - at runtime

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

Yes.  If you have a DataDictionary, you can call isHeaderField, and it
will check against header fields defined in the xml/dictionary.  Or, you
can use the static isHeaderField method on message which checks against
the standard header fields defined in the spec.

> -------- Original Message --------
> Subject: [Quickfix-developers] Is a field in header or body? - at
> runtime
> From: Alex Marangos <ale...@ya...>
> Date: Fri, July 25, 2008 6:44 am
> To: qui...@li...
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html<hr>Given a FIX field ID, is there a way I can lookup at runtime whether it is a header field or body field? I'm using QuickFix.Message (non version specific) pretty much throughout my test code.
> i.e. I have a method like:
> void PopulateField(int id, string value)
> {
>     if(<field id is a header field>)
>         this.getHeader().setField(id, value);
>     else
>         this.fixMsg.setField(id, value);
> }
> I'm looking for something to put in the <field id is a header field> block!Rgds,
> Alexandros
>       __________________________________________________________
> Not happy with your email address?.
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Re: [Quickfix-developers] Trading Client help

[derekldn <der...@gm...>]

I'm also a newbie on FIX. I'll try to answer some of your questions, but the
answers may not be correct.



> 1) do i need application.run function to get execute logon logout messages
> 
You don't have to. Application.run only prompts what request you want to
execute. I think if you make the main thread wait for a while, for example
replace application.run with FIX::process_sleep(10), you will get logon and
logout message.



> 2) how do i get new order single report or execution report
> 
I think you should send a request somehow. The incoming report will trigger
Application.onMessage(FIX42::ExecutionReport&, const FIX::SessionID& )
depending on the FIX version you are using.



> 5) where do i get the log.
> 
As you can see, the tradeclient example uses ScreenLogFactory which create
ScreenLog object. You can either redirect the output to a file, change the
std::cout in ScreenLog, or write your own Log class.


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Re: [Quickfix-developers] Trading Client help

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

Hello derekldn,

Thanks for the support. i am very thankfull for your early response and your
answers are very usefull for me.

and i do changed some parameters and i executed the trading client. and it
works fine now !

Regards
tinnu


derekldn wrote:
> 
> I'm also a newbie on FIX. I'll try to answer some of your questions, but
> the answers may not be correct.
> 
> 
> 
>> 1) do i need application.run function to get execute logon logout
>> messages
>> 
> You don't have to. Application.run only prompts what request you want to
> execute. I think if you make the main thread wait for a while, for example
> replace application.run with FIX::process_sleep(10), you will get logon
> and logout message.
> 
> 
> 
>> 2) how do i get new order single report or execution report
>> 
> I think you should send a request somehow. The incoming report will
> trigger Application.onMessage(FIX42::ExecutionReport&, const
> FIX::SessionID& ) depending on the FIX version you are using.
> 
> 
> 
>> 5) where do i get the log.
>> 
> As you can see, the tradeclient example uses ScreenLogFactory which create
> ScreenLog object. You can either redirect the output to a file, change the
> std::cout in ScreenLog, or write your own Log class.
> 
> 
> 

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Re: [Quickfix-developers] Reconect on disconect

[Andrei G. <an...@gm...>]

On Thu, Aug 28, 2008 at 10:17 AM, Julian
<jul...@pr...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
> Is there any flag to be settled so that QuickFix reconnects on a non expected
> disconnection?? Or I just have to fire the reconnection in the OnLogOf() method…

AFAIK, automatic reconnection is the standard behaviour.

Re: [Quickfix-developers] Trading Client help

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

Hi derekldn,

Thanks for the information.

please clarify my futher doubts regarding fix 

1) do i need application.run function to get execute logon logout messages
2) how do i get new order single report or execution report (in which event
i can capture this message)
3) what is the use of initiator and acceptor
4) does executor and ordermatch require for trading client.
5) where do i get the log.

Please help in this issues.

Regards
tinnu


derekldn wrote:
> 
> 
> 
> crazy4venu wrote:
>> 
>>                 initiator.start();
>> //application.run();
>>                 initiator.stop(); 
>> from the above code  login and logout events should do be fired,but i
>> don't see such event firing.
>> 
> 
> initiator.start will create a new thread. because initiator.stop is called
> immediately in the main thread, the new thread may not get enough time to
> execute login and logout.
> 

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Re: [Quickfix-developers] Trading Client help

[derekldn <der...@gm...>]

crazy4venu wrote:
> 
>                 initiator.start();
> //application.run();
>                 initiator.stop(); 
> from the above code  login and logout events should do be fired,but i
> don't see such event firing.
> 

initiator.start will create a new thread. because initiator.stop is called
immediately in the main thread, the new thread may not get enough time to
execute login and logout.
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Re: [Quickfix-developers] Adding new session dynamically (withour restart)

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

Yoav,

This is currently a feature request that's being looked into I believe.  It
does not currently exist.

-- 
Shane Trotter
Connamara Systems, LLC

On Mon, Aug 25, 2008 at 1:24 PM, Yoav <yo...@ya...> wrote:

> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi,
> (QuickFix version 1.12.4 (C++), Solaris 10)
>
> I'm looking for a way to add new sessions (that are not defined in the
> SessionSettings) to an existing Acceptor (or Initiator), without stopping
> the current connection.
>
> The motivation is simple: new Acceptor's clients should be able to connect
> to my server without the need to stop the other connected clients.
>
> Thanks,
> Yoav
>
>
>
> -------------------------------------------------------------------------
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> challenge
> Build the coolest Linux based applications with Moblin SDK & win great
> prizes
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>

[Quickfix-developers] Adding new session dynamically (withour restart)

[Yoav <yo...@ya...>]

Hi,
(QuickFix version 1.12.4 (C++), Solaris 10)

I'm looking for a way to add new sessions (that are not defined in the SessionSettings) to an existing Acceptor (or Initiator), without stopping the current connection.

The motivation is simple: new Acceptor's clients should be able to connect to my server without the need to stop the other connected clients.

Thanks,
Yoav

Re: [Quickfix-developers] What versions are still around

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

George Hrysanthopoulos wrote:
> A friend suggested that we just need to worry about 4.2 and 4.4. Is  
> this a good rule of thumb?

Pretty much.  You might also see some 4.2 implementations that 
incorporate 4.3 or 4.4 messages.

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

Re: [Quickfix-developers] What versions are still around

[Andrew C. <And...@Tw...>]

That's been my experience.

Andrew Culross
Direct   +1 (914) 220-8849 
http://www.twofour.com/emaildisclaimer.aspx



-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
George Hrysanthopoulos
Sent: Wednesday, August 20, 2008 4:33 PM
To: quickfix developers
Subject: [Quickfix-developers] What versions are still around


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

Hello Everyone,

For the most part, what FIX versions are used?

A friend suggested that we just need to worry about 4.2 and 4.4. Is  
this a good rule of thumb?

What do you guys think?

-George

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[Quickfix-developers] What versions are still around

[George H. <ge...@so...>]

Hello Everyone,

For the most part, what FIX versions are used?

A friend suggested that we just need to worry about 4.2 and 4.4. Is  
this a good rule of thumb?

What do you guys think?

-George

[Quickfix-developers] is there a new bug/issue tracker?

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

/mark

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Re: [Quickfix-developers] Field name to number conversion - Part 1

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

Hi George,

Glad you found my suggestion helpful.

A session object has a getDataDictionary(), which I would imagine
returns the data dictionary for that session :)

I haven't tried it myself, so would appreciate to know if this works.

Regards,

Marcus Monaghan
Development
 
Winterflood Securities Limited

*** IMPORTANT NOTICE ***

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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] Field name to number conversion - Part 1

[George H. <ge...@so...>]

Marcus,

Thank you for the very helpful hint.
Below is my code for properly reading the config file and selecting  
the different keywords. I am specifically looking for the data  
dictionary.

Next, I will process the "Field" Entries in the Data Dictionary and  
match them with my "interested fields" file. I will crack this problem  
yet :)

Question: Since each "SESSION" might have a different data dictionary  
specified, how should I attack this?
Here is the code:

         Application application;
         FIX::Settings::Sections section;
         bool useDataDictionary = true;
         FIX::SessionSettings settings;
         //
         // This is NOT the Data Dictionary but the config file  
Dictionary
         FIX::Dictionary myCFile_Dictionary;
         FIX::Dictionary dict, Dsection;

         //
         // Let's start by setting up the config file
         settings = FIX::SessionSettings( strCFile );
         myCFile_Dictionary = settings.get();
         //
         FIX::FileStoreFactory storeFactory( settings );
         FIX::ScreenLogFactory logFactory( settings );
         //
         if ( myCFile_Dictionary.has( FIX::USE_DATA_DICTIONARY ) ) {
             useDataDictionary =  
myCFile_Dictionary.getBool( FIX::USE_DATA_DICTIONARY );
             std::set < FIX::SessionID > myid = settings.getSessions();
             std::set < FIX::SessionID >::iterator i;
             //
             // Process the entries in the Data Dictionary looking for  
the "DataDictionary" and
             // print what we found
             for( i = myid.begin(); i != myid.end(); ++i )  
{             // We loop through "SESSION" entries
                 if( verbose  ) {
                     std::cout << "\t[SESSION]" << std::endl;
                     FIX::Dictionary Dsection =  
settings.get( *i );      // Get the dictionary
                     //
                     std::string sendid =  
Dsection.getString( FIX::SENDERCOMPID );
                     std::cout << "\t\tSenderCompID = " << sendid <<  
std::endl;
                     std::string tid =  
Dsection.getString( FIX::TARGETCOMPID );
                     std::cout << "\t\tTargetCompID = " << tid <<  
std::endl;
                     std::string path =  
Dsection.getString( FIX::DATA_DICTIONARY );
                     std::cout << "\t\tDataDictionary = " << path <<  
std::endl;
                 }
             }
         } else {
             std::cerr << "\tError: Data Dictionary must be specified  
in order to validate tags\n";
             return 1;
         }

-George
On Aug 18, 2008, at 3:06 AM, Marcus Monaghan wrote:

> Hi George,
>
> Just thinking slightly out of the box, the fix dictionary file is in
> XML. On application start up, you could read in your string fields  
> from
> the config, and then look them up in the Dictionary file to get their
> numerical equivalent.
>
> Regards,
>
> Marcus Monaghan
> Development
>
> Winterflood Securities Limited
>
> *** 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  
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> Registered Office: The Atrium Building, Cannon Bridge, 25 Dowgate  
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> Winterflood Securities Limited is authorised and regulated by the  
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Re: [Quickfix-developers] Quickfix Execution Report

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

lnaz wrote:
> i am not i get an error of "unsupported message type".

Can you post the actual messages from the FIX log?

> i have added the user defined field am using in the datadictionary buti still get the error.

Did you add it to both the <fields></fields> section and the relevant 
<message></message> sections of the data dictionary?

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

[Quickfix-developers] Thread Issue - Please Help

[<Ned...@ao...>]

 
Hello All, 
I’m having a problem with what appears to be a thread issue. I have an  
application that processes execution reports. The execution reports are being  
captured in the onMessage function and then sent to our internal functions for  
processing. 
What appears to be happening is that at times a message comes in and  the 
callback that is handling the message is executing on a separate  thread. This is 
evident by our own internal message processing which has logs,  etc. 
Additionally, it only appears to be happening with poss dup messages. 
Is it possible to ensure that a QuickFix application is single threaded?  
Will using the SynchronizedApplication class do this? 
Please keep the following in mind: 
·        This is an MFC application 
·        It  uses the poll() function of the SocketInitiator class 
·        It  uses a SocketInitiator 
Thank you for your time and  efforts 
Ned



**************It's only a deal if it's where you want to go. Find your travel 
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(http://information.travel.aol.com/deals?ncid=aoltrv00050000000047)

[Quickfix-developers] Iterate through message fields?

[Alexis M. <ale...@ya...>]

In .NET is there any way to iterate through all the fields of a QuickFix message? e.g. using foreach?

Thanks,
Alexis


      

Re: [Quickfix-developers] Field name to number conversion - moreinfo

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

Hi George,

Just thinking slightly out of the box, the fix dictionary file is in
XML. On application start up, you could read in your string fields from
the config, and then look them up in the Dictionary file to get their
numerical equivalent.

Regards,

Marcus Monaghan
Development
 
Winterflood Securities Limited

*** 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.

Re: [Quickfix-developers] Field name to number conversion - more info

[George H. <ge...@so...>]

Alexi,

Thanks for the info. Unfortunately, I am compiling under Fedora x86_64  
and there is no equivalent :(

-George
On Aug 15, 2008, at 12:44 PM, Alexis Michaelides wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> George,
>
> I'm doing something similar in C# - not sure if it applies to what  
> you're trying to do, but I read in field names from my config and  
> create a Dictionary<string, int> object from that which I can use to  
> map to a field ID. I use Reflection to achieve this. My C# code  
> looks like:
>
> int nameID = (int) 
> (System 
> .Reflection 
> .Assembly.LoadFrom("quickfix_net.dll").GetType("QuickFix." +  
> fieldName).GetField("FIELD").GetValue(0));
>
>
> (where "fieldName" contains the field, e.g. "OrderQty" I'm looking  
> up at the time.
>
> Not sure if this helps, but hopefully it will point you in the right  
> direction!
>
> Alexis
>
>
>
> ----- Original Message ----
> From: George Hrysanthopoulos <ge...@so...>
> To: qui...@li...
> Sent: Friday, August 15, 2008 5:28:20 PM
> Subject: Re: [Quickfix-developers] Field name to number conversion -  
> more info
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello again everyone,
>
> Here is some more info on what I am trying to do:
>
> Let's say I have a file called: fixfields.cfg
>
> In the file I have:
>
> OrderQty
> Symbol
> Price
> ClOrdID
> Side
>
> Currently, from: "Application::onMessage" function, I do:
>
>     FIX::Symbol symbol;
>     FIX::Side side;
>     FIX::OrderQty orderQty;
>     FIX::Price price;
>     FIX::ClOrdID clOrdID;
>
>     ...
>     ...
>
>     message.get( symbol );
>     message.get( side );
>     message.get( orderQty );
>     message.get( price );
>     message.get( clOrdID );
>
> I am sure you recognize this as the sample executor application.
>
> What I want to do is:
>
> message.get( "symbol_1_from_file" );
> message.get( "symbol_2_from_file" );
> message.get( "symbol_3_from_file" );
> ...
> ...
>
> You see, what I want to do is "message.get" for the fields I read in  
> from the config file.
> This way the fields are not hard coded in the app.
>
> The question is, is there a way to get the field, as a string, and  
> then find the appropriate enum?
>
> I hope this makes more sense.
>
> Also, and this is a big one, I am a "C" programmer. I am relatively  
> new to "C++". So, please bear with me.
>
> -George
>
> On Aug 14, 2008, at 5:34 PM, George Hrysanthopoulos wrote:
>
>> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>> Hello everyone,
>>
>> During runtime I want to read a file, with field names, and when a
>> deal comes in, just print to screen
>> the fields I am interested in (for starters).
>>
>> However, I see that the field names are enum'ed from file:
>> FieldNumbers.h
>>
>> How do I generate a field number from a string? Is there a built-in
>> way of doing this
>> or do I have to (somehow) keep a copy of "FieldNumbers.h" in my
>> executable?
>>
>> Or, worst case, keep the fields I am interested in as numbers in the
>> setup file?
>> This is not at all user friendly and I would like to avoid that.
>>
>> -G
>>
>> -------------------------------------------------------------------------
>> 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
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>> _______________________________________________
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>> Qui...@li...
>> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> -------------------------------------------------------------------------
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> 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
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> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers

Re: [Quickfix-developers] Field name to number conversion - more info

[Alexis M. <ale...@ya...>]

George,
I'm doing something similar in C# - not sure if it applies to what you're trying to do, but I read in field names from my config and create a Dictionary<string, int> object from that which I can use to map to a field ID. I use Reflection to achieve this. My C# code looks like:
intnameID = (int)(System.Reflection.Assembly.LoadFrom("quickfix_net.dll").GetType("QuickFix." + fieldName).GetField("FIELD").GetValue(0));
(where "fieldName" contains the field, e.g. "OrderQty" I'm looking up at the time. 
Not sure if this helps, but hopefully it will point you in the right direction!
Alexis


----- Original Message ----
From: George Hrysanthopoulos <ge...@so...>
To: qui...@li...
Sent: Friday, August 15, 2008 5:28:20 PM
Subject: Re: [Quickfix-developers] Field name to number conversion - more info

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

Hello again everyone,

Here is some more info on what I am trying to do:

Let's say I have a file called: fixfields.cfg


In the file I have:

OrderQty
Symbol
Price
ClOrdID
Side

Currently, from: "Application::onMessage" function, I do:

    FIX::Symbol symbol;
    FIX::Side side;
    FIX::OrderQty orderQty;
    FIX::Price price;
    FIX::ClOrdID clOrdID;

    ...
    ...

    message.get( symbol );
    message.get( side );
    message.get( orderQty );
    message.get( price );
    message.get( clOrdID );

I am sure you recognize this as the sample executor application.

What I want to do is:

message.get( "symbol_1_from_file" );
message.get( "symbol_2_from_file" );
message.get( "symbol_3_from_file" );
...

...


You see, what I want to do is "message.get" for the fields I read in from the config file.
This way the fields are not hard coded in the app.

The question is, is there a way to get the field, as a string, and then find the appropriate enum?

I hope this makes more sense.

Also, and this is a big one, I am a "C" programmer. I am relatively new to "C++". So, please bear with me.

-George


On Aug 14, 2008, at 5:34 PM, George Hrysanthopoulos wrote:

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

Hello everyone,

During runtime I want to read a file, with field names, and when a  
deal comes in, just print to screen
the fields I am interested in (for starters).

However, I see that the field names are enum'ed from file:  
FieldNumbers.h

How do I generate a field number from a string? Is there a built-in  
way of doing this
or do I have to (somehow) keep a copy of "FieldNumbers.h" in my  
executable?

Or, worst case, keep the fields I am interested in as numbers in the  
setup file?
This is not at all user friendly and I would like to avoid that.

-G

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Re: [Quickfix-developers] Field name to number conversion - more info

[George H. <ge...@so...>]

Hello again everyone,

Here is some more info on what I am trying to do:

Let's say I have a file called: fixfields.cfg

In the file I have:

OrderQty
Symbol
Price
ClOrdID
Side

Currently, from: "Application::onMessage" function, I do:

     FIX::Symbol symbol;
     FIX::Side side;
     FIX::OrderQty orderQty;
     FIX::Price price;
     FIX::ClOrdID clOrdID;

     ...
     ...

     message.get( symbol );
     message.get( side );
     message.get( orderQty );
     message.get( price );
     message.get( clOrdID );

I am sure you recognize this as the sample executor application.

What I want to do is:

	message.get( "symbol_1_from_file" );
	message.get( "symbol_2_from_file" );
	message.get( "symbol_3_from_file" );
	...
	...

You see, what I want to do is "message.get" for the fields I read in  
from the config file.
This way the fields are not hard coded in the app.

The question is, is there a way to get the field, as a string, and  
then find the appropriate enum?

I hope this makes more sense.

Also, and this is a big one, I am a "C" programmer. I am relatively  
new to "C++". So, please bear with me.

-George

On Aug 14, 2008, at 5:34 PM, George Hrysanthopoulos wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello everyone,
>
> During runtime I want to read a file, with field names, and when a
> deal comes in, just print to screen
> the fields I am interested in (for starters).
>
> However, I see that the field names are enum'ed from file:
> FieldNumbers.h
>
> How do I generate a field number from a string? Is there a built-in
> way of doing this
> or do I have to (somehow) keep a copy of "FieldNumbers.h" in my
> executable?
>
> Or, worst case, keep the fields I am interested in as numbers in the
> setup file?
> This is not at all user friendly and I would like to avoid that.
>
> -G
>
> -------------------------------------------------------------------------
> 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] Quickfix Execution Report

[lnaz <lyn...@ya...>]

Hi 
I want to be able to get values of the execution report feild and insert
them into a database but am having a problem pulling this values. i am not
using the crack() function because when i use it i get an error of
"unsupported message type". i have added the user defined field am using in
the datadictionary buti still get the error. how should i go about pulling
the values of the execution report manually and if the messagecracker makes
it easeir how should prevent getting this error.

Thanks Linus
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[Quickfix-developers] CME CBOT

[Andrew C. <And...@Tw...>]

Is anyone using QuickFIX with the CBOT? Does the QuickFIX engine pass the
certification tests required in order to get connected to the exchange? It
also looks like some application level resend protocol needs to be
implemented - anyone have any thoughts/experiences with that? Any other
useful tidbits you'd be willing to share about connected to the CBOT for
futures trades?
 
As always, much appreciated.
 
Andrew Culross

Direct   +1 (914) 220-8849 

http://www.twofour.com/emaildisclaimer.aspx

 

Re: [Quickfix-developers] Re questing Previous Messages

[Alexis M. <ale...@ya...>]

Patrick,

Doing a SuppressFinalize on my temp store did the trick, thanks! I still
need to do some more extensive testing, but everything's looking much
healthier now.

Thanks,
Alexis





Patrick Wright-3 wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> I don't have your exact error but I remember there was a problem holding a
> reference to the message store.
> 
> This is my code similar to yours:
> var list = new ArrayList();
> _messageStore.refresh();
> _messageStore.get(seqNum.getValue(), seqNum.getValue() + 1, list);
> if (list.Count == 1)
> {
>     try
>     {
>         var refMessage = new Message((string) (list[0]));
>         if (refMessage is NewOrderSingle)
>         ....
> 
> Where _messageStore is a class variable:
> protected MessageStore _messageStore;
> 
> What I found was that this object would now be disposed twice when the
> class was destroyed so I had to put in this code:
>         public virtual void Shutdown()
>         {
>             //Must call this or else messagestore is double-deleted in cpp
>             if (_messageStore != null)
>             {
>                 GC.SuppressFinalize(_messageStore);
>                 _messageStore = null;
>             }
>         }
> 
> 
> Like I said, not exactly the same as your problem but maybe a bit similar.
> 
> Maybe you could try suppress finalize on your temp message store
> variable??
> 
> Patrick
> 
> 
> -----Original Message-----
> From: qui...@li...
> [mailto:qui...@li...] On Behalf Of
> Alexis Michaelides
> Sent: Friday, 15 August 2008 10:33 AM
> To: qui...@li...
> Subject: Re: [Quickfix-developers] Re questing Previous Messages
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 
> Karl,
> (and anybody else who's listening!)
> 
> Have you managed to figure this one out?
> 
> I'm having the same issue when accessing the MessageStore from within a
> call
> to fromAdmin().
> 
> When I receive a message in fromAdmin(), I look at the MsgType and if it's
> a
> SessionReject (3), I'm attempting to look up the original message so I can
> perform further processing on it (e.g. if it was a new order message,
> create
> an order rejected and send back to the OMS etc).
> 
> This is throwing a "Runtime Error! R6025 - pure virtual function call"
> without fail! However it appears that my MessageStore.get() call returned
> successfully - it seems the error happens asynchronously to my calling
> that
> method.
> 
> I'm also using the C# wrapper, with a ThreadedSocketInitiator handling
> multiple sessions.
> 
> Thanks!
> Alexis
> 
> 
> 
> Karl Schulze-3 wrote:
>>
>> QuickFIX Documentation:
>> http://www.quickfixengine.org/quickfix/doc/html/index.html
>> QuickFIX Support: http://www.quickfixengine.org/services.html
>>
>>
>> I am trying to use the store attached to a particular session in order to
>> request historical messages by the sequence number. I am running the C#
>> wrapper to quickfix and am requesting the previous message with the
>> following code:
>>
>> int seqNum = (int)lvFixMessages.SelectedItems[0].Tag;
>> ArrayList msgList = new ArrayList();
>> FixApplication.Session.getStore().get(seqNum, seqNum, msgList);
>> if(msgList.Count > 0)
>> {
>>     QuickFix.Message msg = new Message((string)msgList[0]);
>> }
>>
>> I may be running into a multi-threaded issue here, as this is called from
>> the user interface thread, but I was hoping that read operations were
>> threadsafe.
>>
>> The problem is characterisitic of multi-threading issues, sometimes it
>> works
>> just fine. Other times I get an AccessViolationException "Attempted to
>> read
>> or write protected memory. This is often an indication that other memory
>> is
>> corrupt."
>>
>> Or sometimes I also get "Runtime Error! R6025 - pure virtual function
>> call"
>>
>> Please let me know if there is a threadsafe way to access the filestore.
>> I
>> am using a filestore and a single initiator, with a standard Application.
>>
>> Thanks,
>>
>> -Karl
>>
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> 
> --
> View this message in context:
> http://www.nabble.com/Requesting-Previous-Messages-tp18316609p18991978.html
> Sent from the QuickFIX - Dev mailing list archive at Nabble.com.
> 
> 
> -------------------------------------------------------------------------
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> challenge
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> prizes
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> world
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> 
> -------------------------------------------------------------------------
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> challenge
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> prizes
> Grand prize is a trip for two to an Open Source event anywhere in the
> world
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> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
> 
> 

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